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Consider a population consisting of individuals able to produce offspring of the same kind. Suppose that by the end of its lifetime, each individual will have produced j new offspring with probability Pj, j0, independently of the number produced by any other individual. The number of individuals initially present, denoted by X0, is called the size of the zeroth generation. All offspring of the zeroth generation constitute the first generation, and their number is denoted by X1. In general, let Xn denote the size of the nth generation. Let =j=0jPjand 2=j=0(j)2Pj denote, respectively, the mean and the variance of the number of offspring produced by a single individual. Suppose that X0 = 1鈥 that is, initially there is a single individual in the population

(a) Show that EXn=EXn1.

(b) Use part (a) to conclude that EXn=n

(c) Show that VarXn=2n1+2VarXn1

(d) Use part (c) to conclude that

VarXn=2n1n11鈥呪赌呪赌呪赌if1n2鈥呪赌呪赌呪赌if=1

The model just described is known as a branching process, and an important question for a population that evolves along such lines is the probability that the population will eventually die out. Let 蟺 denote this probability when the population starts with a single individual. That is,

=P{population eventually dies outX0=1

(e) Argue that 蟺 satisfies

=j=0Pjj

Short Answer

Expert verified
  1. It has been showed that EXn=EXn1.
  2. It has been shown and conclude that EXn=n.
  3. It has been shown thatVarXn=2n1+2VarXn1.
  4. It has been shown that VarXn=2n1n11,1n2,=1
  5. It has been shown that The argument is true and it isP(population eventually dies out)=j=0jPj.

Step by step solution

01

Given information (Part a)

Each individual will have produced j new offspring with probability Pj, j0, independently of the number produced by any other individual. The number of individuals initially present, denoted by X0, is called the size of the zeroth generation.

02

Solution (Part a)

The solution is,

=j=0jPj

2=j=0(j)2Pj

where Pjis probability of producing new offspring.

X0=1

Let,

Xn=i=1Xn1Zi

where Ziis the number of offspring of the ithindividual of the (n-1)stgeneration, so:

By conditioning on Xn-1, it can be evaluated that:

EXn=EEXnXn1

=EEi=1Xn1ZiXn1

=EXn1

By applying expectation in above:

EXn=EXn1

03

Final answer (Part a)

Therefore, it has been showed thatEXn=EXn1.

04

Given information (Part b)

Each individual will have produced j new offspring with probability Pj, j0, independently of the number produced by any other individual. The number of individuals initially present, denoted by X0, is called the size of the zeroth generation.

05

Solution (Part b)

The calculation are

Suppose that the claim is true for n-1. Using the relation from part (a), so:

EX1=

EX2=EX1

=2

Similarly,

EXn=EXn1

=n

Or

EXn=nEX0

=n1

=n

06

Final answer (Part b)

It has been shown and conclude thatEXn=n

07

Given information (Part c)

Each individual will have produced j new offspring with probability Pj, j0, independently of the number produced by any other individual. The number of individuals initially present, denoted by X0, is called the size of the zeroth generation.

08

Step 8:Solution (Part c)

Using law of the total variance, so:

VarXn=EVarXnXn1+VarEXnXn1

Now, given that Xn-1,Xnis just the sum of Xn-1independent random variables each having the distribution Pj,j0, hence,

VarXnXn1=Xn12

The conditional variance formula yields,

VarXn=EXn12+VarXn1

=2n1+2VarXn1

09

Final answer (Part c)

Therefore it has been shown thatVarXn=2n1+2VarXn1

10

Given information (Part d)

Each individual will have produced j new offspring with probability Pj, j0, independently of the number produced by any other individual. The number of individuals initially present, denoted by X0, is called the size of the zeroth generation.

11

Solution (Part d)

Now, from result of part (c), we have:

VarXn=2VarXn1+2n1

=22VarXn2+2n1+2n1

=222VarXn3+2n1+2n1+2n1

Now Expanding terms in above expression and putting =1, so:

VarXn=n2

12

Solution (Part d)

Not let's assume that 1, as VarX1=2which is true, suppose that the claim is true for n-1, using the relation from part (c), we have:

VarXn=2n1+2VarXn1

=2n1+22n2n111

=2n11+n111

Now, simplifying above expression:

VarXn=2n11+n1

=2n11+n1

VarXn=2n1n11

Hence,

VarXn=2n1n11

Thus,

VarXn=2n1n11鈥呪赌呪赌呪赌,1n2鈥呪赌呪赌呪赌,=1

13

Final answer (Part d)

Therefore it has been shown thatVarXn=2n1n11,1n2,=1

14

Given information (Part e)

Each individual will have produced j new offspring with probability Pj, j0, independently of the number produced by any other individual. The number of individuals initially present, denoted by X0, is called the size of the zeroth generation.

15

Solution (part e)

Now we need to use the law of total probability:

P(population eventually dies out)=j=0Ppopulation eventually dies outX1=jPX1

Notice that if we comprehend that X1=j, believe the branching process as j independent branching processes that begin from the beginning. The probability that each of them fails eventually is , Hence:

Ppopulation eventually dies outX1=k=j

On the other side it is given that PX1=k=Pj, therefore:

P(population eventually dies out)=j=0jPj

16

Final answer (Part e)

Therefore it has been shown that The argument is true and it isP(population eventually dies out)=j=0jPj

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