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2003 Paper 2 Q12
The life of a certain species of elementary particles can be described as follows. Each particle has a life time of \(T\) seconds, after which it disintegrates into \(X\) particles of the same species, where \(X\) is a random variable with binomial distribution \(\mathrm{B}(2,p)\,\). A population of these particles starts with the creation of a single such particle at \(t=0\,\). Let \(X_n\) be the number of particles in existence in the time interval \(nT < t < (n+1)T\,\), where \(n=1\,\), \(2\,\), \(\ldots\). Show that \(\P(X_1=2 \mbox { and } X_2=2) = 6p^4q^2\;\), where \(q=1-p\,\). Find the possible values of \(p\) if it is known that \(\P(X_1=2 \vert X_2=2) =9/25\,\). Explain briefly why \(\E(X_n) =2p\E(X_{n-1})\) and hence determine \(\E(X_n)\) in terms of \(p\). Show that for one of the values of \(p\) found above \(\lim_{n \to \infty}\E(X_n) = 0\) and that for the other \(\lim_{n \to \infty}\E(X_n) = + \infty\,\).
Solution: Notice that we can see the total number generated as \(X_n \sim B(2X_{n-1},p)\), since a Binomial is a sum of independent Bernoullis, and there are two Bernoullis per particle. \begin{align*} && \mathbb{P}(X_1=2 \mbox { and } X_2=2) &= \underbrace{p^2}_{\text{two generated in first iteration}} \cdot \underbrace{\binom{4}{2}p^2q^2}_{\text{two generated from the first two}} \\ &&&= 6p^4q^2 \end{align*} \begin{align*} && \mathbb{P})(X_1 = 2 |X_2 = 2) &= \frac{ \mathbb{P}(X_1=2 \mbox { and } X_2=2) }{ \mathbb{P}( X_2=2) } \\ &&&= \frac{6p^4q^2}{6p^4q^2+2pq \cdot p^2} \\ &&&= \frac{3pq}{3pq+1} \\ \Rightarrow && \frac{9}{25} &= \frac{3pq}{3pq+1} \\ \Rightarrow && 27pq + 9 &= 75pq \\ \Rightarrow && 9 &= 48pq \\ \Rightarrow && pq &= \frac{3}{16} \\ \Rightarrow && 0 &= p^2 - p + \frac3{16} \\ \Rightarrow && p &= \frac14, \frac34 \end{align*} By the same reasoning about the Bernoullis, we must have \(\E[X_n] = \E[\E[X_n | X_{n-1}]] = \E[2pX_{n-1}] = 2p \E[X_{n-1}]\) therefore \(\E[X_n] = (2p)^n\). If \(p = \frac14\) then \(\E[X_n] = \frac1{2^n} \to 0\) If \(p = \frac34\) then \(\E[X_n] = \left(\frac32 \right)^n \to \infty\)
2003 Paper 2 Q13
The random variable \(X\) takes the values \(k=1\), \(2\), \(3\), \(\dotsc\), and has probability distribution $$ \P(X=k)= A{{{\lambda}^k\e^{-{\lambda}}} \over {k!}}\,, $$ where \(\lambda \) is a positive constant. Show that \(A = (1-\e^{-\lambda})^{-1}\,\). Find the mean \({\mu}\) in terms of \({\lambda}\) and show that $$ \var(X) = {\mu}(1-{\mu}+{\lambda})\;. $$ Deduce that \({\lambda} < {\mu} < 1+{\lambda}\,\). Use a normal approximation to find the value of \(P(X={\lambda})\) in the case where \({\lambda}=100\,\), giving your answer to 2 decimal places.
Solution: Let \(Y \sim Po(\lambda)\) \begin{align*} && 1 &= \sum_{k=1}^\infty \mathbb{P}(X = k ) \\ &&&= \sum_{k=1}^\infty A \frac{\lambda^k e^{-\lambda}}{k!}\\ &&&= Ae^{-\lambda} \sum_{k=1}^{\infty} \frac{\lambda^k e^{-\lambda}}{k!} \\ &&&= Ae^{-\lambda} \left (e^{\lambda}-1 \right) \\ \Rightarrow && A &= (1-e^{-\lambda})^{-1} \\ \\ && \E[X] &= \sum_{k=1}^{\infty} k \cdot \mathbb{P}(X=k) \\ &&&= A\sum_{k=1}^{\infty} k \frac{\lambda^k e^{-\lambda}}{k!} \\ &&&= A\E[Y] = A\lambda = \lambda(1-e^{-\lambda})^{-1} \\ \\ && \var[X] &= \E[X^2] - (\E[X])^2 \\ &&&= A\sum_{k=1}^{\infty} k^2 \frac{\lambda^k e^{-\lambda}}{k!} - \mu^2 \\ &&&= A\E[Y^2] - \mu^2 \\ &&&= A(\var[Y]+\lambda^2) - \mu^2 \\ &&&= A(\lambda + \lambda^2) - \mu^2 \\ &&&= A\lambda(1+\lambda) - \mu^2 \\ &&&= \mu(1+\lambda - \mu) \end{align*} Since \(A > 1\) we must have \(\mu > \lambda\) and since \(\var[X] > 0\) we must have \(1 + \lambda > \mu\) as required. If \(\lambda = 100\), then \(A \approx 1\) and \(P(X=\lambda) \approx P(Y = \lambda)\) and \(Y \approx N(\lambda, \lambda)\) so the value is approximately \(\displaystyle \int_{-\frac12}^{\frac12} \frac{1}{\sqrt{2\pi \lambda}} e^{-\frac{x^2}{2\lambda}} \d x \approx \frac{1}{\sqrt{200\pi}} = \frac{1}{\sqrt{630.\ldots}} \approx \frac{1}{25} = 0.04 \)
2003 Paper 2 Q14
The probability of throwing a 6 with a biased die is \(p\,\). It is known that \(p\) is equal to one or other of the numbers \(A\) and \(B\) where \(0 < A < B < 1 \,\). Accordingly the following statistical test of the hypothesis \(H_0: \,p=B\) against the alternative hypothesis \(H_1: \,p=A\) is performed. The die is thrown repeatedly until a 6 is obtained. Then if \(X\) is the total number of throws, \(H_0\) is accepted if \(X \le M\,\), where \(M\) is a given positive integer; otherwise \(H_1\) is accepted. Let \({\alpha}\) be the probability that \(H_1\) is accepted if \(H_0\) is true, and let \({\beta}\) be the probability that \(H_0\) is accepted if \(H_1\) is true. Show that \({\beta} = 1- {\alpha}^K,\) where \(K\) is independent of \(M\) and is to be determined in terms of \(A\) and \(B\,\). Sketch the graph of \({\beta}\) against \({\alpha}\,\).
Solution: \(X \sim Geo(p)\). \(\alpha = \mathbb{P}(X > M | p = B) = (1-B)^{M}\) \(\beta = \mathbb{P}(X \leq M | p = A) = 1 - \mathbb{P}(X > M | p = A) = 1 - (1-A)^{M}\) \begin{align*} \ln \alpha &= M \ln(1-B) \\ \ln (1-\beta) &= M \ln(1-A) \\ \frac{\ln \alpha}{\ln (1-\beta)} &= \frac{\ln(1-B)}{\ln(1-A)} \\ \ln(1-\beta) &= \ln \alpha \frac{\ln (1-A)}{\ln(1-B)} \\ \beta &= 1- \alpha^{ \frac{\ln (1-A)}{\ln(1-B)} } \end{align*} and \(K = \frac{\ln (1-A)}{\ln(1-B)} \) Since \(0 < A < B < 1\) we must have that \(0 < 1 - B < 1-A < 1\) and \(\ln(1-B) < \ln(1-A) < 0\) so \(0 < K < 1\)
2003 Paper 3 Q1
Given that \(x+a>0\) and \(x+b>0\,\), and that \(b>a\,\), show that \[ \frac{\mathrm{d} \ }{\mathrm{d} x} \arcsin \left ( \frac{x + a }{ \ x + b} \right) = \frac{ \sqrt{\;b - a\;}} {( x + b ) \sqrt{ a + b + 2x} \ \ } \] and find $\displaystyle \frac{\mathrm{d} \ }{ \mathrm{d} x} \; \mathrm{arcosh} \left ( \frac{x + b }{ \ x + a} \right)$. Hence, or otherwise, integrate, for \(x > -1\,\),
- \[ \int \frac{1}{ ( x + 1) \sqrt{x + 3} } \mathrm{d} x \]
- \[ \int \frac{1} {( x + 3 ) \sqrt{x + 1} } \mathrm{d} x \] .
Solution: \begin{align*} \frac{\mathrm{d} \ }{\mathrm{d} x} \arcsin \left ( \frac{x + a }{ \ x + b} \right ) &= \frac{1}{\sqrt{1-\left ( \frac{x + a }{ \ x + b} \right )^2}} \left ( \frac{b-a}{(x+b)^2} \right) \\ &= \frac{b-a}{(x+b)\sqrt{(x+b)^2-(x+a)^2}} \\ &= \frac{b-a}{(x+b)\sqrt{(b-a)(2x+b+a)}} \\ &= \frac{\sqrt{b-a}}{(x+b)\sqrt{a+b+2x}} \\ \\ \frac{\mathrm{d} \ }{ \mathrm{d} x} \; \mathrm{arcosh} \left ( \frac{x + b }{ \ x + a} \right) &= \frac{1}{\sqrt{\left ( \frac{x + b }{ \ x + a} \right)^2-1}} \left ( -\frac{b-a}{(x+a)^2} \right) \\ &= -\frac{b-a}{(x+a)\sqrt{(x+b)^2-(x+a)^2}} \\ &= -\frac{b-a}{(x+a)\sqrt{(b-a)(a+b+2x)}} \\ &= -\frac{\sqrt{b-a}}{(x+a)\sqrt{a+b+2x}} \end{align*}
- \begin{align*} \int \frac{1}{ ( x + 1) \sqrt{x + 3} } \mathrm{d} x &= \int \frac{1}{(x+1)\sqrt{\frac12 (2x+6)}} \d x\\ &= \int \frac{\sqrt{2}}{(x+1)\sqrt{2x+1+5}} \d x \\ &= \frac{\sqrt{2}}{2}\int \frac{\sqrt{5-1}}{(x+1)\sqrt{2x+1+5}} \d x \\ &= - \frac{\sqrt{2}}{2}\textrm{arcosh} \left ( \frac{x+5}{x+1} \right) + C \end{align*}
- \begin{align*} \int \frac{1}{(x+3)\sqrt{x+1}} \d x &= \int \frac{1}{(x+3)\sqrt{\tfrac12(2x+2)}} \d x + C \\ &= \int \frac{\sqrt{3-1}}{(x+3)\sqrt{2x+3-1}} \d x \\ &= \textrm{arcsin} \left ( \frac{x-1}{x+3} \right) \end{align*}
2003 Paper 3 Q2
Show that $\ds ^{2r} \! {\rm C}_r =\frac{1\times3\times\dots\times (2r-1)}{r!} \, \times 2^r \;, $ for \(r\ge1\,\).
- Give the first four terms of the binomial series for \(\l 1 - p \r^{-\frac12}\). By choosing a suitable value for \(p\) in this series, or otherwise, show that $$ \displaystyle \sum_{r=0}^\infty \frac{ {\vphantom {\A}}^{2r} \! {\rm C}_r }{ 8^r} = \sqrt 2 \; .$$
- Show that $$ \displaystyle \sum_{r=0}^\infty \frac{\l 2r + 1 \r \; {\vphantom{A}}^{2r} \! {\rm C} _r }{ 5^r} =\big( \sqrt 5\big)^3 \;. $$
Solution: \begin{align*} \binom{2r}{r} &= \frac{(2r)!}{r!r!} \\ &= \frac{1 \cdot 2 \cdot 3 \cdot 4 \cdots (2r-1)(2r)}{r! r!} \\ &= \frac{1 \cdot 3 \cdot 5 \cdots (2r-1) \cdot (2 \cdot 1) \cdot (2 \cdot 2) \cdots (2 \cdot r)}{r!}{r!} \\ &= \frac{1\cdot 3 \cdots (2r-1) \cdot 2^r \cdot 1 \cdot 2 \cdots r}{r!r!} \\ &= \frac{1\cdot 3 \cdots (2r-1) \cdot 2^r \cdot r!}{r!r!} \\ &= \frac{1\cdot 3 \cdots (2r-1)}{r!} \cdot 2^r \end{align*} which is what we wanted to show
- \begin{align*} (1 - p)^{-\frac12} &= 1 + \left ( -\frac12 \right )(-p) + \frac{1}{2!} \left (-\frac12 \right )\left (-\frac32 \right )(-p)^2 + \ldots \\ & \quad \quad \quad \cdots +\frac{1}{3!} \left (-\frac12 \right )\left (-\frac32 \right )\left (-\frac52 \right )(-p)^3 + O(p^4) \\ &= \boxed{1 + \frac{1}{2}p + \frac{3}{8}p^2 + \frac{5}{16}p^3} + O(p^4) \end{align*} More generally: \begin{align*} \binom{-\frac{1}{2}}{k} &=\frac{(-\frac{1}{2})\cdot(-\frac{1}{2} -1)\cdots(-\frac12 -k+1)}{k!} \\ &= \frac{(-1)(-3)(-5)\cdots(-(2k-1))}{k!2^k} \\ &= \frac{(-1)^k(1)(3)(5)\cdots((2k-1))}{k!2^k} \\ &= (-1)^k \frac{1}{4^k}\binom{2k}{k} \\ \end{align*} Therefore, \begin{align*} \sqrt{2} = \left (1-\frac12 \right)^{-\frac12} &= \sum_{r=0}^{\infty} \binom{-\frac12}{r} \left (-\frac12 \right )^r \tag{\(\frac12 < 1\) so series is valid} \\ &= \sum_{r=0}^{\infty} (-1)^r \frac{1}{4^r}\binom{2r}{r} \left (-\frac12 \right )^r \\ &= \sum_{r=0}^{\infty} \frac{1}{8^r}\binom{2r}{r} \end{align*}, which is what we wanted to show.
- \begin{align*} p(1-p^2)^{-\frac12} &= \sum_{r=0}^{\infty} \binom{-\frac12}{r} \left (-p^2 \right )^rp \\ &= \sum_{r=0}^{\infty} \frac{1}{4^r}\binom{2r}{r} p^{2r+1} \end{align*} Differentiating with respect to \(p\), \begin{align*} (1-p^2)^{-\frac12} +p^2(1-p^2)^{-\frac32} &= \sum_{r=0}^{\infty} \frac{1}{4^r}(2r+1)\binom{2r}{r} p^{2r} \\ (1-p^2)^{-\frac32} &= \sum_{r=0}^{\infty} \frac{1}{4^r}(2r+1)\binom{2r}{r} p^{2r} \end{align*} Letting \(p = \frac{2}{\sqrt{5}}\), and \(|\frac2{\sqrt{5}}| < 1\) we have \begin{align*} \left (1-\frac45 \right )^{-\frac32} &= \sum_{r=0}^{\infty} \frac{1}{5^r}(2r+1)\binom{2r}{r} \\ (\sqrt{5})^3 &= \sum_{r=0}^{\infty} \frac{1}{5^r}(2r+1)\binom{2r}{r} \end{align*} (Alternative) \begin{align*} (\sqrt5)^3 &= \left ( \frac{1}{5} \right )^{-\frac32} \\ &= \left ( 1- \frac{4}{5} \right )^{-\frac32} \\ &= \sum_{r=0}^{\infty} \binom{-\frac32}{r} \left (-\frac45 \right)^r \\ &= \sum_{r=0}^{\infty} \binom{-\frac12}{r} \frac{-\frac32-(r-1)}{-\frac12} \left (-\frac45 \right)^r \\ &= \sum_{r=0}^{\infty} \binom{-\frac12}{r} (2r+1) \left (-\frac45 \right)^r \\ &= \sum_{r=0}^{\infty} (-1)^r \frac{1}{4^r}\binom{2r}{r} (2r+1) \left (-\frac45 \right)^r \\ &= \sum_{r=0}^{\infty}(2r+1)\binom{2r}{r} \left (\frac15 \right)^r \\ (\sqrt{5})^3 &= \sum_{r=0}^{\infty}\frac{1}{5^r}(2r+1)\binom{2r}{r} \\ \end{align*}
2003 Paper 3 Q3
If \(m\) is a positive integer, show that \(\l 1+x \r^m + \l 1-x \r^m \ne 0\) for any real \(x\,\). The function \(\f\) is defined by \[ \f (x) = \frac{ (1+x )^m - ( 1-x )^m}{ (1+x )^m + (1-x )^m} \;. \] Find and simplify an expression for \(\f'(x)\). In the case \(m=5\,\), sketch the curves \(y = \f (x)\) and \(\displaystyle y = \frac1 { \f (x )}\;\).
Solution: If \(m\) is even, clearly that expression is positive since it's the sum of two (different) squares. If \(m\) is odd, then we can expand it as a sum of powers of \(x^2\) with a leading coefficient of \(1\) so it is also positive. \begin{align*} && f (x) = \frac{ (1+x )^m - ( 1-x )^m}{ (1+x )^m + (1-x )^m} \\ && f'(x) &= \frac{(m(1+x )^{m-1} + m( 1-x )^{m-1})((1+x)^m + (1-x)^m ) - ((1+x )^m - ( 1-x )^m)(m(1+x)^{m-1} - m(1-x)^{m-1} )}{\l (1+x)^m + (1-x)^m \r^2} \\ &&&= \frac{2m(1+x)^m(1-x)^{m-1}+2m(1+x)^{m-1}(1-x)^m}{\l (1+x)^m + (1-x)^m \r^2} \\ &&&= \frac{2m(1+x)^{m-1}(1-x)^{m-1}(1+x+1-x)}{\l (1+x)^m + (1-x)^m \r^2} \\ &&&= \frac{4m(1+x)^{m-1}(1-x)^{m-1}}{\l (1+x)^m + (1-x)^m \r^2} \\ \end{align*}
2003 Paper 3 Q4
A curve is defined parametrically by \[ x=t^2 \;, \ \ \ y=t (1 + t^2 ) \;. \] The tangent at the point with parameter \(t\), where \(t\ne0\,\), meets the curve again at the point with parameter \(T\), where \(T\ne t\,\). Show that \[ T = \frac{1 - t^2 }{2t} \mbox { \ \ \ and \ \ \ } 3t^2\ne 1\;. \] Given a point \(P_0\,\) on the curve, with parameter \(t_0\,\), a sequence of points \(P_0 \, , \; P_1 \, , \; P_2 \, , \ldots\) on the curve is constructed such that the tangent at \(P_i\) meets the curve again at \(P_{i+1}\). If \(t_0 = \tan \frac{ 7 } {18}\pi\,\), show that \(P_3 = P_0\) but \(P_1\ne P_0\,\). Find a second value of \(t_0\,\), with \(t_0>0\,\), for which \(P_3 = P_0\) but \(P_1\ne P_0\,\).
2003 Paper 3 Q5
Find the coordinates of the turning point on the curve \(y = x^2 - 2bx + c\,\). Sketch the curve in the case that the equation \(x^2 - 2bx + c=0\) has two distinct real roots. Use your sketch to determine necessary and sufficient conditions on \(b\) and \(c\) for the equation \(x^2 - 2bx + c = 0\) to have two distinct real roots. Determine necessary and sufficient conditions on \(b\) and \(c\) for this equation to have two distinct positive roots. Find the coordinates of the turning points on the curve \(y = x^3 - 3b^2x + c\) (with \(b>0\)) and hence determine necessary and sufficient conditions on \(b\) and \(c\) for the equation \(x^3 - 3b^2x + c = 0\) to have three distinct real roots. Determine necessary and sufficient conditions on \(a\,\), \(b\) and \(c\) for the equation \(\l x - a \r^3 - 3b^2 \l x - a \r + c = 0\) to have three distinct positive roots. Show that the equation \(2x^3 - 9x^2 + 7x - 1 = 0\) has three distinct positive roots.
Solution: \begin{align*} y &= x^2-2bx+c \\ &= (x-b)^2+c-b^2 \end{align*} Therefore the turning point is at \((b,c-b^2)\)
2003 Paper 3 Q6
Show that \[ 2\sin \frac12 \theta \, \cos r\theta = \sin\big(r+\frac12\big)\theta - \sin\big(r-\frac12\big)\theta \;. \] Hence, or otherwise, find all solutions of the equation \[ \cos a\theta + \cos (a + 1) \theta + \dots + \cos(b-2)\theta+\cos (b - 1 ) \theta = 0 \;, \] where \(a\) and \(b\) are positive integers with \(a < b-1\,\).
Solution: \begin{align*} && \sin\left(r+\frac12\right)\theta - \sin\left(r-\frac12\right)\theta &= \sin r \theta \cos \tfrac12 \theta+\cos r \theta \sin \tfrac12 \theta- \left (\sin r \theta \cos \tfrac12 \theta-\cos r \theta \sin \tfrac12 \theta \right)\\ &&&= 2 \cos r\theta \sin \tfrac12 \theta \end{align*} \begin{align*} && S &= \cos a\theta + \cos (a + 1) \theta + \dots + \cos(b-2)\theta+\cos (b - 1 ) \theta \\ && 2\sin\tfrac12 \theta S &= \sum_{r=a}^{b-1} 2\sin\tfrac12 \theta \cos r \theta \\ &&&= \sum_{r=a}^{b-1} \left ( \sin\left(r+\frac12\right)\theta - \sin\left(r-\frac12\right)\theta \right) \\ &&&= \sin \left (b-\frac12 \right)\theta - \sin \left (a -\frac12 \right)\theta \\ \Rightarrow && \sin \left (b-\frac12 \right)\theta &= \sin \left (a -\frac12 \right)\theta \\ \end{align*} Case 1: \(A = B + 2n\pi\) \begin{align*} && \left (b-\frac12 \right)\theta &= \left (a -\frac12 \right)\theta + 2n\pi \\ \Rightarrow && (b-a) \theta &= 2n \pi \\ \Rightarrow && \theta &= \frac{2n\pi}{b-a} \end{align*} Case 2: \(A = (2n+1)\pi - B\) \begin{align*} && \left (b-\frac12 \right)\theta &= (2n+1)\pi -\left (a -\frac12 \right)\theta \\ \Rightarrow && (b+a-1) \theta &= (2n+1) \pi \\ \Rightarrow && \theta &= \frac{2n\pi}{b+a-1} \end{align*}
2003 Paper 3 Q7
In the \(x\)--\(y\) plane, the point \(A\) has coordinates \((a\,,0)\) and the point \(B\) has coordinates \((0\,,b)\,\), where \(a\) and \(b\) are positive. The point \(P\,\), which is distinct from \(A\) and \(B\), has coordinates~\((s,t)\,\). \(X\) and \(Y\) are the feet of the perpendiculars from \(P\) to the \(x\)--axis and \(y\)--axis respectively, and \(N\) is the foot of the perpendicular from \(P\) to the line \(AB\,\). Show that the coordinates \((x\,,y)\) of \(N\) are given by \[ x= \frac {ab^2 -a(bt-as)}{a^2+b^2} \;, \ \ \ y = \frac{a^2b +b(bt-as)}{a^2+b^2} \;. \] Show that, if $\ds \ \left( \frac{t-b} s\right)\left( \frac t {s-a}\right) = -1\;\(, then \)N$ lies on the line \(XY\,\). Give a geometrical interpretation of this result.