Stat 310 Fall 2021 Problem Set 2
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Karen LuStat 310 Fall 2021 Problem Set 2
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Karen LuCommon questions
Powered by AIFor a linear transformation Y = aX + b, the expected value E[Y] = aE[X] + b, and the variance Var(Y) = a²Var(X). This relationship shows how linear scaling and translation impact expectation and variance, preserving the variance structure while adjusting the mean according to a and b .
When X ~ Pois(λ=1) and Y ~ Binom(n=3, p=0.4) are independent, find P(X + Y = 1) by identifying combinations of (x, y) such that x + y = 1. These combinations are (x=0, y=1) and (x=1, y=0). Calculate each probability using the PMFs and sum them: P(X=0)P(Y=1) + P(X=1)P(Y=0).
For X with PMF pX(x) = 1/n over {1, 2, ..., n}, E[X] is (n+1)/2 and Var(X) can be calculated as (n²-1)/12, derived from summing variances across the uniform distribution. The parameters n determine how the values are distributed, affecting variance linearly .
To calculate the probability of obtaining an absolute difference greater than 2 exactly four times in ten dice rolls, we use the binomial distribution. First, we find the probability of a single event where X is greater than 2. Then, using the binomial distribution, we compute P(X > 2) exactly 4 times out of 10: P(4 successes in 10 trials) = C(10, 4) * p^4 * (1-p)^(10-4), where p is the probability of a single success .
Starting with the variance definition Var(X) = E((X - E[X])²), the transformation Var(aX + b) = E(((aX + b) - E[aX + b])²). Using E[aX + b] = aE[X] + b, simplify to get Var(aX + b) = E((aX - aE[X])²) = a²E((X - E[X])²) = a²Var(X).
For a PMF defined with X taking values in {13, 14, 15, 16, 17}, P(X < 16) is found by summing the probabilities of X being 13, 14, or 15: P(X < 16) = P(X = 13) + P(X = 14) + P(X = 15) = 0.07 + 0.11 + 0.20 = 0.38 .
The probability mass function (PMF) is valid if the sum of the probabilities for all values in the support equals 1. For the given PMF of Skittles where P(X=13)=0.07, P(X=14)=0.11, P(X=15)=0.20, P(X=16)=0.60, and P(X=17)=0.02, we calculate the sum as 0.07 + 0.11 + 0.20 + 0.60 + 0.02 = 1.00. Thus, the PMF is valid .
The expected value of |Y| is found by using E[|Y|] = Σ|y|pY(y). For a discrete r.v. Y with support {−3, −2, −1, 1} and PMF pY(y) = cy², calculate E[|Y|] by summing the absolute values multiplied by their probabilities: |−3|pY(-3) + |−2|pY(-2) + |−1|pY(-1) + |1|pY(1).
To check if X and Y are independent, verify if the joint probability equals the product of their marginals for all combinations. For given joint distribution P(X=x, Y=y) and marginals P(X=x) and P(Y=y), ensure P(X=x, Y=y) = P(X=x) * P(Y=y) for all x and y. If this holds, the variables are independent .
First, determine the normalizing constant c by ensuring the PMF sums to 1: Σcy^2 = 1. For given support {−3, −2, −1, 1}, solve c((-3)^2 + (-2)^2 + (-1)^2 + 1^2) = 1 to find c. Then use the expression E[Y] = Σ(y * pY(y)) applying the values for y to find the expected value of Y .