Let X 1 , ... , X n , be independent nonnegative integer valued random variables, and let a i = P ( X i is even ) , i = 1 , ... , n . With S = ∑ = 1 n X i we want to determine p = P ( S is even ) . Let Y i = 1 if X i is even and let it equal -1 is odd. In parts (a) and (b) fill in the missing word at the end of the sentence. a. S is even if and only if the number of X 1 , ... , X n that are odd is b. S is even if and only if [ ∏ i = 1 n Y i ] is c. Find E [ ∏ i = 1 n Y i ] . d. Find P ( S is even ) . Hint: Use parts (b) and (c).
Let X 1 , ... , X n , be independent nonnegative integer valued random variables, and let a i = P ( X i is even ) , i = 1 , ... , n . With S = ∑ = 1 n X i we want to determine p = P ( S is even ) . Let Y i = 1 if X i is even and let it equal -1 is odd. In parts (a) and (b) fill in the missing word at the end of the sentence. a. S is even if and only if the number of X 1 , ... , X n that are odd is b. S is even if and only if [ ∏ i = 1 n Y i ] is c. Find E [ ∏ i = 1 n Y i ] . d. Find P ( S is even ) . Hint: Use parts (b) and (c).
Solution Summary: The author explains that the probability A_1,X2,mathrm.....n is odd.
Let
X
1
,
...
,
X
n
, be independent nonnegative integer valued random variables, and let
a
i
=
P
(
X
i
is even
)
,
i
=
1
,
...
,
n
. With
S
=
∑
=
1
n
X
i
we want to determine
p
=
P
(
S
is even
)
. Let
Y
i
=
1
if
X
i
is even and let it equal -1 is odd. In parts (a) and (b) fill in the missing word at the end of the sentence.
a. S is even if and only if the number of
X
1
,
...
,
X
n
that are odd is
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]
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