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Unformatted text preview: P ( X 3) and compare it to your answers in (a) and (b). (d) Use Jensens inequality to nd a lower bound for E ( e X ). (e) Calculate exactly E ( e X ) and compare it with your answer in (d). 4. Let X follows a Geometric distribution with parameter p . Let Y = X 2 + 1. Find the probability mass function of Y . 5. Let Y 1 and Y 2 be independent random variables and both follow the uniform distribu-tion on (0 , 1). Let U = Y 1 + Y 2 . Find the distribution function of U and the probability density function of U . 1...
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This note was uploaded on 12/04/2010 for the course ST 561 taught by Professor Staff during the Fall '08 term at Oregon State.
- Fall '08