Let X1, X2, · · be i.i.d. random variables ~ X, and let N be random variable taking values in {0, 1, 2, ·}. (a) Show that E[X1+X2+ • ··+XN] = (EN)(EX) if N is indepen- dent of X1, X2, .... (b) Is it true in general that E[X1+X2 + · · + XN] = (EN)(EX)?

Q: 1 The discrete random variable X has Var (X) = 5 Find Var (4X – 3)

A: Given Data: Var(X)=5 Equation: Var(4X-3) ......(1) Simplify the equation (1). Var4X-3=42VarX=16VarX

Q: Suppose X is a random variable such that EX = 50 and V arX = 12. Find (a) E(X 2 ) (b) E(3X + 2) (c)…

A: The given X is a random variable with EX=50 and VarX=12.

Q: Suppose X is a discrete random variable with finite first and second moments. Show that E (x…

A: It is given that X is a discrete random variable with finite first and second moment.

Q: 5) Let N= [0, 1) and let F = o ([0, 1/3), [1/3, 2/3), [2/3, 1)) (a) Write down F. (b) Is X(w) = 2w…

A: Given, Ω=0,1→Sample spaceF=σ0,13,13,23,23,1→sigma field

Q: Let X₁, X₂,..., X, be mutually independent and identically distributed random variables with means…

A: Solution

Q: If x is a random variable (3,x-bn), find the smallest value for n so that it achieves 0.8 <(1 2 p(x)…

A: If a random variable X follows binomial distribution. X~Bx, n, p=13 and PX≥1&gt;0.8 We need to find…

Q: (1) Let X be a random variable with p.d.f. ke 2x f(x) ={ 0 <x<0 , then o.w (a) k=3 (b) k=2 (c) k =-…

A: Reviewing information, X is a r.v. with pdf, f(x)=k·e-2x                                   ;…

Q: Suppose that Y ~ Normal(0, 1) and define new random variable X by X=Y². Compute ELYI

A: Given that Y~Normal0,1 Here, E(Y)=0V(Y)=1⇒E(Y2)-EY2=1⇒E(Y2)-0=1⇒E(Y2)=1

Q: Let X1, X2, , X36, be independent random variables such 5. that if 0 e1º). fx(x) = 1 36 (a) 1 –…

A:

Q: 3- , thei a) E{f,(y\x)} =- exp(- o/27(2-r²) 20ʻ(2-r²)' 1 b) E{f, (x)f;(y)}=- 2.noV4-r

A:

Q: 2. Let X₁, X₂₁.... X ₁ be a i.i.de Sequence of random variables. Show that Cov (X₂X₁ X) = 0₁ V₂ =…

A:

Q: For a random variable X, suppose that E[X] = 2 and Var(X) = 4. Then (a) E[(4 + x)²] = (b) Var (5+5X)…

A: Given,E(X)=2Var(X)=4we know that…

Q: We’ll say that a permutation T = (T(1),.….., T(n)) contains a swap if there exist i, je{1,..,n} so…

A: a) Let we take n &gt; 1. Let Xi be a random variable if i is a partner in a swap or not. The values…

Q: (1) Let X be a random variable with a function [A(3x² +6) -1,0,1,2 . then (0) k = (6) k = (e) * (d)…

A:

Q: 3. If X and Y are independent uniform (0, 1) random variables, show that 2 for a > 0 (a + 1)(a + 2)…

A: X and Y are independent U(0,1) random variables:Objective: Show that:

Q: 5. (a) Suppose X is a discrete random variable with range in the positive integers {1, 2, 3, 4, . .…

A: Given that X is a discrete random variable with range in the positive integers {1, 2, 3, 4, . . .}.

Q: Let M and N be two independent events such that P(M) = 1/3 and P(N) = 1/4. Find P(M/N')

A:

Q: (1) Let X be a random variable with a function x= 0,1, 2,3 4 xt(3-x)! S(x)=- , then E(x+1) is o.w…

A:

Q: (1) E(E(X)) = E(X) (2) E(X – E(X)) = 0 (3) Var(X) = E(X²) – [E(X)]² (4) Given constants a and b,…

A: Discrete random variable is defined as a variable which can take only specific values. For example…

Q: (1) Let X be a random variable with a function (3 4 x! (3-x)! S(x) =- x= 0,1, 2,3 . then E(x+1)is…

A:

Q: (2) Let X be a random variable with p.d.f. 1<x<10 f(x) = then o.w 3 (a) k=2 (b) k=8 (c) k = (d) k=3…

A: Solution: 2. From the given information, the probability density function of X is

Q: Siven the following probability distribution, what is the expected value?

A: It is an important part of statistics. It is widely used.

Q: If X is a continuous random variables, then Covs.) (a) o (b) , (c) P (d)) None of them as- If X and…

A: “Since you have posted a question with multiple sub-parts, we will solve first three subparts for…

Q: Let X1 and X2 be independent random variables with respective binomial distributions b(3,1/2) and…

A: The provided information is as follows:The  and  are two independent variables.The  follows binomial…

Q: (1) Let X be a random variable with a function (3 1 4 xt (3-x)! *- 0,1, 2,3 , then E(x+1) is o.w (e)…

A:

Q: Q2/(a) Let X be a random variable with p.d.f. kx 1<x<∞ S(x)=• find k. O.w

A: The p.d.f of X is given below: fx=kx-2   1&lt;x&lt;∞0          ow

Q: a) For a a random variable X, E (X²) ≥ [E (X)]². b) The probability that exactly one of the events A…

A: As per the Bartleby guildlines we have to solve first three subparts and rest can be reposted....…

Q: A random variable X is called symmetric if X and -X are identically distributed. Show that X is…

A:

Q: 3- Show that, if the random variables X and Y are N(0 6,0",r) , thên 1 a) E{ fy(y|x)} = =exp{- 20…

A:

Q: 2) Required probability is given by 99 P(X 2 100) = 1 - (C")-0.01°- 0.99-3 = 1 - 0.0092427 0.990757…

A: Here the given probability calculation is given :

Q: 7. A discrete random variable X taking non-negative integer values has probability gen- erating…

A:

Q: 8. IFX is a continuous random variable and y = ax + b then the expected valued of y = ? a. aE(x) b.…

A: y=ax+b

Q: A simple example of a random variable is the indicator of an event A, which is denoted by IA: IA(W)…

A: Indicator function is defined as   IA(ω) =1 if ω ∈ A, 0 otherwise

Q: (a) Var(X + Y ) = Var(X)+ Var(Y) (b) Ε(XY) - (EX) (EYΥ) (c) E(X + Y ) = EX+ EY

A: Since we answer up to three subparts of a problem, we'll be answering the first three sub parts…