Recent content by silentone

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    Proving Bounds on Moments of a Random Variable

    Homework Statement For any random variable X, prove that P{X\geq0}\leqinf[ E[ phi(t) : t \geq 0] \leq 1 where phi(t) = E[exp(tX)] o<phi(t)\leq∞ Homework Equations The Attempt at a Solution I am not sure how to begin this. Any hints to get started would be greatly appreciated.
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    How to Determine the Density and Distribution for Transformed Variables Y and Z?

    Homework Statement Density of f_x (x) = 4x^4 for 0<x<1 Y=(x-1/4)^2 Z= X^-2 Determine density of Y and Distribution of Z Homework Equations The cdf of f_x (x) is invalid since F_x (x) = (4/5)x^5 so the limit to infinity does not equal 1 as a cdf should have. Am I missing...
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    Sum of binomial random variables

    Homework Statement let y_1 and y_2 be iid bin(5,1/4) random variables let v=y_1+2*y_2 and u = 3*y_1 -2y_2 find f_uv (u,v) and the cov(u,v) Homework Equations f_y (y) = (5 choose y) (1/4)^y (3/4)^5-x for x=0,1,2,3,4,5 covariance=E(uv)-E(u)E(v) The Attempt at a Solution...
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    Poisson distribution questions

    Homework Statement Suppose x has a Poisson \lambda distribution Find the probability generating function and range it is well defined. Then evaluate E[x(x-1)(x-2)(x-3)(x-4)(x-5)(x-6)(x-7)(x-7)(X-8)(x-9)(x-10)(x-11)] Homework Equations f_x (x) = exp(-lamda) (lamda)^x/x! for...
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