Chapter 2: Problem 10
Suppose three fair dice are rolled. What is the probability at most one six appears?
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Chapter 2: Problem 10
Suppose three fair dice are rolled. What is the probability at most one six appears?
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Suppose that an experiment can result in one of \(r\) possible outcomes, the \(i\) th outcome having probability \(p_{i}, i=1, \ldots, r, \sum_{i=1}^{r} p_{i}=1 .\) If \(n\) of these experiments are performed, and if the outcome of any one of the \(n\) does not affect the outcome of the other \(n-1\) experiments, then show that the probability that the first outcome appears \(x_{1}\) times, the second \(x_{2}\) times, and the \(r\) th \(x_{r}\) times is $$ \frac{n !}{x_{1} ! x_{2} ! \ldots x_{r} !} p_{1}^{x_{1}} p_{2}^{x_{2}} \cdots p_{r}^{x_{r}} \quad \text { when } x_{1}+x_{2}+\cdots+x_{r}=n $$ This is known as the multinomial distribution.
Let \(X\) be a random variable with probability density
$$
f(x)=\left\\{\begin{array}{ll}
c\left(1-x^{2}\right), & -1
Suppose that \(X\) takes on each of the values \(1,2,3\) with probability \(\frac{1}{3} .\) What is the moment generating function? Derive \(E[X], E\left[X^{2}\right]\), and \(E\left[X^{3}\right]\) by differentiating the moment generating function and then compare the obtained result with a direct derivation of these moments.
Let \(X\) be binomially distributed with parameters \(n\) and \(p\). Show that as \(k\) goes from 0 to \(n, P(X=k)\) increases monotonically, then decreases monotonically reaching its largest value (a) in the case that \((n+1) p\) is an integer, when \(k\) equals either \((n+1) p-1\) or \((n+1) p\), (b) in the case that \((n+1) p\) is not an integer, when \(k\) satisfies \((n+1) p-1<\) \(k<(n+1) p\) Hint: Consider \(P\\{X=k\\} / P\\{X=k-1\\}\) and see for what values of \(k\) it is greater or less than 1 .
Suppose \(X\) has a binomial distribution with parameters 6 and \(\frac{1}{2}\). Show that \(X=3\) is the most likely outcome.
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