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Unformatted text preview: Denker SPRING 2010 416 Stochastic Modeling  Assignment 2 SOLUTIONS Problem 1: E [ X  Y = y ] means the expectation of the distribution of X when the outcome y of the random variable Y is known. First we calculate f X  Y ( x  y ). f Y ( y ) = integraldisplay y y y 2 x 2 8 e y dx = 1 6 y 3 e y . f X  Y ( x  y ) = y 2 x 2 8 e y 1 6 y 3 e y = 3 4 ( 1 y x 2 y 3 ) . E [ X  Y = y ] = integraldisplay y y x 3 4 ( 1 y x 2 y 3 ) dx = 0 , since the integrand is point symmetric around 0. Problem 2: Let N A (resp. N B ) denote the number of plays needed to win two in a row when beginning to play with A (resp. B). Let X 1 , X 2 , ... denote the sequence of independent random variables of the game when beginning with opponent A. Define a random variable Y by Y = 1, if X 1 = 0, Y = 2, if X 1 = 1 , X 2 = 1, and Y = 3, if X 1 = 1 , X 2 = 0. Then P ( Y = 1) = 1 p A , P ( Y = 2) = p A p B and P ( Y = 3) = p A (1 p B ) and E [ N A ] = E [ N A  Y = 1] P ( Y = 1) + E [ N A  Y = 2] P ( Y = 2) + E [ N A  Y = 3] P ( Y = 3) ....
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This note was uploaded on 04/15/2010 for the course STAT STAT 416 taught by Professor Prof.denker during the Spring '10 term at Peru State.
 Spring '10
 Prof.Denker
 Stochastic Modeling

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