Chapter 3: Q9E (page 129)
Question:In Example 3.4.5, compute the probability that water demandXis greater than electric demandY.
Short Answer
The probability that water demandXis greater than electric demandY is 0.6350.
Chapter 3: Q9E (page 129)
Question:In Example 3.4.5, compute the probability that water demandXis greater than electric demandY.
The probability that water demandXis greater than electric demandY is 0.6350.
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Get started for freeSuppose that\({X_1}....{X_n}\)are i.i.d. random variables, each having the following c.d.f.:\(F\left( x \right) = \left\{ \begin{array}{l}0\,\,\,\,\,\,\,\,\,\,\,\,\,\,for\,x \le 0\\1 - {e^{ - x}}\,\,\,for\,x > 0\end{array} \right.\)
Let\({Y_1} = min\left\{ {{X_1},{X_2}..{X_n}} \right\}\)and\({Y_n} = max\left\{ {{X_{1,}}{X_2}..{X_n}} \right\}\)Determine the conditional p.d.f. of\({Y_1}\)given that\({Y_n} = {y_n}\)
Suppose that three boys A, B, and C are throwing a ball from one to another. Whenever A has the ball, he throws it to B with a probability of 0.2 and to C with a probability of 0.8. Whenever B has the ball, he throws it to A with a probability of 0.6 and to C with a probability of 0.4. Whenever C has the ball, he is equally likely to throw it to either A or B.
a. Consider this process to be a Markov chain and construct the transition matrix.
b. If each of the three boys is equally likely to have the ball at a certain time n, which boy is most likely to have the ball at time\(n + 2\).
Suppose that thenrandom variablesX1. . . , Xnform arandom sample from a discrete distribution for which thep.f. is f. Determine the value of Pr(X1 = X2 = . . .= Xn).
The unique stationary distribution in Exercise 9 is \({\bf{v = }}\left( {{\bf{0,1,0,0}}} \right)\). This is an instance of the following general result: Suppose that a Markov chain has exactly one absorbing state. Suppose further that, for each non-absorbing state \({\bf{k}}\), there is \({\bf{n}}\) such that the probability is positive of moving from state \({\bf{k}}\) to the absorbing state in \({\bf{n}}\) steps. Then the unique stationary distribution has probability 1 in the absorbing state. Prove this result.
Suppose that the p.d.f. of X is as given in Exercise 3. Determine the p.d.f. of\(Y = 4 - {X^3}\)
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