MM 225: Assignment 4

1. Derive expected value and variance for the following discrete random variables:
a. X is a Bernoulli random variable with probability of success p (Notation: X ~
Bernoulli(p)).
b. X is binomial random variable with n independent trials and probability of
success p (Notation X ~ Binom(n,p)).
c. Bernoulli trials with probability of success p is carried out until the first
success is encountered. X is random variable of number of trials carried out
before the first success. Such a random variable is said to follow geometric
distribution with probability of success p (Notation X ~ Geom(p)).
d. X is random variable that follows Poisson distribution with parameter λ
(Notation X ~ Poi(λ)).
2. Derive expected value and variance for the following continuous random variable.
a. X is a normal random variable with parameters μ and σ2 – denoted as X ~
N(μ, σ2).
b. X is a exponential random variable with parameter λ, - denoted as X ~ Exp(λ).
c. X is beta random variable with parameters (a, b) – denoted as X ~ Beta(a,b)
d. X is a uniform random variable on the interval [a,b] – denoted as X ~ Uni(a, b)
3. Let random variable X ~ Binom(n,y), where y is unknown probability of success. Now
suppose that y itself is a random variable having beta distribution with parameters
(a, b). a and b are known. Here we have probability mass function of X given y as :

𝑛
𝑓(𝑥|𝑦) = ( ) 𝑦 𝑥 (1 − 𝑦)𝑛−𝑥
𝑥

And probability density function for y as

𝑦 (𝑎−1) (1 − 𝑦)(𝑏−1)
𝑔(𝑦) =
𝐵𝑒𝑡𝑎(𝑎, 𝑏)

Then the posterior density of y is defined as

𝑓(𝑥|𝑦)𝑔(𝑦)
𝑓(𝑦|𝑥) = 1
∫0 𝑓(𝑥|𝑦)𝑔(𝑦)

Determine the posterior density of probability of success in the present case.