math 302 homework 4

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Math 302, assignment 4 Due Oct. 8 Note: there are several questions on WebWork for this week as well. 1. a. In a game, a player draws three cards from a deck. He wins $1 for each heart card chosen. What is the expected amount won? b. If additionally the player gets $2 for each queen (so the queen of hearts is worth $3), what is the expected amount won? 2. For a geometric random variable X, show that P(X>n + m|X>n)= P(X>m). (We say that the geometric random variable has no memory.) 3. a. Prove that if EX = 0 then f (t)= E(X - t) 2 is minimized at t = 0. b. Prove that if EX = μ then f (t)= E(X - t) 2 is minimized at t = μ. Extra practice problems (do not hand in): p. 163 §4 problems 21, 23, 27, 28, 30,37, 38, 42 Assume X and Y are independent random variables each taking on the values 1 and -1 with probability 1 2 . Let Z = XY . Show that X, Y and Z are not independent random variables but are pairwise independent (that is, each pair of them are independent).

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UBC, MATH 302, 2014/2015

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  • Math 302, assignment 4 Due Oct. 8

    Note: there are several questions on WebWork for this week as well.

    1. a. In a game, a player draws three cards from a deck. He wins $1 for each heart card chosen. What isthe expected amount won?b. If additionally the player gets $2 for each queen (so the queen of hearts is worth $3), what is theexpected amount won?

    2. For a geometric random variable X, show that P(X > n+m|X > n) = P(X > m). (We say that thegeometric random variable has no memory.)

    3. a. Prove that if EX = 0 then f(t) = E(X t)2 is minimized at t = 0.b. Prove that if EX = then f(t) = E(X t)2 is minimized at t = .

    Extra practice problems (do not hand in):p. 163 4 problems 21, 23, 27, 28, 30,37, 38, 42Assume X and Y are independent random variables each taking on the values 1 and 1 with probability 12 .Let Z = XY . Show that X,Y and Z are not independent random variables but are pairwise independent(that is, each pair of them are independent).