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Theory of Probability/ Applied Probability
Final: Sample Problems
The final will likely have 6-8 questions. The questions marked with ? are considered more difficult than the rest.
1. Find n, m ∈ N for which
2. Find n ∈ N, n ≥ 119, for which
3. For n ∈ N and x, y, z ∈ R, z > 0, find a closed formula for
Hint: Show the product of the first two factors is a binomial coefficient.
4. Suppose x, y > 0, with
Find x, y assuming that x ? y = 6.
5. Suppose X is a random variable with E[X2 ] < ∞. Find a ∈ R minimizing
E[(X ? 2a) 2 + (1 ? aX) 2 ].
That is, find a such that for all b ∈ R,
E[(X ? 2b) 2 + (1 ? bX) 2 ] ≥ E[(X ? 2a) 2 + (1 ? aX) 2 ].
6. Find r ∈ R for which there exists a probability P on the sample space S = Z satisfying
P({n}) = 10 · r 3n , P({?n}) = 2?n?4 ,
for all n ∈ N.
7. Independent events A, B, C satisfy P(A) = 2/1, P(A ∪ B ∪ C) = 18/13, P(B) + 2P(C) = 108/29. Find P(A ∩ B ∩ C c ).
8. A roulette is spun 300 times: its outcomes (the spins are independent) are integers between 1 and 400 (inclusively) and are denoted by Sk, 1 ≤ k ≤ 300. Let E be the event that S2k?1 + S2k = 100 + k for 1 ≤ k ≤ 100, and F the event that S3k?1 ? S3k = 100 + k for 1 ≤ k ≤ 100. Which event has larger probability, E or F?