EBK FIRST COURSE IN PROBABILITY, A
EBK FIRST COURSE IN PROBABILITY, A
10th Edition
ISBN: 9780134753683
Author: Ross
Publisher: VST
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Chapter 10, Problem 10.16P

Let X be a random variable on (0, 1) whose density is f(x). Show that we can estimate 0 1 g ( x ) d x by simulating X and then taking g ( X ) f ( X ) as our estimate. This method, called importance sampling, tries to choose f similar in shape to g, so that g ( X ) f ( X ) has a small variance.

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2) Suppose we select two values x and y independently from the uniform distribution on [0,1]. What is the probability that xy
100 identical balls are rolling along a straight line. They all have speed equal to v, but some of them might move in opposite directions. When two of them collide they immediately switch their direction and keep the speed v. What is the maximum number of collisions that can happen?  Let f(w) be a function of vector w Є RN, i.e. f(w) = 1+e Determine the first derivative and matrix of second derivatives off with respect to w.   Let A Є RN*N be a symmetric, positive definite matrix and bЄ RN a vector. If x ER, evaluate the integral Z(A,b) = e¯xAx+bx dx as a function of A and b. John throws a fair die with faces labelled 1 to 6. ⚫ He gains 10 points if the die shows 1. ⚫ He gains 1 point if the die shows 2 or 4. • No points are allocated otherwise. Let X be the random variable describing John's gain at each throw. Determine the variance of X.
Female Male Totals Less than High School Diploma 0.077 0.110 0.187 High School Diploma 0.154 0.201 0.355 Some College/University 0.141 0.129 0.270 College/University Graduate 0.092 0.096 0.188 Totals 0.464 0.536 1.000
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