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Finprob 22
Finprob 22
Academic integrity requires that you neither give nor receive any
aid. Write your solutions in the space provided after each exercise.
x (x−µ)2
Poisson: P (X = x) = e−λ λx! . Normal: √1 e− 2σ 2 .
σ 2π
1
Exercise 1 A list of 7 items is arranged in random order; to find a
requested item, they are searched sequentially until the desired item
is found. What is the expected number of items that must be sear-
ched through, assuming that each item is equally likely to be the one
requested?
2
Exercise 4 Let X, Y be the coordinates of a point chosen randomly
and uniformly in a disk of radius R. Are they independent? Justify
your answer. √
Compute P (M ax(|X|, |Y |) ≤ R/ 2).
Give the probability density function of the distance D of (X, Y ) to
the center of the disk. What is the correlation between X and D?
Are they independent?
3
Exercise 5 Let X have the density f (x) = c( √1x )1[0,1] (x) Find c,
E(X) and V ar(X).
4
Exercise 6 Let (Xn , , n > 0 be a.sequence of independent exponen-
tial variables of parameter α. Denote X1 + ... + Xn by Sn . For any
positive number u, compute E(e−uSn ).
Let N be a geometric r.v. with parameter p, independent of the Xn ’s:
For n > 0, P (N = n) = p(1 − p)n−1 . Compute E(e−uSN ).