STAT 400 hw4 ans - STAT 400 Fall 2011 Homework #4 (10...

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STAT 400 Fall 2011 Homework #4 (10 points) (due Friday, September 23, by 3:00 p.m.) No credit will be given without supporting work. 1. Suppose a discrete random variable X has the following probability distribution: P( X = k ) =   ! 2 ln k k , k = 1, 2, 3, … . Recall ( Homework #1 Problem 6 ): This is a valid probability distribution. a) Find X = E ( X ) by finding the sum of the infinite series. E ( X ) = x x f x all ) ( =   1 ! 2 ln k k k k =     1 ! 1 2 ln k k k =       1 1 ! 1 2 2 ln ln k k k =     0 ! 2 2 ln ln k k k = 2 ln 2. b) Find the moment-generating function of X, M X ( t ). M X ( t ) = x x t x f e all ) ( =   1 ! 2 ln k k k t k e = 1 ! 2 ln k k t k e = 1 2 ln t e e = 1 2 t e . c) Use M X ( t ) to find X = E ( X ).   t e t e t 2 2 M ln ' X , E ( X ) =   0 M ' X = 2 ln 2.
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d) Find X 2 = Var ( X ).     t t e e t t e e t 2 2 2 2 M ln ln 2 X ' ' . E ( X 2 ) =   0 M ' ' X = 2 ( ln 2 ) 2 + 2 ln 2. Var ( X ) = E ( X 2 ) [ E ( X ) ] 2 = 2 ln 2 – 2 ( ln 2 ) 2 = 2 ln 2 ( 1 – ln 2 ) . OR E ( X ( X – 1 ) ) =     1 ! 2 1 ln k k k k k =     2 ! 2 1 ln k k k k k =     2 ! 2 2 ln k k k =       2 2 2 ! 2 2 2 ln ln k k k =     0 2 ! 2 2 ln ln n n n = 2 ( ln 2 ) 2 . E ( X 2 ) = E ( X ( X – 1 ) ) + E ( X ) = 2 ( ln 2 ) 2 + 2 ln 2. Var ( X ) = E ( X 2 ) [ E ( X ) ] 2 = 2 ln 2 – 2 ( ln 2 ) 2 = 2 ln 2 ( 1 – ln 2 ) . 2. The number of typos made by a student follows Poisson distribution with the rate of 1.5 typos per page. Assume that the numbers of typos on different pages are independent. a) Find the probability that there are at most 2 typos on a page. 1 page = 1.5.
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Need P( X 2 ) = ? Poisson distribution:   ! X P x x e x P ( X 2 ) = P( X = 0 ) + P( X = 1 ) + P( X = 2 ) = ! ! ! 2 5 . 1 1 5 . 1 0 5 . 1 5 . 1 2 5 . 1 1 5 . 1 0 e e e = 0.2231 + 0.3347 + 0.2510 = 0.8088 .
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This note was uploaded on 10/19/2011 for the course CS 231 taught by Professor - during the Spring '08 term at University of Illinois at Urbana–Champaign.

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STAT 400 hw4 ans - STAT 400 Fall 2011 Homework #4 (10...

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