Winter 2011/12 Term 2 STAT 302 Assignment 3 (Due at 2pm on Fri Feb 17, 2012)

1. Find the value of c such that the following functions are probability mass functions: (a) P (X = k) = (c k)/n, k = 1, 2, ..., n. (b) P (X = k) = c/2k , k = 1, 2, ... . Note that this function is not only dened on 1, 2, ..., n, but also n + 1, .... 2. Peter and Allen are working on an assignment together. They decide that Peter will work on part (a) only, which consists of 5 problems, and Allen will work on part (b) only, which consists of 4 other problems. Suppose that Peter can solve a problem by himself before the deadline with a probability p1 , and Allen can solve a problem by himself before the deadline with a probability p2 . Suppose that all questions are equally complicated and that Peter and Allen work independently. (a) What is the distribution of the number of problems Peter can solve before the deadline? What is the distribution of the number of problems Allen can solve before the deadline? Dene the random variable, write down the probability mass function and state what kind of distribution it follows. (b) What is the distribution of the total number of problems they can solve before the deadline? 3. A physician is planning to conduct a blood test on all residents in a big area for a certain kind of u. Suppose that the aected proportion of residents in this area is p (0 < p < 1), and that all residents are independent of each other. The physician plans to test one resident at one time, but a statistician proposes another scheme. The statistician suggests that he rst divides all residents, at random, into groups of k residents each, then tests the mixture of blood samples from a group of k residents at one time. If the virus is not detected in the mixed sample, which means none of the k residents is aected, then no further tests are needed for residents in this group. If the virus is detected in the mixed sample, then each resident in this group is checked separately. (a) For the statistician's suggestion, what is the distribution of the number of tests needed for a group of k residents? Dene the random variable, write down the probability mass function, and state what kind of distribution it follows. (b) What is expected number of tests needed for a group of k residents? (c) If k = 2 and p = 0.1, can the statistician's suggestion reduce the total number of tests needed? 4. Let X |N Bin(N, p), and let N Bin(m, q ). What is the distribution of X ?
Hint:

Since N is a random variable, use the fact that

P (X = k |N = n) = n k p (1 p)nk , k m n q (1 q )mn , n k = 0, 1, ..., n

and
P (N = n) = n = 0, 1, ..., m

to nd P (X = k). You may also nd the Binomial theorem useful here:
n

(x + y )n =
k=0

n k nk x y k

5. Let X Geom(p). (a) Show that, for a > 0, (b) Show that, for a > 0 and b > 0,
P (X > a + b|X > a) = P (X > b) P (X > a) = (1 p)a

6. Dr. Emmett Brown has a large stockpile of ux capacitors, 15% of which are in need of repair. He is equipped with only four repair kits, and selects ux capacitors one at a time to test. Suppose that, if a ux capacitor is working, it takes 10 minutes to test, and that if it is in need of repair, it takes 30 minutes to both test and repair. (a) What is the expectation and variance of the time it takes until Dr. Emmett Brown is out of repair kits (i.e., has encountered and repaired four ux capacitors)? (Assume that by a `large' stockpile, that there are, for all intents and purposes, innite ux capacitors to test). Be sure to dene the random variable, and state what kind of distribution it follows. (b) Suppose now that, in this large stockpile, the proportion that are in need of repair is p, and that X is the number of ux capacitors Dr. Emmett tests until he nds kth in need of repair. Suppose that Yi is dened as the number of tests performed between nding the (i 1)th and ith ux capacitor in need of repair, and that the stockpile is large enough that we can consider each Yi as being independent. Conrm that:
k

1)E (X ) = E (
i=1

Yi )
k

2)V ar(X ) = V ar(

i=1

Yi )