(a)(b)Two independent random variables X, Y have zero mean, and variance 3, 6respectively. Estimate how large a > 0 has to in order to haveP(|X + Y≥ a) ≤100·?Let X be a nonnegative random variable with moment generating functionMx(X) = eH(X), H: [0, ∞) → [0, ∞).Suppose it holds for all λ, t > 0 that λt – H(X) ≥ G(t). Prove:P(X > t) ≤ e-G(t).

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Answered: (a) Two independent random variables X,…

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

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Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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(a) Two independent random variables X, Y have zero mean, and variance 3,6 respectively. Estimate how large a > 0 has to in order to have P(|X+Y| ≥ a) ≤ 1 -? 100