Chapter 7: Q.7.72 (page 358)
Suppose that in Problem , we continue to flip the coin until a head appears. Let denote the number of flips needed. Find
(a)
(b)
(c)
Short Answer
a) The value of is
b) The value of is
c) The value ofis
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Chapter 7: Q.7.72 (page 358)
Suppose that in Problem , we continue to flip the coin until a head appears. Let denote the number of flips needed. Find
(a)
(b)
(c)
a) The value of is
b) The value of is
c) The value ofis
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Let be the standard normal distribution function, and let X be a normal random variable with mean 渭 and variance 1. We want to find E[ (X)]. To do so, let Z be a standard normal random variable that is independent of X, and let
(a) Show that .
(b) Show that .
(c) Show that .
Hint: What is the distribution of ?
The preceding comes up in statistics. Suppose you are about to observe the value of a random variable X that is normally distributed with an unknown mean 渭 and variance 1, and suppose that you want to test the hypothesis that the mean 渭 is greater than or equal to 0. Clearly you would want to reject this hypothesis if X is sufficiently small. If it results that X = x, then the p-value of the hypothesis that the mean is greater than or equal to 0 is defined to be the probability that X would be as small as x if 渭 were equal to 0 (its smallest possible value if the hypothesis were true). (A small p-value is taken as an indication that the hypothesis is probably false.) Because X has a standard normal distribution when 渭 = 0, the p-value that results when X = x is (x). Therefore, the preceding shows that the expected p-value that results when the true mean is 渭 is .
Consider the following dice game: A pair of dice is rolled. If the sum isthen the game ends and you win If the sum is not then you have the option of either stopping the game and receiving an amount equal to that sum or starting over again. For each value of find your expected return if you employ the strategy of stopping the first time that a value at least as large as appears. What value ofleads to the largest expected return? Hint: Let denote the return when you use the critical value To compute, condition on the initial sum.
A certain region is inhabited by r distinct types of a certain species of insect. Each insect caught will, independently of the types of the previous catches, be of type i with probability
(a) Compute the mean number of insects that are caught before the 铿乺st type catch.
(b) Compute the mean number of types of insects that are caught before the 铿乺st type catch.
A fair die is successively rolled. Let X and Y denote, respectively, the number of rolls necessary to obtain a 6 and a 5. Find
(a) ;
(b) ;
(c) ;
Consider Example 4f, which is concerned with the multinomial distribution. Use conditional expectation to compute E[NiNj], and then use this to verify the formula for Cov(Ni, Nj) given in Example 4f.
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