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
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
Solution Summary: The author explains that the sum of multinomial random variables has a binomial distribution. For obtaining the result, we could have used Var(N_i
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
Definition Definition Measure of how two random variables change together. Covariance indicates the joint variability or the directional relationship between two variables. When two variables change in the same direction (i.e., if they either increase or decrease together), they have a positive covariance. When the change is in opposite directions (i.e., if one increases and the other decreases), the two variables have a a negative covariance.
Q1. A group of five applicants for a pair of identical jobs consists of three men and two
women. The employer is to select two of the five applicants for the jobs. Let S
denote the set of all possible outcomes for the employer's selection. Let A denote
the subset of outcomes corresponding to the selection of two men and B the subset
corresponding to the selection of at least one woman. List the outcomes in A, B,
AUB, AN B, and An B. (Denote the different men and women by M₁, M2, M3
and W₁, W2, respectively.)
Q3 (8 points)
Q3. A survey classified a large number of adults according to whether they were diag-
nosed as needing eyeglasses to correct their reading vision and whether they use
eyeglasses when reading. The proportions falling into the four resulting categories
are given in the following table:
Use Eyeglasses for Reading
Needs glasses Yes
No
Yes
0.44
0.14
No
0.02
0.40
If a single adult is selected from the large group, find the probabilities of the events
defined below. The adult
(a) needs glasses.
(b) needs glasses but does not use them.
(c) uses glasses whether the glasses are needed or not.
4. (i) Let a discrete sample space be given by
N = {W1, W2, W3, W4},
and let a probability measure P on be given by
P(w1) = 0.2, P(w2) = 0.2, P(w3) = 0.5, P(wa) = 0.1.
Consider the random variables X1, X2 → R defined by
X₁(w1) = 1, X₁(w2) = 2,
X2(w1) = 2, X2 (w2) = 2,
Find the joint distribution of X1, X2.
(ii)
X1(W3) = 1, X₁(w4) = 1,
X2(W3) = 1, X2(w4) = 2.
[4 Marks]
Let Y, Z be random variables on a probability space (, F, P).
Let the random vector (Y, Z) take on values in the set [0, 1] x [0,2] and let the
joint distribution of Y, Z on [0, 1] x [0,2] be given by
1
dPy,z (y, z) ==(y²z+yz2) dy dz.
harks 12 Find the distribution Py of the random variable Y.
[8 Marks]
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