A First Course In Probability, Global Edition
10th Edition
ISBN: 9781292269207
Author: Ross, Sheldon
Publisher: PEARSON
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Chapter 10, Problem 10.2STPE
To determine
To calculate: an approach for stimulating a random variable having probability density
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Students have asked these similar questions
-xx0.
B2 If Xfx(x) find the MGF in the case that
fx(x) =
-
1
28
exp{-|x − a\/ẞ},
Use the MGF to compute E(X) and Var(X).
B3 Consider X ~ Bern(p)
(a) Find Mx(t), the moment generating function of X.
iid
(b) If X1,..., Xn
Bern(p), find the MGF, say My (t) of
n
Y =
ΣΧ
(c) Using the fact that
i=1
n
lim (1
(1+2)"=
N→X
= e²
find limn→∞ My (t) in the case that p satisfies limn→∞ np = λ, say.
(d) State the distribution of Y in the case that n is not large, and the distribution of Y in
the limiting case described in the question.
B1 The density of the x2 distribution is given in the notes as
1
F(§)2/2
(x)=()2/21
x/2-1/2, if x > 0, and
e
where I(t)=√xt-¹e dx is the gamma function.
otherwise,
Find the point at which o(a) has its maximum, i.e. find arg max, o, (x)
Chapter 10 Solutions
A First Course In Probability, Global Edition
Ch. 10 - The following algorithm will generate a random...Ch. 10 - Prob. 10.2PCh. 10 - Give a technique for simulating a random variable...Ch. 10 - Present a method for simulating a random variable...Ch. 10 - Use the inverse transformation method to present...Ch. 10 - Give a method for simulating a random variable...Ch. 10 - Let F be the distribution functionF(x)=xn0x1 a....Ch. 10 - Prob. 10.8PCh. 10 - Suppose we have a method for simulating random...Ch. 10 - Prob. 10.10P
Ch. 10 - Use the rejection method with g(x)=1,0x1, to...Ch. 10 - Prob. 10.12PCh. 10 - Prob. 10.13PCh. 10 - Prob. 10.14PCh. 10 - Prob. 10.15PCh. 10 - Let X be a random variable on (0, 1) whose density...Ch. 10 - Prob. 10.1STPECh. 10 - Prob. 10.2STPECh. 10 - Prob. 10.3STPECh. 10 - If X is a normal random variable with mean and...Ch. 10 - Prob. 10.5STPE
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