## Description

There are four problems (A, B, and two from textbook):

A. Suppose that a random variable X has a symmetric triangular probability density

function over the interval [−1, 1] (i.e., with x the dummy variable for the density

function, the density is 1 − | x | for x ∈ [−1, 1] and 0 for x ∉ [−1, 1]). What is var(X)

(the variance of X)? (Show the derivation, not just the answer.)

B. Exercise 1 in week 1 handout (file MonteCarlo_intro_handout.pdf, corresponding to

slides shown in class).

Exercise from the textbook:

1.2

1.4 (assume independent tosses)