� � �Massachusetts Institute of Technology Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2010) Recitation 21 November 23, 2010 1. Let X1, . . . , X10 be independent random variables, uniformly distributed over the unit interval [0,1]. (a) Estimate P(X1 + + X10 ≥ 7) using the Markov inequality. ··· (b) Repeat part (a) using the Chebyshev inequality. (c) Repeat part (a) using the central limit theorem. 2. Problem 10 in the textbook (page 290) A factory produces Xn gadgets on day n, where the Xn are independent and identically dis-tributed random variables, with mean 5 and variance 9. (a) Find an approximation to the probability that the total number of gadgets produced in 100 days is less than 440. (b) Find (approximately) the largest value of n such that P (X1 + + Xn ≥ 200 + 5n) ≤ 0.05.··· (c) Let N be the first day on which the total number of gadgets produced exceeds 1000. Cal-culate an approximation to the probability that N ≥ 220. 3. Let X1, X2, . . . , be independent Poisson random variables with mean and variance equal to 1. For any n > 0, let Sn = ni=1 Xi. (a) Show that Sn is Poisson with mean and variance equal to n. Hint: Relate X1, X2, . . . , Xn to a Poisson process with rate 1. (b) Show how the central limit theorem suggests the approximation n! ≈√2πn n n e for large values of the positive integer n. Page 1 of 1 Textbook problems are courtesy of Athena Scientific, and are used with permission.MIT OpenCourseWare http://ocw.mit.edu 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability Fall 2010 For information about citing these materials or our Terms of Use, visit:
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