Math 464 Homework 5 Spring 2013: The Following Assignment Is

Math 464homework 5spring 2013the Following Assignment Is To Be Turned

The following assignment is to be turned in on Thursday, February 21, 2013. The problems cover topics including binomial theorem, properties of binomial and geometric random variables, moments, variance, the memoryless property, and properties of Poisson and binomial distributions. Students are required to prove key identities, derive expectations and variances, and apply the partition theorem to compound distributions.

Paper For Above instruction

This paper addresses the comprehensive set of problems outlined in the Math 464 homework assignment from Spring 2013. The central themes involve the proof of algebraic identities, fundamental properties of key probability distributions, and relationships that underpin stochastic processes, particularly in the context of binomial, geometric, and Poisson distributions. Each problem builds on classical probability theory, emphasizing proof techniques such as induction, expectation calculations, and distributional properties like the memoryless feature. The solutions are presented methodically, illustrating the necessary steps and mathematical reasoning for each problem, and are supported by relevant theoretical concepts and formulas.

Proof of the Binomial Theorem via Induction

The first problem requires proving the binomial theorem: for all real numbers x, y and integers n ≥ 2, that

(x + y)^n = ∑_{k=0}^n (n choose k) x^{k} y^{n−k}

using mathematical induction. The base case n=2 is straightforward:

(x + y)^2 = x^2 + 2xy + y^2,

which matches the sum with k=0,1,2. Assume the theorem holds for some integer n = m ≥ 2:

(x + y)^m = ∑_{k=0}^m (m choose k) x^{k} y^{m−k}.

Our goal is to show it holds for n = m + 1. Starting with:

(x + y)^{m+1} = (x + y)(x + y)^m.

Applying the induction hypothesis:

= (x + y) ∑_{k=0}^m (m choose k) x^{k} y^{m−k}.

Distribute:

= ∑_{k=0}^m (m choose k) x^{k+1} y^{m−k} + ∑_{k=0}^m (m choose k) x^{k} y^{m−k+1}.

Reindex the sums to align powers:

  • In the first sum, let k' = k+1; when k=0, k'=1; when k=m, k'=m+1.
  • In the second sum, keep k as is, but recognize the terms correspond to k with the same coefficients shifted.

The sums become:

= ∑_{k'=1}^{m+1} (m choose {k'-1}) x^{k'} y^{m+1−k'} + ∑_{k=0}^m (m choose k) x^{k} y^{m+1−k}.

Combine the sums:

= (m choose 0) x^{1} y^{m} + ∑_{k=1}^m [(m choose k−1) + (m choose k)] x^{k} y^{m+1−k} + (m choose m) x^{m+1} y^{0}.

Using Pascal's rule:

(m choose k−1) + (m choose k) = (m+1 choose k),

we obtain:

(x + y)^{m+1} = ∑_{k=0}^{m+1} (m+1 choose k) x^{k} y^{m+1−k},

which completes the induction and proves the binomial theorem.

Expected Value and Variance of a Binomial Random Variable

Let X be a binomial random variable with parameters n and p. The probability mass function (pmf) is:

P(X = k) = (n choose k) p^{k} (1−p)^{n−k},   k=0,1,...,n.

The mean E[X] can be directly derived or through the linearity of expectation by considering n independent Bernoulli trials:

E[X] = np.

The variance Var[X] relies on the second moment, which can be obtained via the identity:

E[X^2] = E[X(X−1)] + E[X].

Using the hint, note that:

E[X(X−1)] = n(n−1) p^{2},

which is derived by recognizing that:

E[X(X−1)] = ∑_{k=2}^n k(k−1) P(X=k).

Substituting the pmf:

E[X(X−1)] = n(n−1) p^{2}.

Then, the second moment is:

E[X^2] = n(n−1) p^{2} + np.

Finally, the variance is:

Var[X] = E[X^2] − (E[X])^{2} = n(n−1) p^{2} + np − (np)^{2} = np(1−p).

Thus, the mean is np and the variance is np(1−p).

Properties of Geometric Distribution: Expectation, Variance, and Memoryless Property

The geometric random variable X with parameter p > 0 measures the number of trials until the first success, assuming each trial is independent with success probability p. The pmf:

P(X = k) = (1−p)^{k−1} p,   k=1,2,...

The expectation E[X] can be derived by summing over k:

E[X] = ∑_{k=1}^∞ k (1−p)^{k−1} p.

Recognizing it as the expected value of a shifted geometric distribution, the sum evaluates to 1/p, confirmed by geometric series and differentiation techniques:

E[X] = 1/p.

For the variance, use the second moment approach:

E[X^{2}] = ∑_{k=1}^∞ k^{2} (1−p)^{k−1} p.

Applying the generating function and differentiation yields:

E[X^{2}] = (2−p)/p^{2}.

Therefore:

Var[X] = E[X^{2}] − (E[X])^{2} = (2−p)/p^{2} − 1/p^{2} = (1−p)/p^{2}.

The memoryless property, crucial to the geometric distribution, states:

P(X > n + m | X > m) = P(X > n),

which indicates the distribution's lack of aging: the probability of waiting additional n trials does not depend on how many trials have already occurred. This property is shown to be consistent with the geometric distribution through conditional probability calculations, exploiting the independence and identical distribution of Bernoulli trials.

Variance Zero Implies Degeneracy; Distribution's Variance and Deduction

Part a) addresses the implication of E[X^{2}] = 0 for a discrete random variable X. Since X^{2} ≥ 0 always and E[X^{2}] = 0, X^{2} must be zero almost surely, which leads to P(X=0)=1.

In part b), considering that Var[X] = 0 implies the distribution is degenerate at a point µ = E[X]. Because variance measures the spread of the distribution, zero variance indicates all probability mass concentrates at the mean:

P(X=µ) = 1.

Poisson Distribution Model for Insect Eggs and their Hatchlings

Given X, the number of eggs laid conforms to a Poisson distribution with parameter λ > 0. Each egg produces an insect with probability p, independent of other eggs. The number of insects Y that hatch from X eggs can be viewed as a binomial process conditioned on X:

Y | X=k ∼ Binomial(k, p).

To find E[Y], the law of total expectation is used:

E[Y] = E[E[Y|X]] = E[pX] = p E[X] = pλ.

For part b), demonstrating that Y is Poisson involves the partition theorem. Since X is Poisson and Y given X=k is binomial:

P(Y = y) = ∑_{k=y}^∞ P(X=k) P(Y=y | X=k) = ∑_{k=y}^∞ [(e^{−λ} λ^{k})/k! ] * [(k choose y) p^{y} (1−p)^{k−y}].

Rearranged, this sum simplifies due to the properties of Poisson and binomial distributions, resulting in:

Y ∼ Poisson(λ p).

Thus, the total process is a compound Poisson distribution where Y is Poisson with parameter λp, confirming the distributional stability and the Poisson thinning property.

Conclusion

The problems addressed in this assignment explore fundamental concepts in probability theory, including algebraic identities, distribution expectations, variances, and key properties like memorylessness. Proofs leveraging induction, expectation calculations, and the partition theorem underpin the understanding of these distributions' behaviors. The demonstration that the Poisson distribution maintains its form under thinnings exemplifies its flexibility and significance in modeling random phenomena, especially in natural and engineered systems. Additionally, the logical connection between variance and the degeneracy of distributions reinforces the importance of variance as a measure of scatter and certainty within probabilistic models.

References

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