Hints for Homework Assignment 7
General Remarks
The most common way to compute
expectations is via the definition; this requires knowing or computing
the distribution of X, and in most problems the computation of the
distribution of X is the most difficult part of the problem.
Sometimes, expectations can be computed by using
some properties or rules for expectations (see p. 181 for a list of such
properties).
Relevant reading:
Review your class notes (in particular, the indicator method, and the
maximum/minimum trick), read Section 3.2 through p. 170
and the summary of properties on p. 181.
Several of the problems require techniques from 3.1 (finding
distributions of r.v.'s, computing probabilities involving r.v.'s, given
their distributions), so you may need to review that material as well.
(See the hints for HW 6 for some general
advice on doing problems of this type.)
Specific Comments
- Problem 1:
This is a straightforward application of the properties of expectation.
- Problem 2:
Part (a) is a simple type II problem and does not involve expectations.
You are given (at least indirectly) the
joint distribution of X and Y, and you have to compute a probability
involving X and Y.
Part (b) is a straightforward application of a formula (which one?).
Part (c) can be done in several different ways:
using a two variable version of the formula referred to above,
using the independence of X and Y; or by writing Z=X+Y, computing the
dist. of Z (this was already done, more generally, in HW 6) and then
computing E(2Z).
- Problem 3:
Part (a) is straightforward (and was done in class).
Part (b) is an application of the maximum trick (also done in
class).
(c) Once the distribution is known (from (b)),
the expectation is easy to compute using the definition of E(X).
- Problem 4:
Parts (a) and (b) are ordinary probability computations in a
success/failure model of the type that came up in Chapters 1 and 2.
For part (c) you first need to compute the distribution of X, which in
turn reduces to ordinary probability computations. Be sure to check your
work by adding the probabilities in this distribution.
- Problem 5:
This is a type I problem. In case (i),
it boils down to computing the three values P(X=2), P(X=3), and P(X=4).
Each of these is a combinatorial probability computation that is
best done by counting ordered tuples.
As always, you should check the distribution you obtained by checking
whether the probabilities involved add up to 1.
Case (ii) (with replacement) is equivalent to working with independent
S/F trials. This time, the values of X can be arbitrarily large.
The computation of probabilities of the form P(X=k) reduces (after
replacing X by its definition) to
a familiar problem in connection with S/F sequences.
- Problem 6:
This problem requires an understanding of the indicator method that goes
beyond merely knowing
the formula for E(X) in terms of P(A1), P(A2), etc. Review the
derivation of that formula, via "indicator random variables",
from your class notes (or from the text). If you understand what's behind
the formula, you should be able to handle the problem. Note that,
although part of the problem is taken from the exercises to Section 3.3,
the problem itself requires no material beyond 3.2.
- Problem 7:
First read to problem carefully to
make sure you understand the definition of a record.
For parts (a) and (b),
a success/failure model would be inappropriate since the
precise numbers that come up matter, not just whether or not
the number is a 6 (or any other specified number). However, the
probabilities are easily computed by splitting into the cases
when the record is 2, 3, ..., 6 and evaluating the probabilities for each
of these cases separately.
Part (c) can be done with the indicator method and the results of part
(a). If you don't know how to start, review
the problems on the indicator method worked in class and on
the last HW assignment.
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Last modified Sat 15 Mar 2003 04:06:22 PM CST