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Problem sheet 4

The document is a problem sheet for a course on Probability and Statistics, authored by Dr. Eoin Long. It includes a series of questions covering various topics such as expected value, variance, probability distributions, and properties of random variables. Each question requires mathematical derivations or proofs related to the concepts of probability and statistics.

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4 views3 pages

Problem sheet 4

The document is a problem sheet for a course on Probability and Statistics, authored by Dr. Eoin Long. It includes a series of questions covering various topics such as expected value, variance, probability distributions, and properties of random variables. Each question requires mathematical derivations or proofs related to the concepts of probability and statistics.

Uploaded by

gongzexin123
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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LC Probability & Statistics Dr Eoin Long

Problem sheet 4

Question 1. An urn contains 40 white balls and 2 red balls. Let m ∈


{1, . . . , 40}. We select m balls without replacement from the urn and if the
sample only contains white balls we win £m; otherwise, we win nothing.
Let X denote the amount of money we win.

(a) Determine SX , the mass function pX and E [X] in terms of m.

(b) How should you choose m in order to maximize the expected payoff?

Question 2. Let X ∼ Poiλ for λ > 0. Show that


 
1 1 
E = 1 − e−λ .
1+X λ

Question 3. Let X ∼ binn,p where n ≥ 1 and p ∈ [0, 1].

(a) Show that E [X] = np using only the definition of E [X] and the mass
function of X.

(b) Show that E X(X − 1) = n(n − 1)p2 .


 

(c) Deduce that Var(X) = np(1 − p).

Question 4. A bowl contains n strands of spaghetti, where each strand has


two ends. Over n rounds we proceed as follows.

• In round one we select two ends at random and tie them together.

• In round i, with i ≥ 2, we select two ends at random from the remain-


ing untied ends and tie these together.

After n rounds there are no remaining untied ends and the bowl just contains
spaghetti loops. Let X denote the number of loops in the bowl.

(a) What is the probability that we create a loop in round one?

(b) What is the probability that we create a loop in round i?


(c) By viewing X as a sum of simpler random variables, show
n
X 1
E[X] = .
2i − 1
i=1

Pn Rn
(²) Bonus! By comparing 1
i=1 i and 1 x−1 dx, show that
n
X 1
log(n) ≤ ≤ log(n) + 1.
i
i=1

Deduce from (c) that E[X] − 21 log(n) ≤ 3.


Question 5. Assume P (X = −1) = 0.3, P (X = 3) = 0.4, P (X = 4) = 0.2
and P (X = 8) = 0.1. Find E [X] , Var(X) and all medians of X.
Question
 6. 2Let
 X be a random variable with E [X] = 4 and Var(X) = 10.
Find E 4 · X .
Question
 2 7. Does there exist a random variable X with E [X] = 3 and
E X = 7?
Question 8. Express Var(3X − 2Y ) in terms of Var(X) and Var(Y ) assum-
ing that X, Y are independent.
Question 9. Let X1 , . . . , X10 be independent random variables with vari-
ance 3. Find Var((X1 + X2 + . . . + X10 )/10).
Question 10. Let X ∼ bin100,0.4 and Y ∼ N (3, 9). Find E −3 · Y · X 2
 

assuming independence of X, Y .
√
Question 11. Let X ∼ binn,p with E [X] = 100 and σX = 60. Find n
and p.
Question 12. Determine σ3X−2Y in terms of σX , σY assuming that X, Y
are independent.
Question
 13. Let N ∼ N(0, 1).
 Argue that, for any odd k ∈ N, we
have E N k = 0. Using E N 4 = 3, show that, for a random variable


X ∼ N (µ, σ 2 ), it holds

E X 4 = µ4 + 6µ2 σ 2 + 3σ 4 .
 

Question 14. Let X have density fX (x) = c sin(x), x ∈ [0, π/2] and f (x) =
0 otherwise. Find c, E [X] and a median of X. Is the median unique?
Question 15. Let X be a continuous random variable with FX (t) = c·t2 for
t ∈ [0, 2], FX(t) =
 1 for t > 2 and FX (t) = 0 for t < 0. Compute c, a density
fX , E [X] , E X 2 , Var(X) and a median of X. Is the median unique?

Question 16. The diameter of onion rings in hamburgers follow a distribu-


tion with density f (x) = c(x − x2 + x3 ), x ∈ [0, 1] and f (x) = 0 otherwise.
Find c and the expected diameter of an onion ring.
h √ i
Question 17. Let X ∼ unif[1, 2]. Find E 4 3 X + 9eX and E [6 sin(X) − 4 cos(X)].

Question 18. Let X ∼ N (µ, σ 2 ). Find the median of X. Is it unique?

Question 19. Let X, Y be independent random variables. Find a formula


for Var(X ·Y ) in terms of E [X] , E [Y ] , Var(X), Var(Y ). Your formula should
explain that Var(X · Y ) ≥ Var(X) · Var(Y ).

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