Homework
• 1.1 [10 points] What is the probability there are 3 rings between 8:00pm and 8:02pm?
• 1.2 [10 points] What is expected number of rings between 8:00pm and 8:02pm?
• 1.3 [10 points] Given that the bell rang at 9:30pm, what is the probability that the next ring occurs exactly at 9:34pm?
• 1.4 [10 points] Given that the bell rang at 9:30pm, what is the probability that the next ring occurs after 9:34pm?
• 1.5 [10 points] Given that the bell did not ring at all between 9:30pm and 9:34pm, what is the probability that the next ring occurs after 9:37pm?
• 1.6 [10 points] Given that the bell rang 5 times between 9:30pm and 9:34pm, what is the probability that the bell rings 5 times between 10:00pm and 10:02pm?
Q Problem 2 [20 points] Suppose N is a positive integer and γ > 0 a positive real number. For fixed k, calculate the quantity Cγ(k) defined by C (k) := lim N ! γ k 1 − γ N−k.
Q Problem 3 [20 points] Let Y1 and Y2 be independent exponential random variables with respective rates λ1 and λ2. Calculate the probability density function of T = min(Y1, Y2).
Q Bonus [X points] For any random variable Y , the moment generating function of Y is the function of t in R defined by E[etY ]. Calculate the moment generating function of an exponential random variable Y with parameter λ > 0.
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