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Probability Calculus 2020/2021, Homework 4 (two problems) Name and Surname ................................................... Student’s number ................

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Probability Calculus 2020/2021, Homework 4 (two problems)

Name and Surname ... Student’s number ...

In the problems below, please use the following: as k – the sum of digits in your student’s number; as m – the sum of the two largest digits in your student’s number;

and as n – the smallest digit in your student’s number plus 1. For example, if an index number is 609999: k = 42, m = 18, n = 1.

Please write down the solutions (transformations, substitutions etc.), and additio- nally provide the final answer in the space specified (the answer should be a number in decimal notation, rounded to four digits).

5. Let X be a random variable with density g(x) = anax−a−11[n,∞)(x), where a is a positive parameter. Find a, knowing that P(X ≤ k) = 1/m.

ANSWER:

Solution:

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6. We draw a ball m times, without replacement, from a box with k balls numbered 1 to k. Let X denote the maximum number obtained. Find the lowest quantile of rank m+nm / mk for X.

Hint: It helps if you calculate P(X ≤ t) first.

ANSWER:

Solution:

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