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Homework 4

1) This document provides the problems for Homework 4 in the course MTH 202: Probability and Statistics. It lists 10 problems related to probability distributions and expectations. Students are to submit their solutions by January 27th, 2017 prior to their tutorial. 2) The problems cover a range of topics in probability including computing densities and expectations of random variables, finding probability generating functions, proving properties of random variables, and applying theorems related to expectations. 3) Solutions will require knowledge of probability distributions like binomial, Poisson, geometric, and uniform, as well as concepts like probability generating functions, densities, expectations, and properties of random variables.

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Chakri Rangi
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24 views2 pages

Homework 4

1) This document provides the problems for Homework 4 in the course MTH 202: Probability and Statistics. It lists 10 problems related to probability distributions and expectations. Students are to submit their solutions by January 27th, 2017 prior to their tutorial. 2) The problems cover a range of topics in probability including computing densities and expectations of random variables, finding probability generating functions, proving properties of random variables, and applying theorems related to expectations. 3) Solutions will require knowledge of probability distributions like binomial, Poisson, geometric, and uniform, as well as concepts like probability generating functions, densities, expectations, and properties of random variables.

Uploaded by

Chakri Rangi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MTH 202 : Probability and Statistics

Homework 4 20th January, 2017


Deadline of submission :
27th January, 2017 prior to the tutorial

(1) Suppose a box has 12 balls labelled 1, 2, . . . , 12. Two balls are
selected from the box without replacement. Let X denote the
larger of the two numbers on the balls selected. Compute the
density of X.

(2) Let X be geometrically distributed random variable with pa-


rameter p. Compute the density of (a) X 2 , (b) X + 3.

(3) Let X be uniformly distributed on {0, 1, . . . , N }. Find X (t).

(4) Let X be a non-negative integer valued random variable whose


2
probability generating function is given by X (t) = e(t 1) ,
where > 0. Find fX .

(5) In Example-19 (Hoel, Port, Stone, Page-76) suppose that X1


takes on the values 1 and 0 with respective probabilities p and
1 p, where 0 < p < 1. Suppose also that N has Poisson
density with parameter .
(a) Use equation (31) (Hoel, Port, Stone, Page-76) to find the
probability generating function of SN .
(b) Use (a) to find the density of SN .

(6) Let N be a positive integer and let f be the function defined


by (
2x
, if x = 1, 2, . . . , N,
f (x) = N (N +1)
0, elsewhere
Show that f is a discrete density and find its mean.

(7) Let X have a binomial density with parameters n = 4 and p.


Find E(sin(X/2)).

1
2

(8) Let X be Poisson with parameter . Compute the mean of


(1 + X)1 .
(9) Suppose X and Y are two random variables such that
P (|X Y | M ) = 1
for some constant M . Show that if Y has finite expectation,
then X has finite expectation and |EX EY | M .
(10) Let X be geometrically distributed random variable and let
M > 0 be an integer. Set Z = min(X, M ). Compute the mean
of Z. (Hint : Use Theorem-5, Hoel, Port, Stone, Page-91)

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