18.440 Probability and Random Variables
Spring 2007

Problem sets are due in the UMO (Undergraduate Math Office, 2-108) by 4PM on the due date. Solutions will be posted shortly after the due time. Late problem sets are not accepted, unless a note from the Dean's office or Student Support Services is provided.

Problem Set 1
Due: 2/14


Problem Set 2
Due: 2/21


Problem Set 3
Due: 2/28


Problem Set 4
Due: 3/7

Problem 7(B) was changed from "expected rate of return" to "expected winnings."

Problem Set 5
Due: 3/23


Problem Set 6
Due: 4/4

For problems 1,2,3, you may find the PDF for half the length of the random chord.
Typo in problem 7: "1/2 hour" should read "1/2 per hour."
Solutions   (updated 4/17)

Problem Set 7
Due: 4/11

There was a typo in the original uploaded version. All problems should be from chapter 6.
Solutions   (updated 4/17)

Problem Set 8
Due: 4/25


Problem Set 9
Due: 5/2

Hint: For problems 1 and 6, first find the marginal density of $Y$ and then the conditional density of $X$ given $Y$. Then use iterated expectation.

Problem Set 10
Due: 5/9

Hint: Prob 3 (#20) - Use Jensen's Inequality.

Problem Set 11
Due: Never