MA 2631 Conference 4
1. Consider the random variable X with the probability mass distribution
P[X = −1] = 0.3, P[X = 2] = 0.5, P[X = 5] = 0.1, P[X = 10] = 0.1.
Calculate the expected value and variance of X as well as the expectation of Y with Y = e
X.
2. Let X be a Poisson distributed random variable with parameter λ = 2.
a) Calculate
P [X ≥ 2 | X ≥ 1] .
b) Calculate
E
1
X + 1
.
3. Let Y be a Poisson distributed random variable with parameter λ, where λ is a non-negative integer.
Calculate
E [ |Y − λ| ] .
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