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: Name: Quiz #5 Ddath 3101(re412010) 1. Let X be a Poisson distributed random variable with parameter A > 0. (a) Compute the expectation E(X 0" ,L ‘ L" u/L 00 r“
Em: a x5”,— ={ 2m
x50 ' XII
%
= ,6. ‘A‘e/L: A
(b) Compute E(2X).
00 , f:
X, X—l/LJ‘, l~(,_2,t) )' W‘ezwﬁ
X50 XIO “"
WL Z/L / ,L?
C “ a 5 +3, 2. Let Y be a. geometrically distributed random variable with parameter p, O < p < 1. (Think of
Y as measuring the number of failures until ﬁrst success in an inﬁnite sequence of independent Bernoulli trials.) (at) For WhiCh Values 0f 39 does Z = 2y have ﬁnite expectation?
_ . (90 3
._. ‘.
EKZyl' 2 Z [/‘fl‘f
a z 0 5 § 0 €493 (an wafer emf Glee/é] 6%
=3 paw/<1 :3 1794’}, Z w! (b) Compute E(2Y) (provided it exists). ...
View
Full
Document
This note was uploaded on 01/03/2012 for the course MATH 3101 taught by Professor Sarver during the Spring '11 term at Northwestern.
 Spring '11
 SARVER

Click to edit the document details