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Mean = E(X) = =
n
x p
i
where
=1
Definition
x =0
n x n x x x p (1 p ) =
x =1
n x n x x x p (1 p )
Value is zero at x = 0
x x! (n x) ! p (1 p )
n!
x x =1
n 1
n x
Definition of x
= np
(n 1)! p x1 (1 p )n x (x 1)! (n x )! x =1
Take out factor of np Upper limit of summation is then (n 1) Cancel x as x! = x(x 1)! Substitution of y = x 1 Substitution of m = n 1 Noting (n x) = (m y) Sum of all binomial terms = sum of all probabilities = 1
= np
y!(m y )! p
m!
y =0
(1 p )m y
= np
= np 1 = np
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1.2
Variance
2 i
pi 2 where
2
p
2
=1
Definition Expansion Add & subtract 2 = (E(X))2 Substitution Rearranging & substitution of = np
= [E(X2) 2] + 2 = 2 + 2
Thus 2 = E(X(X 1)) 2 + = E(X(X 1)) n2p2 + np (b) Secondly reconsider E(X(X 1))
= =
x =0 n
n x n x x( x 1) x p (1 p ) n x n x x( x 1) x p (1 p ) n!
x n x
Definition
x=2
x (x 1) x! (n x) ! p (1 p )
x=2
Definition of x
x2
(1 p )
n x
n(n 1)p2
y!(m y )! p
m!
y =0
(1 p )m y
Substitution of y = x 2 Substitution of m = n 2 Noting (n x) = (m y) Sum of all binomial terms = sum of all probabilities = 1
= n(n 1)p2
(c)
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2 2.1
Poisson Mean
Mean = E(X) = =
x p
i
where
=1
Definition
x =0
e x = x!
x =1
e x x!
e y y!
Value is zero at x = 0 Take out factor of Cancel x as x! = x(x 1)! Substitution of y = x 1 Sum of all Poisson terms = sum of all probabilities = 1
= =
2.2
x =1
e x 1 = (x 1)!
y =0
=1=
Variance
2 2 2
2 i
pi 2 where
=1
= [E(X2) 2] + 2 = 2 + 2
Thus = E(X(X 1)) + = E(X(X 1)) +
2 2 2
(b)
x =0
e x x(x 1) = x!
x=2
y =0
x(x 1)
e x x!
= 2
(x 2)! = e y !
2
x2
x=2
= 2
(c)
= 2 1 = 2
2 = E(X(X 1)) 2 + = 2 2 +
=
Expanding Cancelling
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3 3.1
Some alternative approaches Binomial The following results may be quoted/used in the proofs. Probability generating function Moment generating function
where q = 1 p where q = 1 p
The following properties may then be used to find the mean and variance.
d G (t ) d t t =1
or
d M (t ) d t t =0
= 2
3.2
d2 G (t ) + 2 2 d t t =1
or
= 2
d2 M (t ) 2 2 d t t =0
Poisson The following results may be quoted/used in the proofs. Probability generating function Moment generating function
G(t) = E(tX) = et
t M(t) = E(etX) = e e
The following properties may then be used to find the mean and variance.
d G (t ) d t t =1
or
d M (t ) d t t =0
= 2
d2 G (t ) + 2 2 d t t =1
or
= 2
d2 M (t ) 2 2 d t t =0
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