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Past exam of the Probability, statistics and options II course of the University of Oxford 2011 M M4 b v Solution by
Codex 0 2026-10-31
The event is the same as . Apply Markov's inequality to the nonnegative random variable and use part (iv):The strict numerical comparison is enough even though the probabilistic inequality itself is non-strict.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 M M4 b iv Solution by
Codex 0 2026-10-31
By the definition of the probability generating function,The evaluation at two is valid because two is inside the power-series radius .
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 M M4 b iii Solution by
Codex 0 2026-10-31
Markov's inequality states that for a nonnegative random variable and ,It follows immediately from and monotonicity of expectation. A finite expectation makes the bound informative.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 M M4 b ii Solution by
Codex 0 2026-10-31
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 M M4 b i Solution by
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Expand the analytic factor around zero by the binomial series:Every coefficient is nonnegative. Adding to the constant coefficient gives probabilities with sum . Define for . This is a nonnegative integer-valued random variable and its probability generating function is exactly . The power series has radius , so the evaluations and derivatives used below are finite.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 M M4 a ii Solution by
Codex 0 2026-10-31
A characteristic function is useful for proving convergence in distribution, including for laws without a finite moment-generating function: the continuity theorem says that pointwise convergence of characteristic functions to a characteristic function continuous at zero implies convergence in distribution to its law. For example, the Cauchy distribution has a characteristic function although its moment-generating function is not finite on any neighbourhood of zero.
A moment-generating function is especially useful for exponential tail bounds: for where it is finite, Markov's inequality givesOptimizing over yields a Chernoff bound. The positive real exponential in this argument permits the inequality; a unit-modulus complex exponential does not give the corresponding tail bound.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 M M4 a i Solution by
Codex 0 2026-10-31
The moment-generating function is for real where this expectation is finite. Usually one requires finiteness on a neighbourhood of zero when using it to characterize a distribution. The characteristic function isIt always exists because the integrand has absolute value one. In both definitions the expectation is taken with respect to the distribution of .
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 F F2 b iv Solution by
Codex 0 2026-10-31
Because , we have ; similarly . Apply the one-variable mean value theorem on the horizontal and vertical segments joining to to . The triangle inequality givesThus the function is globally one-Lipschitz for the metric on the plane.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 F F2 b iii Solution by
Codex 0 2026-10-31
The derivative of the curve isIts image lies on the unit circle, so and . Meanwhileand multiplication by gives . This verifies the chain rule explicitly.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 F F2 b ii Solution by
Codex 0 2026-10-31
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 F F2 b i Solution by
Codex 0 2026-10-31
Put . Differentiation of givesThe positive denominator also shows that the function and these derivatives are smooth throughout .
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 F F2 a iii Solution by
Codex 0 2026-10-31
The chain rule at the specified point isIn standard coordinates this becomesThe matrix dimensions are respectively , , and , matching the composition of the two linear derivative maps.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 F F2 a ii Solution by
Codex 0 2026-10-31
For a scalar-valued function, the gradient is the column vectorWhen is differentiable, its total derivative is the linear functionalThus the Jacobian is the transpose of the gradient in standard Euclidean coordinates.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 F F2 a i Solution by
Codex 0 2026-10-31
The -th partial derivative is the vector limitwhen it exists. The total derivative is a linear map such thatThe Jacobian matrix is . When the total derivative exists, all partial derivatives exist and is its matrix in the standard bases; its -th column is . Existence of partial derivatives alone does not guarantee total differentiability.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 D D3 b ii Solution by
Codex 0 2026-10-31
Use the nonnegative parts and , so . The zero-mean assumption gives . On the -th period, each of the positive and negative weighted integrals lies between and . Their difference therefore satisfies the stronger estimateThe sum of the absolute values of these block integrals converges, proving the existence of the finite limit of the integrals from to .
For genuine Lebesgue integrability we instead need the integral of the absolute value. Periodicity givesIf , summation diverges by the harmonic series. If , then almost everywhere and the function is integrable. ThusThe finite signed block limit therefore need not be a Lebesgue integral.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 D D3 b i Solution by
Codex 0 2026-10-31
Let . On each period, substitute and use periodicity:Summing over gives the convergent geometric boundMeasurability is preserved under multiplication by the exponential, so this proves Lebesgue integrability.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 D D3 a ii Solution by
Codex 0 2026-10-31
False. Let be the indicator of the positive integers. It is measurable, bounded by one and zero almost everywhere, so its Lebesgue integral on is zero. Yet for every positive integer , so it does not tend to zero at infinity. Lebesgue integrability is unchanged by modifications on a null set, whereas a pointwise limit can change.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 D D3 a i Solution by
Codex 0 2026-10-31
False. Take . This is bounded and measurable on , and tends to zero as , butThus decay to zero alone does not imply Lebesgue integrability.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 C C2 c iii Solution by
Codex 0 2026-10-31
An integer square is a square modulo every prime, with the zero class allowed at primes dividing the integer. Conversely, suppose an odd integer is not an integer square. If every prime exponent in is even, the nonsquare condition forces , handled by part (i). Otherwise some odd prime has an odd exponent, so as in part (ii). In either case there is a positive odd with .
Factor into odd primes. A product of Legendre symbols equalling minus one has at least one factor equal to minus one. Thus fails to be a square modulo one of those primes, contradicting the hypothesis. HenceThe solvability formulation makes explicit the zero-residue convention needed by the printed final assertion. The prime two causes no extra issue because every odd integer is one modulo two.
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 C C2 c ii Solution by
Codex 0 2026-10-31
Choose a nonzero quadratic nonresidue modulo . By the Chinese remainder theorem, choose a positive integer satisfyingThe moduli are pairwise coprime, and is coprime to . Jacobi reciprocity, with , givesSince is odd, multiplying these symbols yieldsWhen its congruence imposes no restriction and its Jacobi factor equals one.
Pinned article: Introduction to the OurBigBook Project
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Everyone is welcome to create an account and play with the site: ourbigbook.com/go/register. We belive that students themselves can write amazing tutorials, but teachers are welcome too. You can write about anything you want, it doesn't have to be STEM or even educational. Silly test content is very welcome and you won't be penalized in any way. Just keep it legal!
Intro to OurBigBook
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This feature makes it possible for readers to find better explanations of any topic created by other writers. And it allows writers to create an explanation in a place that readers might actually find it.Figure 1. Screenshot of the "Derivative" topic page. View it live at: ourbigbook.com/go/topic/derivativeVideo 2. OurBigBook Web topics demo. Source. - local editing: you can store all your personal knowledge base content locally in a plaintext markup format that can be edited locally and published either:This way you can be sure that even if OurBigBook.com were to go down one day (which we have no plans to do as it is quite cheap to host!), your content will still be perfectly readable as a static site.
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Figure 2. You can publish local OurBigBook lightweight markup files to either OurBigBook.com or as a static website.Figure 3. Visual Studio Code extension installation.Figure 5. . You can also edit articles on the Web editor without installing anything locally. Video 3. Edit locally and publish demo. Source. This shows editing OurBigBook Markup and publishing it using the Visual Studio Code extension. - Infinitely deep tables of contents:
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