MAST20004 Probability - 2014

Assignment 2 - Solutions

1. (a) Since densities integrate to one and X is a random variable between 0 and 1:


Z 1
1
Ca
1
a
x (1 x)dx = Ca
1 = Ca
=

.
a+1 a+2
(a + 1)(a + 2)
0
So Ca = (a + 1)(a + 2).
(b) The CDF of X, FX (x) equals 0 for x < 0 and equals 1 for x > 1 since 0 < X < 1.
For 0 < x < 1,
 a+1

Z x
x
xa+2
a
t (1 t)dt = (a + 1)(a + 2)
.
FX (x) = (a + 1)(a + 2)

a+1 a+2
0
(c)
1

xk+a (1 x)dx =

E(X ) = (a + 1)(a + 2)
0

(a + 1)(a + 2)
.
(a + k + 1)(a + k + 2)

2. We use below the fact that

1
1
1
=
k(k + 1)
k k+1
which will telescope in sums.
(a) Since pmfs have to sum to one we have

n
X
1
1
1
= C lim

n
k(k + 1)
k k+1
k=1
k=1


1
= C lim 1
= C.
n
n+1

1=C

So C = 1.
(b) Since the pmf is strictly decreasing: pN (k) > pN (k + 1) and the support starts
at one, its more likely N will be odd.
(c) The CDF is constant between integers and right continuous so its enough to
specify the CDF at integer values k. If k 0, pN (k) = 0. For k 1:
pN (k) =

k
X
j=1

1
1
=1
,
j(j + 1)
k+1

using the same arguments as before.

(d) The mean and variance dont exist since

X
k=1

k=1

k=1

X
X 1
k2
k

=
lim
k(k + 1)
k(k + 1)
k + 1 n

Z
1

1
dx = .
x+1

3. The mean in part (b) should be around 1.6 and that of part (c) should be around 2.9.
The extra 270 rolls of the die dont yield a much longer sequence of ones. See also the
Matlab file.
1

4. (a) Since Y is a continuous random variable its CDF is continuous and so

0 = FY (0) = lim FY (y) = a + b.
y0+

And since FY is a CDF,

1 = lim FY (y) = b.
y

Therefore b = 1 and a = 1.
(b) The pdf of Y is obtained by differentiating the CDF of Y and so:
fY (y) =

ey/2
, y > 0.
2

(c) The mean and variance of Y are given by

Z
Z
2
2
E(Y ) =
yfY (y)dy = 2, V ar(Y ) = E(Y )(E(Y )) =
0

y 2 fY (y)dy4 = 4.

5. (a) From Assignment 1, we know that R is uniform on 1, 2, 3; that is, PR (k) = 1/3
for k = 1, 2, 3.
(b) R and B have the same distribution so pR = pB .
(c) E(R) = (1+2+3)/3 = 2 and V ar(R) = E(R2 )(E(R))2 = (1+4+9)/34 = 2/3.
(d) Since 4 B = R (not just in distribution but actually equal!), E(R(4 B)) =
E(R2 ) = 14/3, from the previous part.
(e) RB equals 3 with probability 2/3 and 4 with chance 1/3 and so E(RB) =
3(2/3) + 4(1/3) = 10/3.
6. We use below the fact that
 


1
n
1
n+1
=
.
k+1 k
n+1 k+1


(a) The pmf of Y is pY (k) = nk (D/N )k (1 D/N )nk for k = 0, . . . , n; a binomial
random variable. Using the fact above,
 X
 
n
1
1
n
E
=
(D/N )k (1 D/N )nk
Y +1
k+1 k
k=0

n 
X
N
n+1
=
(D/N )k+1 (1 D/N )nk
D(n + 1)
k+1
k=0
!


N D n+1
N
1
,
=
(n + 1)D
N


where the last equality follows from the binomial formula (equivalently since
binomial probabilities sum to one).


N D

(b) The pmf of X is pX (k) = D
nk /
k
variable. Using the fact above,

N
n

 X
n
1
1
E
=
X +1
k+1


k=0

, k = 0, . . . , n; hypergeometric random
D
k

N D
nk


N
n
n
X

N +1
=
(D + 1)(n + 1)
=

N +1
(D + 1)(n + 1)

D+1 N D
nk
k+1


N +1
n+1
k=0

!
N D
n+1
1 N

,
+1
n+1

where the last equality follows since hypergeometric probabilities sum to one.
(c) Poisson approximation of the binomial implies that Y is approximately Poisson
with mean E[Y ] = n(D/N ). And the probabilities on the RHS of the equation
are the relevant Poisson probabilities.