This preview shows page 1. Sign up to view the full content.
Unformatted text preview: p of heads repeatedly. Let N be a random variable that is independent of the tosses, and has a Poisson distribution with parameter λ . Let X be the number of heads obtained in the ±rst N tosses. What is the distribution of X ? (You should do a computation, not just give an answer.) D. Suppose X and Y are independent random variables with the exponential distribution with parameter 1. Let U = max( X,Y ), V = min( X,Y ) and W = UV . (a) Compute P ( U ≤ u,V ≥ v ) for 0 ≤ v ≤ u . (b) Compute the joint PDF f ( u,v ) of ( U,V ). (c) Compute the CDF of W . (d) What is the distribution of W ? 1...
View
Full
Document
This note was uploaded on 01/07/2011 for the course MATH 170b taught by Professor Staff during the Winter '08 term at UCLA.
 Winter '08
 staff
 Math, Probability

Click to edit the document details