FIRST COURSE IN PROBABILITY (LOOSELEAF)
10th Edition
ISBN: 9780134753751
Author: Ross
Publisher: PEARSON
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Textbook Question
Chapter 4, Problem 4.2TE
If X has distribution
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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 4 Solutions
FIRST COURSE IN PROBABILITY (LOOSELEAF)
Ch. 4 - Two balls are chosen randomly from an urn...Ch. 4 - Two fair dice are rolled, Let X equal the product...Ch. 4 - Three dice are rolled. By assuming that each of...Ch. 4 - Five men and 5 women are ranked according to their...Ch. 4 - Let X represent the difference between the number...Ch. 4 - In Problem 4.5 for n=3, if the coin is assumed...Ch. 4 - Suppose that a die is rolled twice. What are the...Ch. 4 - If the die in Problem 4.7 is assumed fair,...Ch. 4 - Repeat Example 1c, when the balls are selected...Ch. 4 - Let X be the winnings of a gambler. Let...
Ch. 4 - The random variable X is said to follow the...Ch. 4 - In the game of Two-Finger Morra, 2 players show 1...Ch. 4 - A salesman has scheduled two appointments to sell...Ch. 4 - Five distinct numbers are randomly distributed to...Ch. 4 - The National Basketball Association (NBA) draft...Ch. 4 - A deck of n cards numbered 1 through n are to be...Ch. 4 - Suppose that the distribution function of X is...Ch. 4 - Four independent flips of a fair coin are made....Ch. 4 - If the distribution function of X is given...Ch. 4 - A gambling book recommends the following winning...Ch. 4 - Four buses carrying 148 students from the same...Ch. 4 - Suppose that two teams play a series of games that...Ch. 4 - You have $1000, and a certain commodity presently...Ch. 4 - A and B play the following game: A writes down...Ch. 4 - Prob. 4.25PCh. 4 - One of the numbers I through 10 is randomly...Ch. 4 - An insurance company writes a policy to the effect...Ch. 4 - A sample of 3 items is selected at random from a...Ch. 4 - There are two possible causes for a breakdown of a...Ch. 4 - A person tosses a fair coin until a tail appears...Ch. 4 - 4.31. Each night different meteorologists give us...Ch. 4 - To determine whether they have a certain disease,...Ch. 4 - A newsboy purchases papers at 10 cents and sells...Ch. 4 - Prob. 4.34PCh. 4 - A box contains 5 red and 5 blue marbles. Two...Ch. 4 - Consider the friendship network described by...Ch. 4 - Consider Problem 4.22 t with i=2. Find the...Ch. 4 - Find Var (X) and Var (Y) for X and as given in...Ch. 4 - If E[X]=1 and var(X)=5, find a. E[(2+X)2]; b....Ch. 4 - A ball is drawn from an urn containing 3 white and...Ch. 4 - On a multiple-choice exam with 3 possible answers...Ch. 4 - A man claims to have extrasensory perception. As a...Ch. 4 - A and B will take the same 10-question...Ch. 4 - A communications channel transmits the digits 0...Ch. 4 - A satellite system consists of n components and...Ch. 4 - A student is getting ready to take an important...Ch. 4 - Suppose that it takes at least 9 votes from a...Ch. 4 - In some military courts, 9 judges are appointed....Ch. 4 - It is known that diskettes produced by a certain...Ch. 4 - When coin 1 is flipped, it lands on heads with...Ch. 4 - Each member of a population of size n is,...Ch. 4 - In a tournament involving players 1,2,3,4, players...Ch. 4 - Suppose that a biased coin that lands on heads...Ch. 4 - The expected number of typographical errors on a...Ch. 4 - The monthly worldwide average number of airplane...Ch. 4 - Approximately 80000 marriages took place in the...Ch. 4 - State your assumptions. Suppose that the average...Ch. 4 - A certain typing agency employs 2 typists. The...Ch. 4 - How many people are needed so that the probability...Ch. 4 - Suppose that the number of accidents occurring on...Ch. 4 - Compare the Poisson approximation with the correct...Ch. 4 - If you buy a lottery ticket in 50 lotteries, in...Ch. 4 - The number of times that a person contracts a cold...Ch. 4 - The probability of being dealt a full house in a...Ch. 4 - Consider n, independent trials, each of which...Ch. 4 - People enter a gambling casino at a rate of 1...Ch. 4 - The suicide rate in a certain state is 1 suicide...Ch. 4 - Each of 500 soldiers in an army company...Ch. 4 - A total of 2n people, consisting of n married...Ch. 4 - Prob. 4.70PCh. 4 - In response to an attack of 10 missiles, 500...Ch. 4 - A fair coin is flipped 10 times. Find the...Ch. 4 - At time 0, a coin that comes up heads with...Ch. 4 - Consider a roulette wheel consisting of 38 numbers...Ch. 4 - Two athletic teams play a series of games; the...Ch. 4 - Suppose in Problem 4.75 that the two teams are...Ch. 4 - An interviewer is given a list of people she can...Ch. 4 - Prob. 4.78PCh. 4 - Solve the Banach match problem (Example 8e) when...Ch. 4 - In the Banach matchbox problem, find the...Ch. 4 - An urn contains 4 white and 4 black balls. We...Ch. 4 - Suppose that a batch of 100 items contains 6 that...Ch. 4 - A game popular in Nevada gambling casinos is Keno,...Ch. 4 - In Example 81 what percentage of i defective lots...Ch. 4 - A purchaser of transistors buys them in lots of...Ch. 4 - There are three highways in the county. The number...Ch. 4 - Suppose that 10 balls are put into 5 boxes, with...Ch. 4 - There are k types of coupons. Independently of the...Ch. 4 - An urn contains 10 red, S black, and 7 green...Ch. 4 - There are N distinct types of coupons, and each...Ch. 4 - If X has distribution function F, what is the...Ch. 4 - If X has distribution function F, what is the...Ch. 4 - The random variable X is said to have the...Ch. 4 - Let N be a nonnegative integer-valued random...Ch. 4 - Let X be such that P{X=1}=p=1P{X=1}. Find c1 such...Ch. 4 - Let X be a random variable having expected value ...Ch. 4 - Find Var (X) if P(X=a)=(1)=p=1P(X=b)Ch. 4 - Show how the derivation of the binomial...Ch. 4 - Let X be a binomial random variable with...Ch. 4 - Let X be the number of successes that result from...Ch. 4 - Consider n independent sequential trials, each of...Ch. 4 - There are n components lined up in a linear...Ch. 4 - Let X be a binomial random variable with...Ch. 4 - A family has n children with probability pn,n1...Ch. 4 - Suppose that n independent tosses of a coin having...Ch. 4 - Let X be a Poisson random variable with parameter...Ch. 4 - Let X be a Poisson random variable with parameter ...Ch. 4 - Prob. 4.19TECh. 4 - Show that X is a Poisson random variable with...Ch. 4 - Consider n coins, each of which independently...Ch. 4 - From a set of n randomly chosen people, let Eij...Ch. 4 - An urn contains 2 n balls, of which 2 are numbered...Ch. 4 - Consider a random collection of n individuals. In...Ch. 4 - Here is another way to obtain a set of recursive...Ch. 4 - Suppose that the number of events that occur in a...Ch. 4 - Prove i=0nii!=1n!exxndx Hint: Use integration by...Ch. 4 - If X is a geometric random variable, show...Ch. 4 - Let X be a negative binomial random variable with...Ch. 4 - For a hyper geometric random variable,...Ch. 4 - Balls numbered I through N are in an urn. Suppose...Ch. 4 - A jar contains m+n chips, numbered 1, 2,. ., n+m....Ch. 4 - Prob. 4.33TECh. 4 - Prob. 4.34TECh. 4 - Prob. 4.35TECh. 4 - An urn initially contains one red and one blue...Ch. 4 - Prob. 4.37TECh. 4 - Prob. 4.1STPECh. 4 - Prob. 4.2STPECh. 4 - A coin that when flipped comes up heads with...Ch. 4 - Prob. 4.4STPECh. 4 - Suppose that P{X=0}=1P{X=1}. If E[X]=3Var(X), find...Ch. 4 - There are 2 coins in a bin. When one of them is...Ch. 4 - Prob. 4.7STPECh. 4 - Prob. 4.8STPECh. 4 - Prob. 4.9STPECh. 4 - An urn contains n balls numbered 1 through n. If...Ch. 4 - Prob. 4.11STPECh. 4 - Prob. 4.12STPECh. 4 - Each of the members of a 7-judge panel...Ch. 4 - Prob. 4.14STPECh. 4 - The number of eggs laid on a tree leaf by an...Ch. 4 - Each of n boys and n girls, independently and...Ch. 4 - A total of 2n people, consisting of n married...Ch. 4 - Prob. 4.18STPECh. 4 - Prob. 4.19STPECh. 4 - Show that if X is a geometric random variable with...Ch. 4 - Suppose that P{X=a}=p,P{X=b}=1p a. Show that Xbab...Ch. 4 - Prob. 4.22STPECh. 4 - Balls are randomly withdrawn, one at a time...Ch. 4 - Ten balls are to be distributed among 5 urns, with...Ch. 4 - For the match problem (Example 5m in Chapter 2),...Ch. 4 - Let be the probability that a geometric random...Ch. 4 - Two teams will play a series of games, with the...Ch. 4 - An urn has n white and m black balls. Balls are...Ch. 4 - Prob. 4.29STPECh. 4 - If X is a binomial random variable with parameters...Ch. 4 - Let X be the ith smallest number in a random...Ch. 4 - Balls are randomly removed from an urn consisting...
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