160a06_mdrev_sol

160a06_mdrev_sol - X 1 and X 2 ? Both X 1 and X 2 are...

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Pstat160a Winter 2006 Midterm Review Problem 1. (30 points) In this problem, we want to simulate the random variable with pdf given by p X (0) = . 2 , p X (1) = . 4 , p X (2) = . 3 , p X (3) = . 1 1) Recall that the inverse transformation method was the basic algorithm we saw in class. Describe it in the context of this example. Let F ( i ) = i j =0 p X ( j ). Generate U uniform (0 , 1). Set X = i for i such that F ( i - 1) < U F ( i ) (can set F ( - 1) = 0). In this problem, set X as X = 0 if U . 2 X = 1 if . 2 < U . 6 X = 2 if . 6 < U . 9 X = 3 if U > . 9 2) You are given the following 3 pseudo random numbers: .1234, .7656, .2343. Use them to generate 3 random variables with the pdf given above using the method from part 1). X 1 = 0 since . 1234 . 2 X 2 = 2 since . 6 < . 7656 . 9 X 3 = 1 since . 2 < . 2343 . 6 Problem 2. John and Mary play a game. Each of them roll a die until a six shows up. The one that get a six in the least number of throw wins. Let X 1 be the score of John and X 2 Mary’s. a) What is the distribution (pdf) of
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Unformatted text preview: X 1 and X 2 ? Both X 1 and X 2 are geometric with parameter 1 / 6. b) What is the probability that they tie? (Hint: you may want write this in terms of the X ’s and use conditioning) This is a simplified version of the hw #3, Pb 63 problem. Have to find the probability P ( X 1 = X 2 ), that we get by conditioning, or equivalently by considering all possible values for X 1 and X 2 : P ( X 1 = X 2 ) = ∞ X 1= i P ( X 1 = X 2 = i ) = ∞ X 1= i 1 / 6(5 / 6) i-1 1 / 6(5 / 6) i-1 = 1 / 36 ∞ X 1= i (25 / 36) i-1 = 1 36 1 1-25 / 36 = 1 / 11 c) What is the probability that John wins? By symmetry, 1 = P (John wins)+ P (Mary wins)+ P (they tie) = 2 P (John wins)+ P (they tie). So by a) we get that P (John wins) = 5 / 11...
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This note was uploaded on 10/02/2009 for the course PSTAT 5E taught by Professor Eduardomontoya during the Spring '08 term at UCSB.

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