MATH SHU 235 Columbia University Probability and Statistics Questions There are four questions in total, and the questions are in the attached file. Thank you. BI-WEEKLY ASSIGNMENT 4
(1) Consider a random variable X with E(X) = 3 and E(X 2 ) = 13. Use
Chebyshevs inequality to show that
21
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(2) We consider a sequence of throws of an unbiased die. For a positive integer j
let Xj = 1 if the outcome of the j-th throw is 5 or 6, and Xj = 0 otherwise.
(a) Compute the mean and the variance of X1 .
(b) Let T denote the number of throws that were 5 or 6 in the first 1800
throws. Approximate the probability P (580 < T < 640). [It is given
that ?(1) = 0.8413, ?(1.5) = 0.9332, ?(2) = 0.9773.]
(3) Two groups of undergraduate students A and B each having 200 members
are preparing to take an exam. Their scores are independent from each
others. We know that the scores of the students that belong to group
A are identically distributed with mean 9 and variance 1/6, whereas the
scores of the students that belong to group B are identically distributed
with mean 8.5 and variance 1/3. Let MA and MB be the averages of the
two groups. Compute the probability that MA ? MB ? [0.5, 0.65]. It is
given that ?(1) = 0.8413, ?(2) = 0.9773, ?(3) = 0.9987.
[Attention! The exam hasnt taken place yet. The scores of the students
as well as MA , MB are random variables. After the exam, they will take
exact values, and thus there will be no randomness. The question above
refers to for MA ? MB refers to the state prior the exam.]
(4) We participate in a game in which in every round we win 1$ with probability
3/5 and we lose 1$ with probability 2/5. The outcome of every round
is independent of the past. Specify the values of n ? 30 such that the
probability that after n rounds we are winning less than 2$ is smaller than
0.1. [It is given that ?(?1.282) = 0.1.]
P (?2 ? X ? 8) ?
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