The price of one share of stock in the Pilsdorff Beer Company (see Exercise 8.2.12) is given by Yn on the nth day of the year. Finn observes that the differences Xn = Yn+1 - Yn appear to be independent random variables with a common distribution having mean \(\mu\) = 0 and variance \(\sigma^2\) = 1/4. If Y1 = 100, estimate the probability that Y365 is (a) \(\geq\) 100.
ANS:
\(Y_{365} - Y_1 = X_1 + X_2 .. X_{364}\)
E[X] = \(\mu\) = 0
\(P(Y_{365} - Y_1 \geq 0)\)
a <- 0/sqrt(364)
sigma <- sqrt(1/4)
1 - pnorm(q = a, mean = 0, sd = sigma, lower.tail = TRUE)
## [1] 0.5
\(P(Y_{365} - Y_1 \geq 10)\)
a <- 10/sqrt(364)
sigma <- sqrt(1/4)
1 - pnorm(q = a, mean = 0, sd = sigma, lower.tail = TRUE)
## [1] 0.1472537
\(P(Y_{365} - Y_1 \geq 20)\)
a <- 20/sqrt(364)
sigma <- sqrt(1/4)
1 - pnorm(q = a, mean = 0, sd = sigma, lower.tail = TRUE)
## [1] 0.01801584
MGF
\[M(t) = [(1 - p) + pe^t]^n \] firs derivative
\[ M'(t) = n(pe^t)[(1 - p) + pe^t]^{n - 1} \]
mean =E(X) = \[\sum x.p(x) = np \]
Variance
\[M''(t) = n(n - 1)(pe^t)^2[(1 - p) + pe^t]^{n - 2} + n(pe^t)[(1 - p) + pe^t]^{n - 1}\]
\[ E(X^2) - [E(X)]^2 \]
#Lets take the values of last set from exercise above.
n=120
p=0.018
m =n*p
m
## [1] 2.16
v= (n^2 * p ) - m^2
v
## [1] 254.5344
\[f_X(x) = \lambda e^ {-\lambda x} I_{(0,\infty}) (x)\]
\[ Mx(t) = \lambda / ( \lambda - t) \] \[E(X) = 1 / \lambda\]
\[E(X^2) = 2/ \lambda ^2 \]
\[E(X) - [E(X)]^2 = 1/\lambda ^2 \]