Let X be a random variable that takes on values between 0 and c. That is, p { 0 ≤ X ≤ c } = 1 .Show that var ( X ) ≤ c 2 4 Hint: One approach is to first argue that E [ X 2 ] ≤ c E [ X ] and then use this inequality to show that var ( X ) ≤ c 2 [ a ( 1 − a ) ] where a = E [ X ] c
Let X be a random variable that takes on values between 0 and c. That is, p { 0 ≤ X ≤ c } = 1 .Show that var ( X ) ≤ c 2 4 Hint: One approach is to first argue that E [ X 2 ] ≤ c E [ X ] and then use this inequality to show that var ( X ) ≤ c 2 [ a ( 1 − a ) ] where a = E [ X ] c
Let X be a random variable that takes on values between 0 and c. That is,
p
{
0
≤
X
≤
c
}
=
1
.Show that
var
(
X
)
≤
c
2
4
Hint: One approach is to first argue that
E
[
X
2
]
≤
c
E
[
X
]
and then use this inequality to show that
var
(
X
)
≤
c
2
[
a
(
1
−
a
)
]
where
a
=
E
[
X
]
c
The diameter of a round rock in a bucket, can be messured in mm and considered a random variable X in f(x)
f(x) = k(x-x4) if 0 ≤ x ≤ 1f(x) = 0 otherwise.
determine the constant k such that the set is valid.
Let X - Geom(p). Let s 2 0 be an integer.
Show that P(X > s) = (1 – p)s. (Hint: The probability that more than s trials are needed
to obtain the first success is equal to the probability that the first s trials are all
failures.)
a.
b.
Let t 2 0 be an integer. Show that P(X >s + 1 | X > s) = P(X > t). This is the
memoryless property .[Hint: P(X > s + t and X > s) = P(X > s + t).]
A penny and a nickel are both fair coins. The penny is tossed three times and comes up
tails each time. Now both coins will be tossed twice each, so that the penny will be
tossed a total of five times and the nickel will be tossed twice. Use the memoryless
property to compute the conditional probability that all five tosses of the penny will be
tails, given that the first three tosses were tails. Then compute the probability that both
tosses of the nickel will be tails. Are both probabilities the same?
C.
Suppose that, in manufacturing, the probability of a certain item being defective is Suppose further that the quality of an item is independent of the quality of the other manufactured items. An inspector selects six items at random. Let a random variable (X) represents the number of defective items in the sample.
Determine the values of E(X) and Var(X).
Find P(X = 0) , P(X ≤1)and P(X ≥2).
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