


Exercise 7. Let X be a standard normal random variable. Prove that for any integer n...
3. Let X be a random variable and denote by Mx(t) its MGF. Prove that, for any t > 0, we have P[X >Mx(t)e
(2) Prove that the following are equivalent for x ER and A CR. (a) X E A. Here A denotes the closure of A. (b) For every e > 0, N(x; e) n A +0. (c) For every open set U, if r EU then UNA+.
number? 10 3. Let X be a continuous random variable with a standard normal distribution. a. Verify that P(-2 < X < 2) > 0.75. b. Compute E(지)· 110]
Prove that is an integer for all n > 0.
Let X be a continuous random variable. Prove that: P(21-; < X < xạ) = 1 - a.
Let z=5 where x, y, z E R. Prove that z? +z2+z?>
6. Let X be a normal random variable with mean u = 10. What is the standard deviation o if it is known that p (IX – 101 <>) =
7. Let X1, X2, ... be an i.i.d. random variables. (a) Show that max(X1,... , X,n)/n >0 in probability if nP(Xn > n) -» 0. (b) Find a random variable Y satisfying nP(Y > n) ->0 and E(Y) = Oo
Standart Normal Probabilities
Let Z be a standard normal random variable. Calculate the following probabilities using the calculator provided. Round your responses to at least three decimal places. P(Z >-2.11) P(Z 1.82) = P (-048<Z < 205) Clear Undo Help Next>> Explain
Let X be an exponentially distributed random variable with parameter λ. Prove that P(X > s + tK > t) P(X > s) for any S,12 0