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Math 461, Solution To Written Homework 10: X T Y T

This document contains the solution to a math homework assignment involving moment generating functions and probability distributions. It solves four problems: 1) Finds the probability of sums and products of independent Poisson and binomial random variables. 2) Expresses the moment generating function of Y=a+bX in terms of the MGF of X. 3) Says that the probability of a normal random variable between 0 and 40 is at least 1/5. 4) Gives upper bounds for the probability of a student's test score exceeding 85 or being between 65-85, given the mean and variance.

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Nasir Ansari
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93 views2 pages

Math 461, Solution To Written Homework 10: X T Y T

This document contains the solution to a math homework assignment involving moment generating functions and probability distributions. It solves four problems: 1) Finds the probability of sums and products of independent Poisson and binomial random variables. 2) Expresses the moment generating function of Y=a+bX in terms of the MGF of X. 3) Says that the probability of a normal random variable between 0 and 40 is at least 1/5. 4) Gives upper bounds for the probability of a student's test score exceeding 85 or being between 65-85, given the mean and variance.

Uploaded by

Nasir Ansari
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Math 461, Solution to Written Homework 10

1. (4 points) The moment generating function of X is given by MX (t) = exp(2et 2)


and that of Y by MY (t) = ( 43 et + 14 )10 . If X and Y are independent, find
(a) P(X + Y = 2);
(b) P(XY = 0);
(c) E[XY ].
Solution X is a Poisson random variable with parameter 2, Y is a binomial random
variable with parameter (10, 3/4). Thus
(a)
P(X + Y = 2) = P(X = 0, Y = 2) + P(X = 1, Y = 1) + P(X = 2, Y + 0)
= P(X = 0)P(Y = 2) + P(X = 1)P(Y = 1) + P(X = 2)P(Y = 0)
3 1
3 1
1
= e2 45( )2 ( )8 + 2e2 10( )1 ( )9 + 2e2 ( )10 .
4 4
4 4
4
(b) P(XY = 0) = P(X = 0) + P(Y = 0) P(X = 0, Y = 0) = e2 + ( 41 )10 e2 ( 41 )10 .
(c) E[XY ] = E[X] E[Y ] = 2 30
= 15.
4
2. Suppose that X is a random variable, a and b are constants. Express the moment
generating function of Y = a + bX in terms of MX (t).
Solution

MY (t) = E et(a+bX) = E eat ebtX = eat E ebtX = eat MX (bt).

3. Suppose that X is a random variable with mean and variance both equal to 20. What
can be said about P(0 < X < 40)?
Solution
P(0 < X < 40) = P(20 < X 20 < 20) = P(|X 20| < 20)
19
1
= .
= 1 P(|X 20| 20) 1
20
20
4. From past experience, a professor knows that the test score of a student taking his
final exam is a random variable with mean 75.
1

(a) What can be said about the probability of a students score will exceed 85?
(b) Suppose that the variance of a students score is 25, what can be said about the probability that a students score will be between 65 and 85?
Solution Let X be the score of a student. Then
(a) P(X > 85) 75
.
85
(b)
P(65 < X < 85) = P(10 < X 75 < 10) = P(|X 75| < 10)
25
3
= 1 P(|X 75| 10) 1
= .
100
4

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