Homework 1 (Due Jan 19, '99)
1. P 373, #5.
2. P 374, # 11.
3. P 376, # 26.
4. P 377, #33, 34, 35.
5. P 378, # 43.
Homework 2 (Due Feb 2, '99)
1. P 373, # 4, 9.
2. P 374-375, # 15, 17(a) (b), 18, 19.
3. P 376, #22, 28.
Homework 3 (Due Feb 9, '99)
1. P 378, # 44.
2. P 379, # 47, 49, 52.
3. P 380, # 53.
4. P 382, # 65, 66, 67.
Homework 4 (Due Feb 16, '99)
1. P 381, # 59.
2. P 382, # 61.
3. P 383, # 68, 69, 72, 73.
Homework 5 (Due March 2, '99)
1. Let X and Y be independent Poisson variables with means
a and b respectively. Find the moment
generating function of X-Y.
2. P 391, # 45, 46.
3. P 392, # 48, 49, 50, 51, 52, 54.
4. Let (X, Y) be a bivariate normal distribution with
means 0, varianves 1, and correlation k. Find the joint
moment generating function of (X,
Y).
Homework 6 (Due Mar 9, '99)
1. P 421, # 2.
2. P 422, # 3, 5, 7, 8.
3. P 423, # 14, 15.
4. Let X be a Poisson random variable with
mean k (k>0) and Y be the corresponding standardized
variable. Show that the moment generating
function of Y converges to the moment generating
function of a standard normal varible
as k goes to infinity.