EBK STATISTICAL TECHNIQUES IN BUSINESS
17th Edition
ISBN: 9781259924163
Author: Lind
Publisher: MCGRAW HILL BOOK COMPANY
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Chapter 20, Problem 8E
To determine
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5. Suppose that X is an integer valued random variable, and let mЄ N. Show that
8
11118
P(n
食食假
6. Show that
I(AUB) = max{1{A}, I{B}} = I{A} + I{B} - I{A} I{B};
I(AB)= min{I{A}, I{B}} = I{A} I{B};
I{A A B} = I{A} + I{B}-21{A} I{B} = (I{A} - I{B})².
-
11. Suppose that the events (An, n ≥ 1) are independent. Show that the inclusion-
exclusion formula reduces to
P(UAL)-1-(1-P(Ak)).
k=1
k=1
Chapter 20 Solutions
EBK STATISTICAL TECHNIQUES IN BUSINESS
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- 12. (a) Explain tail events and the tail o-field. Give an example.arrow_forwardLet A, A1, A2,... be measurable sets. Then P(A)=1- P(A); • P(Ø) = 0; P(A1 UA2) ≤ P(A1) + P(A2); A1 C A2 P(A1) P(A2); P(UA) + P(n=14) = 1. Exercise 3.1 Prove these relations. ☐arrow_forward17. Suppose that X1, X2,..., Xn are random variables, such that E|xk| < ∞ for all k, and set Yn = max1arrow_forward6. Show that, for any random variable, X, and a > 0, L P(x < X ≤ x+a) dx = a. 2015arrow_forward15. This problem extends Problem 20.6. Let X, Y be random variables with finite mean. Show that (P(X ≤ x ≤ Y) - P(Y < x ≤ X))dx = E Y — E X.arrow_forward2. Which of the following statements are (not) true? lim sup{An U Bn} 818 lim sup{A, B} 818 lim inf{An U Bn} 818 818 lim inf{A, B} An An A, Bn- A, BnB →B = = = lim sup A, U lim sup Bn; 818 818 lim sup A, lim sup Bn; 818 81U lim inf A, U lim inf Bn; 818 818 lim inf A, lim inf Bn; n→X 818 An U BRAUB as no; An OBRANB as n→∞.arrow_forwardarrow_back_iosSEE MORE QUESTIONSarrow_forward_ios
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