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Assignment 7

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dchessebu
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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.

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