‘Northeastern University, Mathematics Department. Probabili itv February 2011 Be sure to include your reasoning ~ no eredit for unexplained answers. 4), Let F denote the collection of al sets of positive integers with the following properties: ‘set A isin F if ether Ais fnive or A® is finite. Define the map P: F > [0,1] by = {0 if A's finite Pay {o atari te Prove or give a counterexample: P is additive over countable unions of disjoint sets in 2). Let X and Y be real-valued random variables. Prove or give a counterexample: If P(X > Y) > 1/2 then E[X| > BLY). 3). Let ¥ be a random variable with VARY] = 3. Suppose that conditional on {Y = y}, the random variables X1 and Xa are independent with mean y, for any y € Ran(¥)) ‘Compute COV[X, Xa} 4). A particle moves on the real line by taking a random step every second. Ifthe particle is at location 2, then the new location after the next step has mean 0 and variance 22” Suppose the particle starts at the location zp = 1, and let Xq denote the positon after n stops. Compute B[X,| and VAR[X,). 15). Suppose that M coins are distributed among two boxes. At each time unit one of the coins is randomly selected, removed from its box and placed in the other box. Let 2 denote the initial number of coins in the first box, and let X,, denote the number of coins in the first box after n steps. Compute B[Xq] as a function of M,n, 20. 6). Consider a branching process where the mean number of offspring for each individual is m < 1. Starting from an initial population of size 1, compute the expectation of the total number of individuals that exist in all subsequent generations. 7). State the Central Limit Theorem; be sure to include any necessary hypotheses.