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Extra Problems Example 1
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Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

May 19, 2020

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Page 1: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Extra Problems

Example 1

Page 2: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Side note:

Page 3: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 2

Page 4: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 3

Example 4

Page 5: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 5 (from Dekking)

Page 6: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 4

Page 7: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 5 (from Dekking) For random variables X and Y shown in table below, E[XY] is computed as shown.

Page 8: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 6 (from Dekking) Suppose X and Y have the the following joint

…. Compute this (ans: 187/2025)

Page 9: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a
Page 10: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

MARKOV AND CHEBYSHEV Example 7

Page 11: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 8

Page 12: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 9 (10.2 from Dekking) Consider two random variables X and Y with the following joint distribution

A. Determine E[XY] B. Are X and Y independent? Why? C. Are X and Y correlated? Why? D. Determine Var(X + Y). E. Determine Var(X - Y).

Solution:

Page 13: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 10 (10.3 from Dekking)

Solution:

Page 14: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 11.

Page 15: Extra Problems - GitHub Pages · Extra Problems Example 1. Side note: Example 2. Example 3 Example 4. Example 5 (from Dekking) Example 4 . ... (2a;2y + :ry2) dy dc 75 2a3 + a2b3 (2a

Example 12.