8 problems found
The random variable \(X\) takes only non-negative integer values and has probability generating function \(\G(t)\). Show that \[ \P(X = 0 \text{ or } 2 \text{ or } 4 \text { or } 6 \ \ldots ) = \frac{1}{2}\big(\G\left(1\right)+\G\left(-1\right)\big). \] You are now given that \(X\) has a Poisson distribution with mean \(\lambda\). Show that \[ \G(t) = \e^{-\lambda(1-t)} \,. \]
Solution: \begin{align*} &&G_X(t) &= \mathbb{E}(t^N) \\ &&&= \sum_{k=0}^{\infty} \mathbb{P}(X = k) t^k \\ \Rightarrow && G_X(1) &= \sum_{k=0}^{\infty} \mathbb{P}(X = k) \\ \Rightarrow && G_X(-1) &= \sum_{k=0}^{\infty} (-1)^k\mathbb{P}(X = k) \\ \Rightarrow && \frac12 (G_X(1) + G_X(-1) &= \sum_{k=0}^{\infty} \frac12 (1 + (-1)^k) \mathbb{P}(X = k) \\ &&&= \sum_{k=0}^{\infty} \mathbb{P}(X =2k) \end{align*}
A 6-sided fair die has the numbers 1, 2, 3, 4, 5, 6 on its faces. The die is thrown \(n\) times, the outcome (the number on the top face) of each throw being independent of the outcome of any other throw. The random variable \(S_n\) is the sum of the outcomes.
Solution:
I play a game which has repeated rounds. Before the first round, my score is \(0\). Each round can have three outcomes:
Solution:
The random variable \(N\) takes positive integer values and has pgf (probability generating function) \(\G(t)\). The random variables \(X_i\), where \(i=1\), \(2\), \(3\), \(\ldots,\) are independently and identically distributed, each with pgf \({H}(t)\). The random variables \(X_i\) are also independent of \(N\). The random variable \(Y\) is defined by \[ Y= \sum_{i=1}^N X_i \;. \] Given that the pgf of \(Y\) is \(\G(H(t))\), show that \[ \E(Y) = \E(N)\E(X_i) \text{ and } \var(Y) = \var(N)\big(\E(X_i)\big)^2 + \E(N) \var(X_i) \,.\] A fair coin is tossed until a head occurs. The total number of tosses is \(N\). The coin is then tossed a further \(N\) times and the total number of heads in these \(N\) tosses is \(Y\). Find in this particular case the pgf of \(Y\), \(\E(Y)\), \(\var(Y)\) and \(\P(Y=r)\).
Solution: Recall that for a random variable \(Z\) with pgf \(F(t)\) we have \(F(1) = 1\), \(\E[Z] = F'(1)\) and \(\E[Z^2] = F''(1) +F'(1)\) so \begin{align*} && \E[Y] &= G'(H(1))H'(1) \\ &&&= G'(1)H'(1) \\ &&&= \E[N]\E[X_i] \\ \\ && \E[Y^2] &= G''(H(1))(H'(1))^2+G'(H(1))H''(1) + G'(H(1))H'(1) \\ &&&= G''(1)(H'(1))^2+G'(1)H''(1) + G'(1)H'(1) \\ &&&= (\E[N^2]-\E[N])(\E[X_i])^2 + \E[N](\E[X_i^2]-\E[X_i]) + \E[N]\E[X_i] \\ &&&= (\E[N^2]-\E[N])(\E[X_i])^2 + \E[N]\E[X_i^2] \\ && \var[Y] &= (\E[N^2]-\E[N])(\E[X_i])^2 + \E[N]\E[X_i^2] - (\E[N])^2(\E[X_i])^2\\ &&&= (\var[N]+(\E[N])^2-\E[N])(\E[X_i])^2 + \E[N](\var[X_i]+\E[X_i]^2) - (\E[N])^2(\E[X_i])^2\\ &&&= \var[N](\E[X_i])^2 + \E[N]\var[X_i] \end{align*} Notice that \(N \sim Geo(\tfrac12)\) and \(Y = \sum_{i=1}^N X_i\) where \(X_i\) are Bernoulli. We have that \(G(t) = \frac{\frac12}{1-\frac12z}\) and \(H(t) = \frac12+\frac12p\) so the pgf of \(Y\) is \(G(H(t) = \frac{\frac12}{1 - \frac14-\frac14p} = \frac{2}{3-p}\). \begin{align*} && \E[X_i] &= \frac12\\ && \var[X_i] &= \frac14 \\ && \E[N] &= 2 \\ && \var[N] &= 2 \\ \\ && \E[Y] &= 2 \cdot \frac12 = 1 \\ && \var[Y] &= 2 \cdot \frac14 + 2 \frac14 = 1 \\ && \mathbb{P}(Y=r) &= \tfrac23 \left ( \tfrac13 \right)^r \end{align*}
Solution:
Write down the probability generating function for the score on a standard, fair six-faced die whose faces are labelled \(1, 2, 3, 4, 5, 6\). Hence show that the probability generating function for the sum of the scores on two standard, fair six-faced dice, rolled independently, can be written as \[ \frac1{36} t^2 \l 1 + t \r^2 \l 1 - t + t^2 \r^2 \l 1 + t + t^2 \r^2 \;. \] Write down, in factorised form, the probability generating functions for the scores on two fair six-faced dice whose faces are labelled with the numbers \(1, 2, 2, 3, 3, 4\) and \(1, 3, 4, 5, 6, 8,\) and hence show that when these dice are rolled independently, the probability of any given sum of the scores is the same as for the two standard fair six-faced dice. Standard, fair four-faced dice are tetrahedra whose faces are labelled \(1, 2, 3, 4,\) the score being taken from the face which is not visible after throwing, and each score being equally likely. Find all the ways in which two fair four-faced dice can have their faces labelled with positive integers if the probability of any given sum of the scores is to be the same as for the two standard fair four-faced dice.
A set of \(n\) dice is rolled repeatedly. For each die the probability of showing a six is \(p\). Show that the probability that the first of the dice to show a six does so on the \(r\)th roll is $$q^{n r } ( q^{-n} - 1 )$$ where \(q = 1 - p\). Determine, and simplify, an expression for the probability generating function for this distribution, in terms of \(q\) and \(n\). The first of the dice to show a six does so on the \(R\)th roll. Find the expected value of \(R\) and show that, in the case \(n = 2\), \(p=1/6\), this value is \(36/11\). Show that the probability that the last of the dice to show a six does so on the \(r\)th roll is \[ \big(1-q^r\big)^n-\big(1-q^{r-1}\big)^n. \] Find, for the case \(n = 2\), the probability generating function. The last of the dice to show a six does so on the \(S\)th roll. Find the expected value of \(S\) and evaluate this when \(p=1/6\).
Solution: