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CERGE-EI Statistics.

Fall 2011 Instructor: Michal Zdenek Teaching Assistants: Svyatoslav, Zurab Due October 6, 2011

Problem set #2
Problem 2.1
Two integer numbers (random variables), and , are chosen at random with replacement from the . Denote . Find the limit

Problem 2.2
Let be a nonnegative discrete random variable with possible values Show that

Problem 2.3

a) Assume that about one birth in 80 is a twin birth. What is the probability that there will be no twin births among the next 200 births in the maternity ward of a given hospital?

b) A salesman calls prospective buyers to make a sales pitch. Assume that the outcomes of consecutive calls are independent, and that on each call he has 15% chance of making a sale. His daily goal is to make 3 sales, and he can make only 20 calls in a day. What is the probability that he achieves his goal in 18 trials? What is the probability that he does not achieve his daily goal?

Problem 2.4
a) Compute for a random variable ) and variance ) and that has

distribution (Exponential distribution with parameter

b) Suppose that (Normal distribution with mean that is defined as an integer nearest to . Find

Problem 2.5 The speed of a molecule of gas at equilibrium is a random variable with density

Where

is normalizing constant and

depends on the temperature of the gas and the mass of the of the molecule

molecule. Find the probability density of the kinetic energy

Problem 2.6 Let be a sequence of independent and identically distributed random variables whose moment of fourth order exist. Define

Derive the distribution of

when

goes to infinite.

Problem 2.7 Suppose that you have the possibility of participating in the following game. A fair coin is tossed repeatedly until a head occurs. If the first head occurs at the toss, you win dollars. Clearly, this is a game in which you cannot lose, so the question is: What is the amount you should be willing to pay to participate in such game?

Problem 2.8
a) Assume that it is known that 40% of buyers of FATCOW butter buy unsalted butter, and

the remaining 60% buy salted butter. The store expects to sell no more than 20 packages of FATCOW butter per day, so they put on the shelf 8 packs of unsalted, and 12 packs of salted FATCOW butter. It happened that only 15 persons bought FATCOW butter on a given day, each person buying one package. What is the probability that all buyers found the kind of butter they wanted?
b) The probability that a Montesuma rose will blossom during the first year after planting is

80%. Mrs. Smith bought 20 bushes of Montesuma roses and planted them in her garden. What is the probability that less than 75% of her roses will blossom the first year?

Problem 2.9 a) Let ? If so, find for any for any . Is this a probability distribution for and cumulative distribution function for with p.d.f. and c.d.f. . Show that the function . Fix an defined as

b) Consider a continuous random variable arbitrarily number such that for

and 0 otherwise, is p.d.f.

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