Answered step by step
Verified Expert Solution
Link Copied!

Question

00
1 Approved Answer

Can someone solve this? Exercise 1. Let (2, F, P) be a probability space. Define A E F an atom of Q if A #

image text in transcribed

Can someone solve this?

image text in transcribed
Exercise 1. Let (2, F, P) be a probability space. Define A E F an atom of Q if A # @ and 3 and A are the only elements in F which are subsets of A. Show that distinct atoms are disjoint. Exercise 2. Let {Xn}nen a sequence of i.id.r.v. with E[X] = m + 0. Denoting by Sn = E1=1 XJ, prove that a.s. only a finite number of events [Sn E I ] happen if I C R is a bounded interval. Exercise 3. We throw a fair die. If we get an even result, we pick a random number in the interval [0, 1] of R, otherwise we pick a random number in the interval [0, 2] . Define X the number we have found. Compute the characteristic function px. Exercise 4. Let X be a standard normal random variable. Find the vari- ance of Y = ex. Exercise 5. Let X be a standard normal random variable. Let e a Rademacher random variable independent from X, i.e. P[E = -1] = P[( = 1] = ;. De- fine Y = EX. Show that Y is a normal random variable. Does the vector Z = (X, Y) have the bivariate normal distribution? Exercise 6. Let Y be a binomial random variable following the distribu- tion Binom(X,p), where 0 . Compute E[X|Y]

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access with AI-Powered Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Managerial Accounting Tools for Business Decision Making

Authors: Jerry J. Weygandt, Paul D. Kimmel, Donald E. Kieso, Ibrahim M. Aly

4th Canadian edition

1118856996, 978-1118856994

Students also viewed these Mathematics questions