EBK FIRST COURSE IN PROBABILITY, A
EBK FIRST COURSE IN PROBABILITY, A
10th Edition
ISBN: 9780134753676
Author: Ross
Publisher: PEARSON CUSTOM PUB.(CONSIGNMENT)
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Chapter 9, Problem 9.7PTE

A transition probability matrix is said to be doubly stochastic if i = 0 M P i j = 1 for all states j = 0 , 1 ,   ... , M . Show that such a Markov chain is ergodic, then j = 1 ( M + 1 ) , j = 0 , 1 , ... , M . .

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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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