Probability Theory: Binomial Distribution and Approximation for Large Samples, Assignments of Probability and Statistics

The concept of probability in the context of binomial distribution. The author derives the formula for the probability of having an equal number of heads and tails in a binomial experiment, and discusses the stirling approximation for large values of n. The document also compares the behavior of the probability when p = q = 1/2 and when p ≠ q.

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Pre 2010

Uploaded on 08/31/2009

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Chapter 3 Problems
1. Let Rj,Mj, and Ajrespectively designate the events, {red on jth draw},
{mauve on jth draw}, and {attractive rainbox motif on jth draw}. Be-
cause there are 4 red socks, 6 mauve ones, and 8 rainbow-colored socks(!),
we have
Pr{match}= Pr(R1R2) + Pr(M1M2) + Pr(A1A2)
=4
2
18
2+6
2
18
2+8
2
18
2=49
153.
5. Worked out during lectures.
27. Let p= Pr(H), where H={heads}, etc. Note that the probability of the
event A={number of heads = the number of tails}is the same as the
probability that the total number of heads is exactly n. Let Hdenote the
collection of all arrangements of nheads and ntails [try to digest this
first!]. Each B H has probability pn(1 p)n. Therefore,
Pr(A) = |H| · pn(1 p)n=|H|(pq)n,
where |H| denotes the number of elements of Hand q= 1 p, as usual.
It should now be clear that |H| is the number of ways we can distribute n
heads—and hence also ntails—in 2nslots. Thus, |H| =2n
n. Therefore,
Pr(A) = 2n
n(pq)n.(1)
This is the desired formula. In order to approximate this expression for
large values of n, we need the Stirling formula (p. 96 of your text):
n!(n/e)n2πn, (2)
where anbnmeans limn→∞(an/bn) = 1.
We apply (2) to find that
2n
n=(2n)!
(n!)2(2n/e)2n4πn
(n/e)n2πn2=(2n/e)2n4πn
2πn ·(n/e)2n=22n
πn
=4n
πn .
Plug this into (1) to find that
Pr(A)(4pq)n
πn as n .
An interesting feature of this is that when p=q= 1/2, then Pr(A)
1/πn goes to zero as n , but rather slowly. On the other hand,
1
pf2

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Chapter 3 Problems

  1. Let Rj , Mj , and Aj respectively designate the events, {red on jth draw}, {mauve on jth draw}, and {attractive rainbox motif on jth draw}. Be- cause there are 4 red socks, 6 mauve ones, and 8 rainbow-colored socks(!), we have

Pr{match} = Pr(R 1 ∩ R 2 ) + Pr(M 1 ∩ M 2 ) + Pr(A 1 ∩ A 2 )

=

2

2

2

2

2

2

  1. Worked out during lectures.
  2. Let p = Pr(H), where H = {heads}, etc. Note that the probability of the event A = {number of heads = the number of tails} is the same as the probability that the total number of heads is exactly n. Let H denote the collection of all arrangements of n heads and n tails [try to digest this first!]. Each B ∈ H has probability pn(1 − p)n. Therefore,

Pr(A) = |H| · pn(1 − p)n^ = |H|(pq)n,

where |H| denotes the number of elements of H and q = 1 − p, as usual. It should now be clear that |H| is the number of ways we can distribute n heads—and hence also n tails—in 2n slots. Thus, |H| =

( 2 n n

. Therefore,

Pr(A) =

2 n n

(pq)n. (1)

This is the desired formula. In order to approximate this expression for large values of n, we need the Stirling formula (p. 96 of your text):

n! ∼ (n/e)n

2 πn, (2)

where an ∼ bn means limn→∞(an/bn) = 1. We apply (2) to find that ( 2 n n

(2n)! (n!)^2

(2n/e)^2 n

4 πn { (n/e)n

2 πn

(2n/e)^2 n

4 πn 2 πn · (n/e)^2 n^

22 n √ πn

=

4 n √ πn

Plug this into (1) to find that

Pr(A) ∼

(4pq)n √ πn

as n → ∞.

An interesting feature of this is that when p = q = 1/2, then Pr(A) ∼ 1 /

πn goes to zero as n → ∞, but rather slowly. On the other hand,

when p 6 = q, then Pr(A) goes to zero exponentially fast as n → ∞. Does this make physical sense to you? [It should if you think about it for a while.]

  1. (a) By the binomial theorem,

∑^ n

k=

(−1)k

n k

= (1 + (−1))n^ = 0.

(b) This was worked out during the lectures. (c) Let us write n = 2m, since n is even. Then, the method that led to the answer of (b) shows that

∑^ m

k=

2 m 2 k

= the number of even-sized subsets of { 1 ,... , 2 m}

× the total number of subsets of { 1 ,... , 2 m}

=

× 22 m.

Clearly, this is the same as 2n−^1. (d) The same as (c), but now we are counting the total number of odd- sized subsets of { 1 ,... , n}.