Scribd
Upload
14 views

Assignment 7

Uploaded by

dchessebu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
14 views

Assignment 7

Uploaded by

dchessebu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Assignment 7

Probability and Statistics


MAT-2020/CS-1209/PHY-1208-1

Due: 7/12/2024

1. Suppose you toss a coin independently and infinitely. Let p be the probability of
getting head in each toss. X be the number of tosses you need to wait to see the
first head and Y be the outcome of the first toss. Using the formula

Var(X) = E[Var[X|Y]] + Var[E[X|Y]]

find Var[X].

2. Suppose you toss a fair coin independently and infinitely. Let X be the number
of tosses you need to wait to see {HH} for the first time and Y be the number
of tosses you need to wait to see {HT } for the first time. Prove E[X] = 6 and
E[Y] = 4. (Hint: Use conditional expectation).

3. Let N be a Poisson λ random variable and We consider S N = i=1


PN
Xi where Xi ’
s are independent Exponential(β) random variables which are independent of N.
Find E[S N ] and Var[S N ].

4. (Fact: You don’t need to prove this) PnLet X1 , P


. . . , Xn are independent such that
Xi ∼ N(µi , σi ) then i=1 ai Xi ∼ N i=1 ai µi , i=1 ai σi . Suppose X ∼ N(0, 1)
2 Pn n 2 2

then E[X 4 ] = 3
 P  2 
5. Using the facts in the above question, find Var n i=1 Xi − X̄ where X1 , . . . , Xn ’s
1 n

P  2
are i.i.d. N(µ, σ2 ). (The results like ni=1 Xi − X̄ ∼ σ2 χ2 (n − 1) without any
proof will not be accepted).

6. Suppose X1 , . . . , Xn ∼ i.i.d Poisson λ. Then find the M.L.E. of λ.

7. Suppose X1 , . . . , Xn ∼ i.i.d. Uniform (0, θ). Then find the M.L.E. θ.

1
8. Consider the following data of blood pressure of 10 individuals. We want know
whether the blood pressure has has mean 120 or not. Assuming the blood pres-
sures follow i.i.d. N(µ, σ2 ) with unknown σ2 , perform the t test with 5% level.
Also find a 95% confidence interval of µ.

x
1 118.90
2 117.85
3 122.55
4 120.50
5 120.24
6 120.15
7 121.85
8 119.56
9 119.90
10 120.42

9. Repeat the previous question when σ2 is known to be 1.

You might also like