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.
Please solve the following Probability Problem, please show all work and solve what is asked:
HW 1.w. (Special game)The atmosphere has heated up and a fight erupted! There are n + 1players and somebody threw the first punch. Once a person is punched,they punch another person in the group at random. What are the oddsthat after m iterations:a) Nobody punches the person who started it?b) Nobody gets punched twice?Now take it up a notch: imagine the first person punched N other peopleat random, and once someone gets punched, they punch another N peoplein the group at random, and so on. Again, what are the odds that afterm iterations:a) Nobody punches the person who started it?b) Nobody gets punched twice?
Q1. A chest of drawers has 3 drawers. Each drawer has 2 boxes. The boxes of one
drawer contain a silver coin in each respectively, the boxes of another a gold coin in
each box, and the boxes of the third drawer a gold and a silver coin, respectively. A
drawer is selected at random and a box from the drawer is selected at random and
opened. The coin is found to be silver. What is the probability that the coin in the
other box is gold? (Harder Problem)
Please solve the following Probability Problem: Show all work and complete what is asked
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