M 362K, Spring 03, Smith
Assignment for Wednesday, October 22
-> TO HAND IN:
1. A box contains ten marbles, five red and five blue. Two marbles are randomly drawn
from the box. If they are the same color, you win $1.10. If they are different colors, you
lose $1.00.
a. Find the probability that you win.
b. Calculate the expected value of the amount you win.
c. Calculate the variance of the amount you win.
2. Temperature can be considered a random variable. Let C be the random variable
temperature as measured in degrees Celsius, and let F be the random variable temperature
as measured in degrees Fahrenheit. Then F = 1.8C + 32. Let g be the probability density
function of C. Let h be the probability density function of F.
a. Find an expression for h in terms of g.
b. Find an expression for E(F) in terms of g.
(Be sure to give reasons!)
3. A random variable X has the probability density function
f(x) =
3 0
0
3
eif x
otherwise
x−≤ < ∞
Calculate E(eX) (that is, the expected value of the random variable eX.)
4. Let X be a continuous random variable with probability density function
f(x) =
21
0
3
xif x
otherwise
>
Find E(X) and Var(X) if they exist. If one or the other of them does not exist, show why.