
15.2.52 One dimensional random variables and their characteristics
Problem:
Let the random variables \( X \) and \( Y \) be independent and given in accordance with the laws of distribution:
\begin{tabular}{|c|c|c|c|}
\hline\( x_{i} \) & 2 & 3 & 4 \\
\hline\( p_{i} \) & 0,3 & 0,2 & 0,5 \\
\hline
\end{tabular}
\begin{tabular}{|c|c|c|c|c|}
\hline\( y_{i} \) & 0 & 1 & 2 & 3 \\
\hline\( q_{i} \) & 0,2 & 0,4 & 0,1 & 0,3 \\
\hline
\end{tabular}
Find the distribution law of the variable \( Z=X-Y \) and the expected value and dispersion of the variables \( X, Y \) and \( Z \).