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    Report 1 - FOE - Fall 24

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    algeniusmahmoud
    Probably proves

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    Report 1 - FOE - Fall 24

    Uploaded by

    algeniusmahmoud
    1 views4 pages
    Probably proves

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    Probably proves

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    1 views4 pages

    Report 1 - FOE - Fall 24

    Uploaded by

    algeniusmahmoud
    Probably proves

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 4

    Report #1

    Name: ID:

    1. For the three events 𝐴, 𝐵, 𝐶, prove that:


    𝑃(𝐴 ∪ 𝐵 ∪ 𝐶)
    = 𝑃(𝐴) + 𝑃(𝐵) + 𝑃(𝐶) − 𝑃(𝐴 ∩ 𝐵) − 𝑃(𝐵 ∩ 𝐶) − 𝑃(𝐴 ∩ 𝐶) + 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶)

    2. Given the random variable 𝑋 with mean 𝜇 = 0 and variance 𝜎2 = 1, give the second-
    order approximation to 𝐸(𝑒𝑋). Give an approximate value for Var(𝑒𝑋).
    3. If 𝑋 and 𝑌 are random variables with joint probability distribution 𝑓(𝑥, 𝑦) and 𝑎, 𝑏, 𝑐
    are constants, prove that:
    𝜎2 = 𝑎2𝜎2 + 𝑏2𝜎2 + 2𝑎𝑏𝜎𝑋𝑌
    𝑎𝑋+𝑏𝑌+𝑐 𝑋 𝑌
    4. A random variable 𝑋 has a mean 𝜇 = 0, a variance 𝜎2 = 1, and an unknown
    probability distribution. Find: (a) 𝑃(−4 < 𝑋 < 4), (b) 𝑃(|𝑋| ≥ 2).

    Using Chebyshev's inequality:

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