Stat 110 Homework 6, Fall 2019

Due: Friday 11/1 at 5:00 pm, submitted as a PDF via the course webpage. Please check
carefully to make sure you upload the correct file. Your submission must be a single PDF
file (not multiple files), no more than 20 MB in size. It can be typeset or scanned, but
must be clear and easily legible (not blurry or faint) and correctly rotated (e.g., not upside
down). No submissions on paper or by email will be accepted, and no extensions will be
granted aside from the Monday extensions described in the syllabus.
Please show your work and give clear, careful, convincing justifications.

1. (BH 5.37) Let T be the time until a radioactive particle decays, and suppose (as is
often done in physics and chemistry) that T ∼ Expo(λ).
(a) The half-life of the particle is the time at which there is a 50% chance that the particle
has decayed (in statistical terminology, this is the median of the distribution of T ). Find
the half-life of the particle.
(b) Show that for  a small, positive constant, the probability that the particle decays in
the time interval [t, t + ], given that it has survived until time t, does not depend on t
and is approximately proportional to .
Hint: ex ≈ 1 + x if x ≈ 0.
(c) Now consider n radioactive particles, with i.i.d. times until decay T1 , . . . , Tn ∼ Expo(λ).
Let L be the first time at which one of the particles decays. Find the CDF of L. Also,
find E(L) and Var(L).
(d) Continuing (c), find the mean and variance of M = max(T1 , . . . , Tn ), the last time at
which one of the particles decays, without using calculus.
Hint: Draw a timeline, apply (c), and remember the memoryless property.

2. (BH 5.40) (a) Fred visits Blotchville again. He finds that the city has installed an
electronic display at the bus stop, showing the time when the previous bus arrived. The
times between arrivals of buses are still independent Exponentials with mean 10 minutes.
Fred waits for the next bus, and then records the time between that bus and the previous
bus. On average, what length of time between buses does he see?
(b) Fred then visits Blunderville, where the times between buses are also 10 minutes on
average, and independent. Yet to his dismay, he finds that on average he has to wait more
than 1 hour for the next bus when he arrives at the bus stop! How is it possible that the
average Fred-to-bus time is greater than the average bus-to-bus time even though Fred
arrives at some time between two bus arrivals? Explain this intuitively, and construct a
specific discrete distribution for the times between buses showing that this is possible.

3. (BH 5.43) The Exponential is the analog of the Geometric in continuous time. This
problem explores the connection between Exponential and Geometric in more detail,
asking what happens to a Geometric in a limit where the Bernoulli trials are performed
faster and faster but with smaller and smaller success probabilities.

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Suppose that Bernoulli trials are being performed in continuous time; rather than only
thinking about first trial, second trial, etc., imagine that the trials take place at points on
a timeline. Assume that the trials are at regularly spaced times 0, ∆t, 2∆t, . . . , where ∆t
is a small positive number. Let the probability of success of each trial be λ∆t, where λ is
a positive constant. Let G be the number of failures before the first success (in discrete
time), and T be the time of the first success (in continuous time).
(a) Find a simple equation relating G to T .
Hint: Draw a timeline and try out a simple example.
(b) Find the CDF of T .
Hint: First find P (T > t).
(c) Show that as ∆t → 0, the CDF of T converges to the Expo(λ) CDF, evaluating all
the CDFs at a fixed t ≥ 0.
Hint: Use the compound interest limit (see Section A.2.5 of the math appendix).

4. (BH 5.45) Emails arrive in an inbox according to a Poisson process with rate 20 emails
per hour. Let T be the time at which the 3rd email arrives, measured in hours after a
certain fixed starting time. Find P (T > 0.1) without using calculus.
Hint: Apply the count-time duality.

5. (BH 6.12) Let c be the speed of light in a vacuum. Suppose that c is unknown, and
scientists wish to estimate it. But even more so than that, they wish to estimate c2 , for
use in the famous equation E = mc2 .
Through careful experiments, they obtain i.i.d. measurements X1 , . . . , Xn ∼ N (c, σ 2 ).
Using these data, there are various possible ways to estimate c2 . Two natural ways are:
(1) estimate c using the average of the Xj ’s and then square the estimated c, and (2)
average the Xj2 ’s. So let
n
1X
X̄n = Xj ,
n j=1

and consider the two estimators

n
1X 2
T1 = X̄n2 and T2 = X .
n j=1 j

Note that T1 is the square of the first sample moment and T2 is the second sample moment.
(a) Find P (T1 < T2 ).
Hint: Start by comparing ( n1 nj=1 xj )2 and n1 nj=1 x2j when x1 , . . . , xn are numbers, by
P P
considering a discrete r.v. whose possible values are x1 , . . . , xn .
(b) When an r.v. T is used to estimate an unknown parameter θ, the bias of the estimator
T is defined to be E(T ) − θ. Find the bias of T1 and the bias of T2 .

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Hint: First find the distribution of X̄n . In general, for finding E(Y 2 ) for an r.v. Y , it is
often useful to write it as E(Y 2 ) = Var(Y ) + (EY )2 .

6. (BH 6.18) Use the MGF of the Geom(p) distribution to give another proof that the
mean of this distribution is q/p and the variance is q/p2 , with q = 1 − p.

7. (BH 6.24) Let X and Y be i.i.d. Expo(1), and L = X − Y . The Laplace distribution
has PDF
1
f (x) = e−|x|
2
for all real x. Use MGFs to show that the distribution of L is Laplace.