CHEE209:ProblemSet#3forTutorialDiscussion

Solutions
October4
th
2010

1. Whataretheassumptionsunderlyingabinomialprocess?
a) Eachoutcomeortrialisindependentofthepreviousoutcome
b) Eachtrialoroutcomeresultsinoneoftwooutcomes;thesearelabeledasuccessorfailure
c) Theprobabilityofasuccessoneachtrial,denotedbypisconstantinalltrialsoroutcomes

2. Theoccurrenceofasuccessfuloutcomeisthoughttofollowabinomialprocesswithn=4andp=.2.
Thedistributionfunctionforabinomialprocessis:

p
X
(x) =
n!
x! (n - x)!
p
x
(1 -p)
n-x

Theattachedspreadsheethasseveralcolumns.Thefirstshowsx,thesecondshowstheprobabilitydistribution
functionandthethirdshowsthecumulativedistributionfunction(thecumulativesumofthepdf).Thenext
columnshowsxp
X
(x).Bydefinition,p = xp
X
(x)
4
x=0
,andsothesumofthiscolumnshouldequalnp=.8.The
nextcolumnshows(x - p)
2
p
X
(x)Thesumofthiscolumnequalsthevariancewhichequalsnp(1p)=4(.2)(1
.2)=.64

a) Makeatableshowingtheprobabilitydistributionfunction.
b) Usethetabletonumericallyverifytheformulasforthemeanandvarianceofabinomialdistribution
c) Makeatablethatshowsthecumulativedistributionfunction.

d) CalculatetheE(g(X))where:
i. g(x)=10x+5
ii. g(x)=x^2

n 4
p 0.2
x pdf cdf x*p(x) (xu)^2p(x)
0 0.4096 0.4096 0 0.262144
1 0.4096 0.8192 0.4096 0.016384
2 0.1536 0.9728 0.3072 0.221184
3 0.0256 0.9984 0.0768 0.123904
4 0.0016 1 0.0064 0.016384
sum 1 0.8 0.64
Thereareseveralwaysthiscanbedone.Thefirstwouldbetoappendanothertwocolumnstothespreadsheet
andnumericallycalculatethese.Theotheristorecognizethatthattheexpectationoperatorislinear

E{1uX + S] = 1uE{X] + S = 1up + S = 1u (. 8) + S = 1S

Forthesecondpartofthisproblem,weusethefollowingexpansionforthevariance

o
2
= E{(X -p)
2
] = E{X
2
-2pX + p
2
] = E{X
2
] -E{2pX] + E{p
2
] = E{X
2
] - 2pE{X] + p
2

Thelaststatementfollowsbecausethemeanisconstantandnotarandomvariableandweareusingoneofthe
propertiesoftheexpectationoperator,thatisE{kX] = kE{X]wherekisaconstant.Followingalongweobtain

o
2
= E{X
2
] - 2pE{X] + p
2
= E{X
2
] -p
2

Rearrangingthisequation

E{X
2
] = o
2
+ p
2

Thisisafundamentalidentitythatisnotdependentontheparticulardistributionfunction.Substitutingfor
thespecificvaluesofthevarianceandmeanweobtain

E{X
2
] = o
2
+p
2
= .64 + . 8
2
= 1.28

Itisjustacoincidencethatthevarianceequalsthesquareofthemean.

3. WhataretheassumptionsunderlyingaPoissonprocess?TheprobabilitydistributionfunctionforaPoissonprocess
is
p
X
(x) =
c
-Z
x
x
x!
,x=0,1,2

Whereistheaveragenumberofflawsofthelengthoftheentireinterval

ThePoissonprocessisusedtodescriberareeventsintime,ordistance.Theunderlyingassumptionsarethat
a) Theprobabilityofoccurrenceisindependentofwhetherpreviouseventshaveoccurred
b) Theprobabilityofoccurrencedependsonthelengthofinterval.

4. TheoccurrenceofaneventisthoughttofollowaPoissonprocesswith=2.
a) Makeatableshowingtheprobabilitydistributionfunctionforx=0,1,2,9,10,20

x 0 1 2 9 10 20
p(x) 0.135335 0.270671 0.270671 0.000191 3.82E05 5.83E14
x*p(x) 0 0.270671 0.541341 0.001719 0.000382 1.17E12

b) Evaluatetheprobabilitythattherearemorethan2occurrencesofanevent.

Prob(X > 2) = 1 -Prob(X 2) = 1 - |Prob(X = u) + Prob(X = 1) + Prob(X = 2)]

Fromtableshowabovewecancalculatethisas

Prob(X > 2) = .u.S2SS24

c) Showthatareasonableapproximationtothemeancanbeobtainfromtheformula
E(X) = 2 = i p(i) =

=0
i p(i)
9
=0

Theanswertothisquestionisnottheoreticalisnumerically.Essentiallyonemustestablishthatthetermsinthe
summationbeyond10aresmallcomparedtothetotalsum.Ifonelooksatthetableonecanseethatthe
probabilitydistributionfunctionissmallbeyond10.Ifyouweretoevaluatethesummations,youwouldfindthat
thecontributionofthetermsbeyond10sumto.01.02

5. Thenumberofgammaraysemittedpersecondbyacertainradioactivesubstanceisarandomvariablehavingthe
Poissondistributionwith=5.8.Arecordinginstrumentbecomesinoperativewhentherearemorethan12raysper
second.
1

a) Whatistheprobabilitythattheinstrumentbecomesinoperativeduringanygivensecond?
LetXdenotethenumberofgammaraysemittedpersecond.WeareaskedtoevaluateProb(X 12). Todothis
wemusteitherconstructaspreadsheettodetermine

Prob(X 12) = 1 - Prob(X < 12) = 1 - |Prob(X = u) + Prob(X = 1) + + Prob(X = 11)]

Alternative,youcan(atleastinanassignment)lookonthewebforprobabilitycalculators.Forapassion
distribution,onecanbefoundathttp://easycalculation.com/statistics/poissondistribution.php
Tousethis,entertheaveragerate(5.8)andthevalueoftherandomvariable,whichis12.Theonlinecalculator
returnsthepdfforx=12,whichis0.009.Todeterminetherequiredprobability,weenterx=11intheonline
calculator,andthevalueforProb(X 11) = u.98Sisreturned,fromwhichwecalculate

Prob(X 12) = 1 - .98S = u.1S

b) Whatistheprobabilitythattheinstrumentbecomesinoperativeduringthefirst2seconds?Forthis
problemtheintervalis2seconds.Wearegiventheaverageratefor1second.Wemakethereasonable
assumptionthattheaverageratefor2secondsistwicetheaverageratefor1second.Thisleadsto
z = 2 - S.8 = 11.6.Usingtheonlinecalculatorfind

Prob(X 12) = 1 - .Su8 = .492

Doesitmakesensethattheprobabilityofmorethan12occurrencesin2secondsshouldbegreaterthanthe
probabilityofmorethan12occurrencesin1second?Yes.

1
Variation on Problem from R.A. J ohnson, Probability and Statistics for Engineers, (2011), 8
th
edition, Prentice Hall
6. ThenumberofflawsinafiberopticcablefollowsaPoissonprocesswithanaverageof0.6per50meters
2
.
a) Findtheprobabilityofexactly2flawsin100meters.Thisisaplugincalculation.Wefirstmustdetermine
theaveragefailurerateper100meters,whichwewillassumeistwicethatfor50meters.
z = 2(. 6) = 1.2

Prob(X = 2) =
c
-x
z
x
x!
=
c
-1.2
1.2
2
2!
= .217

b) Findtheprobabilityofexactly1flawinthefirst50metersandexactly1flawinthesecond50meters.The
averagerateforflawsin50metersis0.6.

Prob(X = 1) =
c
-x
z
x
x!
=
c
-0.6
u.26
1
1!
= .S29

c) Nowtheprobabilityoffinding1flawinthesecond50metersisthesameasfindingoneflawinthefirst50
meters.Why?ThefundamentalpropertiesofaPoissonprocessarethat:
i. Theprobabilityofoccurrenceisindependentofwhetherpreviouseventshaveoccurred
ii. Theprobabilityofoccurrencedependsonthelengthofinterval.

SuggestedProblemsFromMontgomeryetal.Answersareprovidedintext.Thesewillnotbediscussedinclass:

Pg98:3.89,3.95&3.99
Pg104:3.111&3.117

2
ibid