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  • Probability Theory I 2008-09

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    Arunava Samajpati
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    Probability 1 Questions

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    Probability 1 Questions

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    12 Ansichten2 Seiten

    Probability Theory I 2008-09

    Hochgeladen von

    Arunava Samajpati
    Probability 1 Questions

    Copyright:

    © All Rights Reserved
    Als PDF herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    von 2
    Indian Statistical Institute Semestral Examination 2008-2009 B.Math Hons.I year Probability Theory I 08-12-2008 Max Marks 100 ao . Suppose There are n objects. An object is chosen at random and replaced. The experiment is repeated. Let R be the number of trials required for one of the objects to be sampled twice. Note that R takes values 2,3,:--n+1 (a) Describe a sample space for the experiment. 5] (b) Calculate g, = P(R=r), Q 1 and —n 1asn— oo. [10] ents occur at random time points T; € (0,00),i = 1,2,--- Let N, := number of events in (0,é] for t > 0,No = 0. Suppose for disjoint intervals, (0, t)], (t1,t2],--+(tn—1, tn] the random variables Nis Nig — Nase Nin — Nig_1 ate independent. Under suitable assump- tions show that N; is a Poisson random variable. [10] . Let X ~ N(0,1). (a) Show that EX =1-3-5---(2k—1) for k =1,2,-+- (Hint: use integration by parts, successively, to calculate LHS.) (10) 1 (b) Show that for s > 0, the moment generating function of X is given 2 by BeX =e%, io 5. Let X be a non negative random variable having a density. Show that (a) BX = Jo P(X > 2x)dz. [io (b) Deduce from a) that for n > 1. EX" = le na" P(X > 2)de. lb (10) 6. Suppose X has density 1 1 res eres -7«w

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