Question

Let U1, U2, . . . be a sequence of independent uniform (0, 1) random variables. In Example 5i we showed that, for 0 ≤ x ≤ 1,E[N(x)] = ex, where
This problem gives another approach to establishing that result.
(a) Show by induction on n that, for 0 < x ≤ 1 and all n ≥ 0,
P{N(x) ≥ n + 1} = xn/n!
First condition on U1 and then use the induction hypothesis.
(b) Use part (a) to conclude that
E[N(x)] = ex


$1.99
Sales0
Views36
Comments0
  • CreatedOctober 22, 2015
  • Files Included
Post your question
5000