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    Assignment 1

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    teju1996cool
    1. The document provides instructions for an assignment on probability and statistics. It includes 6 practice problems dealing with topics like independent events and random variables, linearity of expectation, and properties of mutually independent random variables. Students are encouraged to solve the problems independently and submit written proofs up to one page in length for feedback.

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    Assignment 1

    Uploaded by

    teju1996cool
    49 views2 pages
    1. The document provides instructions for an assignment on probability and statistics. It includes 6 practice problems dealing with topics like independent events and random variables, linearity of expectation, and properties of mutually independent random variables. Students are encouraged to solve the problems independently and submit written proofs up to one page in length for feedback.

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    1. The document provides instructions for an assignment on probability and statistics. It includes 6 practice problems dealing with topics like independent events and random variables, linearity of expectation, and properties of mutually independent random variables. Students are encouraged to solve the problems independently and submit written proofs up to one page in length for feedback.

    Copyright:

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

    Assignment 1

    Uploaded by

    teju1996cool
    1. The document provides instructions for an assignment on probability and statistics. It includes 6 practice problems dealing with topics like independent events and random variables, linearity of expectation, and properties of mutually independent random variables. Students are encouraged to solve the problems independently and submit written proofs up to one page in length for feedback.

    Copyright:

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

    MA533 Assignment 1

    July 20, 2017

    Instructions.

    1. The assignments are not compulsory, but you are encouraged to solve them to improve
    your understanding.

    2. IF you want me to look at your answers, submit the answers to me in writing. Proofs
    should be reasonably formal, but no longer than one page (i.e. two sides). Try to write
    clearly and concisely. In exams, there will be marks for how clearly the proof is written.

    3. Try to solve the problems on your own.

    4. Even if you do discuss with others, you should write the proof down by yourself.

    1. Assume that is the space of random permutations on n letters with the uniform measure.
    For a Sn , let Y () denote the number of fixed points of , i.e. Y () = |{i | (i) = i}|.
    Using Linearity of Expectation, ompute the expected value EY . Using the same idea, can
    you compute E[Y 2 ]?

    2. (From class) Let E1 , . . . , En be events in a finite probability space . Show that E1 , . . . , En


    are mutually independent if and only if the following condition holds:
    For all A1 , . . . , An with Ai {Ei , Eic }, P[ ni=1 Ai ] = ni=1 P[Ai ].
    T Q

    3. (From class) Let E1 , . . . , En be events in a finite probability space . Show that E1 , . . . , En


    are mutually independent if and only if the indicator random variables 1E1 , . . . , 1En are
    mutually independent.

    4. (From class) Let X1 , . . . , Xn be mutually independent random variables in a finite prob-


    ability space . Show that for any A1 , . . . , An R, we have
    n
    Y
    P[X1 A1 , . . . , Xn An ] = P[Xi Ai ].
    i=1

    5. (From class) Let X1 , Y1 , . . . , Xn , Yn be mutually independent random variables in a finite


    probability space . For each i [n], let Zi be the random variable fi (Xi , Yi ) where
    fi : R R R is any function.
    Show that Z1 , . . . , Zn are mutually independent.

    6. Let X, Y be random variables that only take values from the set {1, 1}. Show that the
    following are equivalent:

    1
    P[X = 1] = P[X = 1] = 1/2, P[Y = 1] = P[Y = 1] = 1/2, and X, Y are mutually
    independent.
    EX = EY = E(X Y ) = 0.

    Can you formulate and prove a version of this for n random variables X1 , . . . , Xn taking
    values only in {1, 1}?

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