Unformatted text preview: explanation for your result. Problem 3 Problem 14, ch 11, only a) b) and c). Problem 4 a) Let X be any random variable, and a ∈ R ﬁxed. Show that cov( X,a ) = 0. b) Let U ∼ U (0 , 1), and let V = 1-U . Show that cov( U,V ) < 0. Problem 5 Download the Matlab program ’rejectgeo.m’ from the class webpage, which implement the algorithm for problem 2 above. Explain it, run it for various values of p , check that indeed only some values of p work and comment. Explain what happens for the p that are not valid. Try also smaller and larger values for C (the bound for the ratio of pdf)....
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- Spring '09
- Probability theory, Poisson random variable, geometric random variable