Topics (384k) Articles (398k) Users (410) Discussions (242) Comments (383) Files (13k) New article
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 E E3 b ii Solution by
Codex 0 2026-10-31
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 E E3 b i Solution by
Codex 0 2026-10-31
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 E E3 a iii Solution by
Codex 0 2026-10-31
The map is continuous if it is continuous at every point of its domain. Equivalently the inverse image of every open subset of is open in . These equivalent formulations use the given metrics' induced topologies.
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 E E3 a ii Solution by
Codex 0 2026-10-31
Continuity at means that for every there is such that implies for every . Equivalently, the inverse image of each neighborhood of is a neighborhood of .
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 E E3 a i Solution by
Codex 0 2026-10-31
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 D D3 ii b Solution by
Codex 0 2026-10-31
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 D D3 ii a Solution by
Codex 0 2026-10-31
On its absolute value is at most , which has integral , by integration by parts or the substitution . The function is measurable and this majorant is integrable, so .
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 D D3 i b Solution by
Codex 0 2026-10-31
Integrating from one to gives for . It has a finite limit as exactly when , while at the logarithm diverges. Nonnegativity equates finiteness of this integral with Lebesgue integrability. Hence .
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 D D3 i a Solution by
Codex 0 2026-10-31
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 T 2 b ii Solution by
Codex 0 2026-10-31
Both objectives equal : and . Weak duality bounds the value of every primal feasible point above by every dual feasible objective. Equality for this feasible pair therefore proves both are optimal, without needing to solve either problem further.
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 T 2 b i Solution by
Codex 0 2026-10-31
The proposed vectors are nonnegative, and direct multiplication givesThus and , proving primal and dual feasibility.
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 T 2 a iii Solution by
Codex 0 2026-10-31
The dual isFor positive payoffs and an optimal solution , strong duality gives . Normalizing gives Player I's optimal row strategy . Its expected payoff against every column is at least . Thus the primal represents Player II's minimization of worst loss and the dual represents Player I's maximization of guaranteed gain.
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 T 2 a ii Solution by
Codex 0 2026-10-31
Strictly positive entries imply . If is an optimal strategy, set . Then and . Conversely, a nonzero feasible with gives a strategy satisfying . Thus , or . The optimal objective is therefore , andA nonzero feasible point exists by taking a sufficiently small positive multiple of a probability vector, and positivity of bounds the feasible objective, so the optimum is attained.
For general entries choose a constant so that is strictly positive. Every pair of strategies has its payoff increased by exactly , so optimal strategies are unchanged. Solve the positive problem for , recover , and then for the original game.
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 T 2 a i Solution by
Codex 0 2026-10-31
A mixed strategy for Player II is a probability vector with , specifying the random choice of a column. If Player I chooses row , the expected payment is . A mixture of rows cannot exceed the maximum of these row expectations, so the smallest payment Player II can guarantee isAn optimal strategy is a vector attaining that minimum, which exists by compactness of the probability simplex and continuity. The minimax theorem identifies this guaranteed loss with Player I's maximal guaranteed gain, the value of the finite zero-sum game.
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 R 2 iv c Solution by
Codex 0 2026-10-31
Both are bipartite. Partition the vertices by parity of the number of one bits. A cube edge changes one bit and an interior diagonal changes three bits, so both types join opposite parity classes. In fact is : from any vertex its three cube neighbors and its opposite vertex exhaust the four vertices of opposite parity.
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 R 2 iv b Solution by
Codex 0 2026-10-31
Both are Hamiltonian. A Hamiltonian cycle already in the cube isSuccessive triples differ in exactly one bit, and each of the eight vertices occurs exactly once before returning. Adding edges preserves this cycle in a graph.
Pinned article: Introduction to the OurBigBook Project
Welcome to the OurBigBook Project! Our goal is to create the perfect publishing platform for STEM subjects, and get university-level students to write the best free STEM tutorials ever.
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
. Source. We have two killer features:
- topics: topics group articles by different users with the same title, e.g. here is the topic for the "Fundamental Theorem of Calculus" ourbigbook.com/go/topic/fundamental-theorem-of-calculusArticles of different users are sorted by upvote within each article page. This feature is a bit like:
- a Wikipedia where each user can have their own version of each article
- a Q&A website like Stack Overflow, where multiple people can give their views on a given topic, and the best ones are sorted by upvote. Except you don't need to wait for someone to ask first, and any topic goes, no matter how narrow or broad
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.
- to OurBigBook.com to get awesome multi-user features like topics and likes
- as HTML files to a static website, which you can host yourself for free on many external providers like GitHub Pages, and remain in full control
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:
All our software is open source and hosted at: github.com/ourbigbook/ourbigbook
Further documentation can be found at: docs.ourbigbook.com
Feel free to reach our to us for any help or suggestions: docs.ourbigbook.com/#contact





