EE 126 : Probability and Random Processes SP ’ 07 Problem Set 7 — Due March , 22
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چکیده
Problem 7.5. Steve is trying to decide how to invest his wealth in the stock market. He decides to use a probabilistic model for the shares price changes. He believes that, at the end of the day, the change of price Zi of a share of a particular company i is the sum of two components: Xi, due solely to the performance of the company, and the other Y due to investors’ jitter. Assuming that Y is a normal random variable, zero-mean and with variance equal to 1, and independent of Xi. Find the PDF of Zi under the following circumstances in part a) to c),
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