grandes-ecoles 2016 QIV.A.5

grandes-ecoles · France · centrale-maths1__psi Discrete Probability Distributions Deriving or Identifying a Probability Distribution from a Random Process

Let $p \in ]0,1[$. Let $X_1, \ldots, X_n$ be mutually independent random variables following the same Bernoulli distribution with parameter $p$. Let $U(\omega) = (X_1(\omega), \ldots, X_n(\omega))^T$ and $M(\omega) = U(\omega)\,{}^t(U(\omega))$.
Give the distribution, expectation and variance of the random variables $\operatorname{tr}(M)$ and $\operatorname{rg}(M)$.

Let $p \in ]0,1[$. Let $X_1, \ldots, X_n$ be mutually independent random variables following the same Bernoulli distribution with parameter $p$. Let $U(\omega) = (X_1(\omega), \ldots, X_n(\omega))^T$ and $M(\omega) = U(\omega)\,{}^t(U(\omega))$.

Give the distribution, expectation and variance of the random variables $\operatorname{tr}(M)$ and $\operatorname{rg}(M)$.

Paper Questions

QI.A.1 QI.A.2 QI.A.3 QI.A.4 QI.B.1 QI.B.2 QII.A.1 QII.A.2 QII.A.3 QII.B.1 QII.B.2 QII.B.3 QII.B.4 QIII.A.1 QIII.A.2 QIII.A.3 QIII.B.1 QIII.B.2 QIII.B.3 QIII.B.4 QIII.C QIV.A.1 QIV.A.2 QIV.A.3 QIV.A.4 QIV.A.5 QIV.A.6 QIV.A.7 QIV.B.1 QIV.B.2 QIV.B.3 QIV.B.4 QIV.B.5 QIV.B.6