StatSecondAssignment

Friona Pocari
December 2022

1. 15p Consider a random variable X with the following density function

defined over the X = [0, 1]Support. Prove that this is a legitimate density
function and provide an expression for all its uncentered moments as a function
of r. Then, derive the moment-generating function of X. Is it a well-defined
moment-generating
function? Provide the best answer you can.
SOLUTION (a):
The pdf: 1.must be positive for all possible values f(x)>=0. Since the bounds are
0-1 the pdf does not take any negative values
2.The total area under the curve must be equal to one.
Proof: 1∫03x2dx=[3x3/3]10=1.
3.No discontinuity point.
The rth moment E[Xr]= 1∫0 xrf(x) dx= 1∫0 xr 3x2=31∫0 xr+2dx=3[xr+3/r+3]|10=3/r+3.
SOLUTION (b):
Mt=E[etx]= 1∫0 etx x f(x)= etx/t x 3x2=3(t2-2t+t2)et-2/t3 | 10
If t>0 than the mgf above will be wee defined.
(t2-2t+t2)-2.I created (t-2)2
Mt(X)'= 3(t2-2t+t2)et-2/t3 =0

15p Discrete Random Variable

Cast a coin a number of independent times. Let random variable X denote the
number of the same faces appearing in a row (i.e. X = 2 for either TTH or HHT
sequence.
• Find pmf of X, p(x) = P(X = n), assuming that the probability of heads is P(H)
= 1 − P(T) = p.
X~Be(p) where p = ½ for H.
Since the number of trials (n) is not determined X~G(p)
p(x) = P(X = n)=p(1-p)n-1
• For a fair coin (p =12), show that pmf sums up to 1.
Σ P(X = n)=1= Σ ½ (1-1/2)n-1= Σ(½)n=½ /1/2 =1.
HINT: Σ pn=p/1-p.
• Compute the E(X)
Σ n x p(x=n)= Σ n x pn=p/(1-p)2=½ / (½)2=½ / ¼ =2.
E(X)=2.

Chebychev‘s Inequality. Markov‘s Inequality

(a) We toss a coin 20 times and want to estimate the probability that the number
of heads will deviate from 10 by 3 or more.
• Compute the exact probability
• Compare the result with the bound given by Chebychev‘s Inequality
N is number of tosses=20 p is ½ or 10/20

a) P (X>=10 >=3)
E(X)=np=20x1/2=10
Var(X) np(1-p)=20x1/2x1/2=5
Sd=√ 5=2.23
*Prob of success in a single throw =10/20=½.
b)Compare the result with the Chebyshev's inequality bound.
P[|x-E(x)| >= k x sd <= 1/k2= P[|x-10| >= k x sd <= 1/k2
k x sd=3 =>k √5=3 => k=3√5
Putting the k's value in the equation we get : 1/k2=1/(3√5)2= 5/9
K is any real positive number greater than one.
What about the probability that the number of heads will be greater or equal
to 19?
• Compute the exact probability
b) P (X>=19)
1-P(X=20)= 1- 20C20 X p20 x (1-p)0/// n=20
P (X>=19)= 1- (½)20=1- 1/1048576=1-0.00000095
• Compare the result with the bound given by Markov‘s Inequality
• What are the assumptions for Markov‘s inequality to be applicable?

20p Discrete r.v.: Binomial and Poisson Distributions

A) pmf (X~BINOMIAL (n,p))
f (x) =(nCx) x px x (1-p)n-x if x=0,1,2,3,4......n o/w 0
The mgf of X: MX(t)= E[etx]= Σx=0 etx x (nCx) x px x (1-p)n-x= (nCx) x (et x p)x x
(1-p)n-x =(1-p+p x et)n
b) The player has a history of making 80% of the foul shots (0.8) this means
that the probability that the player misses is 0.2
X is the random variable that denotes the number of shots the player misses in
the next 5 foul shots.
X~ Bn(5,0.2)
We can find P(X=3) = (5C3) x 0.23 x (1-0.2)5-3=0.051 (probability that the player
misses 3out of the next 5 foul shots.
c)Poisson Distribution
F(x)= λx x e−λ/x!
MX(t)= E[etx]= Σx=0 etx x λx x e−λ/x!= etx x λx x e−λ/x! =e λ(et-1)
E[X]=
MX(t)'= λ
Var[X]= λ
In the Poisson Distribution both the mean and the variance are equal to λ.
Now we can find the probability that at least 1 call is made within a given
minute.
X~ Poisson(2) P(X>=1)= 1-P(X=0)=1- 20 xe-2/0!=1-e-2=0.86
Discuss the connection between Poisson(λ) and Binomial(n,p)
Binomial(n,p): When the number of trials is very large and the probability of
success in a single trail becomes very small as their product pxn= λ you can also
use the Poisson(λ) distribution.

15p Lays: the packaged air company

We have the interval h-> 0 to 30 ; t(h)=40-h
How many chips are in a box?
 30∫0 t(h)= 30∫0 40-h= 40h-h2/2 | 300=1200-450=750

Final Note: I will try to send the last exercise as soon as possible.