ESTADSTICA ADMINISTRATIVA II
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APELLIDOS:
agurcia reyes
NOMBRES:
denis javier
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ESTADSTICA ADMINISTRATIVA II
agurcia reyes
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denis javier
1. En una distribuidora d
Introduction to Stochastic Processes
University of Toronto Mississauga - Statistics Spring 2011
Course Section: STA348H5S LEC0101 Meetings: Tue, 09:00 AM - 11:00 AM NE 172 Thu, 09:00 AM - 10:00 AM NE 172 Tutorials: Fri, 12:00 PM 13:00 PM SE 1142 Instructo
Statistics 348, Introduction to Stochastic Processes, Winter 2011 Midterm Review Problems
1. First just a little note: remember the following basic calculus fact that 1 n n=1 If you want to check it for yourself, do the integral
1
= , 1 < , > 1
dx x
and
Introduction to Stochastic Processes, Spring 2011
Homework #4 Due: Thursday, February 10th, 2011 in class
Stationary Distributions for Markov Chains
1. Consider a two-state Markov Chain with the states labelled 0 and 1. Let the transition matrix be 1 1 wh
Introduction to Stochastic Processes, Spring 2011
Homework #3 Due: Thursday, February 3rd, 2011 in class
Simple Random Walk Problems
1. Problem of the Points. A coin is tossed repeatedly, heads turning up with probability p on each toss. Player A wins the
Introduction to Stochastic Processes, Spring 2011
Homework #2 (updated January 18th) Due: Tuesday, January 25th, 2011 in class
1. There are n urns, and the k th urn contains k 1 red balls and n k + 1 white balls. You pick an urn at random and remove two b
Introduction to Stochastic Processes, Spring 2011
Homework #1 Due: Thursday, January 13th, 2011 in class
1. Recall that a geometric random variable is a discrete one taking values in the set cfw_1, 2, 3, . . . , , with P (X = k ) = p(1 p)k1 where 0 p 1. (
Introduction to Stochastic Processes, Spring 2011
Homework #2 (updated January 18th) Due: Tuesday, January 25th, 2011 in class
1. There are n urns, and the k th urn contains k 1 red balls and n k + 1 white balls. You pick an urn at random and remove two b