MA581



ANNOUNCEMENTS

DO NOT FORGET TO READ THE TEXTBOOK.

Why_I_Will_Never_Have_a_Girlfriend (by Tristan Miller)

How did he get 3493 weeks in the "Conclusion" ?


HOMEWORK

The homework must be handed in at the beginning of class on the Monday of the week following the posted assignement date.

Homework 1 (7 September, 2011)

1) 2.30 p48,

2) 2.11 p37,

3) 2.27 p47

4) 2.67 p75

5) 2.75 a) b) p77

Homework 2 (12 September, 2011) Hard! Start early.

1) 3.35 p107: license plates

2) 3.57 p116: cards

3) 3.58 p116, hint: use complementation rule

4) 3.61a,b p116 : birthday problem

5) 3.66 p116: TVs

Homework 3 (19 September, 2011)

1) State the "good-defective" example discussed in class and make a corresponding tree diagram.

2) 4.46 p157 (Yatzee)

3) 4.48 p158 : Probability = length of the interval

4 ) 4.66 p164 : sporting goods

5) 4.74 p165 : balanced and and unbalanced coins

Homework 4 (26 September, 2011)

1) 5.43 a,b p206 (binomial)

2) 5.45 p206 (binomial)

3) 5.50 p206 (seq of random decimal digits)

4) 5.63 p217 (hypergeometric)

5) 5.80 p226 (Poisson approx. of binomial)

Homework 5 ( 3 October, 2011).

1) 5.82 p226 (Poisson)

2) 5.94 p235 (geometric) [First hit]

3) 5.117 p244 (negative binomial = pascal) [Second hit]

4) 6.2 p.269 (joint)

5) 6.45 p288 (joint)

Homework 6 (12 October, 2011).

1) 6.73 P299 (hospital)

2) 6.133 p320 (hypergeometic)

3) 6.136 p320 (multinomial)

4) 7.1 p333 (binomial)

5) 7.11 p334 (mean, sickle cell anemia)

Homework 7 (17 October, 2011)

1) 7.36 p350 (mean)

2) 7.86 p374 (variance)

3) 7.92 p375 (correlation)

4) 7.102 p376 (standardization)

5) 7.106 p376 (bilinearity of the covariance)

Homework 8 (24 October, 2011).

1) 7.109 p376 (the sample variance is an unbiased estimator)

2) 7.120 p389 (random sum)

3) 8.25 p414 (cdf)

4) 8.27 p414 + compute PDF

5) 8.30 p415 (given PDF)

Homework 9 (October 31, 2011).

1) 8.49 p426 (given PDF)

2) 8.33 p415 and also 8.80 p436

Hint: for the min, start with P(X>x) and ask yourself what {X>x} implies about X_1,...,X_m. Then use independence.

Hint: for the max, start with P(X<=x) and ask yourself what {X<=x} implies about X_1,...,X_m. Then use independence.

3) 8.101 p448 (normal; b: involves conditional probability)

4) 8.105 p449 (transformation: use CDF method)

5)8.154 p474 (lognormal) (transformation: use PDF method)

Read: (not part of homework) Why_I_Will_Never_Have_a_Girlfriend (by Tristan Miller)

How did he get 3493 weeks in the "Conclusion" ?

Homework 10 (7 November, 2011).

1) 8.160 p474 (transformation: use PDF method): chi-squared distribution defined on P456

2) 8.164 p475 (simulation: indicate how you simulated your Unif(0,1)). You can search on the web for a random number generator for windows, or, better, use MATLAB and type random('unif',0,1). For Part c, provide a graph of the empirical CDF.

3) You want to simulate three values of a standard normal random variable. Suppose you have generated the values 0.9838, 0.5, 0.0616 of a uniform on (0,1). What are the three corresponding values of the standard normal random variables (Hint: use cdf table on page A.39). Explain your method.

4) 9.26 p500: (pdf + cdf)

5) 9.45 p507 P(X>Y): integrate over the region x>y

Homework 11 (14 November, 2011).

Four problems only

1) 9.64c p519: determine first the conditional density

2) 9.77 p521: show non-negative and integrates to 1

3) 9.91 p528: independence ('at random' = uniform)

4) 9.150 p551 (bivariate transformation)

Homework 12 (28 November, 2011)

1) 11.59, p672 (CLT) batteries. Continuity correction.

2) 11.2 p639: (MGF Poisson)

3) 11.61, p673 (CLT) incomes

4) 11.91, p679 (CLT) genetics

5) 11.95 p680 (CLT) test scores