EBK FIRST COURSE IN PROBABILITY, A
10th Edition
ISBN: 9780134753683
Author: Ross
Publisher: VST
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Chapter 3, Problem 3.68P
A and B are involved in a duel. The rules of the duel are that they are to pick up their guns and shoot at each other simultaneously. If one or both are hit, then the duel is over. If both shots miss, then they repeat the process. Suppose that the results of the shots are independent and that each shot of A will hit B with
a. the probability that A is not hit?
b. the probability that both duelists are hit?
c. the probability that the duel ends after the nth round of shots?
d. the conditional probability that the duel ends after the nth round of shots given that A is not hit?
e. the conditional probability that the duel ends after the nth round of shots given that both duelists are hit?
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Students have asked these similar questions
5 of 5
(i) Let a discrete sample space be given by
Ω = {ω1, 2, 3, 4},
Total marks 12
and let a probability measure P on be given by
P(w1) 0.2, P(w2) = 0.2, P(w3) = 0.5, P(w4) = 0.1.
=
Consider the random variables X1, X2 → R defined by
X₁(w3) = 1, X₁(4) = 1,
X₁(w₁) = 1, X₁(w2) = 2,
X2(w1) = 2, X2(w2) = 2, X2(W3) = 1, X2(w4) = 2.
Find the joint distribution of X1, X2.
(ii)
[4 Marks]
Let Y, Z be random variables on a probability space (N, F, P).
Let the random vector (Y, Z) take on values in the set [0,1] × [0,2] and let the
joint distribution of Y, Z on [0,1] × [0,2] be given by
1
dPy,z(y, z)
(y²z + y²²) dy dz.
Find the distribution Py of the random variable Y.
[8 Marks]
Total marks 16
5.
Let (,,P) be a probability space and let X : → R be a random
variable whose probability density function is given by f(x) = }}|x|e¯|×| for
x Є R.
(i)
(ii)
Find the characteristic function of the random variable X.
[8 Marks]
Using the result of (i), calculate the first two moments of the
random variable X, i.e., E(X") for n = 1, 2.
(iii) What is the variance of X?
[6 Marks]
[2 Marks]
Total marks 16
5.
Let (N,F,P) be a probability space and let X : N → R be a
random variable such that the probability density function is given by
f(x)=ex for x € R.
(i)
Find the characteristic function of the random variable X.
[8 Marks]
(ii) Using the result of (i), calculate the first two moments of
the random variable X, i.e., E(X") for n = 1,2.
(iii)
What is the variance of X.
[6 Marks]
[2 Marks]
Chapter 3 Solutions
EBK FIRST COURSE IN PROBABILITY, A
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