Stochastic Processes · free preview

Random Variables and Distributions

Random variables turn outcomes into numbers, and their distributions, binomial, geometric and Poisson when discrete, uniform, exponential and normal when continuous, are the vocabulary every later chapter computes with.

1. From outcomes to numbers

From outcomes to numbers

2. Densities for continuous values

Densities for continuous values

3. The distribution function

The distribution function

4. Joints, marginals and sums

Joints, marginals and sums

5. A binomial probability

A fair coin is flipped three times and S counts heads. Using the binomial distribution with n equal to 3 and p equal to one half, what is the probability of exactly two heads?

6. A geometric probability

A fair coin is flipped until the first head appears. What is the probability that the first head comes on exactly the third flip?

7. Poisson at zero

Let X have a Poisson distribution with parameter lambda equal to 2. Which expression gives the probability that X equals 0?

8. Exponential cumulative probability

Let X be exponential with rate lambda equal to 2. Which expression gives the probability that X is at most 1?

9. Interval probability from the distribution function

X is uniform on the interval from 0 to 4. Using the distribution function, what is the probability that X lies between 1 and 3?

10. The density of a sum at a point

U and V are independent and uniform on the interval from 0 to 1. Using the triangular density of the sum, what is the density of U plus V evaluated at 1.5?

11. Exactly one head in three flips

A fair coin is flipped three times. Compute the probability of exactly one head using the binomial distribution and write the number, either as a decimal or as a fraction.

12. A uniform tail probability

X is uniform on the interval from 0 to 4. Compute the probability that X is at most 1 and write the number, either as a decimal or as a fraction.

13. Height of the triangular density

U and V are independent uniforms on the interval from 0 to 1. Compute the density of U plus V at the point 0.5 and write the number, either as a decimal or as a fraction.

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