**Exercise 3.2: **Let be a number chosen uniformly at random from . Find .

**Exercise 3.7: **A simple model of the stock market suggests that, each day, a stock with price will increase by a factor to with probability and will fail to with probability . Assuming we start with a stock with price , find a formula for the expected value and the variance of the price of the stock after days.

**Exercise 3.10:** For a geometric random variable , find and . (Hint: Use the lemma 2.5)

**Exercise 3.12:** Find an example of a random variable with finite expectation and unbound variance.Give a clear argument showing that your choice has these properties.

**Exercise 3.13: **Find an example of a random variable with finite th moments for but an unbound th moment. Give a clear argument showing that your choice has these properties.

Posted by haha on April 26, 2012 at 3:11 am

fuck, you have no answers!

Posted by Anonymous on December 24, 2013 at 11:52 pm

Where is the solution ???

Posted by anik on March 2, 2017 at 5:34 pm

lol