Chapter 3: Q19E (page 93)
Find the unique stationary distribution for the Markov chain in Exercise 2.
Short Answer
\(\left( {\frac{2}{3},\frac{1}{3}} \right)\) is the unique stationary distribution for the Markov chain.
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Chapter 3: Q19E (page 93)
Find the unique stationary distribution for the Markov chain in Exercise 2.
\(\left( {\frac{2}{3},\frac{1}{3}} \right)\) is the unique stationary distribution for the Markov chain.
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Suppose that a box contains seven red balls and three blue balls. If five balls are selected at random, without replacement, determine the p.f. of the number of red balls that will be obtained.
Suppose that a random variableXhas a discrete distribution
with the following p.f.:
\(f\left( x \right) = \left\{ \begin{array}{l}\frac{c}{{{2^x}}}\;\;for\;x = 0,1,2,...\\0\;\;\;\;otherwise\end{array} \right.\)
Find the value of the constantc.
Suppose that \({{\bf{X}}_{\bf{1}}}{\bf{ \ldots }}{{\bf{X}}_{\bf{n}}}\)form a random sample of nobservations from the uniform distribution on the interval(0, 1), and let Y denote the second largest of the observations.Determine the p.d.f. of Y.Hint: First, determine thec.d.f. G of Y by noting that
\(\begin{aligned}G\left( y \right) &= \Pr \left( {Y \le y} \right)\\ &= \Pr \left( {At\,\,least\,\,n - 1\,\,observations\,\, \le \,\,y} \right)\end{aligned}\)
Question:Suppose thatXandYare random variables such that(X, Y)must belong to the rectangle in thexy-plane containing all points(x, y)for which 0≤x≤3 and 0≤y≤4. Suppose also that the joint c.d.f. ofXandYat every point
(x,y) in this rectangle is specified as follows:
\({\bf{F}}\left( {{\bf{x,y}}} \right){\bf{ = }}\frac{{\bf{1}}}{{{\bf{156}}}}{\bf{xy}}\left( {{{\bf{x}}^{\bf{2}}}{\bf{ + y}}} \right)\)
Determine
(a) Pr(1≤X≤2 and 1≤Y≤2);
(b) Pr(2≤X≤4 and 2≤Y≤4);
(c) the c.d.f. ofY;
(d) the joint p.d.f. ofXandY;
(e) Pr(Y≤X).
Suppose that a random variableXhas the uniform distributionon the integers 10, . . . ,20. Find the probability thatXis even.
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