Exercise 2 Suppose that N is a Poisson random variable with parameter u. Suppose that given N = n, random variables X₁, X2...., Xn are independent with uniform (0, 1) distribution. So there are a random number of X's. a) Given N = n, the probability that all the X's are less than t is t, where 0 < t < 1. b) The (unconditional) probability that all the X's are less than t is t, where 0 < t < 1. c) Let SN = X₁ + ... + XN denote the sum of the random number of X's. P(SN = 0) = e¯μ. d) E(SN) = μ
Exercise 2 Suppose that N is a Poisson random variable with parameter u. Suppose that given N = n, random variables X₁, X2...., Xn are independent with uniform (0, 1) distribution. So there are a random number of X's. a) Given N = n, the probability that all the X's are less than t is t, where 0 < t < 1. b) The (unconditional) probability that all the X's are less than t is t, where 0 < t < 1. c) Let SN = X₁ + ... + XN denote the sum of the random number of X's. P(SN = 0) = e¯μ. d) E(SN) = μ
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
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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