Probability Generating Functions and Ball Transfer

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Questions and Answers

What is the variance of the random variable W based on the given generating function GW(s) = s3?

  • 0
  • 1 (correct)
  • 3
  • Undefined

Which equation represents the variance of the random variable Y in GY(s) = (1/3) / (1 – s/2)?

  • 4
  • 2/3 (correct)
  • 1
  • 3

If we consider the toss of a biased coin until observing r heads, what is the variance for the random variable X after tossing the fair coin Y times?

  • rp(1 - p)
  • r(1 - p)/p
  • r(1 - p)/p2 (correct)
  • r(1 + p)/p2

What is the expected value E[X] when r = 1 for the scenario described with the biased coin?

<p>2p (D)</p> Signup and view all the answers

Considering the binomial distribution, what is the correct formula for variance given n trials and probability p?

<p>np(1 - p) (D)</p> Signup and view all the answers

What is the marginal probability density function (pdf) of Y, given that Y > 2?

<p>$\frac{1}{y^2}$ (C)</p> Signup and view all the answers

What expression represents the conditional pdf of X given Y = y?

<p>$12x^2y^3e^{-xy}$ (A)</p> Signup and view all the answers

How is the expected value of X given Y = y calculated?

<p>By integrating $xf(x|y)$ over x (B)</p> Signup and view all the answers

What is the expected value of X given Y as a function of Y?

<p>$\frac{3}{Y}$ (D)</p> Signup and view all the answers

What is the reason E[X|Y] is considered a random variable?

<p>It depends on the variable Y (D)</p> Signup and view all the answers

Using double-averaging, what is the resulting value for E[X]?

<p>$0.75$ (B)</p> Signup and view all the answers

What is the limiting distribution of Y in the coin tossing scenario?

<p>Geometric distribution (C)</p> Signup and view all the answers

Which of the following integrals corresponds to E[X|Y]?

<p>$\int_0^\infty x^2y e^{-xy} dx$ (A)</p> Signup and view all the answers

What is the conditional distribution of X given Y = y?

<p>X | Y = y ~ NB(y, p) (C)</p> Signup and view all the answers

What is the formula for calculating P(X < 3)?

<p>P(X &lt; 3) = P(X = 1) + P(X = 2) (C)</p> Signup and view all the answers

What is the expected value E[X] when finding E[Y]/p?

<p>2/p (A)</p> Signup and view all the answers

What is the equation used to find the variance Var(X)?

<p>Var(X) = E[Var(X|Y)] + Var(E[X|Y]) (C)</p> Signup and view all the answers

What does the waiting time until the first occurrence of 'ABRACADABRA' represent?

<p>Delayed renewal event (D)</p> Signup and view all the answers

How is the expected number of trials until the first occurrence of 'ABRA' determined?

<p>Using the Renewal Theorem (D)</p> Signup and view all the answers

What is the probability generating function FABRA(s) based on the given sequence?

<p>FABRA(s) = [s^4/625]/[1 - s + (1 - s)s^3/125 + s^4/625] (A)</p> Signup and view all the answers

What is the probability that 'ABRA' occurs for the first time on trial 7?

<p>(1/5)^3 (D)</p> Signup and view all the answers

What is the expected value $E[X]$ representing in Harry Potter's scenario?

<p>The average time taken to reach the Hall of Prophecies (B)</p> Signup and view all the answers

Which aspect of the problem does the variance $Var(X)$ measure?

<p>The unpredictability of Harry's time to the goal (B)</p> Signup and view all the answers

What would be a method to calculate $E[X]$ if Hermione labels the doors?

<p>Average all possible outcomes without repeating any doors (C)</p> Signup and view all the answers

What does it indicate if $E[Vλ] = ∞$ in a renewal process?

<p>The average time until renewal does not exist (B)</p> Signup and view all the answers

In the context of a generating function $Fλ(s)$, what does the condition $F(1) = 1$ signify?

<p>The probabilities sum to one for the events (D)</p> Signup and view all the answers

Which requirement must be met for $E[Tλ]$ to show positive recurrence?

<p>It must be finite (D)</p> Signup and view all the answers

What does the joint probability density function for continuous random variables X and Y describe?

<p>The likelihood of various combinations of values for two variables (A)</p> Signup and view all the answers

In the context of Harry's problem, what is the significance of the time delays (2 minutes, 4 minutes, 10 minutes) associated with each door?

<p>They influence the average time to the goal (C)</p> Signup and view all the answers

What is the marginal probability density function (pdf) of Y, denoted as f(y)?

<p>f(y) = (1/(α − 1)!) * y^(α−1) (D)</p> Signup and view all the answers

What is the expected value of X given Y = y, denoted as E[X|Y = y]?

<p>E[X|Y = y] = y * 173 (A)</p> Signup and view all the answers

What is the method to find the expected value of X, denoted as E[X], using double averaging?

<p>E[X] = ∫E[X|Y] f(y) dy (B)</p> Signup and view all the answers

What is the probability that you get the highest mark (i.e., P(X=173)) when marks are independent?

<p>P(X=173) = (1/174) (C)</p> Signup and view all the answers

When determining the probability that a transferred ball is white, which approach is most appropriate?

<p>Use the total probability theorem considering all outcomes. (A)</p> Signup and view all the answers

Given that a ball was transferred and you select a ball from the box, what is the probability that the selected ball is white?

<p>The probability is 0.579 due to the four cases considered. (B)</p> Signup and view all the answers

What defines a random variable as 'null proper'?

<p>Its expected value is equal to zero. (C)</p> Signup and view all the answers

In order to classify a probability generating function as 'short proper', what condition must be checked?

<p>There must exist a finite variance. (D)</p> Signup and view all the answers

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Study Notes

Probability Generating Functions

  • If a probability generating function (pgf) has a finite radius of convergence, a value of 1 at that radius, and a finite derivative at that value, the random variable is short proper.
  • If the pgf has a radius of convergence of 1 with a finite derivative at 1 and a finite second derivative at 1, the random variable is null proper.
  • If the pgf does not meet the above criteria, the random variable is improper.
  • To determine the variance, calculate the second derivative of the pgf and evaluate at 1.

Probability of a White Ball in a Box

  • There is a 0.5 probability of choosing either box initially.
  • If you initially choose the box with 2 white and 1 black balls, then the probability of transferring a white ball is 2/3.
  • If you initially choose the box with 2 white and 2 black balls, then the probability of transferring a white ball is 1/2.
  • Therefore, the overall probability of transferring a white ball is (0.5 * 2/3) + (0.5 * 1/2) = 0.579.
  • Given that a white ball is selected from the box with the transferred ball, the probability that a white ball was transferred is 0.8.

Expected Number of Trials

  • The expected number of trials to observe a sequence, like "ABRACADABRA", is determined by the renewal theorem, which states that the expected waiting time is equal to the sum of the expected waiting times for the overlapping subsequences.
  • In the case of "ABRACADABRA", the maximum overlap subsequence is "ABRA", and the expected waiting time for that subsequence is 5 trials.
  • The overall expected waiting time for "ABRACADABRA" is then 5 (for "TA") + 5 (for "ABRA") + 5 (for "ABRACADABRA") = 48,828,755 trials.

Harry Potter's Escape

  • The expected time for Harry to reach his goal is 8 minutes calculated by the weighted average of the time it takes to reach the goal via each door.
  • The variance is 26 minutes.
  • If the doors are labeled, Harry only needs to enter each door once, so the expected time is 10 minutes.
  • The variance is 0.

Marginal and Conditional Probability Density Functions

  • The marginal pdf of Y is the integral of the joint pdf over all possible values of X, which is (3-1)!/y^2 for y > 2.
  • The conditional pdf of X given Y = y is found by dividing the joint pdf by the marginal pdf, which is 12x^2 y^3e^(-xy) for x > 0.
  • The expected value of X given Y = y is found by integrating the product of X and the conditional pdf over all possible values of X, which is 6/(2y).
  • The expected value of X given Y is E[X|Y] = 3/Y, a random variable because it is a function of Y.
  • The expected value of X can be found using double averaging, which is the expected value of the expected value of X given Y, resulting in E[X] = 6/2^3 = 0.75.

Probability of Getting the Highest Mark

  • The probability of getting the highest mark is 1/(174) because all marks are equally likely.
  • The expected number of students with lower marks than you, given your mark is y, is 173*y.
  • The expected number of students with lower marks than you is the expected value of the expected number of students with lower marks given your mark, which is 173/2.

Conditional Variance

  • The conditional variance is the variance of a random variable conditioned on another random variable, which can be calculated using the formula Var(X) = E[Var(X|Y)] + Var(E[X|Y]).
  • In this situation, the conditional variance of X is E[Y(1 – p)/p^2] + Var(Y/p), which simplifies to (4 – 2p)/p.

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