v Problem 5 Let Xi, і ї, , n, n-256, be i.i.d. Pois(1)-random variables, and Sn-...
Problem 3 Let Xi, X2,... , Xn be a sequence of binary, i.i.d. random variables. Assume P (Xi 1) P (Xi = 0) = 1/2. Let Z be a parity check on seluence Xi, X2, ,X,, that is, Z = X BX2 e (a) Is Z statistically independent of Xi? (Assume n> 1) (b) Are X, X2, ..., Xn 1, Z statistically independent? (c) Are X, X2,.., Xn, Z statistically independent? (d) Is Z statistically independent of Xi if P...
7. Let X1, X2, ... be an i.i.d. random variables. (a) Show that max(X1,... , X,n)/n >0 in probability if nP(Xn > n) -» 0. (b) Find a random variable Y satisfying nP(Y > n) ->0 and E(Y) = Oo
Let Xi,. Xgs be i.i.d. random variables with equal distributaion on the 5 points -2,-1,0,1, 2) We already know: E[Xi-0 and Var(Xi)-2 98 V 98 V Show the probability of -21 < XlX 21 OR X > 28) (3 decimal places) (1) With usage of the central limit theorem without continuity correction (2) With usage of the central limit theorem with continuity correction.
1. Let Xi, X2,... be independent random variables each with the standard normal distribution, and for each n 2 0 let Sn-1 Xi. Use importance sampling to obtain good estimates for each of the following probabilities: (a) Pfmaxn<100 Sn> 10; and (b) Pímaxns100 Sn > 30) HINTS: The basic identity of importance sampling implies that d.P n100 where Po is the probability measure under which the random variables Xi, X2,... are independent normals with mean 0 amd variance 1. The...
in 4. Suppose that {Xk, k > 1} is a sequence of i.i.d. random variables with P(X1 = +1) = 1. Let Sn = 2h=1 Xk (i.e. Sn, n > 1 is a symmetric simple random walk with steps Xk, k > 1). (a) Compute E[S+1|X1, ... , Xn] for n > 1. Hint: Check out Example 3.8 in the lecture notes (Version Mar/04/2020) for inspiration. (b) Find deterministic coefficients an, bn, Cn possibly depending on n so that Mn...
3. Let(Sn, n > 0} be a symmetric Random Walk on Z. Defined To-inf(n-1 : Sn-0) the time of first passage to state 0, prove that PlT, = 2nlSo = 0] = 2n.plsøn = 이So = 0] for any n 2 1
2. Let YBinomial (n, p) where p docs not depend on . Without using the WLLN (but you can use e.g. Chebychev's inequality) show that (a) Y/n-, p as n → oo (b) (1-Y/n)-> (1-p) as n → oo
PROB 4
Let Xi and X2 be independent exponential random variables each having parameter 1 i.e. fx(x) = le-21, x > 0, (i = 1,2). Let Y1 = X1 + X2 and Y2 = ex. Find the joint p.d.f of Yi and Y2.
3. Use the mean value theorem to prove the following inequality. (1 +x)" >1 for z >0 andnEN
4. Let {Sn,n > 0} be a symmetric Random Walk on Z. with So-0. Defined Y, max{Sk, 1 3 k S nt, for n 2 0, prove, thanks to a counterexample, that Y is not a Markov Chain