STAT 333 Assignment 1

Due: Friday, Jan 27 at the beginning of class (or up to 5 minutes in) 1. Consider 10 beads on a bracelet having probability p of being blue and probability 1 - p of being purple. We say a changeover occurs whenever a bead is a different colour from the one beside it. For example, if the beads are B B P P P P B B B P then there are four changeovers (remember it loops around so the last P is next to the first B). a. Find the expected number of changeovers. b. Find the variance of the number of changeovers. c. Describe how the mean and variance of the number of changeovers behave for different values of p. Provide a brief logical explanation. Hint: attach indicator variables to pairs of consecutive beads. X1 for 1st and 2nd, X2 for 2nd and 3rd, etc. Be careful, the indicators are not all independent. 2. Consider a Negative Binomial random variable Y ~ NB(r, p). Prove that Y is a proper rv iff p > 0 by the following methods: a. Express Y as the sum of r independent Geometric random variables, and apply a known result about the Geometric distribution. b. Show that P(Y = ) = 0 directly (not using a). c. Show (not using a) that E[Y] is r/p. Why does this imply Y is proper? 3. Suppose we have a series of independent trials, where the outcome is either S or F, but the probability of S on trial n is pn, not necessarily constant. This is different from Bernoulli trials, where all pn = p. Let X = number of trials until the first S, including that trial. (Similar to Geometric) a. Give an expression for the probability mass function, P(X = k). b. Give an expression for P(X = ). c. Prove that if pn = an, where 0 < a < , then (1 p n ) 1 a a2 ak
n 1 k

Hint: use induction on k. Start with k = 1, 2, 3 to get a feel for the pattern. This is actually true in a more general case, for any series of probabilities pn, and is sometimes called the Sum-Product Lemma. d. Using the general result in c, when we take the limit as k goes to , what happens to

(1 pn ) if
n 1

pn diverges? What if
n 1

p
n 1

converges to something < 1?

e. Back to our trials. Suppose pn = 3n. Determine using the results in c and d whether X is proper or improper by finding P(X = ). 4. Suppose X1, X2, X3, and Y are independent continuous uniform random variables over the unit interval (0,1). a. Find P(Xi < Y). Hint: condition on Y or use any other valid argument. State your arguments clearly. b. Find P(Xi < Y AND Xj < Y) for i j. Hint: condition on Y or use any valid argument. c. Use the above to evaluate Var(Z), where Z is the number of Xis that are < Y 5. In Bernoulli(p) trials, let Xk = # trials needed to observe k Ss in a row a. Find E[X1] b. Find a recursive equation for E[Xk] in terms of E[Xk-1] by expressing Xk = Xk-1 + Xk|k-1, where Xk|k-1 is the number of additional trials needed to get k Ss in a row, given that we just saw k-1 Ss in a row. Hint: condition on the next outcome after seeing the k-1 Ss and use double averaging. c. Using a and b, derive a general expression for E[Xk] that only depends on p and k. d. Suppose we are observing the digits in the decimal expansion of pi. On average, how many digits would we need to observe to see 3 5s in a row? 10 5s in a row?