Let X, X,. . . X, be 'n' random variable which are identically distributed suchthatXg= 1 with a prob. of 1/2= 2 with a prob. of 1/3=-1 with a prob. of 1/6.Find (a) E [X,+X2+=D2.. .. X,l(b) E [X + X3+. ..X21

Given that Probability mass function of Xk xk -1 1 2 P(XK=xk) 1/6 1/2 1/3 Where…

Answered: Let X, X,...X, be 'n' random variable…

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...

See similar textbooks

Similar questions

Let X1, X2, and.X3 be independent and normally distributed random variables with E(X1) 4, E(X2) = 3, E(X3) = 2, Var(X1) = 1, Var(X2) = 5, Var(X3) = 2. Let Y = 2X1 + X2 – 3X3. Find 2. the distribution of Y.
Q2. Let X be a random variable with (a) Find E(X) (b) Find M(t). (0.42 f(x)=0.46 0.12 if x = 0 if x = 1 if x = 2
Let X be a discrete random variable with P(X = -1) = .3, P(X = 1) = .45, P(X = 2) = .15 and P(X = 6) = .1. Find E(X).
Many people believe that the daily change in price of a company's stock in the stock market is a random variable with mean 0 and variance o² during the middle 2 months between 2 earning report dates when there is not much news released. That is, if Yn represents the closing price of the stock on the nth trading day of that period, then Yn = Yn-1+Xn, for 1 ≤ n ≤ 60, where X₁, X2,..., X60 are independent and identically distributed random variables with mean 0 and variance o². Suppose that the stock price at the beginning of the 2-month period is 100. If o = 2, what is the approximate probability that the stock's closing price on the 30th trading day will exceed 110, i.e., what is P(Y30 > 110)
Let X1, X2, ... be independent Cauchy random variables, each with PDF d f(x)= TT(d² +x?)' Show that A,= (X, +X2+•…+X„)/n has the same distribution as X,.
(1) Let X be a random variable with p.d.f. 1-8x 0
Let X1, X2,.., X, be independent identically distributed random variables with each X, having a probability mas function given byP(X; = 0) = 1-p P(X; = 1) = p, where Osps1. 1 EXj, then E(Y)= j = 1 Define the random variable Y = n Select one: а. 1 b. p C. 0 d.
9. If X and Y are two random variables and let g(X) be a random variable. Show that (a) E[g(X) X=x] = g(x). (b) E[g(x)Y|X=x] = g(x) E[Y|X=x]. Assume that E[g(x)] and E[Y] exist.
I need the answer as soon as possible
The time to wait between each phonecall a person recives is random given f(t) = 3e-3t for t>=0. Let T1 and T2 be two independent waiting times for this distribution. Find expected time between each call and variance. (E(T) and V(T)) Find the probability for both T1 and T2 to be greater than one.
4. Assume that X is an exponential random variable. Suppose further that Var(X) = 5. E(X). (a) Find the parameter 0> 0. (b) Compute Var(X + 4). (c) Compute P(X > 15[X > 11).

Recommended textbooks for you

A First Course in Probability (10th Edition)

Probability

ISBN:

9780134753119

Author:

Sheldon Ross

Publisher:

PEARSON

A First Course in Probability

Probability

ISBN:

9780321794772

Author:

Sheldon Ross

Publisher:

PEARSON

A First Course in Probability (10th Edition)

Probability

ISBN:

9780134753119

Author:

Sheldon Ross

Publisher:

PEARSON

A First Course in Probability

Probability

ISBN:

9780321794772

Author:

Sheldon Ross

Publisher:

PEARSON

SEE MORE TEXTBOOKS

Let X, X,...X, be 'n' random variable which are identically distributed such that Xg= 1 with a prob. of 1/2 = 2 with a prob. of 1/3 =-1 with a prob. of 1/6. Find (a) E [X, + X2 +... .. X,1 (b) E [X} + X3 +...X