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    Probability UE5

    Uploaded by

    Hans Schneid
    This document contains an exercise on probability with 6 examples: 1. Calculating the probability function and statistics of the minimum value when rolling two dice. 2. Finding the probability function and probabilities for a random variable with a given distribution function. 3. Calculating the distribution function and expectations of functions of a random variable. 4. Explaining how to calculate the variance of a random variable that is a linear transformation of another random variable. 5. Finding the probability p that maximizes the variance of a random variable with a given distribution. 6. Calculating a missing probability, distribution function, expected value and variance for a discrete random variable with given point probabilities.

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    Probability UE5

    Uploaded by

    Hans Schneid
    44 views2 pages
    This document contains an exercise on probability with 6 examples: 1. Calculating the probability function and statistics of the minimum value when rolling two dice. 2. Finding the probability function and probabilities for a random variable with a given distribution function. 3. Calculating the distribution function and expectations of functions of a random variable. 4. Explaining how to calculate the variance of a random variable that is a linear transformation of another random variable. 5. Finding the probability p that maximizes the variance of a random variable with a given distribution. 6. Calculating a missing probability, distribution function, expected value and variance for a discrete random variable with given point probabilities.

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    Probability_UE5

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    This document contains an exercise on probability with 6 examples: 1. Calculating the probability function and statistics of the minimum value when rolling two dice. 2. Finding the probability function and probabilities for a random variable with a given distribution function. 3. Calculating the distribution function and expectations of functions of a random variable. 4. Explaining how to calculate the variance of a random variable that is a linear transformation of another random variable. 5. Finding the probability p that maximizes the variance of a random variable with a given distribution. 6. Calculating a missing probability, distribution function, expected value and variance for a discrete random variable with given point probabilities.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    44 views2 pages

    Probability UE5

    Uploaded by

    Hans Schneid
    This document contains an exercise on probability with 6 examples: 1. Calculating the probability function and statistics of the minimum value when rolling two dice. 2. Finding the probability function and probabilities for a random variable with a given distribution function. 3. Calculating the distribution function and expectations of functions of a random variable. 4. Explaining how to calculate the variance of a random variable that is a linear transformation of another random variable. 5. Finding the probability p that maximizes the variance of a random variable with a given distribution. 6. Calculating a missing probability, distribution function, expected value and variance for a discrete random variable with given point probabilities.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 2

    Fifth Exercise in Probability

    Discrete distributions II

    LV-Nr. 040460, 2021W

    1. Consider the experiment: Rolling two six-sided dice. The random va-
    riable Y describes the minimum of the two numbers of dice.

    (a) Calculate the probability function pY .


    (b) Calculate the expected value and variance of Y .

    2. Consider a random variable X whose distribution function is the follo-


    wing:

     0,

     x < −2

     0.1, −2 ≤ x < 1.1




    FX (x) = 0.3, 1.1 ≤ x < 2


    0.6, 2 ≤ x < 3






    1, x≥3

    (a) Find the probability function, pX (x) = P(X = x).


    (b) Calculate P(2 < X < 3), P(X ≥ 3) and P(X ≥ 3|X ≥ 0).

    3. Given the random variable X from example 2, calculate

    (a) the distribution function FY with Y = X 2 .


    (b) E(X) and E(X 3 − cos(πX)).

    4. Let X be a random variable and let α, β ∈ R. How is the variance of


    X defined? Using the definition of variance, show how to calculate the
    variance of the random variable Y = αX + β.

    1
    STEOP: Exercise in Probability 5 LV-Nr. 040460, 2021W

    Now consider a random variable X with E[X] = 10 and Var(X) = 25.


    Specify the positive numbers a and b so that the random variable Y =
    aX − b has expected value 0 and variance 1.

    5. Assume that the random variable X has the distribution P(X = 0) =


    P(X = 2) = p and P(X = 1) = 1 − 2p for all 0 ≤ p ≤ 12 . Find p such
    that the variance of X is maximum.

    6. Given a discrete distribution on the points x1 = 1, x2 = 2, x3 = 3


    and x4 = 4. The probabilities of the individual elementary events are
    p1 = 0.1, p2 = 0.5, p3 = 0.15 and p4 =?.

    (a) Calculate p4 .
    (b) Calculate and draw the corresponding distribution function F (x).
    (c) Calculate the expected value and variance.

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