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The random variable X is said to have the Yule-Simons distribution if

P{X=n}=4n(n+1)(n+2),n≥1

(a) Show that the preceding is actually a probability mass function. That is, show that∑n=1∞P{X=n}=1

(b) Show that E[X] = 2.

(c) Show that E[X2] = q

Short Answer

Expert verified

In the given information the answer of part(a) is∑n=1+∞P(X=n)=1

part(b) is EX=2

part (c) isEX2=+∞

Step by step solution

01

Step 1:Given Information (Part-a)

Given thatP(X=n)=4n(n+1)(n+2),n≥1.

02

Step 2:Calculation (Part-a)

∑n=1+∞P(X=n)

=∑n=1+∞4n(n+1)(n+2)

=∑n=1+∞4n(n+1)-4n(n+2)

=∑n=1+∞4n-4n+1-4n(n+2)

=∑n=1+∞4n-4n+1-2n+2n+2

=2+1+2∑n=3+∞1n-2-4∑n=3+∞1n+2∑n=3+∞1n

=1

03

Step 3:Final Answer ( Part-a)

The answer is ∑n=1+∞PX=n=1

04

:Given Information (Part-b)

Given that P(X=n)=4n(n+1)(n+2),n≥1

The expected value is the sum of each possibility n, with its possibility .

05

Step 5:Calculation(Part-b)

E(X)=∑i=1+∞nP(x=n)

=∑n=1+∞4nn(n+1)(n+2)

=∑n=1+∞4(n+1)(n+2)

=4∑n=2+∞1n-4∑n=3+∞1n

= 4×12

=2

06

Step 6:Final Answer (Part-b)

The answer isEX=2

07

Step 7:Given Information (Part-c)

Given thatP(X=n)=4n(n+1)(n+2),n≥1

08

Step 8:Calculation (Part-c)

EX2=∑i=1+∞n2P(x=n)

=∑n=1+∞4nn(n+1)(n+2)

=∑n=1+∞4n(n+1)(n+2)

=2+4∑n=31n

=2+4(+∞)

=+∞

09

Step 9:Final Answer (Part-c)

The answer isEX2=+∞

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Most popular questions from this chapter

A fair coin is flipped 10times. Find the probability that there is a string of 4consecutive heads by

(a) using the formula derived in the text;

(b) using the recursive equations derived in the text.

(c) Compare your answer with that given by the Poisson approximation.

The number of times that a person contracts a cold in a given year is a Poisson random variable with parameter λ=5. Suppose that a new wonder drug (based on large quantities of vitamin C) has just been marketed that reduces the Poisson parameter to λ=3 for 75 percent of the population. For the other 25 percent of the population, the drug has no appreciable effect on colds. If an individual tries the drug for a year and has 2 colds in that time, how likely is it that the drug is beneficial for him or her?

Let Xbe such thatP{X=1}=p=1-P{X=-1}

Find c≠1such that EcX=1.

Two athletic teams play a series of games; the first team to win 4 games is declared the overall winner. Suppose that one of the teams is stronger than the other and wins each game with probability .6, independently of the outcomes of the other games. Find the probability, for i = 4, 5, 6, 7, that the stronger team wins the series in exactly i games. Compare the probability that the stronger team wins with the probability that it would win a 2-outof-3 series.

Here is another way to obtain a set of recursive equations for determining Pn, the probability that there is a string of kconsecutive heads in a sequence of nflips of a fair coin that comes up heads with probability p:

(a) Argue that for k<n, there will be a string of kconsecutive heads if either

1. there is a string of kconsecutive heads within the first n-1flips, or

2. there is no string of kconsecutive heads within the first n-k-1flips, flip n-kis a tail, and flips n-k+1,…,nare all heads.

(b) Using the preceding, relate PntoPn-1. Starting with Pk=pk, the recursion can be used to obtain Pk+1, thenPk+2, and so on, up to Pn.

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