Distribution Theory
1. [Exercise 5.2.1 and Exercise 5.2.16 in Hogg/Tanis] It is not difficult to find the p.d.f. for the sum of the rolls of two fair 4-sided dice. It is more challenging to find the p.d.f. of the sum of the rolls of twelve 4-sided dice, but a convolution program can do this easily. Solution
2. [Exercise 5.2.4 and Exercise 5.2.17 of Hogg/Tanis] The power of the probability-generating function (factorial moment-generating function) for determining a p.d.f. can be illustrated with a very simple problem. Let
X
equal the number of times that an
n
-sided die must be rolled to observe each face at least once. The probability-generating function of
X
, as a function of
t
, is
. A CAS can expand
h
=
h
(
t
) and list the respective probabilities,
P
(
X
=
x
), the coefficients of
i
n the expansion.
Solution
3. [Exercise 5.2.13 and Exercise 11.6.18 of Hogg/Tanis] A CAS can be used to show that the weighted average of two Cauchy random variables is Cauchy. This in turn can be used to prove that the distribution of X- bar is Cauchy when sampling from a Cauchy distribution. Solution