A First Course in Probability
A First Course in Probability
9th Edition
ISBN: 9780321794772
Author: Sheldon Ross
Publisher: PEARSON
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Chapter 7, Problem 7.18TE

In Example 41 t, we showed that the covariance of the multinomial random variables N i and N j is equal to − m P i P j , by expressing N i and N j as the sum of indicator variables. We could also have obtained that result by using the formula var ( N i + N j ) = var ( N i ) + var ( N j ) + 2 cov ( N i , N j )

a. What is the distribution of N i + N j ?.

b. Use the preceding identity to show that cov ( N i , N j ) = − m P i P j

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Chapter 7 Solutions

A First Course in Probability

Ch. 7 - A player throws a fair die and simultaneously...Ch. 7 - The game of Clue involves 6 suspects, 6 weapons,...Ch. 7 - Gambles are independent, and each one results in...Ch. 7 - Prob. 7.4PCh. 7 - The county hospital is located at the center of a...Ch. 7 - A fair die is rolled 10 times. Calculate the...Ch. 7 - Suppose that A and B each randomly and...Ch. 7 - N people arrive separately to a professional...Ch. 7 - A total of n. balls, numbered 1 through n, are put...Ch. 7 - Consider 3 trials, each having the same...
Ch. 7 - Consider n independent flips of a coin having...Ch. 7 - A group of n men and n women is lined up at...Ch. 7 - A set of 1000 cards numbered 1 through 1000 is...Ch. 7 - An urn has m black balls. 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E[(2+X)2]: b....Ch. 7 - If 10 married couples are randomly seated at a...Ch. 7 - Cards from an ordinary deck are turned face up one...Ch. 7 - Let X be the number of ls and F the number of 2s...Ch. 7 - A die is rolled twice. Let X equal the sum of the...Ch. 7 - Prob. 7.38PCh. 7 - Let X1,... be independent with common mean and...Ch. 7 - Prob. 7.40PCh. 7 - A pond contains 100 fish, of which 30 are carp. If...Ch. 7 - A group of 20 people consisting of 10 men and 10...Ch. 7 - Let X1,X2,...,Xn be independent random variables...Ch. 7 - Between two distinct methods for manufacturing...Ch. 7 - Prob. 7.45PCh. 7 - Consider the following dice game. as played at a...Ch. 7 - Prob. 7.47PCh. 7 - A fair die is successively rolled. 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Each person...Ch. 7 - Each of m+2 players pays 1 unit to a kitty in...Ch. 7 - Prob. 7.61PCh. 7 - Prob. 7.62PCh. 7 - Prob. 7.63PCh. 7 - Type i light bulbs function for a random amount of...Ch. 7 - The number of winter storms in a good year is a...Ch. 7 - In Example 5c, compute the variance of the length...Ch. 7 - Prob. 7.67PCh. 7 - The number of accidents that a person has in a...Ch. 7 - Repeat Problem 7.73 when the proportion of the...Ch. 7 - Consider an urn containing a large number of...Ch. 7 - In problem ,suppose that the coin is tossed n...Ch. 7 - Suppose that in Problem 7.75, we continue to flip...Ch. 7 - In Example 6b, let S denote the signal sent and R...Ch. 7 - In Example 6c y)2].Ch. 7 - The moment generating function of X is given by...Ch. 7 - Let X be the value of the first die and Y the sum...Ch. 7 - The joint density of X and Y is given by...Ch. 7 - Prob. 7.78PCh. 7 - Successive weekly sales, in units of $1,000, have...Ch. 7 - Show that E[(Xa)2] is minimized at a=E[X].Ch. 7 - Suppose that X is a continuous random variable...Ch. 7 - Prob. 7.3TECh. 7 - Let X be a random variable having finite...Ch. 7 - Prob. 7.5TECh. 7 - Prob. 7.6TECh. 7 - We say that X is stochastically larger than Y,...Ch. 7 - Prob. 7.8TECh. 7 - A coin having probability p of landing on heads is...Ch. 7 - Let X1,X2,....Xn be independent and identically...Ch. 7 - Prob. 7.11TECh. 7 - Let X1,X2,... be a sequence of independent random...Ch. 7 - Prob. 7.13TECh. 7 - Prob. 7.14TECh. 7 - Prob. 7.15TECh. 7 - Prob. 7.16TECh. 7 - Prob. 7.17TECh. 7 - In Example 41 t, we showed that the covariance of...Ch. 7 - Show that X and Y are identically distributed and...Ch. 7 - Prob. 7.20TECh. 7 - Prob. 7.21TECh. 7 - Prob. 7.22TECh. 7 - Show that Z is a standard normal random variable...Ch. 7 - Prove the Cauchy-Schwarz inequality, namely,...Ch. 7 - Show that if X and Y are independent, then...Ch. 7 - Prove that E[g(X)YX]=g(X)E[YX].Ch. 7 - Prove that if E[YX=x]=E[Y] for all x, then X and Y...Ch. 7 - Prob. 7.28TECh. 7 - Let X1,...,Xn be independent and identically...Ch. 7 - Consider Example 4f, which is concerned with the...Ch. 7 - An urn initially contains b black and w white...Ch. 7 - For an event A, let IA equal 1 if A occurs and let...Ch. 7 - A coin that lands on heads with probability p is...Ch. 7 - For another approach to Theoretical Exercise 7.34,...Ch. 7 - The probability generating function of the...Ch. 7 - One ball at a time is randomly selected from an...Ch. 7 - Prob. 7.37TECh. 7 - Prob. 7.38TECh. 7 - The best quadratic predictor of Y with respect to...Ch. 7 - Use the conditional variance formula to determine...Ch. 7 - Let X be a normal random variable with parameters...Ch. 7 - It follows from Proposition 6.1 and the fact that...Ch. 7 - Show that for random variables X and Z,...Ch. 7 - Prob. 7.44TECh. 7 - Verify the formula for the moment generating...Ch. 7 - For a standard normal random variable Z, let...Ch. 7 - Prob. 7.47TECh. 7 - Prob. 7.48TECh. 7 - The positive random variable X is said to be a...Ch. 7 - Let X have moment generating function M(t), and...Ch. 7 - Use Table 7.2 to determine the distribution of...Ch. 7 - Show how to compute cov(X,Y) from the joint moment...Ch. 7 - Suppose that X1,...,Xn have a multivariate normal...Ch. 7 - If Z is a standard normal random variable, what is...Ch. 7 - Suppose that Y is a normal random variable with...Ch. 7 - Consider a list of m names, where the same name...Ch. 7 - Prob. 7.2STPECh. 7 - Prob. 7.3STPECh. 7 - Prob. 7.4STPECh. 7 - Prob. 7.5STPECh. 7 - Prob. 7.6STPECh. 7 - Prob. 7.7STPECh. 7 - Prob. 7.8STPECh. 7 - Prob. 7.9STPECh. 7 - Prob. 7.10STPECh. 7 - Prob. 7.11STPECh. 7 - Prob. 7.12STPECh. 7 - Prob. 7.13STPECh. 7 - Prob. 7.14STPECh. 7 - Prob. 7.15STPECh. 7 - Prob. 7.16STPECh. 7 - Prob. 7.17STPECh. 7 - Prob. 7.18STPECh. 7 - There are n items in a box labeled H and m in a...Ch. 7 - Let X be a nonnegative random variable having...Ch. 7 - Let a1,...,an, not all equal to 0, be such that...Ch. 7 - Prob. 7.22STPECh. 7 - Prob. 7.23STPECh. 7 - Prob. 7.24STPECh. 7 - Prob. 7.25STPECh. 7 - Prob. 7.26STPECh. 7 - Prob. 7.27STPECh. 7 - Prob. 7.28STPECh. 7 - Prob. 7.29STPECh. 7 - Prob. 7.30STPECh. 7 - Prob. 7.31STPECh. 7 - Starting with etX=1+tX+t2X22!+t3X33!+...+tnXnn!...
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