Chapter 2: Problem 2
Let \(X\) represent the difference between the number of heads and the number of tails obtained when a coin is tossed \(n\) times. What are the possible values of \(X ?\)
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Chapter 2: Problem 2
Let \(X\) represent the difference between the number of heads and the number of tails obtained when a coin is tossed \(n\) times. What are the possible values of \(X ?\)
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Suppose the distribution function of \(X\) is given by $$ F(b)=\left\\{\begin{array}{ll} 0, & b<0 \\ \frac{1}{2}, & 0 \leqslant b<1 \\ 1, & 1 \leqslant b<\infty \end{array}\right. $$ What is the probability mass function of \(X ?\)
An individual claims to have extrasensory perception (ESP). As a test, a fair coin is flipped ten times, and he is asked to predict in advance the outcome. Our individual gets seven out of ten correct. What is the probability he would have done at least this well if he had no ESP? (Explain why the relevant probability is \(P\\{X \geqslant 7\\}\) and not \(P\\{X=7\\} .)\)
Let \(\phi\left(t_{1}, \ldots, t_{n}\right)\) denote the joint moment generating function of \(X_{1}, \ldots, X_{n}\). (a) Explain how the moment generating function of \(X_{i}, \phi_{X_{i}}\left(t_{i}\right)\), can be obtained from \(\phi\left(t_{1}, \ldots, t_{n}\right)\). (b) Show that \(X_{1}, \ldots, X_{n}\) are independent if and only if $$ \phi\left(t_{1}, \ldots, t_{n}\right)=\phi_{x_{1}}\left(t_{1}\right) \cdots \phi_{X_{n}}\left(t_{n}\right) $$
A ball is drawn from an urn containing three white and three black balls. After the ball is drawn, it is then replaced and another ball is drawn. This goes on indefinitely. What is the probability that of the first four balls drawn, exactly two are white?
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.
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