機率HW5 === P1 --- X could be $0,1,2,3,4$ or $5$. $P(X=0) = \frac{C^6_1}{C^6_1 C^6_1} = \frac{1}{6} = 0.1\bar{6}$ $P(X=1) = \frac{C^2_1+C^4_1\times 2}{C^6_1 C^6_1}=\frac{10}{36}=0.277777778$ $P(X=2) = \frac{C^4_1 + C^2_1 \times 2}{C^6_1 C^6_1} = \frac{8}{36}=0.222222222$ $P(X=3) = \frac{C^6_1}{C^6_1 C^6_1} = \frac{1}{6} = 0.1\bar{6}$ $P(X=4) = \frac{C^4_1}{C^6_1 C^6_1} = \frac{1}{9} = 0.\bar{1}$ $P(X=5) = \frac{C^2_1}{C^6_1 C^6_1} = \frac{1}{18} = 0.0\bar{5}$ $\Sigma^5_{i = 0}P(X=i) = 1$ P2 --- $P(X<1) = F(1 - \lim_{n \rightarrow 0^+}n) = \frac{1}{2}=0.5$ $P(X=1) =F(1) - F(1 - \lim_{n \rightarrow 0^+}n)=(\frac{1}{12}+\frac{7}{12}) -\frac{1}{2} = \frac{1}{6}=0.1\bar{6}$ $P(0 \le X < 1) = F(1 - \lim_{n \rightarrow 0^+}n) - F(0 - \lim_{n \rightarrow 0^+}n) = \frac{1}{2}-\frac{1}{4} = 1/4 = 0.25$ $P(X > \frac{1}{2}) = 1-F(\frac{1}{2}) = 1-\frac{1}{2}=0.5$ $P(X=\frac{3}{2}) = F(\frac{3}{2}) - F(\frac{3}{2} - \lim_{n \rightarrow 0^+}n)=0$ $P(1 < X \le 6) =F(6)-F(1) = 1-(\frac{1}{12}+\frac{7}{12})=\frac{1}{3}=0.\bar{3}$ P3 --- $0.88^i \le 0.4 \Rightarrow i \ge log_{0.88} 0.4 \Rightarrow i \ge 7.167852345999508$ ### Ans: ++8++ P4 --- Define $p$ is p.m.f of X. X could be $1,2,3,4,5$ or $6$. $p(1) = P(X=1) = \frac{C^2_1C^6_1-1}{C^6_1 C^6_1} = \frac{11}{36} = 0.30\bar{5}$ $p(2) = P(X=2) = \frac{C^2_1C^5_1-1}{C^6_1 C^6_1} = \frac{9}{36} = 0.25$ $p(3) = P(X=3) = \frac{C^2_1C^4_1-1}{C^6_1 C^6_1} = \frac{7}{36} = 0.\bar{2}$ $p(4) = P(X=4) = \frac{C^2_1C^3_1-1}{C^6_1 C^6_1} = \frac{5}{36} = 0.19\bar{4}$ $p(5) = P(X=5) = \frac{C^2_1C^2_1-1}{C^6_1 C^6_1} = \frac{3}{36} = 0.08\bar{3}$ $p(6) = P(X=6) = \frac{C^2_1C^1_1-1}{C^6_1 C^6_1} = \frac{1}{36} = 0.02\bar{7}$ $\Sigma^6_{i = 1}p(i) = 1$ Define $F$ is distribution function of a random variable X. $$ F(t)= \left\{ \begin{eqnarray} 0 \qquad t<1\\ \Sigma^t_{i=1}\frac{12-(2i-1)}{36} \qquad t=1,2,3,4,5,6\\ 1 \qquad t>6 \end{eqnarray} \right. $$ P5 --- $E(X) = 30\times \frac{4000}{2000000} + 800\times \frac{500}{2000000} + 1200000\times \frac{1}{2000000} -1 = -0.14$ ### Ans: ++-0.14++ P6 --- $E[X(11-X)] = \Sigma^{10}_{x=1}x(11-x)\frac{1}{10} = \frac{1}{10}\Sigma^{10}_{x=1}(11x-x^2) =22$ ### Ans: ++22++ P7 --- He should choose first business because it's standard deviation is less,means it is more stable. ### Ans: ++First business++ P8 --- Define $p$ is p.m.f. $p(-3) = \frac{3}{8}$ $p(0) = \frac{3}{4}-\frac{3}{8}=\frac{3}{8}$ $p(6)=1-\frac{3}{4} = \frac{1}{4}$ $E(X) = (-3)\times p(-3) + 0 \times p(0) + 6 \times p(6) = (-3) \times \frac{3}{8} + 0 \times \frac{3}{8} + 6 \times \frac{1}{4} = \frac{3}{8}$ $E(X^2) = (-3)^2 \times p(3) + 0 \times p(0) + 6^2 \times p(6) = 9 \times \frac{3}{8} + 0 + 36 \times \frac{1}{4} = \frac{99}{8}$ $Var(X) = E(X^2) - E(X)^2 =\frac{99}{8} - \frac{9}{64} = \frac{783}{64}$ $\sigma = \sqrt{Var(X)} = \frac{3\sqrt{87}}{8}$ P9 --- $E[X(X-2)] = 3 = E[X^2-2X]=E[X^2]-2E[X]=E[X^2]-2 \Rightarrow E[x^2]=5$ $Var(X) = E(X^2) - E(X)^2 =5-1=4$ $Var(-3X+7) = 3^2 Var(X)=36$ ### Ans: ++36++