A function is a relation that has one output for a given input.
For the first one, there is no one x value with two or more y values so it is a function.
The second example is also a function because a certain value can only have one cube root.
For problem number 3 input "-3" for every instance of x in h(x).
So, h(-3)=2(3^2)-1= 17
Step-by-step explanation:
3x+5=44
3x=44-5
3x=39
x=39÷3
x=13
Start by writing the system down, I will use
to represent 

Substitute the fact that
into the first equation to get,

Simplify into a quadratic form (
),

Now you can use Vieta's rule which states that any quadratic equation can be written in the following form,

which then must factor into

And the solutions will be
.
Clearly for small coefficients like ours
, this is very easy to figure out. To get 5 and 6 we simply say that
.
This fits the definition as
and
.
So as mentioned, solutions will equal to
but these are just x-values in the solution pairs of a form
.
To get y-values we must substitute 3 for x in the original equation and then also 2 for x in the original equation. Luckily we already know that substituting either of the two numbers yields a zero.
So the solution pairs are
and
.
Hope this helps :)
Answer:
(a)![E[X+Y]=E[X]+E[Y]](https://tex.z-dn.net/?f=E%5BX%2BY%5D%3DE%5BX%5D%2BE%5BY%5D)
(b)
Step-by-step explanation:
Let X and Y be discrete random variables and E(X) and Var(X) are the Expected Values and Variance of X respectively.
(a)We want to show that E[X + Y ] = E[X] + E[Y ].
When we have two random variables instead of one, we consider their joint distribution function.
For a function f(X,Y) of discrete variables X and Y, we can define
![E[f(X,Y)]=\sum_{x,y}f(x,y)\cdot P(X=x, Y=y).](https://tex.z-dn.net/?f=E%5Bf%28X%2CY%29%5D%3D%5Csum_%7Bx%2Cy%7Df%28x%2Cy%29%5Ccdot%20P%28X%3Dx%2C%20Y%3Dy%29.)
Since f(X,Y)=X+Y
![E[X+Y]=\sum_{x,y}(x+y)P(X=x,Y=y)\\=\sum_{x,y}xP(X=x,Y=y)+\sum_{x,y}yP(X=x,Y=y).](https://tex.z-dn.net/?f=E%5BX%2BY%5D%3D%5Csum_%7Bx%2Cy%7D%28x%2By%29P%28X%3Dx%2CY%3Dy%29%5C%5C%3D%5Csum_%7Bx%2Cy%7DxP%28X%3Dx%2CY%3Dy%29%2B%5Csum_%7Bx%2Cy%7DyP%28X%3Dx%2CY%3Dy%29.)
Let us look at the first of these sums.
![\sum_{x,y}xP(X=x,Y=y)\\=\sum_{x}x\sum_{y}P(X=x,Y=y)\\\text{Taking Marginal distribution of x}\\=\sum_{x}xP(X=x)=E[X].](https://tex.z-dn.net/?f=%5Csum_%7Bx%2Cy%7DxP%28X%3Dx%2CY%3Dy%29%5C%5C%3D%5Csum_%7Bx%7Dx%5Csum_%7By%7DP%28X%3Dx%2CY%3Dy%29%5C%5C%5Ctext%7BTaking%20Marginal%20distribution%20of%20x%7D%5C%5C%3D%5Csum_%7Bx%7DxP%28X%3Dx%29%3DE%5BX%5D.)
Similarly,
![\sum_{x,y}yP(X=x,Y=y)\\=\sum_{y}y\sum_{x}P(X=x,Y=y)\\\text{Taking Marginal distribution of y}\\=\sum_{y}yP(Y=y)=E[Y].](https://tex.z-dn.net/?f=%5Csum_%7Bx%2Cy%7DyP%28X%3Dx%2CY%3Dy%29%5C%5C%3D%5Csum_%7By%7Dy%5Csum_%7Bx%7DP%28X%3Dx%2CY%3Dy%29%5C%5C%5Ctext%7BTaking%20Marginal%20distribution%20of%20y%7D%5C%5C%3D%5Csum_%7By%7DyP%28Y%3Dy%29%3DE%5BY%5D.)
Combining these two gives the formula:

Therefore:
![E[X+Y]=E[X]+E[Y] \text{ as required.}](https://tex.z-dn.net/?f=E%5BX%2BY%5D%3DE%5BX%5D%2BE%5BY%5D%20%5Ctext%7B%20%20as%20required.%7D)
(b)We want to show that if X and Y are independent random variables, then:

By definition of Variance, we have that:
![Var(X+Y)=E(X+Y-E[X+Y]^2)](https://tex.z-dn.net/?f=Var%28X%2BY%29%3DE%28X%2BY-E%5BX%2BY%5D%5E2%29)
![=E[(X-\mu_X +Y- \mu_Y)^2]\\=E[(X-\mu_X)^2 +(Y- \mu_Y)^2+2(X-\mu_X)(Y- \mu_Y)]\\$Since we have shown that expectation is linear$\\=E(X-\mu_X)^2 +E(Y- \mu_Y)^2+2E(X-\mu_X)(Y- \mu_Y)]\\=E[(X-E(X)]^2 +E[Y- E(Y)]^2+2Cov (X,Y)](https://tex.z-dn.net/?f=%3DE%5B%28X-%5Cmu_X%20%20%2BY-%20%5Cmu_Y%29%5E2%5D%5C%5C%3DE%5B%28X-%5Cmu_X%29%5E2%20%20%2B%28Y-%20%5Cmu_Y%29%5E2%2B2%28X-%5Cmu_X%29%28Y-%20%5Cmu_Y%29%5D%5C%5C%24Since%20we%20have%20shown%20that%20expectation%20is%20linear%24%5C%5C%3DE%28X-%5Cmu_X%29%5E2%20%20%2BE%28Y-%20%5Cmu_Y%29%5E2%2B2E%28X-%5Cmu_X%29%28Y-%20%5Cmu_Y%29%5D%5C%5C%3DE%5B%28X-E%28X%29%5D%5E2%20%20%2BE%5BY-%20E%28Y%29%5D%5E2%2B2Cov%20%28X%2CY%29)
Since X and Y are independent, Cov(X,Y)=0

Therefore as required:
