This preview shows pages 1–2. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: Math 452/550: Stochastic processes Homework assignment # 3 Due In Class, Nov. 9, 2010 Submit all of your work for marking. You are permitted to collaborate on the homework; however, you must write up your homework yourself. You should not copy somebody elses homework: if you choose to collaborate, you should be able to recreate all of the steps involved in solving a problem yourself, and should do so in your writeup. Please list the names of your collaborators on the first page of each homework. Assignments must be submitted by the given due date. No late homework will be accepted. 1. Let X 0 be an exponentially distributed random variable. (a) Show that E [ X 2 /X > 1] = E [( X + 1) 2 ] . (b) Deduce the result in (a) without any computation, i.e, by using simple the properties of the exponential distribution. (c) Is the result valid if X is not exponentially distributed? Justify you answer with a counter example. 2. Let X 1 ,X 2 ,X 3 be three exponentially distributed random variables with rates 1 , 2 , 3 , respec tively. (a)Show that P { X 1 < X 2 < X 3 } = 1 1 + 2 + 3 2 2 + 3 ....
View
Full
Document
This note was uploaded on 02/05/2011 for the course MATH 377 taught by Professor Stephenlang during the Spring '11 term at University of Victoria.
 Spring '11
 stephenlang
 Math, Calculus

Click to edit the document details