MEM6807 2023-2024 Fall Instructor: Wang Xin

Homework 1
Due Date: 11 Oct 2023, 6:00 pm

1. (20 points) Prove the general version of DeMorgan’s Laws. Let {Aα : α ∈ Γ} be a
(possibly uncountable) collection of sets. Prove that
(a) (∪α Aα )c = ∩α Acα
(b) (∩α Aα )c = ∪α Acα
2. (20 points) Two litters of a particular rodent species have been born, one with two
brown-haired and one gray-haired (litter 1), and the other with three brown-haired
and two gray-haired (litter 2). We select a litter at random and then select an offspring
at random from the selected litter.
(a) What is the probability that the animal chosen is brown-haired?
(b) Given that a brown-haired offspring was selected, what is the probability that the
sampling was from litter 1?
3. (20 points) A certain river floods every year. Suppose that the low-water mark is set
at 1 and the high-water mark Y has distribution function
1
FY (y) = P (Y ≤ y) = 1 − ,1 ≤ y < ∞
y2
(a) Find fY (y), the pdf of Y .
1
(b) If the low-water mark is reset at 0 and we use a unit of measurement that is 10 of
that given previously, the high-water mark becomes Z = 10(Y − 1).Find FZ (z)
4. (10 points) Let X be a continuous, nonnegative random variable [f (x) = 0 for x < 0].
Show that
Z +∞
EX = [1 − FX (x)]dx,
0
where FX (x) is the cdf of X
5. (10 points) Prove the ”two-way” rule for expectations, equation (2.2.5), which says
Eg(X)=EY ,where Y = g(X). Assume that g(x) is a monotone function.
6. (20 points) In each of the following cases verify the expression given for the moment
generating function, and in each case use the mgf to calculate EX and VarX.

p
P (X = x) = p(1 − p)x , MX (t) = , x = 0, 1, ...; 0 < p < 1;
1 − (1 − p)et