1. If X is a nonnegative integer valued random variable, show that n-1 n-0 Hint: Define...
Let N denote a nonnegative integer-valued random variable. Show that k-1 k O In general show that if X is nonnegative with distribution F, then and E(X") = : nx"-'F(x) ds.
Problem 3.
3. For a nonnegative integer-valued random variable X show that i-0 4. A coin comes up heads with probability p. It is flipped until two consecutive heads or two consecutive tails occur. Find the expected number of flips 5. Suppose that PX a)p, P[Xb-p, a b. Show that (X-b)/(a-b) is a Bernoulli variable, and find its variance
3. For a nonnegative integer-valued random variable X show that i-0 4. A coin comes up heads with probability p. It...
If X is a nonnegative integer-valued random variable then the function P(z), defined for lzl s 1 by is called the probability generating function of X (a) Show that d* (b) With 0 being considered even, show that PX is even) = P(-1) + P(1) (c) If X is binomial with parameters n and p, show that Pix is even) -1+12p (d) If X is Poisson with mean A, show that 1+ e-24 2 P[X is even)- (e) If X...
3. Suppose that X is a nonegative integer valued random variable. Show that E[X] = P(X ). Hint: Start with the formula EX= k= k, Now try to rearrange the terms. P(X = k) and for all positive integers k write
1.9 Let Xi, -.. .Xn be nonnegative integer-valued random variables with identical pffx (-). A discrete mixture distribution W is created with pf fw (x)-puxi(x) +..+pfx, (x), where pi0 for i -1,... .n and X\-iPi1. Another random variable Y is defined by Y - (a) Compare the mean of W and Y. (b) If Xi,.. ,Xn are independent, compare the variance of W and Y.
3.24. Problem*. (Section 11.3) (a) Show that for a nonnegative random variable X with mean, P(X > 2m) S (b) For a nonnegative random variable X, what upper bound can we achieve for PX > 3)?
Problem 3. Let X and Y be two independent random variables taking nonnegative integer values (a) Prove that for any nonnegative integer m 7m k=0 b) Suppose that X~ B (n, p) and Y ~ B(m. p), and X, Y are independent. What is the distribution of the random variable Z X + Y? (c) Prove the following formula for binomial coefficients: n\ _n + m for kmin (m, n) (d) Let X ~ B (n, 1/2). What is P...
Q3. Assume that X is a continuous and nonnegative random variable with the cumulative distribution function Fx Let b>0 (a) Find the cumulative distribution function of Y- (X -b)+ (b) Apply the general formula from (a) to Pareto distribution with parameter a > 0. Hint: Consider separately cases b e (0, 1] and b> 1.
1. Let m be a nonnegative integer, and n a positive integer. Using the division algorithm we can write m=qn+r, with 0 <r<n-1. As in class define (m,n) = {mc+ny: I,Y E Z} and S(..r) = {nu+ru: UV E Z}. Prove that (m,n) = S(n,r). (Remark: If we add to the definition of ged that gedan, 0) = god(0, n) = n, then this proves that ged(m, n) = ged(n,r). This result leads to a fast algorithm for computing ged(m,...
Q1. Assume that X is a continuous and nonnegative random variable with the cumulative distribution function F and density f. Let b>0. (a) Write the forinula for E(X b)+1. (b) Apply the general formula from (a) to exponential distribution with parameter λ > 0.