Question One

Question

Let be a random variable with the following probability mass function. Calculate the expectation (mean, ), variance (), and standard deviation () of .

Solution

Question Two

Question

Let be the discrete random variable . Define two more random variables, where and .

  1. Show that , , and are random variables.
  2. Calculate the values of the expectation and the variance of the random variables.

Solution

Question Three

Question

A variable has the following probability density function.

  1. Calculate to make a valid probability density function.
  2. Compute the expectation value of .

Solution

Question Four

Question

Calculate the expectation and variance of…

Solution

Question Five

Question

A variable has the following probability density function,

  1. Compute the expectation value of and .
  2. Compute the expectation value of and .
  3. Compute the variance of and .
  4. Compute the variance of .
  5. Would this result apply to other random variables?

Solution