Chapter 1: Problem 6
If the sample space is \(\mathcal{C}=\\{c:-\infty
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Chapter 1: Problem 6
If the sample space is \(\mathcal{C}=\\{c:-\infty
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Two distinct integers are chosen at random and without replacement from the first six positive integers. Compute the expected value of the absolute value of the difference of these two numbers.
Consider \(k\) continuous-type distributions with the following characteristics: pdf \(f_{i}(x)\), mean \(\mu_{i}\), and variance \(\sigma_{i}^{2}, i=1,2, \ldots, k .\) If \(c_{i} \geq 0, i=1,2, \ldots, k\), and \(c_{1}+c_{2}+\cdots+c_{k}=1\), show that the mean and the variance of the distribution having pdf \(c_{1} f_{1}(x)+\cdots+c_{k} f_{k}(x)\) are \(\mu=\sum_{i=1}^{k} c_{i} \mu_{i}\) and \(\sigma^{2}=\sum_{i=1}^{k} c_{i}\left[\sigma_{i}^{2}+\left(\mu_{i}-\mu\right)^{2}\right]\) respectively.
Let \(X\) denote a random variable such that \(K(t)=E\left(t^{X}\right)\) exists for all real values of \(t\) in a certain open interval that includes the point \(t=1 .\) Show that \(K^{(m)}(1)\) is equal to the \(m\) th factorial moment \(E[X(X-1) \cdots(X-m+1)]\).
For every one-dimensional set \(C\), define the function \(Q(C)=\sum_{C} f(x)\), where \(f(x)=\left(\frac{2}{3}\right)\left(\frac{1}{3}\right)^{x}, x=0,1,2, \ldots\), zero elsewhere. If \(C_{1}=\\{x: x=0,1,2,3\\}\) and \(C_{2}=\\{x: x=0,1,2, \ldots\\}\), find \(Q\left(C_{1}\right)\) and \(Q\left(C_{2}\right)\). Hint: Recall that \(S_{n}=a+a r+\cdots+a r^{n-1}=a\left(1-r^{n}\right) /(1-r)\) and, hence, it follows that \(\lim _{n \rightarrow \infty} S_{n}=a /(1-r)\) provided that \(|r|<1\).
Let \(X\) denote a random variable for which \(E\left[(X-a)^{2}\right]\) exists. Give an example of a distribution of a discrete type such that this expectation is zero. Such a distribution is called a degenerate distribution.
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