Probability Distributions: Binomial and Multinomial Laws, Exercises of Probability and Statistics

Solutions to various probability problems based on binomial and multinomial distributions. It covers topics such as binomial probability law with different parameters, multinomial probability law, and independent events. The document also includes problems related to geometric probability and the khayyam-newton expression.

Typology: Exercises

2011/2012

Uploaded on 08/03/2012

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bg1
nk
K
n
n
Pkpp
k

=−


b). Binomial probability law with parameters n and ap:
( ) ( )
1
1
11
()1
nk
k
n
n
Pkapap
k

=−


c). Binomial probability law with parameters n and (1-a)p:
( ) ( )
2
2
22
[(1)]1(1)
nk
k
n
n
Pkapap
k

=−−


c). Multinomial probability law with parameters n and p1=p, p2=ap, and p3=(1-a)p:
( )
1212
12
1212 1212
1112
,,()[(1)]
,,
!
(1)
!!()!
kknkk
n
kkn
n
Pkknkkapapp
kknkk
naap
kknkk
−−

=−=

−−

=−
−−
a)
0
Pkp
==
(
11
Pkpp
==−
(
2
21
Pkpp
==−
Problem 1: [GAR]2.
76
Problem 2: [GAR]2.
78
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pf4
pf5

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K n^ k n

n P k p p k

b). Binomial probability law with parameters n and ap :

1 1 1 1

k n^ k n

n P k ap ap k

c). Binomial probability law with parameters n and (1-a)p :

2 2 2 2

[(1 ) ] 1 (1 )

k n k n

n P k a p a p k

c). Multinomial probability law with parameters n and p 1 =p, p 2 =ap, and p 3 =(1-a)p:

1 2 1 2

1 2

1 2 1 2 1 2 1 2

1 1 1 2

, , ( ) [(1 ) ]

k k n k k n

k k n

n P k k n k k ap a p p k k n k k

n a a p k k n k k

 −^ − 

a)

P k [ = 0 ]= p

P k [ = (^1) ] = p (^) ( 1 − p )

[ ] ( )

2 P k = 2 = p 1 − p

Problem 1: [GAR]2.

Problem 2: [GAR]2.

[ ] [ ] [ ] [ ] ( )

3 P k = 3 = 1 − P k = 0 − P k = 1 − P k = 2 = 1 − p

b) In general:

( ) ( 1 )^0

k P k = − p pk < m

1 1 1

0 0 0

m m m m k k

k k k

p P m P k p p p p p p

− − −

= = =

= − = − − = − − = − ×

∑ ∑ ∑

m m m

p p p p p

a). For a car to pay $k, it needs to be in the lot for (k-1)/2 < t < k/

1 1 2 2 2 2

[ ]= [ ] [ ] [ ]

= ( 1) for 0,1,2,

k k k

k k k k P Pay k dollars P t P t P t

e e e e k

− − − −

− = − = L

P($k) =

1 1 1 1 1 1 2 2 2 2 2 2 1 2 (1 ) (1 ) ( ) (1 )

k k k e e e e e e e

− − − − − − (^) − − − = − = − k=1,2,3,…

It is a geometric probability law with p =

1 e^2

− .

b). Unconditional

1 1 5 2 4 2 2 2 P k [ 5] ( e ) (1 e ) e e

− − (^) − −

= = − = −. For all values of k namely ( 1 ≤ k ≤ 5 ) it

is similar to part a.

Conditional: Means we have

5 1

(1 5) [ 5 / max 5] [ ]

k P k is P t e e

− −^ −

For other values of k 1 ≤ k ≤ 4 it is the same as part a. You can easily check that sum of all

probabilities is equal to 1.

P [k tosses required until heads comes up twice]

= P [one of the first k-1 tosses is heads AND the k

th

toss is heads] = P A ( I B )

Problem 3: [GAR]2.

Problem 4: [GAR]2.

y ( ) y ( ) x y x Sy

F y P x ≤ ∈

4

4 4 4

y ( )

y

y

F y

  −^ ≤^ <

  +^    =  

4 4 4 4

y

y

  +^     +^    =^   ≤^ <

  +^     +^     +^    =

4

2 4

y

y

   ≤^ <

Fy(y)

-4 -2 2 4 y

1 1!^1

K n^ k^ k n^ k n

n (^) n P k p p p p p k K n k p

+ =   − = − ×

 +^  +^ −^ −^ −

k^ n^ k n n

p n^ P n^ k n k p p P k P k k p k n k p k

= × × − × − ⇒ + =

a) Let L be the duration of the match. If Fischar wins a match of L games, then L −1 draws

must occur before he wins. Summing over all possible lengths:

10 10 10 1 10

1 1

Fischer wins 0.3 0.4 0.3 1 0. 0.3 0.3 1 0.3 7

l l

l l

P

= =

= = = × = −

− ^ 

∑ ∑

b)

If is the length of the match, then iff 1 draws occur, followed by a win by either

player. The probability of a win by either player is 0.7. So:

X X = L L −

1

9

0 otherwise

l

X

l

P l P X l l

−  (^) =   = = = (^)  =

  

Note that l =10 iff 9 draws occur.

a). probability of having 2 = P ( y = 2 ) = P 2

probability of not having 2 = 1 − P 2 (^) = P 0 (^) + P 1

3 7 3 7 2 2 2 0 1

So: number of 2's in 10 symbol =3 1 3 3

P P P P P P

b) Using Multinomial experiment. If Ni shows number of symbol 's in 10 symbols then i

N (^) 2 = 3, N (^) 0 + N 1 (^) = 7 ⇒ N (^) 1 = 7 − N (^) 0. when N 0 goes from 0 to 7. Therefore:

Problem 7:

Problem 8:

Problem 9:

c)

PX ( x )

e 1

e

x

FX (^) ( x )

x

e 1

e

x < 1 1

d)

( 2 1 )

1 1

k Z k k

P Z odd P Z P Z P k e e

∞ ∞ − −

= =

= = = + = + ⋅ ⋅ ⋅ = (^) ∑ − = − ∑

(^2 ) 2 2 2 1

k

k

e e e (^) e e e e e e e e e e e e e

∞ − − − =