Scribd
Upload
80 views2 pages

SI417 Tut9 2017

This document contains 18 probability theory problems involving concepts like discrete and continuous random variables, expectations, moments, probability mass functions, and joint distributions. The problems cover topics such as finite vs infinite means and variances, transformations of random variables, and properties of specific distributions like geometric, Poisson, exponential, normal, and binomial.

Uploaded by

arjunvenugopalachary
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
80 views2 pages

SI417 Tut9 2017

This document contains 18 probability theory problems involving concepts like discrete and continuous random variables, expectations, moments, probability mass functions, and joint distributions. The problems cover topics such as finite vs infinite means and variances, transformations of random variables, and properties of specific distributions like geometric, Poisson, exponential, normal, and binomial.

Uploaded by

arjunvenugopalachary
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
You are on page 1/ 2

1

INDIAN INSTITUTE OF TECHNOLOGY BOMBAY


Department of Mathematics
SI 417 (Probability Theory)
Tutorial Sheet-IX

1. Let X and Y be discrete random variables such that P {|X − Y | ≤


M } = 1 for some M > 0. Show that if Y has finite mean, then X has
finite mean.

2. Let X be a non negative discrete random variable such that mean of


X is finite. Show that
∞
X
EX = P {X ≥ n} .
n=1

3. Let X be a geometrically distributed 1 random variable with parame-


ter p and M be a positive integer. Find E min{X, M }.

1
4. Let X be Poisson with parameter λ. Find the mean of 1+X .

5. Give an example of discrete random variable infinite mean.

6. Give an example of a discrete random variable with finite mean but


with infinite variance.

7. Let X be a discrete random variable with finite second moment. Show


that it has finite mean.

8. Let X be a Binomial random variable with parameters n = 4, p = 21 .


Find E sin πX
2 .

9. Let X be a discrete random variable with pmf f and ϕ : R → R be a


function. Show that
X
E[ϕ ◦ X] = ϕ(x)f (x),
x∈D
1
A random variable X is said be geometric with parameter 0 < p < 1 if its pmf is given
by f (x) = p(1 − p)x , x = 0, 1, . . .
2

where D = {x ∈ D|P {X = x} > 0.

10. Let X be standard normal random variable. Find EX 2 .

11. Let X be exponentially distributed with parameter λ. Find the 4th


moment.

12. Let X be a nonnegative continuous random variable with finite mean.


Show that Z ∞
EX = P {X > t} dt .
0

13. Let ϕ : R → R be a continuous bounded function and X be a random


variable with pdf f . Show that
Z 0
E[ϕ(X)I{X≤0} ] = ϕ(x)f (x)dx.
−∞

14. Let X and Y be independent and identically distributed exponential


random variables with parameter λ. Find the mean of max{X, Y }.

15. Let X, Y be random variables with joint pdf f . Without using the
theorem on computing E[ϕ(X, Y )] where ϕ is a continuous function,
show that Z ∞Z ∞
E[XY ] = xyf (x, y)dxdy.
−∞ −∞

16. Let X be Binomial (p). Find {an } where an = EX n , n ≥ 1.

17. Let X be Binomial (n, p) with EX = 1 and EX 2 = 2, find the pmf


of X.

18. Let X, Y has joint pdf



2 if 0 ≤ x ≤ y ≤ 1
f (x, y) =
7 if otherwise.

Find the covariance matrix of (X, Y ).

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy