PROBLEM ONE

The random variable ξ has Poisson distribution with the parameter λ. If ξ = k we

perform k Bernoulli trials with the probability of success p. Let us define the random
variable η as the number of successful outcomes of Bernoulli trials. Prove that η has
Poisson distribution with the parameter pλ.

Solution
ξ
Recall that by definition η= *
𝑖=1 𝑏𝑖 = 1+
𝑤ℎ𝑒𝑟𝑒 𝑏𝑖 ∼ Ber(p) and ξ ∼Poi (λ)
Therefore
∞

𝑝 (η = k ) = p(η = k , ξ = n)
𝑛=0
∞

= p(η = k ξ = n)𝑝(ξ = 𝑛)
𝑛=0
∞

= p(η = k ξ = n)𝑝(ξ = 𝑛)
𝑛=k

Since all variables are taken as independent and conditioned on ξ = 𝑛, η ∼ 𝐵(𝑛, 𝑝)

=⇒
𝑛 𝑘
𝑝 (η = 𝑘 ξ = 𝑛 ) = 𝑝 (1 − 𝑝)𝑛−𝑘
𝑘
λ n e −λ
ξ is the Poisson-distributed, 𝑝(ξ = n) = ⇒
n!
∞
𝑛! 𝑘 𝑛−𝑘
𝜆𝑛 𝑒 −𝜆
𝑝 (η = k ) = 𝑝 (1 − 𝑝)
𝑘! (𝑛 − 𝑘 )! 𝑛!
𝑛 =𝑘
∞
(𝜆𝑝)k [𝜆(1 − 𝑝)]𝑛−𝑘 −𝜆 e−𝜆𝑝
= e
k! (n − k )! e−𝜆𝑝
𝑛=𝑘

1
 ∞
k −𝜆𝑝
(𝜆) e [𝜆(1 − 𝑝)]n−k −𝜆(1−𝑝)
= e
k! (n − k )!
𝑛=𝑘
∞
𝑛
(𝜆)𝑘 𝑒 −𝜆𝑝 𝜆 𝑒 −𝜆
=
𝑘! 𝑛!
𝑛 =0

(𝜆𝑝)𝑘 𝑒 −𝜆𝑝
=
𝑘!
This shows that η is Poisson-distributed with parameter pλ

2
PROBLEM 2

A strict reviewer needs t1 minutes to check assigned application to Deep|Bayes

summer school, where t1 has normal distribution with parameters μ1 = 30, σ1 =10.
While a kind reviewer needs t2 minutes to check an application, where t2 has
normal distribution with parameters μ2 = 20, σ2 = 5. For each application the
reviewer is randomly selected with 0.5 probability. Given that the time of review t =
10, calculate the conditional probability that the application was checked by a kind
reviewer.

Solution
Given that p(r=strict) = p(r=kind) = 0.5, p(t|r=strict) ∼ N(30,10) and p(t|r=kind)
∼ N(20,5).
𝑝(𝑡 = 10, 𝑟 = 𝑘𝑖𝑛𝑑)
𝑝(𝑟 = 𝑘𝑖𝑛𝑑 𝑡 = 10) =
𝑝(𝑡 = 10)
𝑝(𝑡 = 10 𝑟 = 𝑘𝑖𝑛𝑑)𝑝(𝑟 = 𝑘𝑖𝑛𝑑)
=
𝑝(𝑡 = 10 𝑟 = 𝑘𝑖𝑛𝑑)𝑝(𝑟 = 𝑘𝑖𝑛𝑑) + 𝑝(𝑡 = 10 𝑟 = 𝑠𝑡𝑟𝑖𝑐𝑡 )𝑝(𝑟 = 𝑠𝑡𝑟𝑖𝑐𝑡)
𝑝(𝑡 = 10 𝑟 = 𝑘𝑖𝑛𝑑)
=
𝑝(𝑡 = 10 𝑟 = 𝑘𝑖𝑛𝑑) + 𝑝(𝑡 = 10 𝑟 = 𝑠𝑡𝑟𝑖𝑐𝑡 )

(𝑡−μ)2
For normal pdf densities for the two cases = 2⇒
2σ 2

(𝑡 − μ)2
𝑝
2σ2
1
𝑝(𝑟 = 𝑘𝑖𝑛𝑑 𝑡 = 10) = 𝜎𝑘𝑖𝑛𝑑
1 1
+
𝜎𝑘𝑖𝑛𝑑 𝜎𝑠𝑡𝑟𝑖𝑐𝑡
1
= 5
1 1
+
5 10

3
This follows that the probability of the application being reviewed by kind reviewer
2
is
3