


3. Let X be a (discretel) random variable having the following pmf: P(X= k) = ....
2. Let X be an exponential random variable with rate A > 0. In this problem you will show that X satisfies the memoryless property. Let s 2 0 and t > 0. Show that P(X > t + s| X > s) = e-M
Let X be the random variable with the geometric distribution with parameter 0 < p < 1. (1) For any integer n ≥ 0, find P(X > n). (2) Show that for any integers m ≥ 0 and n ≥ 0, P(X > n + m|X > m) = P(X > n) (This is called memoryless property since this conditional probability does not depend on m.)
Let X be a discrete random variable with the following PMF. Px(k) = 1/4 for k = -2 1/8 for k = -1 1/8 for k = 0 1/4 for k = 1 1/4 for k = 2 0 otherwise Define a new random variable Y = (X + 1)2 a) Find E[X] and Var[X] b) Find the range of Y and write its PMF. c) Show that the PMF of Y is a valid PMF. d) Find P(Y ≤...
3. Let X be a geometric random variable with parameter p. Prove that P(X >k+r|X > k) = P(X > r). This is called the memoryless property of the geometric random variable.
Let X be a discrete random variable with PMF: a. Find the value of the constant K b. Find P(1 < X ≤ 3)
Problem 8 (10 points). Let X be the random variable with the geometric distribution with parameter 0 <p <1. (1) For any integer n > 0, find P(X >n). (2) Show that for any integers m > 0 and n > 0, P(X n + m X > m) = P(X>n) (This is called memoryless property since this conditional probability does not depend on m. Dobs inta T obabilita ndomlu abonn liaht bulb indofootin W
11.2 Let X have the Poisson distribution with parameter 2. a) Determine the MGF of X. Hint: Use the exponential series, Equation (5.26) on page 222 b) Use the result of part (a) to obtain the mean and variance of X. ons, binomial probabilities can -a7k/k!. These quantities are useful The Poisson Distribution From Proposition 5.7, we know that, under certain conditions, binomial be well approximated by quantities of the form e-^1/k!. These in many other contexts. begin, we show...
5. A non-negative valued continuous random variable X satisfies P(X > x +y|X > x) = P(X > y) > 0 for any x,y > 0. (a) Show that P(X > nx) = [P(X > x)]" and P(X > x/m) = [P(X > x)]1/m for positive integers n, m. (b) Show that X~ exponential() for some A > 0.
Problem 1.33. Let X be an exponential random variable with unit rate Fix two positive numbers x and y. Prove that P(X > x+91X > x) P(X > y). This shows that conditioning the exponential clock on not having rung by time r and then restarting the count at that point gives statistically the same exponential clock! This is called the memoriless property of the exponential distribution. The same holds for the geometric distribution.
Let X be a discrete random variable, and let Y X (a) Assume that the PMF of X is Ka2 0 if x- -3, -2,-1,0,1,2,3 otherwise, where K is a suitable constant. Determine the value of K. (b) For the PMF of X given in part (a) calculate the PMF of Y (c) Give a general formula for the PMF of Y in terms of the PMF of X