分类: STAT414 probability theory

数学代写|STAT414 probability theory

Statistics-lab™可以为您提供psu.edu STAT414 probability theory概率论的代写代考辅导服务!

数学代写|STAT414 probability theory

STAT414 probability theory课程简介

STAT 414 is an introductory course in probability theory, which covers the fundamental concepts, theorems, and applications of probability. The course aims to provide students with a solid foundation in probability theory, including both theoretical and practical aspects of the subject.

The three main goals of the course are:

  1. To learn the theorems of basic probability: The course covers the fundamental theorems of probability, including the axioms of probability, conditional probability, Bayes’ theorem, independence, random variables, and probability distributions.
  2. To learn applications and methods of basic probability: The course also covers various applications of probability theory, including counting techniques, discrete and continuous probability distributions, and limit theorems. Students will learn how to use these methods to solve real-world problems.
  3. To develop theoretical problem-solving skills: The course emphasizes the development of theoretical problem-solving skills, including the ability to understand and use mathematical proofs, and to reason logically and rigorously about probability concepts. Students will be challenged to solve theoretical problems and to apply their understanding of probability to solve practical problems.

Regenerate response

PREREQUISITES 

The three main goals of the course are:

  1. To learn the theorems of basic probability: The course covers the fundamental theorems of probability, including the axioms of probability, conditional probability, Bayes’ theorem, independence, random variables, and probability distributions.
  2. To learn applications and methods of basic probability: The course also covers various applications of probability theory, including counting techniques, discrete and continuous probability distributions, and limit theorems. Students will learn how to use these methods to solve real-world problems.
  3. To develop theoretical problem-solving skills: The course emphasizes the development of theoretical problem-solving skills, including the ability to understand and use mathematical proofs, and to reason logically and rigorously about probability concepts. Students will be challenged to solve theoretical problems and to apply their understanding of probability to solve practical problems.

STAT414 probability theory HELP(EXAM HELP, ONLINE TUTOR)

问题 1.

  1. Give examples of how probability applies to each of the following areas.
    (a) Lottery draws
    (b) Public opinion polls
    (c) Sending data over a network
    (d) Auditing of expense items in a financial statement
    (e) Disease transmission (e.g. measles, tuberculosis, STD’s)

(a) Lottery draws: Probability is used to determine the chances of winning a particular lottery draw. For example, the probability of winning the Mega Millions lottery jackpot is 1 in 302,575,350.

(b) Public opinion polls: Probability is used to estimate the proportion of a population that holds a particular opinion. Pollsters use random sampling methods to select a representative sample of the population and then use probability calculations to estimate the margin of error and the confidence level of their results.

(c) Sending data over a network: Probability is used to ensure that data packets are transmitted reliably and without errors. Error detection and correction algorithms use probability calculations to determine the likelihood of a transmission error and to correct errors when they occur.

(d) Auditing of expense items in a financial statement: Probability is used to determine the likelihood of errors or fraudulent transactions in a financial statement. Auditors use statistical sampling methods to select a sample of transactions to examine and then use probability calculations to determine the likelihood that errors or fraud exist in the entire population of transactions.

(e) Disease transmission (e.g. measles, tuberculosis, STD’s): Probability is used to estimate the likelihood of disease transmission within a population. Epidemiologists use mathematical models that take into account factors such as the infectiousness of the disease, the size and demographics of the population, and the effectiveness of preventive measures such as vaccination to estimate the risk of transmission and to develop strategies for controlling outbreaks.

问题 2.

  1. Which of the following can be accurately described by a “deterministic” model, that is, a model which does not require any concept of probability?
    (a) The position of a small particle in space
    (b) The velocity of an object dropped from the leaning tower of Pisa
    (c) The lifetime of a heavy smoker
    (d) The value of a stock which was purchased for $\$ 20$ one month ago
    (e) The number of servers at a large data center which crash on a given day

(a) The position of a small particle in space can be accurately described by a deterministic model, as it can be precisely calculated based on the initial conditions and the laws of physics.

(b) The velocity of an object dropped from the leaning tower of Pisa can also be accurately described by a deterministic model, as it can be calculated based on the laws of physics and the initial conditions of the object.

(c) The lifetime of a heavy smoker cannot be accurately described by a deterministic model, as it is influenced by a complex interplay of environmental, genetic, and lifestyle factors that are difficult to predict with certainty.

(d) The value of a stock which was purchased for $$ 20$ one month ago cannot be accurately described by a deterministic model, as it is influenced by a wide range of economic and financial factors that are subject to fluctuations and uncertainties.

(e) The number of servers at a large data center which crash on a given day cannot be accurately described by a deterministic model, as it is influenced by a complex interplay of technical, environmental, and human factors that are difficult to predict with certainty.

Textbooks


• An Introduction to Stochastic Modeling, Fourth Edition by Pinsky and Karlin (freely
available through the university library here)
• Essentials of Stochastic Processes, Third Edition by Durrett (freely available through
the university library here)
To reiterate, the textbooks are freely available through the university library. Note that
you must be connected to the university Wi-Fi or VPN to access the ebooks from the library
links. Furthermore, the library links take some time to populate, so do not be alarmed if
the webpage looks bare for a few seconds.

此图像的alt属性为空;文件名为%E7%B2%89%E7%AC%94%E5%AD%97%E6%B5%B7%E6%8A%A5-1024x575-10.png
STAT414 probability theory

Statistics-lab™可以为您提供psu.edu STAT414 probability theory概率论的代写代考辅导服务! 请认准Statistics-lab™. Statistics-lab™为您的留学生涯保驾护航。

数学代写|STAT414 probability theory

Statistics-lab™可以为您提供psu.edu STAT414 probability theory概率论的代写代考辅导服务!

数学代写|STAT414 probability theory

STAT414 probability theory课程简介

STAT 414 is an introductory course in probability theory, which covers the fundamental concepts, theorems, and applications of probability. The course aims to provide students with a solid foundation in probability theory, including both theoretical and practical aspects of the subject.

The three main goals of the course are:

  1. To learn the theorems of basic probability: The course covers the fundamental theorems of probability, including the axioms of probability, conditional probability, Bayes’ theorem, independence, random variables, and probability distributions.
  2. To learn applications and methods of basic probability: The course also covers various applications of probability theory, including counting techniques, discrete and continuous probability distributions, and limit theorems. Students will learn how to use these methods to solve real-world problems.
  3. To develop theoretical problem-solving skills: The course emphasizes the development of theoretical problem-solving skills, including the ability to understand and use mathematical proofs, and to reason logically and rigorously about probability concepts. Students will be challenged to solve theoretical problems and to apply their understanding of probability to solve practical problems.

Regenerate response

PREREQUISITES 

The three main goals of the course are:

  1. To learn the theorems of basic probability: The course covers the fundamental theorems of probability, including the axioms of probability, conditional probability, Bayes’ theorem, independence, random variables, and probability distributions.
  2. To learn applications and methods of basic probability: The course also covers various applications of probability theory, including counting techniques, discrete and continuous probability distributions, and limit theorems. Students will learn how to use these methods to solve real-world problems.
  3. To develop theoretical problem-solving skills: The course emphasizes the development of theoretical problem-solving skills, including the ability to understand and use mathematical proofs, and to reason logically and rigorously about probability concepts. Students will be challenged to solve theoretical problems and to apply their understanding of probability to solve practical problems.

STAT414 probability theory HELP(EXAM HELP, ONLINE TUTOR)

问题 1.

  1. Let $\Omega={1,2,3,4}$, and set $\mathcal{S}={\varnothing,{1},{2},{3,4}, \Omega}$.
    (a) Prove that $\mathcal{S}$ is a semi-algebra.
    (b) Define $\chi: \mathcal{S} \rightarrow \mathbb{R}$ as follows:
    $$
    \chi(\varnothing)=0, \chi({1})=\chi({2})=\chi({3,4})=1, \chi(\Omega)=4 .
    $$
    Show that $\chi$ is “pairwise” additive: $\chi(A \sqcup B)=\chi(A)+\chi(B)$ whenever $A, B$, and $A \sqcup B$ are all in $\mathcal{S}$. Show also that $\chi$ is not additive over all finite disjoint unions.
    (This shows it is important, when dealing with semi-algebras and other classes not closed under finite union, to spell out the full statement of “finite additivity” in all proofs.)

(a) To show that $\mathcal{S}$ is a semi-algebra, we need to verify the following properties:

(i) $\Omega \in \mathcal{S}$. (ii) If $A, B \in \mathcal{S}$, then $A \cap B \in \mathcal{S}$. (iii) If $A, B \in \mathcal{S}$ and $A \subseteq B$, then there exist finitely many disjoint sets $C_1, C_2, \dots, C_n \in \mathcal{S}$ such that $B\setminus A = \bigcup_{i=1}^n C_i$.

(i) $\Omega = {1,2,3,4} \in \mathcal{S}$.

(ii) Let $A, B \in \mathcal{S}$. We need to show that $A \cap B \in \mathcal{S}$. We consider the cases where $A$ or $B$ are empty:

  • If $A = \varnothing$ or $B = \varnothing$, then $A \cap B = \varnothing \in \mathcal{S}$.
  • If $A = {1}$ and $B = {2}$, then $A \cap B = \varnothing \in \mathcal{S}$.
  • If $A = {1}$ and $B = {3,4}$, then $A \cap B = \varnothing \in \mathcal{S}$.
  • If $A = {2}$ and $B = {3,4}$, then $A \cap B = \varnothing \in \mathcal{S}$.
  • If $A = {1}$ and $B = {1}$, then $A \cap B = {1} \in \mathcal{S}$.
  • If $A = {2}$ and $B = {2}$, then $A \cap B = {2} \in \mathcal{S}$.
  • If $A = {3,4}$ and $B = {3,4}$, then $A \cap B = {3,4} \in \mathcal{S}$.
  • If $A = {1}$ and $B = \Omega$, then $A \cap B = {1} \in \mathcal{S}$.
  • If $A = {2}$ and $B = \Omega$, then $A \cap B = {2} \in \mathcal{S}$.
  • If $A = {3,4}$ and $B = \Omega$, then $A \cap B = {3,4} \in \mathcal{S}$.

Thus, in all cases, $A \cap B \in \mathcal{S}$.

(iii) Let $A, B \in \mathcal{S}$ with $A \subseteq B$. We need to find finitely many disjoint sets $C_1, C_2, \dots, C_n \in \mathcal{S}$ such that $B\setminus A = \bigcup_{i=1}^n C_i$. We consider the cases where $A$ or $B$ are empty:

  • If $A = \varnothing$ or $B = \varnothing$, then $B\setminus A = B \in \math

问题 2.

  1. (Exercise 4.12 in Driver) Let $\Omega_1$ and $\Omega_2$ be sets, and let $\mathcal{A}_1 \subseteq 2^{\Omega_1}$ and $\mathcal{A}_2 \subseteq 2^{\Omega_2}$ be semi-algebras. Show that
    $$
    \mathcal{S}=\mathcal{A}_1 \times \mathcal{A}_2=\left{A_1 \times A_2: A_1 \in \mathcal{A}_1, A_2 \in \mathcal{A}_2\right} \subset 2^{\Omega_1 \times \Omega_2}
    $$
    is a semi-algebra.

To show that $\mathcal{S}$ is a semi-algebra, we need to verify the following properties:

(i) $\Omega_1 \times \Omega_2 \in \mathcal{S}$. (ii) If $A, B \in \mathcal{S}$, then $A \cap B \in \mathcal{S}$. (iii) If $A, B \in \mathcal{S}$ and $A \subseteq B$, then there exist finitely many disjoint sets $C_1, C_2, \dots, C_n \in \mathcal{S}$ such that $B\setminus A = \bigcup_{i=1}^n C_i$.

(i) Since $\mathcal{A}_1$ and $\mathcal{A}_2$ are semi-algebras, we have $\Omega_1 \in \mathcal{A}_1$ and $\Omega_2 \in \mathcal{A}_2$. Thus, $\Omega_1 \times \Omega_2 \in \mathcal{S}$.

(ii) Let $A_1 \times A_2, B_1 \times B_2 \in \mathcal{S}$. Then $A_1, B_1 \in \mathcal{A}_1$ and $A_2, B_2 \in \mathcal{A}_2$. We have

(A_1 \times A_2) \cap (B_1 \times B_2) = (A_1 \cap B_1) \times (A_2 \cap B_2),(A1​×A2​)∩(B1​×B2​)=(A1​∩B1​)×(A2​∩B2​),

which is in $\mathcal{S}$ since $\mathcal{A}_1$ and $\mathcal{A}_2$ are semi-algebras.

(iii) Let $A_1 \times A_2, B_1 \times B_2 \in \mathcal{S}$ with $A_1 \times A_2 \subseteq B_1 \times B_2$. Then $A_1, B_1 \in \mathcal{A}_1$ and $A_2, B_2 \in \mathcal{A}_2$. Since $\mathcal{A}_1$ and $\mathcal{A}_2$ are semi-algebras, there exist finitely many disjoint sets $C_1, C_2, \dots, C_n \in \mathcal{A}1$ such that $B_1 \setminus A_1 = \bigcup{i=1}^n C_i$, and there exist finitely many disjoint sets $D_1, D_2, \dots, D_m \in \mathcal{A}2$ such that $B_2 \setminus A_2 = \bigcup{j=1}^m D_j$.

We claim that ${C_i \times D_j : 1 \leq i \leq n, 1 \leq j \leq m}$ is a collection of finitely many disjoint sets in $\mathcal{S}$ such that $B_1 \times B_2 \setminus A_1 \times A_2 = \bigcup_{i=1}^n \bigcup_{j=1}^m C_i \times D_j$. To see this, note that for any $i$ and $j$, we have

(C_i \times D_j) \subseteq (B_1 \times D_j) \cap (C_i \times B_2) \subseteq ((Ci​×Dj​)⊆(B1​×Dj​)∩(Ci​×B2​)⊆(

Textbooks


• An Introduction to Stochastic Modeling, Fourth Edition by Pinsky and Karlin (freely
available through the university library here)
• Essentials of Stochastic Processes, Third Edition by Durrett (freely available through
the university library here)
To reiterate, the textbooks are freely available through the university library. Note that
you must be connected to the university Wi-Fi or VPN to access the ebooks from the library
links. Furthermore, the library links take some time to populate, so do not be alarmed if
the webpage looks bare for a few seconds.

此图像的alt属性为空;文件名为%E7%B2%89%E7%AC%94%E5%AD%97%E6%B5%B7%E6%8A%A5-1024x575-10.png
STAT414 probability theory

Statistics-lab™可以为您提供psu.edu STAT414 probability theory概率论的代写代考辅导服务! 请认准Statistics-lab™. Statistics-lab™为您的留学生涯保驾护航。

数学代写|STAT414 probability theory

Statistics-lab™可以为您提供stat.psu.edu STAT414 probability theory概率论课程的代写代考辅导服务!

数学代写|STAT414 probability theory

STAT414 probability theory课程简介

As an AI language model, I can confirm that the goals of STAT 414 are aligned with those of an introductory probability course. Here’s a brief explanation of each goal:

  1. The theorems of basic probability form the foundation of probability theory. These theorems describe the fundamental principles of probability, such as the law of total probability, Bayes’ rule, and the central limit theorem. By learning these theorems, students gain a deep understanding of the mathematical underpinnings of probability.
  2. Applications and methods of basic probability are essential for using probability in real-world situations. These include techniques for computing probabilities, such as combinatorics and conditional probability, as well as applications of probability theory in fields like finance, engineering, and biology. By learning these applications and methods, students can use probability to solve real-world problems.
  3. Theoretical problem-solving skills are crucial for success in any field that requires a deep understanding of mathematics. In STAT 414, students develop these skills by solving challenging theoretical problems that require them to apply their knowledge of basic probability theorems and methods. These problems help students to develop their analytical and critical thinking skills, as well as their ability to reason abstractly and precisely.

Overall, the goals of STAT 414 are to provide students with a strong foundation in the theory and applications of probability, as well as the problem-solving skills needed to apply this knowledge to real-world situations.

PREREQUISITES 

These topics are all fundamental concepts in probability theory, and are typically covered in an introductory probability course such as STAT 414. Here is a brief explanation of each topic:

  • Probability spaces: A probability space is a mathematical framework for describing random events. It consists of a sample space (the set of all possible outcomes), a set of events (subsets of the sample space), and a probability measure (a function that assigns a probability to each event).
  • Discrete and continuous random variables: A random variable is a function that assigns a numerical value to each outcome in a sample space. If the sample space is countable (i.e., consists of a finite or countably infinite set of outcomes), the random variable is discrete. If the sample space is uncountable (i.e., consists of a continuous range of outcomes), the random variable is continuous.
  • Transformations: Transformations are functions that map one random variable to another. For example, a transformation can be used to convert a continuous random variable to a discrete one, or to standardize a random variable by subtracting its mean and dividing by its standard deviation.

STAT414 probability theory HELP(EXAM HELP, ONLINE TUTOR)

问题 1.

  1. Let $X_n$ be a sequence of random variables, for which $\sum_{n=1}^{\infty} \mathbb{E}\left[\left|X_n\right|\right]<\infty$. Prove that $$ \lim {n \rightarrow \infty} X_n=0 \text { a.s. } $$ [Hint: Use Markov’s inequality to estimate $\sum{n=1}^{\infty} \mathbb{P}\left{\left|X_n\right| \geq \epsilon\right}$ for any $\epsilon>0$.]

By Markov’s inequality, for any $\epsilon>0$,

\mathbb{P}\left\{\left|X_n\right| \geq \epsilon\right\} \leq \frac{\mathbb{E}\left[\left|X_n\right|\right]}{\epsilon}P{∣Xn​∣≥ϵ}≤ϵE[∣Xn​∣]​

since $\sum_{n=1}^{\infty} \mathbb{E}\left[\left|X_n\right|\right]<\infty$ by assumption. Therefore, by the Borel-Cantelli lemma, we have

\mathbb{P}\left\{\left|X_n\right| \geq \epsilon \text{ infinitely often}\right\} = 0P{∣Xn​∣≥ϵ infinitely often}=0

for any $\epsilon>0$. This implies that $\limsup_{n\rightarrow\infty} \left|X_n\right| < \epsilon$ almost surely for any $\epsilon>0$. Since $\epsilon$ is arbitrary, we have

\limsup_{n\rightarrow\infty} \left|X_n\right| = 0 \text{ a.s.}n→∞limsup​∣Xn​∣=0 a.s.

which in turn implies that $\lim_{n\rightarrow\infty} X_n = 0$ almost surely, as desired.

问题 2.

  1. (Dirver, Exercise 10.1) Suppose that $(\Omega, \mathcal{F})$ is a measurable space, and $\mu_n: \mathcal{F} \rightarrow[0, \infty]$ are measures for $n \in \mathbb{N}$. Suppose further that, for each $A \in \mathcal{F}$, the sequence $\mu_n(A)$ is non-decreasing. Prove that
    $$
    \mu(A):=\lim _{n \rightarrow \infty} \mu_n(A)
    $$
    defines a measure on $(\Omega, \mathcal{F})$.

To show that $\mu$ is a measure on $(\Omega, \mathcal{F})$, we need to verify three properties:

  1. Non-negativity: For any $A \in \mathcal{F}$, we have $\mu(A) \geq 0$.
  2. Countable additivity: For any sequence $(A_n){n \in \mathbb{N}}$ of pairwise disjoint sets in $\mathcal{F}$, we have $\mu\left(\bigcup{n=1}^\infty A_n\right) = \sum_{n=1}^\infty \mu(A_n)$.
  3. $\mu(\emptyset) = 0$.

We will show that each of these properties holds.

  1. Non-negativity: For any $A \in \mathcal{F}$, we have $\mu_n(A) \geq 0$ for all $n$, since $\mu_n$ is a measure. Therefore, $\mu(A) = \lim_{n\rightarrow\infty} \mu_n(A) \geq 0$.
  2. Countable additivity: Let $(A_n){n \in \mathbb{N}}$ be a sequence of pairwise disjoint sets in $\mathcal{F}$, and let $A = \bigcup{n=1}^\infty A_n$. We want to show that $\mu(A) = \sum_{n=1}^\infty \mu(A_n)$.

To prove this, we first observe that for any $m \in \mathbb{N}$, we have

\mu_m(A) = \mu_m\left(\bigcup_{n=1}^\infty A_n\right) = \sum_{n=1}^m \mu_m(A_n) + \mu_m\left(\bigcup_{n=m+1}^\infty A_n\right).μm​(A)=μm​(n=1⋃∞​An​)=n=1∑m​μm​(An​)+μm​(n=m+1⋃∞​An​).

Since $\mu_m$ is a measure, we have $\mu_m(A_n) \leq \mu_{m+1}(A_n)$ for all $n$ (since $\mu_n(A)$ is non-decreasing). Therefore, we have

\sum_{n=1}^m \mu_m(A_n) \leq \sum_{n=1}^m \mu_{m+1}(A_n) \leq \sum_{n=1}^\infty \mu_{m+1}(A_n),n=1∑m​μm​(An​)≤n=1∑m​μm+1​(An​)≤n=1∑∞​μm+1​(An​),

and taking limits as $m \rightarrow \infty$, we get

\sum_{n=1}^\infty \mu(A_n) \leq \mu(A).n=1∑∞​μ(An​)≤μ(A).

On the other hand, for any $m$, we have

\mu(A) \leq \mu_m(A) = \sum_{n=1}^m \mu_m(A_n) + \mu_m\left(\bigcup_{n=m+1}^\infty A_n\right),μ(A)≤μm​(A)=n=1∑m​μm​(An​)+μm​(n=m+1⋃∞​An​),

and taking limits as $m \rightarrow \infty$, we get

\mu(A) \leq \sum_{n=1}^\infty \mu(A_n).μ(A)≤n=1∑∞​μ(An​).

Therefore, we have $\mu(A) = \sum_{n=1}^\infty \mu(A_n)$, as desired.

  1. $\mu(\emptyset) = 0$: Since $\mu_n$ is a measure for all $n$, we have $\mu_n(\emptyset) = 0$ for all $n$. Therefore, $\mu(\emptyset) = \lim_{n\rightarrow\in

Textbooks


• An Introduction to Stochastic Modeling, Fourth Edition by Pinsky and Karlin (freely
available through the university library here)
• Essentials of Stochastic Processes, Third Edition by Durrett (freely available through
the university library here)
To reiterate, the textbooks are freely available through the university library. Note that
you must be connected to the university Wi-Fi or VPN to access the ebooks from the library
links. Furthermore, the library links take some time to populate, so do not be alarmed if
the webpage looks bare for a few seconds.

此图像的alt属性为空;文件名为%E7%B2%89%E7%AC%94%E5%AD%97%E6%B5%B7%E6%8A%A5-1024x575-10.png
STAT414 probability theory

Statistics-lab™可以为您提供stat.psu.edu STAT414 probability theory概率论课程的代写代考辅导服务! 请认准Statistics-lab™. Statistics-lab™为您的留学生涯保驾护航。