homework simulation questions, Summaries of Mathematical finance

homework simulation questions week 2

Typology: Summaries

2024/2025

Uploaded on 02/21/2026

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Week 2 Homework
Due Jan 30 at 11:59pm
Points 11
Questions 11
Available Jan 23 at 8am - Feb 2 at 11:59pm
Time Limit None
Instructions
This quiz was locked Feb 2 at 11:59pm.
Attempt History
Attempt Time Score
LATEST Attempt 1 2,799 minutes 11 out of 11
Score for this quiz: 11 out of 11
Submitted Jan 30 at 11:43pm
This attempt took 2,799 minutes.
Correct answer
Question 1
1 / 1 pts
a. 0.144
b. 0.288
You could also have used a binomial distribution argument to solve this problem,
i.e.,
c. 0.576
d. 0.6
Please answer all the questions below.
(Lesson 2.5: Probability Basics.) If and and are
independent, find the probability that exactly one of and occurs.
pf3
pf4
pf5

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Week 2 Homework

Due Jan 30 at 11:59pm Points 11 Questions 11 Available Jan 23 at 8am - Feb 2 at 11:59pm Time Limit None

Instructions

This quiz was locked Feb 2 at 11:59pm.

Attempt History

Attempt Time Score LATEST Attempt 1 2,799 minutes 11 out of 11

Score for this quiz: 11 out of 11 Submitted Jan 30 at 11:43pm This attempt took 2,799 minutes. Correct answer

 Question 1 1 / 1 pts

a. 0. b. 0.

You could also have used a binomial distribution argument to solve this problem, i.e.,

c. 0. d. 0.

Please answer all the questions below.

(Lesson 2.5: Probability Basics.) If and and are independent, find the probability that exactly one of and occurs.

e. I'm from The University Of Georgia. Is the answer -3?

The answer is (b). To see why, note that

You could also have used a binomial distribution argument to solve this problem, i.e.,

Correct answer

 Question 2 1 / 1 pts

a. 5/ Write out every possible outcome explicitly, or use the following binomial argument: Let denote the number of times a "4" comes up. Clearly,

b. 1/ c. 13/ d. 1/

(a). Write out every possible outcome explicitly, or use the following binomial argument: Let denote the number of times a "4" comes up. Clearly,

Correct answer

 Question 3 1 / 1 pts

a. - b. 3 c. 1

(Lesson 2.5: Probability Basics.) Toss 3 dice. What's the probability that a "4" will come up exactly twice?

(Lesson 2.7: Great Expectations.) Suppose that is a discrete random variable having with probability 0.2, and with probability 0.8. Find.

Finally, by LOTUS,

so that. So the answer is (d).

Correct answer

 Question 6 1 / 1 pts

a. 2/ b. 1 c. 3/ d. 2

By LOTUS,

(d) By LOTUS,

Correct answer

 Question 7 1 / 1 pts

a. b. c. This follows because

No other possible values for.

d.

(Lesson 2.7: Great Expectations.) Suppose X is a continuous random variable with p.d.f. for. Find.

(Lesson 2.8: Functions of a Random Variable.) Suppose is the result of a 5-sided die toss having sides numbered. Find the probability mass function of.

(c). This follows because

No other possible values for. Correct answer

 Question 8 1 / 1 pts

a. , for Note that the c.d.f. of is (you can do this in your head). So by the Inverse Transform Theorem, we immediately have that is Unif(0,1), with the p.d.f. . b. , for c. , for d. , for

(a). Note that the c.d.f. of is (you can do this in your head). So by the Inverse Transform Theorem, we immediately have that is Unif(0,1), with the p.d.f. .

Correct answer

 Question 9 1 / 1 pts

a. 1 b. 1/ c. 1/ d. 1/

(Lesson 2.8: Functions of a Random Variable.) Suppose is a continuous random variable with p.d.f. for. Find the p.d.f.. (This may be easier than you think.)

(Lesson 2.9: Jointly Distributed RVs.) Suppose that for. Find .

NO! The lesson has a theorem that says that , are independent if and only if you can write with no funny limits for some functions and. Can't do such a factorization, so and ain't indep.

Quiz Score: 11 out of 11