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Introduction to Probability, | 2nd Edition | ISBN: 9781886529236 | Authors: Dimitri P. Bertsekas John N. Tsitsiklis
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A stock market trader buys 100 shares of stock A and 200

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QUESTION:

A stock market trader buys 100 shares of stock A and 200 shares of stock B. Let X and Y be the price changes of A and B. respectively. over a certain time period. and assume that the joint PMF of X and Y is uniform over the set of integers x and y satisfying -2 :::; x :::; 4, -1 :::; y - x :::; 1. (a) Find the marginal PMFs and the means of X and Y. (b) Find the mean of the trader's profit.

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QUESTION:

A stock market trader buys 100 shares of stock A and 200 shares of stock B. Let X and Y be the price changes of A and B. respectively. over a certain time period. and assume that the joint PMF of X and Y is uniform over the set of integers x and y satisfying -2 :::; x :::; 4, -1 :::; y - x :::; 1. (a) Find the marginal PMFs and the means of X and Y. (b) Find the mean of the trader's profit.

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A stock market trader buys 100 shares of stock A and 200 shares of stock B. Let X and Y be the price changes of A and B. respectively over a certain time period and assume that the joint PMF of X and Y is uniform over the set of integers x and y satisfying .

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