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Chapter 2 Stochastics Homework Solution

2-8 Show that the binomial probabilities sum to 1. X ~ B (n, p) 2-11 Consider the binomial distribution with n trails and probability...

2-8 Show that the binomial probabilities sum to 1.

X ~ B (n, p)

2-11 Consider the binomial distribution with n trails and probability
p of success on each trial. For what value of k is P(X=k)
maximized? This value is called the mode of the distribution.
(Hint: Consider the ratio of successive terms.)



(1) (2)

if , k = p(n+1)-1 or p(n+1)
if , k = [ p(n+1) ]

2-15 Two terms, A and B, play a series of games. If team A has
probability 0.4 of winning each game, is it to its advantage to
play the best three out of five games or the best four out of
seven? Assume the outcomes of successive games are

(1) Three out of five games :

= 4.96 x 0.43
(2) Four out of seven games :

“Three out of five games” is better!

2-25 The probability of being dealt a royal straight flush (ace, king,
queen, jack, and ten of the same suit) in poker is about 1.3×10-8.
Suppose that an avid poker player sees 100 hands a week, 52
weeks a year, for 20 years.
a. What is the probability that she never sees a royal straight
flush dealt?
b. What is the probability that she sees two royal straight flushes

100 x 52 x 20 = 104000
(a) ( 1.3 x 10-8 )104000 = 0.9987

2-28 Let p0, p1, …, pn denote the probability mass function of the
binomial distribution with parameters n and p. Let q = 1-p.
Show that the binomial probabilities can be computed
recursively by p0 = qn and

k = 1, 2, …, n

k = 1, 2, …, n

2-29 Show that the Poisson probabilities p0, p1, …, pn can be
computed recursively by p0 = exp(-λ) and

k = 1, 2, …, n

2-32 For what value of k is the Poisson frequency function with
parameter λ maximized? (Hint: Consider the ratio of
consecutive terms.)



if , k = λ or λ-1
if , k = [λ]

2-39 The Cauchy cumulative distribution function is

-∞ < x <∞

a Show that this is a cdf.
b Find the density function.
c Find x such that P (X > x) = .1.

-∞ < x <∞
(a) (1)

(3) F(x) 右連續
By (1)(2)(3) F(x) is a c.d.f



2-49 The gamma function is a generalized factorial function.
a Show that Γ(1) = 1.
b. Show that Γ(x+1) = xΓ(x). (Hint: Use integration by parts)
c. Conclude that Γ(n) = (n-1)! for n = 1, 2, 3, …
d. Use the fact that
to show that, if n is an odd integer,

Gamma function
= …
(d) , n is an odd integer.
Pf: (1) n = 1, .
(2) 設n = k (k is an odd integer.)
(3) n = k + 2.

By (1)(2)(3) 由數學歸納法知,原命題成立.

2-51 Show that the normal density integrates to 1. (Hint: First
make a change of variables to reduce the integral to that for
the standard normal.) The problem is then to show that
. Square both sides and reexpress the problem as
that of showing


Finally, write the product of integrals as a double integral and
change to the polar coordinates.
i.e. claim:
Sol :


and , where a<0 , show that

X= ,


If U is uniform on [0,1] , find the density of .
U ~uniform[0,1]

, Y=

(y)=2y ,

Find the density function of Y=, where .This is called the
lognormal density, since is normally distributed.

Let Y= , Z= ,


Suppose that follows a uniform distribution on the interval [].Find the cdf and
density of tan.
= , θ[]
Y= tan , P(Yy)=P(tany)=P( ,

The Weibull cumulative distribution function is ,≧0,α>0,β>0
  1. Find the density function
  2. Show that is W follows a Weibull distribution , then X=follows an exponential distribution .
  3. How could Weibull random variable be generated from a uniform random number generator ?
, 0,α>0,β>0
  1. =,0,α>0,β>0
, x0,α>0,β>0
  1. X= ,


let z= 1-Z=
又 if Z~ uniform[0,1] then 1-Z~uniform[0,1]
∴we can firstly generate U ~uniform(0,1)
let W= then

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Beasiswa Site : Chapter 2 Stochastics Homework Solution
Chapter 2 Stochastics Homework Solution
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