Let (Ω,F,P) be a probability space. Recall the R.V. X is called simple, if there exist A₁, …., Aₙ ∈ F and b₁, …, bₙ ∈ R such that X = ᵢ₌ₗ∑ⁿ bᵢ 1{A ᵢ }. Note that A; need not be disjoint. ...) ... a) Show that if R.V. X,Y are simple, then so is the linear combination aX + bY. b) Is it true that if X₁, X₂ are all simple then so are X₁ + X₂, and X₁ ∧ X₂ = min X1, X₂? c) Is the representation of X (i.e. the sets A₁,.., Aₙ and the scalars b₁, ..., bₙ) unique? d) What if Aᵢ are known to be disjoint? How many values can X take then? e) Show that R.V. X is simple if and only it takes finitely many values. f) Show that E[X] is well defined for X simple R.V.. In other words, if X has two representations: X = ᵢ₌ₗ∑ⁿ bᵢ 1{Aᵢ } and X = ᵢ₌ₗ∑ᵐ Cᵢ 1{Bᵢ), such that B₁, ..., Bₘ ∈ F and C₁, ..., Cₘ ∈ R, then we must have ᵢ₌ₗ∑ⁿ Bᵢ P(Aᵢ) = ᵢ₌ₗ∑ᵐ cᵢP(Bᵢ).

Answers

Answer 1
Answer:

Answer:

see below

Step-by-step explanation:

a) If random variables X and Y are simple, then their linear combination aX + bY is also simple.

b) If X₁ and X₂ are simple, then X₁ + X₂ and X₁ ∧ X₂ are also simple.

c) The representation of a simple random variable X is not unique. There can be different sets of {Aᵢ} and corresponding scalars {bᵢ} that represent the same X.

d) If the sets Aᵢ are known to be disjoint, then X can take as many unique values as there are disjoint sets {Aᵢ}.

e) A random variable X is simple if and only if it takes a finite number of values.

f) The expected value E[X] is well-defined for a simple random variable X, regardless of its representation. It can be calculated using the formula E[X] = ∑ᵢ bᵢ P(Aᵢ) or E[X] = ∑ᵢ cᵢ P(Bᵢ), where {Aᵢ} and {Bᵢ} are sets and {bᵢ} and {cᵢ} are scalars representing X.


Related Questions

Please help me asap i will help i
Determine the quotient of 1/3/4 divided by 2/5
Divide 42 in a ratio of 1:2:3
Which relation is a direct variation that contains the ordered pair (2, 7)?
Solve D=RT for D, if T=5hours and R=65mph

What is the ratio of 33/36

Answers

all you have to do is find a number that both of them is divisible by and divide it by them. for example, when you divide it by 3, you will get 11/12
11/12 Divide both by 3.

CAN SOMEONE ANSWER THIS PLEASEMargie bought 1 1/2
pounds of tomatoes for $2.00 per pound,
1/4 pound of onions for $1.60 per pound, and 1 pound of apples for $1.65 per pound. How much did she pay for her total purchase?

Answers

Answer:

She spent $5.05 for her total purchase.

Step-by-step explanation:

First, you should convert the fractions into decimals to make it easier, which would make it, 1.5, .25, 1.

Second, multiply 1.5 by 2 because there are 1.5 pounds which are payed for $2.00. Do the others fractions corresponding with the number of pounds and the cost this same way. 1.5 multiplied by 2 is 3. .25 multiplied by 1.60 is 0.4, 1 multiplied by 1.65 is 1.65.

Lastly, Add it all up, 3+0.4+1.65=5.05

Answer:

M

Step-by-step explanation:

If a chicken farm sold 3,000 dozen eggs last week, how many individual eggs were sold?A. 36,000
B. 250
C. 3,000
D. 3,600

Answers

The number of individual eggs that were sold is (a) 36,000

How many individual eggs were sold?

From the question, we have the following parameters that can be used in our computation:

Eggs = 3000 dozen

By defintiion

1 dozen = 12

substitute the known values in the above equation, so, we have the following representation

Eggs = 3000 * 12

Evaluate

Eggs = 36000

Hence, a total of (a) 36000 individual eggs were sold

Read more about expressions at

brainly.com/question/30492964

#SPJ6

They sold 3000 dozens so 3000×12=
A. 36,000 eggs

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Answers

Answer:

that you're positive that you should be trying out these difficult math questions, let’s get right to it! The answers to these questions are in a separate section below, so you can go through them all at once without getting spoiled.

#1:

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#2:

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#3:

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Step-by-step explanation:

What is the solution of the equation? 17=2/3n+3

Answers

First, you should add -3 on both sides of the equation so you will have:
17 - 3 = 2/3n 
14 = 2/3n 
now you can multiply both sides by 3:
(14)3 = (2/3n)3 
42 = 2n 
42/2 = n 
21 = n :)))
I hope this is helpful
have a nice day 

Answer: n = 24  for the expression 17=2/3n+3

Step by step explanation:  

Step 1: simplify the equation

17 = 2/3n + 3  

Solve the right hand side of the equation          

17 - 3 = 2/3n        

14 = 2/3n  

Step 2: solve the remaining expression to get the value of n

14 * 3 n = 2

3n = 2/14

N = 1/7 * 3

N = 1/21

N= 21 (Since n is in the denominator)

A football is kicked toward the goal. The height of the ball is modeled by the function h(t) = -16t2 + 64t where t equals the time in seconds and h(x) represents the height of the ball at time t seconds. What is the axis of symmetry and what does it represent? t = 2; it takes 2 seconds to reach the maximum height and 2 seconds to fall back to the ground
t = 2; it takes 2 seconds to reach the maximum height and 4 seconds to fall back to the ground
t = 4; it takes 4 seconds to reach the maximum height and 4 seconds to fall back to the ground
t = 4; it takes 4 seconds to reach the maximum height and 8 seconds to fall back to the ground

Answers

h(t) = -16(t^2) + 64t

roots:

0 = -16t^2 + 64t
0 = t^2 - 4t
0 = t(t-4)
t=0 and t =4

The symmetry axis is at the middle of the two roots: t = (0+4)/2

That time (t=2)  is what it takes the object to reach the maximum height.

Answer: t = 2; it takes 2 seconds to reach the maximum height and 4 seconds to fall back to the ground

Answer: B/ it takes 2 seconds to reach the maximum height and 4 seconds to fall back to the ground

Step-by-step explanation: