Chapter 6: Q.6.18 (page 276)
Suppose X and Y are both integer-valued random variables. Let p(i|j) = P(X = i|Y = j) and q(j|i) = P(Y = j|X = i) Show that P(X = i, Y = j) = p(i|j) i p(i|j) q(j|i
Short Answer
The required expression is
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Chapter 6: Q.6.18 (page 276)
Suppose X and Y are both integer-valued random variables. Let p(i|j) = P(X = i|Y = j) and q(j|i) = P(Y = j|X = i) Show that P(X = i, Y = j) = p(i|j) i p(i|j) q(j|i
The required expression is
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Letwhere all ri are positive integers. Argue that if X1, ... , Xr has a multinomial distribution, then so does Y1, ... , Yk where, with
,
That is, Y1 is the sum of the first r1 of the Xs, Y2 is the sum of the next r2, and so on
Two points are selected randomly on a line of length L so as to be on opposite sides of the midpoint of the line. [In other words, the two points X and Y are independent random variables such that X is uniformly distributed over (0, L/2) and Y is uniformly distributed over (L/2, L).] Find the probability that the distance between the two points is greater than L/3
The time that it takes to service a car is an exponential random variable with rate .
(a) If A. J. brings his car in at timeand M. J. brings her car in at time t, what is the probability that M. J.’s car is ready before A. J.’s car? (Assume that service times are independent and service begins upon arrival of the car.)
(b) If both cars are brought in at time 0, with work starting on M. J.’s car only when A. J.’s car has been completely serviced, what is the probability that M. J.’s car is ready before time ?
Consider an urn containing n balls numbered and suppose that k of them are randomly withdrawn. Let equal if ball number is removed and let be otherwise. Show that are exchangeable .
Consider a sample of size from a uniform distribution over . Compute the probability that the median is in the interval .
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