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A series of probability and statistics problems from math 418 december 2008. The problems cover topics such as rare inherited genetic diseases, poisson distribution, symmetric simple random walks, conditional expectation, joint distribution, characteristic functions, and convergence in distribution. Students are asked to calculate probabilities, expectations, and find distributions.
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S =
i=
Xi,
and let Y = N − S. (a) Calculate the joint distribution of S and Y.
(b) Find E(N |S).
(b) Show that E
(c) Let X have an exponential distribution with mean λ. Let Y be a r.v. which has an exponential distribution with mean X. What is the joint p.d.f. of X, Y?
(d) Find E(Y ).
(b) If Xn → C in probability, where C is a constant, then X^2 → C^2 in probability.
(c) If ϕ(t) is the characteristic function of a r.v. X then
|ϕ(t + h) − ϕ(t)| ≤ |ϕ(h) − 1 |
for all t ∈ R and |h| < 1.