homework_10

# homework_10 - MIT OpenCourseWare http:/ocw.mit.edu 1.010...

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" # \$ \$ \$ \$ % " # \$ \$ \$ \$ " # \$ \$ \$ \$ % ( ) * * * * + , - - - - 1.010 Fall 2008 Homework Set #10 Due December 4, 2008 (in class) 1. Random variables X 1 , …, X 50 are independent with the following distributions: X 1 , …, X 10 U[0, 1] X 11 , …, X 20 N(1, 0.1) X 21 , …, X 30 LN(3, 0.2) X 31 , …, X 40 Ex[0.4] X 41 , …, X 50 Ga(2, 0.2) where U[0, 1] is the uniform distribution in [0,1], N( m , σ 2 ) and LN( m , σ 2 ) are the normal and lognormal distributions with mean value m and variance σ 2 , Ex[ m ] is the exponential distribution with mean value m , and Ga( n , m ) is the gamma distribution that results from adding n iid exponential variables with distribution Ex[ m ]. Find in approximation the 50 probability that Y = " X i exceeds 56.
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## This note was uploaded on 11/29/2011 for the course CIVIL 1.00 taught by Professor Georgekocur during the Spring '05 term at MIT.

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homework_10 - MIT OpenCourseWare http:/ocw.mit.edu 1.010...

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