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Maths 3 Assignment 1

The document provides expressions for the mean and variance of a binomial distribution. It derives that the mean of a binomial distribution with parameters n and p is np, and the variance is npq, where q = 1-p. It also contains proofs of these results using binomial expansions and expected values.

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Uttam Kumar
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0% found this document useful (0 votes)
128 views

Maths 3 Assignment 1

The document provides expressions for the mean and variance of a binomial distribution. It derives that the mean of a binomial distribution with parameters n and p is np, and the variance is npq, where q = 1-p. It also contains proofs of these results using binomial expansions and expected values.

Uploaded by

Uttam Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ClASSMAte

Date
Pege

and V@rlance
Find an expresSion_foy mean
atonomial distributian.
disiibutton
S letx be a_andemvarjahle with the binomln
The probabtlity uDc tion of X iS

P)=pg-2 theE)= JPa**

0 ferm vanishes
ELA)= n(n-12!

n-1L
np- 12) ! [n-0|

p -
(-D0-1)49|!

Cn-L N-I
C. 2Crp -9-
Co + Cn-1
np ThIS IS a binomil expansitn DF (Ptg)"n-t
nPP+9
But we_know fhafP+9
So E)nPL)" np
Thus the_mean 0F binamial distnbution
isDp.
clASSMAte
Dato

Nbw Var (x) = E(x*) -E(

E() P'q
()/)Pan

p"g+np
Mn (n-M), a(1-1(M1)|

(n-2!

n-12

1 91|n-2)-M}|-

2n(na)2

nn)pC,nc, P CaP +np

z n[n-1)p|P9)tnp
'Pt9E,we havo
Flx)=n(n-)p +nP
VSing fhIs
Var(x)= n[n4) P*+np-(np
np-npt+np-np
nP l-P) =np9
Hence the variane_OF bin0 mtal distributio s D20.
clASSMAte
Date
Page 3

ProofProof Pld=x) = ad Find the ExpreSSIpn

Mean
Varian ce
Sol We wil proof_bnomialfo ppiss/0n distributon
In po1'3Son we ppvide A
np Assume n A
P 0

Proof
b(1,nP) = le,(P) " (1-P)

n(n-9tn-3)--(n-1)(7 71-3)
n

AS N oo
tt).-fr7+
cIASSMAte
Date
Pago

b(1;n,P) = e

n binomal na10
PlA=A) X O 2 3 S 6 7

X 0 L

e e
NoW The expression 0F mean _

P(x= x)- 0,!, 1 ----

Mean of x plA)

e AA
(d-1]|

2ee?

* Now the expiesSSI/n_aE Variante

Vartance E(X)-E(x))=
Ext) +X)-0)
C.lASSM t
Date
Peg

FE(x(x-1))+£(x)-21
(1-19e
A0-
A+A-2
e -T +-a

=2 -19|

2ee+-7t
elASSMAte
Data
Page

(3 A and B are two events Sunch that PA)=4 PBE


P[ADB) 4

Find ) P[A/8)

(i) P(A'/8)

PAPB)
Sot PLA/B) = PtB)

4
3
PAPE
LBLA) PP)

-
-iPLALB)=_P

=P{AU8)-

(.P(A'If)=P\p{B) -PtB
-PA)+PlB)- P(ANR)
-PIP)
10
29

3
cIASSMAte
Date
Page

Q42Six dicesare fhrown 729times. How manyfimes


one Can expect at least thre dite to show S or6.

ollet P= probabillty _of shwingAve or sx=

91-P - =
elx-1)=1-[exzo)aP[x=) +2[x=)]

-
= J 4 9 6

33-
CIASSMAte
Date
Page
Vensity
Let Let and have jant probabllty"fncton ghen y
fl1.8)=6 o<7<I, o<J<1
0 Else whefe
Show that and y are IndeRD dept
Sol he _maxinal denstty Function_0f X Is
fl)6d

Again The margtnal density kanction_ 0f X i's


Fy(y) = 6Aytdx
O

6 d
-)

Here)) x Eyl3)=_ 2 2 =1

X aye ipdepen den7


cIASSMAte
Date
Page

TwO rendon yariables Xand y have the joinf densilty


F l % 9 = 2 - - I , O<?<t, 0<J<I

Fnd he marginal ad cnditional denstfy Furtipn b


Xand y and show that coefEtcient_of corelation=

SoLThe marginal density_kunction of X1 given hy


f(=y]ay= ( - )dy= 2-1
-

lhus la)= ;0<<j

=0 DherwAse

Ry symme ftyfyly)=y 0 s y
O 0Therwise

The condhfiona denslty kunctinn_D XMd y are

2-- O<JKL
Fala) -

-dd
-
9-6y
ClASSMAte
Dato

Page

Now wewlll defermine fhe corelaton_ coefjclen1 0f Xandy

By Sy mmetry Ey]= Ex]-


NWE xy= y[a--4)dd dy

S
Cov(x.y)=E[x]-EaE[y]= i 7T
E I x = f a h )**=fs dz
-

Varx=Elx-{E[ 4(=
Cov(XY) - YJ44
PXY)= 144
ClASSMAte
Date
Page:

let the LADdom vay1able Xand y have jont


ptobablity density kunctipn

F7,9) LOElsewhere
Eind the_corvelation Delkiclent ofX andy.

S01 We haye a-
Pfocx 04y (4)dy1-foy+2
69

f , 9 ) d1 dy =1(A+) 41
oy

12

fl39) d/y(1+9 dy
lASSMAte
Date
Page

EXY=|(7+9)F(X.9)dydy=f(49*7

we have car xy]= Elxy-EXE)1E


t1}}41dy= +9) da dy
EX=

144

voryi 4
144

14-9
clASSMA-te
Date:
Pago

()|7EA,B ondC afethree sets, hen prove tha1 A(E-CJE


CACB) (AnC)
We have AC(B-C)= An(BOC'
A8) 0c', aSSecia tive lau
uLAUB) nc'": SDceU =s
AOA)U{pUB) c'} A2A=P
R(AAB)OA'u{(AAB)nc'
(AAB) n(p'UC))by distributive lan
EAB) O(AU AOc'); ky De mugans lau
= (An B)-(A0C)

( IA,B,C are thræ Sets, then


AUA)-C =(A-C) U6)
((An6)-C= (A-C) A(BC)
Sol i_LAUB)-C = (AUB) nc
'ALAUB) by_commudative lauz
(C'nA)U(CaB) Ay dstrik1tive_lau
(Anc)u(Bnc2 by commutative law
(A-Ou(B-C)
(poB)= (AN)nc'
(AACn(BACZ by asaC1at lue_la
(A-)A(B-)-
ClASSMAte
Date
Page

Prove_that G) PA0R)= P[A)0 PB


úi e[AOB)# MA) MB)
SoiDe1E PCAQ) xC AAR
>XCA and XCR-
>xEP(0) and X_EPL).
XE AA) D PLB)
P A E) PIA) PCR)
Agaio, let YEP[A)APB) > yEP(A)and y ¬/PB)
yC A and yCB
yCA NB
ye PANB)
Comboing 2), _we get P(A08)=P(A)DMB)

Let xE RA)U P(R)> XEP(A) 0r XE PE)_


2X CA or x Cp
XC A UB
xE PAUB)
MA) UPB)C PLAUB)

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