Theory of Heat - Problme set 3

Size: px
Start display at page:

Download "Theory of Heat - Problme set 3"

Transcription

1 Theory of Heat - Problme set Fran Essenberger Problem We have a discrete random variable L x with three values. determine this probabilities. With the two given equations we can This leads to: p + p + p p + p + p + p p By insert in in eq. we nd: p 6. Because of the normalization condition p. Figure : Setch for the pl x and fl x. Problem a For one particle there is only inetic energy is E in p m. This energy is between the Interval E in [E, E + δe]. This leads to a condition for the momentum, which is: me p me + δe b p a This case is illustrated in g.. In all pictures the phase space accessible is colored in gray.

2 Figure : Phase space for one particle, which is caught in a box of length an by a limited amount of energy. b α Know there is a wea interaction. We represent this be a x x term. For the phase space only involving x and x and a xed p and p this leads to me + p α m + p m x x me + δe + p α m + p m b α me + δe + p m + x x p α m me + p m + a p m Figure : Phase space just involving the spacial coordinates. L should be grater then b, so the particle can be located somewhere. If with wea interacting just a energy exchange is meant the equations reduce to: me p + p me + δe.

3 Figure 4: Phase space for wealy interacting meaning just energy exchange and not space dependent interaction term. For the phase space just involving p and p we get a condition lie: me + mα x x p + p me + δe + mα x x, This is just the condition for a circle, where the radius must be between two limits. Figure : Phase space just involving the momentum coordinates. a me + δe + mα x x me + mα x x and b

4 Problem a b Figure 6: The plot of the probability. was set to. The probability to nd a particle at the position x is: px dx px, x e x πx 4 We calculate the integrals separately: dx x e x x dxx e x x x + xe x + x π This leads to: x dx x e x x px e dx e x x πx 4 dx x x x + x x e dxe x dx xe x x 4 e x dxe x πx x + x π π e x [ ] d dxx dx e x + πx x +. For the other particle everything goes the same way, because the integral is symmetric for the permutation of x and x x x px e x +. πx 4

5 Figure 7: Plot for px x. was again set. For a independent event the probability has to be: px x px, x px px in our case this leads to: px x px x! px px e x + πx x x 4 + e x exp [ πx x x ] x πx e x πx x x + + x 4 + x + x x. This is not the case, so the events are not independent or disjoint. c Now we calculate the conditional probability: px x : px, x px» x exp» x x exp» exp x x ππx x x + πx x x x x x x πx + [ exp + x ] x x x πx. x + Problem 4 The probabilities must depend on the waiting time t and the number of cars, which come in this time. For such problem the Poisson distribution is the right one. p t, t. This is becomes cler, when we depart the waiting time in N parts with the length dt. In every dt intervall we have the probability dr to have a succesive event. This leads to the binomial distribution

6 for the probability to get events. p N N dt dt N dtn t N t t N N N. Because the dt is small the conditions for a poisson distribution lie in problemset are fulllled and we get bey fust inseting the eq.. We now calculate the mean and variance by the momentum generating function in general, so we can just insert later. We start with the discrete random variable and t xed. M x e x t x M x x t xm x x t t t! t! +x t +x x +x t xo t e t } {{ } + t + t! t! t e }{{} + } {{ } t t t 4! t t + At the the rst term of the sum was left, because it is zero. If we now set the xed and the t variable the probability distribution is no longer normalized and we have to chec the normalization for the given value. Because of that we can not calculate this terms in general. All given results are in minutes. a Our time constant is min and our waiting time is t 6 min. So we get with eq. : b 6 For the bus everything is very simple. If every ve minutes a bus passes by in ten minutes two buses pass. For the cars we get again the Poisson distribution, but this time with a dierent time constant t min. For the mean we get: p bus δ and p car e. Bus lim N i N δ 6

7 p,4,7,7,8 4,9,4 6, 7, 8, Table : p min with the a waiting time of min For the variance we get for the buses: Bus Bus lim and for the cars with the eq. and 4 : N i N δ 4. car t car t car + t t t. If we just calculate a few probabilities for the cars with eq. we get: c Now the waiting time t is varied and the number of buses and cars passing by is x. We have a continues random variable, which we want to call just t. For the bus the probability of two successive buses is zero for waiting times smaller then minutes and one for waiting times greater then minutes. So we get p bus t, δ t t [, ]. This function is normalized. Now it is ased for the mean and the variance. For the buses we get: bus bus bus dtδ tt dtδ tt. For the cars we just modify eq.. We want the probability for two successive cars passing by in the interval t. The events A st car arrives B min no car comes and C the second car arrives are disjunct so we get pa B C A C papbpc pb. papc So we set pa B C A C pb, which is just and for our poisson distrubution. t p car t, N! e t Ne t. 6 The norm N has to be found by dtnpt,. For a integral of the type dxx n e αx we get by n! integrating n times by part α. so we nd for the norm: n+ dtnne t N! N 7

8 For the cars the integrals are a bit more complex to solve. With the normed probability we get: car car car car dt e t! t dt e t t! d For the bus the highest possible waiting time, if you arrive at a randomly chosen time, is minutes. In this time interval the probability to get a bus must be distributed equally, because the moment was chosen randomly. p bus t t [, ] Now we can calculate the mean and variance for the time to wait for a bus: bus bus bus dtt t, dtt 4 dtt 4 t 4 For the cars nothing changes in comparison to question c. Because the event, that a car will pass is independent from what happened before. The cars just come at random. You can wait endless for the next one. A good idea is to thin, that the randomly arriving observer arrives with a car. This is OK, because the cars come at random. Now it is clear, that the the probability distribution for the waiting time is the same for the time between two successive cars. The mean and variance are not changed lie discussed before: car car p car t, e t. 7 dt e t! t dt e t t! car car. For the buses there is a dierence between c and d.in d the waiting time is limited to minutes because of the distribution in found in c. So the average waiting time must be. minutes if the observer arrives at random. In 8

Recap. Probability, stochastic processes, Markov chains. ELEC-C7210 Modeling and analysis of communication networks

Recap. Probability, stochastic processes, Markov chains. ELEC-C7210 Modeling and analysis of communication networks Recap Probability, stochastic processes, Markov chains ELEC-C7210 Modeling and analysis of communication networks 1 Recap: Probability theory important distributions Discrete distributions Geometric distribution

More information

Will Landau. Feb 21, 2013

Will Landau. Feb 21, 2013 Iowa State University Feb 21, 2013 Iowa State University Feb 21, 2013 1 / 31 Outline Iowa State University Feb 21, 2013 2 / 31 random variables Two types of random variables: Discrete random variable:

More information

Why study probability? Set theory. ECE 6010 Lecture 1 Introduction; Review of Random Variables

Why study probability? Set theory. ECE 6010 Lecture 1 Introduction; Review of Random Variables ECE 6010 Lecture 1 Introduction; Review of Random Variables Readings from G&S: Chapter 1. Section 2.1, Section 2.3, Section 2.4, Section 3.1, Section 3.2, Section 3.5, Section 4.1, Section 4.2, Section

More information

Exponential Distribution and Poisson Process

Exponential Distribution and Poisson Process Exponential Distribution and Poisson Process Stochastic Processes - Lecture Notes Fatih Cavdur to accompany Introduction to Probability Models by Sheldon M. Ross Fall 215 Outline Introduction Exponential

More information

Notes on Continuous Random Variables

Notes on Continuous Random Variables Notes on Continuous Random Variables Continuous random variables are random quantities that are measured on a continuous scale. They can usually take on any value over some interval, which distinguishes

More information

Page Max. Possible Points Total 100

Page Max. Possible Points Total 100 Math 3215 Exam 2 Summer 2014 Instructor: Sal Barone Name: GT username: 1. No books or notes are allowed. 2. You may use ONLY NON-GRAPHING and NON-PROGRAMABLE scientific calculators. All other electronic

More information

Math 416 Lecture 2 DEFINITION. Here are the multivariate versions: X, Y, Z iff P(X = x, Y = y, Z =z) = p(x, y, z) of X, Y, Z iff for all sets A, B, C,

Math 416 Lecture 2 DEFINITION. Here are the multivariate versions: X, Y, Z iff P(X = x, Y = y, Z =z) = p(x, y, z) of X, Y, Z iff for all sets A, B, C, Math 416 Lecture 2 DEFINITION. Here are the multivariate versions: PMF case: p(x, y, z) is the joint Probability Mass Function of X, Y, Z iff P(X = x, Y = y, Z =z) = p(x, y, z) PDF case: f(x, y, z) is

More information

Common ontinuous random variables

Common ontinuous random variables Common ontinuous random variables CE 311S Earlier, we saw a number of distribution families Binomial Negative binomial Hypergeometric Poisson These were useful because they represented common situations:

More information

Random variable X is a mapping that maps each outcome s in the sample space to a unique real number x, x. X s. Real Line

Random variable X is a mapping that maps each outcome s in the sample space to a unique real number x, x. X s. Real Line Random Variable Random variable is a mapping that maps each outcome s in the sample space to a unique real number,. s s : outcome Sample Space Real Line Eamples Toss a coin. Define the random variable

More information

Arrivals and waiting times

Arrivals and waiting times Chapter 20 Arrivals and waiting times The arrival times of events in a Poisson process will be continuous random variables. In particular, the time between two successive events, say event n 1 and event

More information

Poisson processes Overview. Chapter 10

Poisson processes Overview. Chapter 10 Chapter 1 Poisson processes 1.1 Overview The Binomial distribution and the geometric distribution describe the behavior of two random variables derived from the random mechanism that I have called coin

More information

Physics Sep Example A Spin System

Physics Sep Example A Spin System Physics 30 7-Sep-004 4- Example A Spin System In the last lecture, we discussed the binomial distribution. Now, I would like to add a little physical content by considering a spin system. Actually this

More information

APPLICATIONS OF INTEGRATION

APPLICATIONS OF INTEGRATION 6 APPLICATIONS OF INTEGRATION APPLICATIONS OF INTEGRATION 6.5 Average Value of a Function In this section, we will learn about: Applying integration to find out the average value of a function. AVERAGE

More information

Math 113: Quiz 6 Solutions, Fall 2015 Chapter 9

Math 113: Quiz 6 Solutions, Fall 2015 Chapter 9 Math 3: Quiz 6 Solutions, Fall 05 Chapter 9 Keep in mind that more than one test will wor for a given problem. I chose one that wored. In addition, the statement lim a LR b means that L Hôpital s rule

More information

Continuous Distributions

Continuous Distributions Continuous Distributions 1.8-1.9: Continuous Random Variables 1.10.1: Uniform Distribution (Continuous) 1.10.4-5 Exponential and Gamma Distributions: Distance between crossovers Prof. Tesler Math 283 Fall

More information

Lecture 2: Discrete Probability Distributions

Lecture 2: Discrete Probability Distributions Lecture 2: Discrete Probability Distributions IB Paper 7: Probability and Statistics Carl Edward Rasmussen Department of Engineering, University of Cambridge February 1st, 2011 Rasmussen (CUED) Lecture

More information

n N CHAPTER 1 Atoms Thermodynamics Molecules Statistical Thermodynamics (S.T.)

n N CHAPTER 1 Atoms Thermodynamics Molecules Statistical Thermodynamics (S.T.) CHAPTER 1 Atoms Thermodynamics Molecules Statistical Thermodynamics (S.T.) S.T. is the key to understanding driving forces. e.g., determines if a process proceeds spontaneously. Let s start with entropy

More information

STAT 516 Midterm Exam 2 Friday, March 7, 2008

STAT 516 Midterm Exam 2 Friday, March 7, 2008 STAT 516 Midterm Exam 2 Friday, March 7, 2008 Name Purdue student ID (10 digits) 1. The testing booklet contains 8 questions. 2. Permitted Texas Instruments calculators: BA-35 BA II Plus BA II Plus Professional

More information

STAT/SOC/CSSS 221 Statistical Concepts and Methods for the Social Sciences. Random Variables

STAT/SOC/CSSS 221 Statistical Concepts and Methods for the Social Sciences. Random Variables STAT/SOC/CSSS 221 Statistical Concepts and Methods for the Social Sciences Random Variables Christopher Adolph Department of Political Science and Center for Statistics and the Social Sciences University

More information

Probability theory and mathematical statistics:

Probability theory and mathematical statistics: N.I. Lobachevsky State University of Nizhni Novgorod Probability theory and mathematical statistics: Geometric probability Practice Associate Professor A.V. Zorine Geometric probability Practice 1 / 7

More information

Some Continuous Probability Distributions: Part I. Continuous Uniform distribution Normal Distribution. Exponential Distribution

Some Continuous Probability Distributions: Part I. Continuous Uniform distribution Normal Distribution. Exponential Distribution Some Continuous Probability Distributions: Part I Continuous Uniform distribution Normal Distribution Exponential Distribution 1 Chapter 6: Some Continuous Probability Distributions: 6.1 Continuous Uniform

More information

Lecture 5: Moment generating functions

Lecture 5: Moment generating functions Lecture 5: Moment generating functions Definition 2.3.6. The moment generating function (mgf) of a random variable X is { x e tx f M X (t) = E(e tx X (x) if X has a pmf ) = etx f X (x)dx if X has a pdf

More information

Basics on Probability. Jingrui He 09/11/2007

Basics on Probability. Jingrui He 09/11/2007 Basics on Probability Jingrui He 09/11/2007 Coin Flips You flip a coin Head with probability 0.5 You flip 100 coins How many heads would you expect Coin Flips cont. You flip a coin Head with probability

More information

Lecture 4: Equations of motion and canonical quantization Read Sakurai Chapter 1.6 and 1.7

Lecture 4: Equations of motion and canonical quantization Read Sakurai Chapter 1.6 and 1.7 Lecture 4: Equations of motion and canonical quantization Read Sakurai Chapter 1.6 and 1.7 In Lecture 1 and 2, we have discussed how to represent the state of a quantum mechanical system based the superposition

More information

Continuous distributions

Continuous distributions CHAPTER 7 Continuous distributions 7.. Introduction A r.v. X is said to have a continuous distribution if there exists a nonnegative function f such that P(a X b) = ˆ b a f(x)dx for every a and b. distribution.)

More information

Statistics for Managers Using Microsoft Excel (3 rd Edition)

Statistics for Managers Using Microsoft Excel (3 rd Edition) Statistics for Managers Using Microsoft Excel (3 rd Edition) Chapter 4 Basic Probability and Discrete Probability Distributions 2002 Prentice-Hall, Inc. Chap 4-1 Chapter Topics Basic probability concepts

More information

Relationship between probability set function and random variable - 2 -

Relationship between probability set function and random variable - 2 - 2.0 Random Variables A rat is selected at random from a cage and its sex is determined. The set of possible outcomes is female and male. Thus outcome space is S = {female, male} = {F, M}. If we let X be

More information

Interlude: Practice Final

Interlude: Practice Final 8 POISSON PROCESS 08 Interlude: Practice Final This practice exam covers the material from the chapters 9 through 8. Give yourself 0 minutes to solve the six problems, which you may assume have equal point

More information

Poisson Processes and Poisson Distributions. Poisson Process - Deals with the number of occurrences per interval.

Poisson Processes and Poisson Distributions. Poisson Process - Deals with the number of occurrences per interval. Poisson Processes and Poisson Distributions Poisson Process - Deals with the number of occurrences per interval. Eamples Number of phone calls per minute Number of cars arriving at a toll both per hour

More information

Orbitals of the Bohr and Sommerfeld atoms with quantized x theory

Orbitals of the Bohr and Sommerfeld atoms with quantized x theory Orbitals of the Bohr and Sommerfeld atoms with quantized x theory M. W. Evans, H. Eckardt Civil List, A.I.A.S. and UPITEC (www.webarchive.org.uk, www.aias.us, www.atomicprecision.com, www.upitec.org) 3

More information

Math 180A. Lecture 16 Friday May 7 th. Expectation. Recall the three main probability density functions so far (1) Uniform (2) Exponential.

Math 180A. Lecture 16 Friday May 7 th. Expectation. Recall the three main probability density functions so far (1) Uniform (2) Exponential. Math 8A Lecture 6 Friday May 7 th Epectation Recall the three main probability density functions so far () Uniform () Eponential (3) Power Law e, ( ), Math 8A Lecture 6 Friday May 7 th Epectation Eample

More information

BINOMIAL DISTRIBUTION

BINOMIAL DISTRIBUTION BINOMIAL DISTRIBUTION The binomial distribution is a particular type of discrete pmf. It describes random variables which satisfy the following conditions: 1 You perform n identical experiments (called

More information

EECS 126 Probability and Random Processes University of California, Berkeley: Fall 2014 Kannan Ramchandran November 13, 2014.

EECS 126 Probability and Random Processes University of California, Berkeley: Fall 2014 Kannan Ramchandran November 13, 2014. EECS 126 Probability and Random Processes University of California, Berkeley: Fall 2014 Kannan Ramchandran November 13, 2014 Midterm Exam 2 Last name First name SID Rules. DO NOT open the exam until instructed

More information

SDS 321: Introduction to Probability and Statistics

SDS 321: Introduction to Probability and Statistics SDS 321: Introduction to Probability and Statistics Lecture 14: Continuous random variables Purnamrita Sarkar Department of Statistics and Data Science The University of Texas at Austin www.cs.cmu.edu/

More information

(It's not always good, but we can always make it.) (4) Convert the normal distribution N to the standard normal distribution Z. Specically.

(It's not always good, but we can always make it.) (4) Convert the normal distribution N to the standard normal distribution Z. Specically. . Introduction The quick summary, going forwards: Start with random variable X. 2 Compute the mean EX and variance 2 = varx. 3 Approximate X by the normal distribution N with mean µ = EX and standard deviation.

More information

Probability Midterm Exam 2:15-3:30 pm Thursday, 21 October 1999

Probability Midterm Exam 2:15-3:30 pm Thursday, 21 October 1999 Name: 2:15-3:30 pm Thursday, 21 October 1999 You may use a calculator and your own notes but may not consult your books or neighbors. Please show your work for partial credit, and circle your answers.

More information

STA 584 Supplementary Examples (not to be graded) Fall, 2003

STA 584 Supplementary Examples (not to be graded) Fall, 2003 Page 1 of 8 Central Michigan University Department of Mathematics STA 584 Supplementary Examples (not to be graded) Fall, 003 1. (a) If A and B are independent events, P(A) =.40 and P(B) =.70, find (i)

More information

3.4. The Binomial Probability Distribution

3.4. The Binomial Probability Distribution 3.4. The Binomial Probability Distribution Objectives. Binomial experiment. Binomial random variable. Using binomial tables. Mean and variance of binomial distribution. 3.4.1. Four Conditions that determined

More information

three-dimensional quantum problems

three-dimensional quantum problems three-dimensional quantum problems The one-dimensional problems we ve been examining can can carry us a long way some of these are directly applicable to many nanoelectronics problems but there are some

More information

Formalism of Quantum Mechanics

Formalism of Quantum Mechanics The theory of quantum mechanics is formulated by defining a set of rules or postulates. These postulates cannot be derived from the laws of classical physics. The rules define the following: 1. How to

More information

HW7 Solutions. f(x) = 0 otherwise. 0 otherwise. The density function looks like this: = 20 if x [10, 90) if x [90, 100]

HW7 Solutions. f(x) = 0 otherwise. 0 otherwise. The density function looks like this: = 20 if x [10, 90) if x [90, 100] HW7 Solutions. 5 pts.) James Bond James Bond, my favorite hero, has again jumped off a plane. The plane is traveling from from base A to base B, distance km apart. Now suppose the plane takes off from

More information

Solutions to 2015 Entrance Examination for BSc Programmes at CMI. Part A Solutions

Solutions to 2015 Entrance Examination for BSc Programmes at CMI. Part A Solutions Solutions to 2015 Entrance Examination for BSc Programmes at CMI Part A Solutions 1. Ten people sitting around a circular table decide to donate some money for charity. You are told that the amount donated

More information

S n = x + X 1 + X X n.

S n = x + X 1 + X X n. 0 Lecture 0 0. Gambler Ruin Problem Let X be a payoff if a coin toss game such that P(X = ) = P(X = ) = /2. Suppose you start with x dollars and play the game n times. Let X,X 2,...,X n be payoffs in each

More information

Known probability distributions

Known probability distributions Known probability distributions Engineers frequently wor with data that can be modeled as one of several nown probability distributions. Being able to model the data allows us to: model real systems design

More information

Guidelines for Solving Probability Problems

Guidelines for Solving Probability Problems Guidelines for Solving Probability Problems CS 1538: Introduction to Simulation 1 Steps for Problem Solving Suggested steps for approaching a problem: 1. Identify the distribution What distribution does

More information

December 2010 Mathematics 302 Name Page 2 of 11 pages

December 2010 Mathematics 302 Name Page 2 of 11 pages December 2010 Mathematics 302 Name Page 2 of 11 pages [9] 1. An urn contains red balls, 10 green balls and 1 yellow balls. You randomly select balls, without replacement. (a What ( is( the probability

More information

FE 490 Engineering Probability and Statistics. Donald E.K. Martin Department of Statistics

FE 490 Engineering Probability and Statistics. Donald E.K. Martin Department of Statistics FE 490 Engineering Probability and Statistics Donald E.K. Martin Department of Statistics 1 Dispersion, Mean, Mode 1. The population standard deviation of the data points 2,1,6 is: (A) 1.00 (B) 1.52 (C)

More information

STAT/MA 416 Midterm Exam 2 Thursday, October 18, Circle the section you are enrolled in:

STAT/MA 416 Midterm Exam 2 Thursday, October 18, Circle the section you are enrolled in: STAT/MA 46 Midterm Exam 2 Thursday, October 8, 27 Name Purdue student ID ( digits) Circle the section you are enrolled in: STAT/MA 46-- STAT/MA 46-2- 9: AM :5 AM 3: PM 4:5 PM REC 4 UNIV 23. The testing

More information

Brief Review of Probability

Brief Review of Probability Maura Department of Economics and Finance Università Tor Vergata Outline 1 Distribution Functions Quantiles and Modes of a Distribution 2 Example 3 Example 4 Distributions Outline Distribution Functions

More information

Contents of this Document [ntc5]

Contents of this Document [ntc5] Contents of this Document [ntc5] 5. Random Variables: Applications Reconstructing probability distributions [nex14] Probability distribution with no mean value [nex95] Variances and covariances [nex20]

More information

IEOR 6711: Stochastic Models I, Fall 2003, Professor Whitt. Solutions to Final Exam: Thursday, December 18.

IEOR 6711: Stochastic Models I, Fall 2003, Professor Whitt. Solutions to Final Exam: Thursday, December 18. IEOR 6711: Stochastic Models I, Fall 23, Professor Whitt Solutions to Final Exam: Thursday, December 18. Below are six questions with several parts. Do as much as you can. Show your work. 1. Two-Pump Gas

More information

Massachusetts Institute of Technology

Massachusetts Institute of Technology 6.04/6.4: Probabilistic Systems Analysis Fall 00 Quiz Solutions: October, 00 Problem.. 0 points Let R i be the amount of time Stephen spends at the ith red light. R i is a Bernoulli random variable with

More information

2017 VCE Mathematical Methods 2 examination report

2017 VCE Mathematical Methods 2 examination report 7 VCE Mathematical Methods examination report General comments There were some excellent responses to the 7 Mathematical Methods examination and most students were able to attempt the four questions in

More information

Measure-theoretic probability

Measure-theoretic probability Measure-theoretic probability Koltay L. VEGTMAM144B November 28, 2012 (VEGTMAM144B) Measure-theoretic probability November 28, 2012 1 / 27 The probability space De nition The (Ω, A, P) measure space is

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science 6.262 Discrete Stochastic Processes Midterm Quiz April 6, 2010 There are 5 questions, each with several parts.

More information

ISyE 6644 Fall 2016 Test #1 Solutions

ISyE 6644 Fall 2016 Test #1 Solutions 1 NAME ISyE 6644 Fall 2016 Test #1 Solutions This test is 85 minutes. You re allowed one cheat sheet. Good luck! 1. Suppose X has p.d.f. f(x) = 3x 2, 0 < x < 1. Find E[3X + 2]. Solution: E[X] = 1 0 x 3x2

More information

CHAPTER 6. 1, if n =1, 2p(1 p), if n =2, n (1 p) n 1 n p + p n 1 (1 p), if n =3, 4, 5,... var(d) = 4var(R) =4np(1 p).

CHAPTER 6. 1, if n =1, 2p(1 p), if n =2, n (1 p) n 1 n p + p n 1 (1 p), if n =3, 4, 5,... var(d) = 4var(R) =4np(1 p). CHAPTER 6 Solution to Problem 6 (a) The random variable R is binomial with parameters p and n Hence, ( ) n p R(r) = ( p) n r p r, for r =0,,,,n, r E[R] = np, and var(r) = np( p) (b) Let A be the event

More information

Part IA Probability. Definitions. Based on lectures by R. Weber Notes taken by Dexter Chua. Lent 2015

Part IA Probability. Definitions. Based on lectures by R. Weber Notes taken by Dexter Chua. Lent 2015 Part IA Probability Definitions Based on lectures by R. Weber Notes taken by Dexter Chua Lent 2015 These notes are not endorsed by the lecturers, and I have modified them (often significantly) after lectures.

More information

APPLIED MATHEMATICS ADVANCED LEVEL

APPLIED MATHEMATICS ADVANCED LEVEL APPLIED MATHEMATICS ADVANCED LEVEL INTRODUCTION This syllabus serves to examine candidates knowledge and skills in introductory mathematical and statistical methods, and their applications. For applications

More information

The exponential distribution and the Poisson process

The exponential distribution and the Poisson process The exponential distribution and the Poisson process 1-1 Exponential Distribution: Basic Facts PDF f(t) = { λe λt, t 0 0, t < 0 CDF Pr{T t) = 0 t λe λu du = 1 e λt (t 0) Mean E[T] = 1 λ Variance Var[T]

More information

a b c d e GOOD LUCK! 3. a b c d e 12. a b c d e 4. a b c d e 13. a b c d e 5. a b c d e 14. a b c d e 6. a b c d e 15. a b c d e

a b c d e GOOD LUCK! 3. a b c d e 12. a b c d e 4. a b c d e 13. a b c d e 5. a b c d e 14. a b c d e 6. a b c d e 15. a b c d e MA23 Elem. Calculus Spring 206 Final Exam 206-05-05 Name: Sec.: Do not remove this answer page you will turn in the entire exam. No books or notes may be used. You may use an ACT-approved calculator during

More information

Stats for Engineers: Lecture 4

Stats for Engineers: Lecture 4 Stats for Engineers: Lecture 4 Summary from last time Standard deviation σ measure spread of distribution μ Variance = (standard deviation) σ = var X = k μ P(X = k) k = k P X = k k μ σ σ k Discrete Random

More information

1. If X has density. cx 3 e x ), 0 x < 0, otherwise. Find the value of c that makes f a probability density. f(x) =

1. If X has density. cx 3 e x ), 0 x < 0, otherwise. Find the value of c that makes f a probability density. f(x) = 1. If X has density f(x) = { cx 3 e x ), 0 x < 0, otherwise. Find the value of c that makes f a probability density. 2. Let X have density f(x) = { xe x, 0 < x < 0, otherwise. (a) Find P (X > 2). (b) Find

More information

BMIR Lecture Series on Probability and Statistics Fall, 2015 Uniform Distribution

BMIR Lecture Series on Probability and Statistics Fall, 2015 Uniform Distribution Lecture #5 BMIR Lecture Series on Probability and Statistics Fall, 2015 Department of Biomedical Engineering and Environmental Sciences National Tsing Hua University s 5.1 Definition ( ) A continuous random

More information

Sixth Term Examination Papers 9470 MATHEMATICS 2 MONDAY 12 JUNE 2017

Sixth Term Examination Papers 9470 MATHEMATICS 2 MONDAY 12 JUNE 2017 Sixth Term Examination Papers 9470 MATHEMATICS 2 MONDAY 12 JUNE 2017 INSTRUCTIONS TO CANDIDATES AND INFORMATION FOR CANDIDATES six six Calculators are not permitted. Please wait to be told you may begin

More information

CSE 312, 2017 Winter, W.L. Ruzzo. 7. continuous random variables

CSE 312, 2017 Winter, W.L. Ruzzo. 7. continuous random variables CSE 312, 2017 Winter, W.L. Ruzzo 7. continuous random variables The new bit continuous random variables Discrete random variable: values in a finite or countable set, e.g. X {1,2,..., 6} with equal probability

More information

Review of Probabilities and Basic Statistics

Review of Probabilities and Basic Statistics Alex Smola Barnabas Poczos TA: Ina Fiterau 4 th year PhD student MLD Review of Probabilities and Basic Statistics 10-701 Recitations 1/25/2013 Recitation 1: Statistics Intro 1 Overview Introduction to

More information

Bell-shaped curves, variance

Bell-shaped curves, variance November 7, 2017 Pop-in lunch on Wednesday Pop-in lunch tomorrow, November 8, at high noon. Please join our group at the Faculty Club for lunch. Means If X is a random variable with PDF equal to f (x),

More information

Test Problems for Probability Theory ,

Test Problems for Probability Theory , 1 Test Problems for Probability Theory 01-06-16, 010-1-14 1. Write down the following probability density functions and compute their moment generating functions. (a) Binomial distribution with mean 30

More information

Probability and Statistics Prof. Dr. Somesh Kumar Department of Mathematics Indian Institute of Technology, Kharagpur

Probability and Statistics Prof. Dr. Somesh Kumar Department of Mathematics Indian Institute of Technology, Kharagpur Probability and Statistics Prof. Dr. Somesh Kumar Department of Mathematics Indian Institute of Technology, Kharagpur Module No. #01 Lecture No. #11 Special Distributions-II In the Bernoullian trials that

More information

Problem 1. Problem 2. Problem 3. Problem 4

Problem 1. Problem 2. Problem 3. Problem 4 Problem Let A be the event that the fungus is present, and B the event that the staph-bacteria is present. We have P A = 4, P B = 9, P B A =. We wish to find P AB, to do this we use the multiplication

More information

Notes 6 : First and second moment methods

Notes 6 : First and second moment methods Notes 6 : First and second moment methods Math 733-734: Theory of Probability Lecturer: Sebastien Roch References: [Roc, Sections 2.1-2.3]. Recall: THM 6.1 (Markov s inequality) Let X be a non-negative

More information

6.1 Moment Generating and Characteristic Functions

6.1 Moment Generating and Characteristic Functions Chapter 6 Limit Theorems The power statistics can mostly be seen when there is a large collection of data points and we are interested in understanding the macro state of the system, e.g., the average,

More information

Moments. Raw moment: February 25, 2014 Normalized / Standardized moment:

Moments. Raw moment: February 25, 2014 Normalized / Standardized moment: Moments Lecture 10: Central Limit Theorem and CDFs Sta230 / Mth 230 Colin Rundel Raw moment: Central moment: µ n = EX n ) µ n = E[X µ) 2 ] February 25, 2014 Normalized / Standardized moment: µ n σ n Sta230

More information

EDRP lecture 7. Poisson process. Pawe J. Szab owski

EDRP lecture 7. Poisson process. Pawe J. Szab owski EDRP lecture 7. Poisson process. Pawe J. Szab owski 2007 Counting process Random process fn t ; t 0g is called a counting process, if N t is equal total number of events that have happened up to moment

More information

18.440: Lecture 19 Normal random variables

18.440: Lecture 19 Normal random variables 18.440 Lecture 19 18.440: Lecture 19 Normal random variables Scott Sheffield MIT Outline Tossing coins Normal random variables Special case of central limit theorem Outline Tossing coins Normal random

More information

Math 218 Supplemental Instruction Spring 2008 Final Review Part A

Math 218 Supplemental Instruction Spring 2008 Final Review Part A Spring 2008 Final Review Part A SI leaders: Mario Panak, Jackie Hu, Christina Tasooji Chapters 3, 4, and 5 Topics Covered: General probability (probability laws, conditional, joint probabilities, independence)

More information

EECS 126 Probability and Random Processes University of California, Berkeley: Spring 2018 Kannan Ramchandran February 14, 2018.

EECS 126 Probability and Random Processes University of California, Berkeley: Spring 2018 Kannan Ramchandran February 14, 2018. EECS 6 Probability and Random Processes University of California, Berkeley: Spring 08 Kannan Ramchandran February 4, 08 Midterm Last Name First Name SID You have 0 minutes to read the exam and 90 minutes

More information

Lecture 3 - Axioms of Probability

Lecture 3 - Axioms of Probability Lecture 3 - Axioms of Probability Sta102 / BME102 January 25, 2016 Colin Rundel Axioms of Probability What does it mean to say that: The probability of flipping a coin and getting heads is 1/2? 3 What

More information

Random Variables (Continuous Case)

Random Variables (Continuous Case) Chapter 6 Random Variables (Continuous Case) Thus far, we have purposely limited our consideration to random variables whose ranges are countable, or discrete. The reason for that is that distributions

More information

2010 GCE A Level H2 Maths Solution Paper 2 Section A: Pure Mathematics. 1i) x 2 6x + 34 = 0 6 ± x = 2

2010 GCE A Level H2 Maths Solution Paper 2 Section A: Pure Mathematics. 1i) x 2 6x + 34 = 0 6 ± x = 2 00 GCE A Level H Maths Solution Paper Section A: Pure Mathematics i) x 6x + 34 0 6 ± 36 36 x 6 ± 0i 3 ± 5i (ii) Since the coefficients are all real, another root of the equation is x i. [ x ( + i) ] [

More information

Write your Registration Number, Test Centre, Test Code and the Number of this booklet in the appropriate places on the answersheet.

Write your Registration Number, Test Centre, Test Code and the Number of this booklet in the appropriate places on the answersheet. 2016 Booklet No. Test Code : PSA Forenoon Questions : 30 Time : 2 hours Write your Registration Number, Test Centre, Test Code and the Number of this booklet in the appropriate places on the answersheet.

More information

, correct to 4 significant figures?

, correct to 4 significant figures? Section I 10 marks Attempt Questions 1-10 Allow about 15 minutes for this section Use the multiple-choice answer sheet for Questions 1-10. 1 What is the basic numeral for (A) 0.00045378 (B) 0.0004538 (C)

More information

Sketch the graph of the function. You are not required to find the coordinates of the maximum. (1) (b) Find the value of k. (5) (Total 6 marks)

Sketch the graph of the function. You are not required to find the coordinates of the maximum. (1) (b) Find the value of k. (5) (Total 6 marks) 1. The random variable X has probability density function f where kx( x 1)(2 x), 0 x 2 0, otherwise. Sketch the graph of the function. You are not required to find the coordinates of the maximum. (1) Find

More information

Chapter 1: Revie of Calculus and Probability

Chapter 1: Revie of Calculus and Probability Chapter 1: Revie of Calculus and Probability Refer to Text Book: Operations Research: Applications and Algorithms By Wayne L. Winston,Ch. 12 Operations Research: An Introduction By Hamdi Taha, Ch. 12 OR441-Dr.Khalid

More information

Ching-Han Hsu, BMES, National Tsing Hua University c 2015 by Ching-Han Hsu, Ph.D., BMIR Lab. = a + b 2. b a. x a b a = 12

Ching-Han Hsu, BMES, National Tsing Hua University c 2015 by Ching-Han Hsu, Ph.D., BMIR Lab. = a + b 2. b a. x a b a = 12 Lecture 5 Continuous Random Variables BMIR Lecture Series in Probability and Statistics Ching-Han Hsu, BMES, National Tsing Hua University c 215 by Ching-Han Hsu, Ph.D., BMIR Lab 5.1 1 Uniform Distribution

More information

Edexcel GCE A Level Maths Statistics 2 Uniform Distributions

Edexcel GCE A Level Maths Statistics 2 Uniform Distributions Edexcel GCE A Level Maths Statistics 2 Uniform Distributions Edited by: K V Kumaran kumarmaths.weebly.com 1 kumarmaths.weebly.com 2 kumarmaths.weebly.com 3 kumarmaths.weebly.com 4 1. In a computer game,

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science 6.262 Discrete Stochastic Processes Midterm Quiz April 6, 2010 There are 5 questions, each with several parts.

More information

ECO227: Term Test 2 (Solutions and Marking Procedure)

ECO227: Term Test 2 (Solutions and Marking Procedure) ECO7: Term Test (Solutions and Marking Procedure) January 6, 9 Question 1 Random variables X and have the joint pdf f X, (x, y) e x y, x > and y > Determine whether or not X and are independent. [1 marks]

More information

ACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS 2 MATH00040 SEMESTER / Probability

ACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS 2 MATH00040 SEMESTER / Probability ACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS 2 MATH00040 SEMESTER 2 2017/2018 DR. ANTHONY BROWN 5.1. Introduction to Probability. 5. Probability You are probably familiar with the elementary

More information

Stat 100a, Introduction to Probability.

Stat 100a, Introduction to Probability. Stat 100a, Introduction to Probability. Outline for the day: 1. Geometric random variables. 2. Negative binomial random variables. 3. Moment generating functions. 4. Poisson random variables. 5. Continuous

More information

(u v) = f (u,v) Equation 1

(u v) = f (u,v) Equation 1 Problem Two-horse race.0j /.8J /.5J / 5.07J /.7J / ESD.J Solution Problem Set # (a). The conditional pdf of U given that V v is: The marginal pdf of V is given by: (u v) f (u,v) Equation f U V fv ( v )

More information

MATH 180A - INTRODUCTION TO PROBABILITY PRACTICE MIDTERM #2 FALL 2018

MATH 180A - INTRODUCTION TO PROBABILITY PRACTICE MIDTERM #2 FALL 2018 MATH 8A - INTRODUCTION TO PROBABILITY PRACTICE MIDTERM # FALL 8 Name (Last, First): Student ID: TA: SO AS TO NOT DISTURB OTHER STUDENTS, EVERY- ONE MUST STAY UNTIL THE EXAM IS COMPLETE. ANSWERS TO THE

More information

In this context, the thing we call the decision variable is K, the number of beds. Our solution will be done by stating a value for K.

In this context, the thing we call the decision variable is K, the number of beds. Our solution will be done by stating a value for K. STAT-UB.0103 NOTES for Wednesday 2012.FEB.15 Suppose that a hospital has a cardiac care unit which handles heart attac victims on the first day of their problems. The geographic area served by the hospital

More information

Continuous random variables

Continuous random variables Continuous random variables Continuous r.v. s take an uncountably infinite number of possible values. Examples: Heights of people Weights of apples Diameters of bolts Life lengths of light-bulbs We cannot

More information

7 Continuous Variables

7 Continuous Variables 7 Continuous Variables 7.1 Distribution function With continuous variables we can again define a probability distribution but instead of specifying Pr(X j) we specify Pr(X < u) since Pr(u < X < u + δ)

More information

Introduction to Stochastic Processes

Introduction to Stochastic Processes Stat251/551 (Spring 2017) Stochastic Processes Lecture: 1 Introduction to Stochastic Processes Lecturer: Sahand Negahban Scribe: Sahand Negahban 1 Organization Issues We will use canvas as the course webpage.

More information

Discrete and continuous

Discrete and continuous Discrete and continuous A curve, or a function, or a range of values of a variable, is discrete if it has gaps in it - it jumps from one value to another. In practice in S2 discrete variables are variables

More information

2905 Queueing Theory and Simulation PART IV: SIMULATION

2905 Queueing Theory and Simulation PART IV: SIMULATION 2905 Queueing Theory and Simulation PART IV: SIMULATION 22 Random Numbers A fundamental step in a simulation study is the generation of random numbers, where a random number represents the value of a random

More information