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Tutorial Sheet 5

This document contains 8 practice problems related to special discrete random variables: 1) Find the moment generating functions of Bernoulli, binomial, and Poisson distributions and use them to find the mean and variance. The sum of independent binomials/Poissons follows the same distribution. 2) Find the probability that the maximum number drawn from an urn with replacement is k. 3) Given the expected value and variance of a binomial, find the probability of a specific outcome. 4) Find the probability of 3 or fewer hurricanes hitting a region in a year, given the average number. 5) For a Poisson-distributed number of eggs on a leaf, where 0 can't be observed, find the expected observed number

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RAMOLIYA HARSH MADHUKANTBHAI
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82 views2 pages

Tutorial Sheet 5

This document contains 8 practice problems related to special discrete random variables: 1) Find the moment generating functions of Bernoulli, binomial, and Poisson distributions and use them to find the mean and variance. The sum of independent binomials/Poissons follows the same distribution. 2) Find the probability that the maximum number drawn from an urn with replacement is k. 3) Given the expected value and variance of a binomial, find the probability of a specific outcome. 4) Find the probability of 3 or fewer hurricanes hitting a region in a year, given the average number. 5) For a Poisson-distributed number of eggs on a leaf, where 0 can't be observed, find the expected observed number

Uploaded by

RAMOLIYA HARSH MADHUKANTBHAI
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

SC222: Tutorial Sheet 5

Problems based on Special Discrete Random Variables.


Pb 1) The moment generating function of a random variable X is a function MX (t) of a free
parameter t, defined by MX (t) = E[etX ] (if it exists).
(i) Compute the moment generating functions for the following distributions.
a) Bernoulli distribution with probability of success p.
b) Binomial distribution with parameters n and p.
c) Poisson distribution with parameter λ > 0.
(ii) Using the moment generating function, find the mean and variance of above men-
tioned distributions. Further, argue that sum of independent Binomial (Poisson)
random variables follows Binomial (Poisson) distribution.
Pb 2) An urn contains n balls numbered 1 through n. If you withdraw m balls randomly in
sequence, each time replacing the ball selected previously, find P [X = k], k = 1, ..., m,
where X is the maximum of the m chosen numbers.
Pb 3) If X is a binomial random variable with expected value 6 and variance 2.4, find
P [X = 5].
Pb 4) On average, 5.2 hurricanes hit a certain region in a year. What is the probability that
there will be 3 or fewer hurricanes hitting this year?
Pb 5) The number of eggs laid on a tree leaf by an insect of a certain type is a Poisson
random variable with parameter λ. However, such a random variable can be observed
only if it is positive, since if it is 0 then we cannot know that such an insect was on
the leaf. If we let Y denote the observed number of eggs, then
P [Y = i] = P [X = i|X > 0]
where X is Poisson with parameter λ. Find E[Y ].
Pb 6) Suppose that
P [X = a] = p P [X = b] = 1 − p.
X−b
Show that a−b
is a Bernoulli random variable. Find Var(X).
Pb 7) Each game you play is a win with probability p. You plan to play 5 games, but if you
win the fifth game, then you will keep on playing until you lose. Find the expected
number of games that you lose.
Pb 8) Ten balls are to be distributed among 5 urns, with each ball going into urn i with
5
X
probability pi , pi = 1. Let Xi denote the number of balls that go into urn i.
i=1
Assume that events corresponding to the locations of different balls are independent.
a) What type of random variable is Xi ? Be as specific as possible.
b) For i 6= j, what type of random variable is Xi + Xj ?
c) Find P [X1 + X2 + X3 = 7].

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