5-2. Suppose that X1, X2, ... are IID random variables. For some subset A of the real numbers, define Y; = IA(X¡), i = 1,2,... and Yn Yi. Show that Y, converges in probability to Pr(X; € A), and in fact Yn – Pr(X; € A) = Op(n¬1/2). - Also show that Yn is the fraction of X1, ..., Xn that lie in A.
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- (b) Let Z be a discrete random variable with E(Z) = 0. Does it necessarily follow that E(Z³) = 0? If yes, give a proof; if no, give a counterexample.Suppose X1, X2 are i.i.d. random variables, each uniformly distributed on {−1, 0, 1}. Find the probability function for X1 + X2. That is, find P(X1 + X2 = k), for k = −2, ..., 2.Suppose that the random variable X1,...Xn form n Bernoulli trials with parameter p. Determine the conditional probability that X1=1, given that i=1∑n Xi = k (k=1,...n)
- Let X and Y be random variables with finite variance. Prove that |ρ(X, Y)| = 1 implies that there exist constants a, b and c such that aX + bY = c with probability 1.Let X, Y be two Bernoulli random variables anddenote by p = P (X = 1), q = P (Y = 1) and r = P (X = 1, Y = 1). Prove that X and Y are independent if and only if r = pq.Consider a dicrete uniform random variable X over the set {1, 2, ..., k} where k = 12 The event A is defined as A = {k - 2, k - 1, k}. Find P[X=k|A]
- 1.) The amount of time an air-conditioning technician to repair a unit is in between 1.9 and 5 hours which is found to be uniformly distributed. Let x be the time needed to fix an A/C unit. b.) Find the probability that a randomly selected A/C unit repair requires less than 3.5 hours?If X and Y have the joint probability distributionf(−1, 0) = 0, f(−1, 1) = 1 4 , f(0, 0) = 16 , f(0, 1) = 0, f(1, 0) = 112 , and f(1, 1) = 12 , show that (a) cov(X, Y) = 0;(b) the two random variables are not independent.1.) The amount of time an air-conditioning technician to repair a unit is in between 1.9 and 5 hours which is found to be uniformly distributed. Let x be the time needed to fix an A/C unit. a.) Find the probability that a randomly selected A/C unit repair requires more than 2.5 hours?
- A screening test for a particular infectious disease shows a positive test result in 90% of all cases when the disease is actually present, and in 10% of all cases when it is not. Assume that t% of the population is infected, where t is = 1. For a randomly chosen from the population person, find the probability that the person is actually infected if the test shows positive.Suppose X1, X2, ... , Xn is a random sample and Xi = {1, with probability p 0, with probability 1-p} for every i = 1, 2, ... , n. Find the Moment Generating Function of ∑i=1n Xi . What is the distribution of ∑i=1n Xi ?Let X and Y are independent Poisson random variables such that E(X) = E(Y)=2. Let Z=X+Y. Compute P(X=2|Z=3).