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src/chapters/5/sections/mixed_practice/problems Expand file tree Collapse file tree Original file line number Diff line number Diff line change 11(a) We know that, \( X^2 \le X\) with probability 1.
22So \( \mathbb {E}[X^2] \le \mathbb {E}{X}\)
3- \begin {flalign }
3+ \begin {flalign* }
44 V(X) & = \mathbb {E}[X^2] - \mathbb {E}[X]^2 \\
55 & \le \mu - \mu ^2 \\
6- & \le \frac {1}{4} \text {taking the minimum of the above quadratic}
7- \end {flalign }
6+ & \le \frac {1}{4} \text { ( taking the maximum of the above quadratic) }
7+ \end {flalign* }
88(b) I have to show that \( V(X) = 1/4\) leads to a unique distribution.
99From (a), \( V(X) \le \mu - \mu ^2 \le 1/4\) implies that, \( \mu = 1/2\)
1010Now \[ \mathbb {E}[(X - 1/2)^2] = 1/4\]
11- But \[ 0 \ge (X - 1/2)^2 \le 1/4\] with probability 1.
11+ But \[ 0 \le (X - 1/2)^2 \le 1/4\] with probability 1.
1212To get \( \mathbb {E}[(X - 1/2)^2] = 1/4\) , we need \( (X - 1/2)^2 = 1/4\) with probability 1.
1313So,
14- \begin {equation }
14+ \begin {equation* }
1515 X =
1616 \begin {cases }
1717 0 & \text {with prob p} \\
1818 1 & \text {with prob 1 - p}
1919 \end {cases }
20- \end {equation }
20+ \end {equation* }
2121Using \( \mu = 1/2\) gives us, \( p = 1/2\) .
2222
23-
23+ The distribution of $ X $ is Bernoulli. More specifically, $ X \sim \mathrm {Bern}( 1 / 2 ) $ .
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