Professional Documents
Culture Documents
440: Lecture 37
Review: practice problems
Scott Sheffield
MIT
1
18.440 Lecture 37
Expectation and variance
2
18.440 Lecture 37
Expectation and variance — answers
second seasons.PThenP
i N j ] = 6 · 1 + 30 · 1 = 9/7, so
E [(N+ )2 ] = E [ 83=1 83=1 N+ + 8 56
Var[N+ ] = 9/7 − (3/4)2 .
3
18.440 Lecture 37
Conditional distributions
I Roll ten dice. Find the conditional probability that there are
exactly 4 ones, given that there are exactly 4 sixes.
4
18.440 Lecture 37
Conditional distributions — answers
5
18.440 Lecture 37
Poisson point processes
6
18.440 Lecture 37
Poisson point processes — answers
I E [E 2 ] = 2 and Cov[E , V ] = 0.
I Probability of no earthquake or eruption in first year is
1
e −(2+1) 10 = e −.3 (see next part). Same for any year by
memoryless property. Expected number of
quake/eruption-free years is 10e −.3 ≈ 7.4.
I Probability density function of min{E , V } is 3e −(2+1)x for
x ≥ 0, and 0 for x < 0.
7
18.440 Lecture 37
MIT OpenCourseWare
http://ocw.mit.edu
For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.