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Material Type: Exam; Class: APPLIED PROBABILITY; Subject: Statistics; University: Rice University; Term: Unknown 1989;
Typology: Exams
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a.
E[V ] =
0
πr^3 f (r) dr
0
π 6
r^4 dr
π 6
r^5 5
512 π 15
Some people computed E[V ] = 43 πE[R^3 ], but keep in mind it is generally not true that E[g(X)] = g(E[X]) unless g is linear. b. Let X be the total number of errors in the sequence of n information bits, and let
Xi =
1 if the ith information bit is decoded incorrectly 0 otherwise
so that X =
∑n i=1 Xi. Denote ˜p^ =^ P^ (Xi^ = 1), so that^ Xi^ ∼^ Ber(˜p) and^ X^ ∼^ bin(n,^ p˜). Then
P (an error) = 1 − P (no error) = 1 − P (X = 0) = 1 − (1 − p˜)n,
so it remains to find ˜p. Note that Xi = 1 if and only if 3 or more of the five repeated bits are corrupted. Thus
p˜ = P (3, 4 , or 5 flipped bits out of 5)
=
p^3 (1 − p)^2 +
p^4 (1 − p) +
p^5
= 0. 0579
where I have plugged in p = 0.2. In conclusion, P (an error) = 1 − (0.94)n. c. Let X be the point where the stick is broken. Then X ∼ unif[0, 1]. The probability of interest is
P (X ∈ [0, 1 /3] ∪ [2/ 3 , 1]) = F (1/3) − F (0) + F (1) − F (2/3) = 1 /3 + 1/ 3 = 2 / 3
where F (x) = x is the CDF of X. Note: Many people looked at the random variable Y = max(X, 1 − X), the length of the longest piece, and computed P (Y ≥ 2 /3). This is fine in principle. However, you cannot simply say that Y ∼ unif[1/ 2 , 1] without any justifcation. While true, this must shown by, for example, finding the CDF of Y and identifying it as that of a uniform.
d.
P (1 ≤ Y ≤ 3) = P (ln 1 ≤ X ≤ ln 3) = FX (ln 3) − FX (ln 1)
= Φ
ln 3 − 1 √ 2
ln 1 − 1 √ 2
a. (^) ( 49 2
b. One pair? (^) ( 44 2
2
2
where the subtraction is to discount the possibility of drawing a new pair, which would boost the hand to two pairs. c. Two pair? (^) ( 3 1
1
2
2
where the first term on top accounts for drawing another jack, and the other term on top for drawing a new pair. Remeber, drawing a 3 would bump the hand up in status. d. Three of a kind? (^) ( 2 1
1
2
where the number on top is the number of ways to draw one three and one non-three/jack. Drawing two jacks would yield a full house.
a.
E[|X − μ|] =
∫ (^) a
−a
|x| ·
2 a
dx
∫ (^) a
0
x 2 a
dx
a
∫ (^) a
0
x dx
a
x^2
]a
a 2