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Refer to Chebyshev鈥檚 inequality given in Exercise\({\rm{44}}\). Calculate\({\rm{P(|X - \mu |}} \ge {\rm{k\sigma )}}\)for k\({\rm{ = 2}}\)and k\({\rm{ = 3}}\)when\({\rm{X}} \sim {\rm{Bin(20,}}{\rm{.5)}}\), and compare to the corresponding upper bound. Repeat for\({\rm{X}} \sim {\rm{Bin(20,}}{\rm{.75)}}\).

Short Answer

Expert verified

The values are obtained as significantly bigger.

Step by step solution

01

Define Discrete random variables

A discrete random variable is one that can only take on a finite number of different values.

02

Step 2: Calculate \({\rm{P(|X - \mu |}} \ge {\rm{k\sigma )}}\)

We have been granted

\({\rm{X}} \sim {\rm{Bin(20,}}{\rm{.5)}}\)

We must first determine the anticipated value and standard deviation.

The following is valid for a binomial random variable X with parameters n, p, and \({\rm{q = 1 - p}}\).

\(\begin{array}{c}{\rm{E(X) = np;}}\\{\rm{V(X) = np(1 - p)}}\\{\rm{ = npq}}\\{{\rm{\sigma }}_{\rm{X}}}{\rm{ = }}\sqrt {{\rm{npq}}} \end{array}\)

The anticipated outcome is:

\(\begin{aligned} E(X) &= np \\ &= 20 \times 0{\rm{.5}}\\ &= 10\end{aligned}\)

The difference is:

\(\begin{aligned}V(X) &= np(1 - p) \\ &= npq\\ &= 20 \times 0 {\rm{.5 \times 0}}{\rm{.5}}\\ &= 5\end{aligned}\)

As well as the standard deviation is:

\(\begin{aligned}{{\rm{\sigma }}_{\rm{X}}} &= \sqrt {{\rm{npq}}} \\&= \sqrt {\rm{5}} \\ &= 2 {\rm{.236}}\end{aligned}\)

Let \({\rm{k = 2}}\) first.

\(\begin{aligned}{\rm{2 \bullet }}{{\rm{\sigma }}_{\rm{X}}} &= 2 \times 2 {\rm{.236}}\\&= 4 {\rm{.472}}\end{aligned}\)

As well as we have:

\({\rm{|X - 10|}} \ge {\rm{4}}{\rm{.472}}\)

The final inequity has been met.

\({\rm{4}}{\rm{.472}} \le {\rm{X - 10 or (X - 10)}} \ge {\rm{4}}{\rm{.472}}\)

or, alternatively

\({\rm{X}} \le {\rm{5}}{\rm{.528 or X}} \ge 1{\rm{4}}{\rm{.472}}\)

We need to determine the following probability since X has a Binomial Distribution and only accepts non-negative integer values.

\(\begin{aligned}{\rm{P(X}} \le {\rm{5 or X}} \ge {\rm{15)}}\mathop = \limits^{{\rm{(1)}}} {\rm{P(X}} \le {\rm{5) + P(X}} \ge {\rm{15)}}\\\mathop = \limits^{{\rm{(2)}}} {\rm{P(X}} \le {\rm{5) + (1 - P(X < 15))}}\\\mathop = \limits^{{\rm{(3)}}} {\rm{B(5;20,0}}{\rm{.5) + 1 - B(14;20,0}}{\rm{.5)}}\\\mathop = \limits^{{\rm{(4)}}} &{\rm{0}}{\rm{.02069 + 1 - 0}}{\rm{.97931}}\\ &= 0 {\rm{.04138}}\end{aligned}\)

(1):the sequence of events is disjointed;

(2):event \({\rm{X }} \ge {\rm{ 15}}\) counterpart is event \({\rm{X < 15}}\);

(3):see Binomial Distribution cdf; \({\rm{X = 14}}\) since \({\rm{X < 15}}\) and \({\rm{X }} \le {\rm{ 14}}\) are the same event;

(4):you can get it from Appendix Table A.\({\rm{1}}\). or you can do it yourself.

Let \({\rm{k = 3}}\)

\(\begin{aligned}{\rm{3 \bullet }}{{\rm{\sigma }}_{\rm{X}}} &= 3 \times 2 {\rm{.236}}\\ &= 6 {\rm{.709}}\end{aligned}\)

As well as we have:

\({\rm{X - 10|}} \ge {\rm{6}}{\rm{.709}}\)

The final inequity has been met.

\({\rm{6}}{\rm{.709}} \le {\rm{X - 10 or (X - 10)}} \ge {\rm{6}}{\rm{.709}}\)

or, alternatively

\({\rm{X}} \le {\rm{3}}{\rm{.291 or X}} \ge {\rm{16}}{\rm{.709}}\)

We need to determine the following probability since X has a Binomial Distribution and only accepts non-negative integer values.

\(\begin{aligned}{\rm{P(X}} \le {\rm{3 or X}} \ge {\rm{17)}}\mathop {\rm{ = }}\limits^{{\rm{(1)}}} {\rm{P(X}} \le {\rm{3) + P(X}} \ge {\rm{17)}}\\\mathop {\rm{ = }}\limits^{{\rm{(2)}}} {\rm{P(X}} \le {\rm{3) + (1 - P(X < 17))}}\\\mathop {\rm{ = }}\limits^{{\rm{(3)}}} {\rm{B(3;20,0}}{\rm{.5) + 1 - B(16;20,0}}{\rm{.5)}}\\\mathop {\rm{ = }}\limits^{{\rm{(4)}}} {\rm{0}}{\rm{.00129 + 1 - 0}}{\rm{.99871}}\\{\rm{ = 0}}{\rm{.00258}}\end{aligned}\)

(1):the sequence of events is disjointed;

(2):event \({\rm{X }} \ge {\rm{ 17}}\) counterpart is event \({\rm{X < 17}}\);

(3):see Binomial Distribution cdf; \({\rm{X = 16}}\) since \({\rm{X < 17}}\) and \({\rm{X }} \le {\rm{ 16}}\) are the same event;

(4):you can get it from Appendix Table A.\({\rm{1}}\). or you can do it yourself.

The cdf of a binomial random variable X with parameters n and p is the Cumulative Density Function.

\(\begin{array}{c}{\rm{B(x;n,p) = P(X}} \le {\rm{x)}}\\{\rm{ = }}\sum\limits_{{\rm{y = 0}}}^{\rm{x}} {\rm{b}} {\rm{(y;n,p),}}\quad \\{\rm{x = 0,1, \ldots ,n}}\end{array}\)

The Chebyshev鈥檚 inequality is a reminder:

\({\rm{P(|X - \mu |}} \ge {\rm{k\sigma )}} \le \frac{{\rm{1}}}{{{{\rm{k}}^{\rm{2}}}}}\)

The upper bound for \({\rm{k = 2}}\) in our scenario is

\(\begin{array}{c}\frac{{\rm{1}}}{{{{\rm{k}}^{\rm{2}}}}}{\rm{ = }}\frac{{\rm{1}}}{{{{\rm{2}}^{\rm{2}}}}}\\{\rm{ = 0}}{\rm{.25}}\end{array}\)

This is much higher than the chance we were given

\({\rm{0}}{\rm{.25 > 0}}{\rm{.04138}}\)

For \({\rm{k = 3}}\), the upper bound in the second case is

\(\begin{array}{c}\frac{{\rm{1}}}{{{{\rm{k}}^{\rm{2}}}}}{\rm{ = }}\frac{{\rm{1}}}{{{{\rm{3}}^{\rm{2}}}}}\\{\rm{ = 0}}{\rm{.11}}\end{array}\)

which is, once again, far higher than the likelihood we estimated.

\({\rm{0}}{\rm{.11 > 0}}{\rm{.00258}}\)

03

Repetition of step two

We have been granted

\({\rm{X}} \sim {\rm{Bin(20,}}{\rm{.75)}}\)

We must first determine the anticipated value and standard deviation.

The anticipated outcome is:

\(\begin{aligned}E(X) &= np \\ &= 20 \times 0 {\rm{.75}}\\ &= 15 \end{aligned}\)

The difference is:

\(\begin{aligned} V(X) &= np(1 - p) \\ &= npq \\ &= 20 \times 0 {\rm{.75 \times 0}}{\rm{.75}}\\ &= 3 {\rm{.75}}\end{aligned}\)

As well as the standard deviation is:

\(\begin{aligned}{{\rm{\sigma }}_{\rm{X}}} &= \sqrt {{\rm{npq}}} \\&= \sqrt {{\rm{3}}{\rm{.75}}} \\ &= 1{\rm{.936}}\end{aligned}\)

Let \({\rm{k = 2}}\) first.

\(\begin{aligned}{\rm{2 \bullet }}{{\rm{\sigma }}_{\rm{X}}} &= 2 \times 1 {\rm{.936}}\\ &= 3 {\rm{.872}}\end{aligned}\)

As well as we have:

\({\rm{|X - 15|}} \ge {\rm{3}}{\rm{.872}}\)

The final inequity has been met.

\({\rm{3}}{\rm{.872}} \le {\rm{X - 15 or (X - 15)}} \ge {\rm{3}}{\rm{.872}}\)

or, alternatively

\({\rm{X}} \le {\rm{11}}{\rm{.128 or X}} \ge {\rm{18}}{\rm{.872}}\)

We need to determine the following probability since X has a Binomial Distribution and only accepts non-negative integer values.

\(\begin{array}{c}{\rm{P(X}} \le {\rm{11 or X}} \ge {\rm{19)}}\mathop {\rm{ = }}\limits^{{\rm{(1)}}} {\rm{P(X}} \le {\rm{11) + P(X}} \ge {\rm{19)}}\\\mathop {\rm{ = }}\limits^{{\rm{(2)}}} {\rm{P(X}} \le {\rm{11) + (1 - P(X < 19))}}\\\mathop {\rm{ = }}\limits^{{\rm{(3)}}} {\rm{B(11;20,0}}{\rm{.75) + 1 - B(18;20,0}}{\rm{.75)}}\\\mathop {\rm{ = }}\limits^{{\rm{(4)}}} {\rm{0}}{\rm{.04093 + 1 - 0}}{\rm{.97569}}\\{\rm{ = 0}}{\rm{.06524}}\end{array}\)

(1):the sequence of events is disjointed;

(2):event \({\rm{X }} \ge {\rm{ 19}}\) counterpart is event \({\rm{X < 19}}\);

(3):see Binomial Distribution cdf; \({\rm{X = 18}}\) since \({\rm{X < 19}}\) and \({\rm{X }} \le {\rm{ 18}}\) are the same event;

(4):you can get it from Appendix Table A.\({\rm{1}}\). or you can do it yourself.

Let \({\rm{k = 3}}\)

\(\begin{array}{c}{\rm{3 \bullet }}{{\rm{\sigma }}_{\rm{X}}}{\rm{ = 3 \times 1}}{\rm{.936}}\\{\rm{ = 5}}{\rm{.808}}\end{array}\)

As well as we have:

\({\rm{|X - 15|}} \ge {\rm{5}}{\rm{.808}}\)

The final inequity has been met.

\({\rm{5}}{\rm{.808}} \le {\rm{X - 15 or (X - 15)}} \ge {\rm{5}}{\rm{.808}}\)

or, alternatively

\({\rm{X}} \le {\rm{9}}{\rm{.192 or X}} \ge {\rm{20}}{\rm{.808}}\)

We need to determine the following probability since X has a Binomial Distribution and only accepts non-negative integer values.

\(\begin{array}{c}{\rm{P(X}} \le {\rm{9)}}\mathop {\rm{ = }}\limits^{{\rm{(1)}}} {\rm{B(9;20,0}}{\rm{.75)}}\\\mathop {\rm{ = }}\limits^{{\rm{(2)}}} {\rm{0}}{\rm{.00394}}\end{array}\)

(1):see Binomial Distribution of cdf

(2):you can get it from Appendix Table A.\({\rm{1}}\). or you can do it yourself.

The Chebyshev鈥檚 inequality is a reminder:

\({\rm{P(|X - \mu |}} \ge {\rm{k\sigma )}} \le \frac{{\rm{1}}}{{{{\rm{k}}^{\rm{2}}}}}\)

The upper bound for \({\rm{k = 2}}\) in our scenario is

\(\begin{array}{c}\frac{{\rm{1}}}{{{{\rm{k}}^{\rm{2}}}}}{\rm{ = }}\frac{{\rm{1}}}{{{{\rm{2}}^{\rm{2}}}}}\\{\rm{ = 0}}{\rm{.25}}\end{array}\)

This is much higher than the chance we were given

\({\rm{0}}{\rm{.25 > 0}}{\rm{.06524}}\)

For \({\rm{k = 3}}\), the upper bound in the second case is

\(\begin{array}{c}\frac{{\rm{1}}}{{{{\rm{k}}^{\rm{2}}}}}{\rm{ = }}\frac{{\rm{1}}}{{{{\rm{3}}^{\rm{2}}}}}\\{\rm{ = 0}}{\rm{.11}}\end{array}\)

which is, once again, far higher than the likelihood we estimated.

\({\rm{0}}{\rm{.11 > 0}}{\rm{.00394}}\)

Therefore, the values are significantly bigger.

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Most popular questions from this chapter

There are two Certified Public Accountants in a particular office who prepare tax returns for clients. Suppose that for a particular type of complex form, the number of errors made by the first preparer has a Poisson distribution with mean value \({{\rm{\mu }}_{\rm{1}}}\), the number of errors made by the second preparer has a Poisson distribution with mean value \({{\rm{\mu }}_{\rm{2}}}\), and that each CPA prepares the same number of forms of this type. Then if a form of this type is randomly selected, the function

\({\rm{p(x;}}{{\rm{\mu }}_{\rm{1}}}{\rm{,}}{{\rm{\mu }}_{\rm{2}}}{\rm{) = }}{\rm{.5}}\frac{{{{\rm{e}}^{{\rm{ - }}{{\rm{\mu }}_{\rm{1}}}}}{\rm{\mu }}_{\rm{1}}^{\rm{x}}}}{{{\rm{x!}}}}{\rm{ + }}{\rm{.5}}\frac{{{{\rm{e}}^{{\rm{ - }}{{\rm{\mu }}_{\rm{2}}}}}{\rm{\mu }}_{\rm{2}}^{\rm{x}}}}{{{\rm{x!}}}}{\rm{ x = 0,1,2,}}...\)

gives the \({\rm{pmf}}\) of \({\rm{X = }}\)the number of errors on the selected form.

a. Verify that \({\rm{p(x;}}{{\rm{\mu }}_{\rm{1}}}{\rm{,}}{{\rm{\mu }}_{\rm{2}}}{\rm{)}}\) is in fact a legitimate \({\rm{pmf}}\) (\( \ge {\rm{0}}\) and sums to \({\rm{1}}\)).

b. What is the expected number of errors on the selected form?

c. What is the variance of the number of errors on the selected form?

d. How does the \({\rm{pmf}}\) change if the first CPA prepares \({\rm{60\% }}\) of all such forms and the second prepares \({\rm{40\% }}\)?

After shuffling a deck of \({\rm{52}}\) cards, a dealer deals out\({\rm{5}}\). Let \({\rm{X = }}\) the number of suits represented in the five-card hand.

a. Show that the pmf of \({\rm{X}}\) is

(Hint: \({\rm{p(1) = 4P}}\) (all are spades), \({\rm{p(2) = 6P}}\) (only spades and hearts with at least one of each suit), and \({\rm{p(4)}}\) \({\rm{ = 4P(2}}\) spades \({\rm{{C}}}\) one of each other suit).)

b. Compute\({\rm{\mu ,}}{{\rm{\sigma }}^{\rm{2}}}\), and\({\rm{\sigma }}\).

In some applications the distribution of a discrete rv \({\bf{X}}\) resembles the Poisson distribution except that zero is not a possible value of \({\bf{X}}\). For example, let \({\bf{X}}{\rm{ }}{\bf{5}}\) the number of tattoos that an individual wants removed when she or he arrives at a tattoo-removal facility. Suppose the pmf of \({\bf{X}}\) is

\(p(x) = k\frac{{{e^{ - \theta }}{\theta ^x}}}{x}\;\;\;x = 1,2,3, \ldots \)

a. Determine the value of k. Hint: The sum of all probabilities in the Poisson pmf is \({\bf{1}}\), and this pmf must also sum to \({\bf{1}}\).

b. If the mean value of \({\bf{X}}\) is \({\bf{2}}.{\bf{313035}}\), what is the probability that an individual wants at most \({\bf{5}}\) tattoos removed?

c. Determine the standard deviation of \({\bf{X}}\) when the mean value is as given in (b).

a. In a Poisson process, what has to happen in both the time interval \({\rm{(0,t)}}\) and the interval \({\rm{(t,t + \Delta t)}}\) so that no events occur in the entire interval \({\rm{(0,t + \Delta t)}}\)? Use this and Assumptions \({\rm{1 - 3}}\) to write a relationship between \({{\rm{P}}_{\rm{0}}}{\rm{(t + \Delta t)}}\) and \({{\rm{P}}_{\rm{0}}}{\rm{(t)}}\)

b. Use the result of part (a) to write an expression for the difference \({{\rm{P}}_{\rm{0}}}{\rm{(t + \Delta t) - }}{{\rm{P}}_{\rm{0}}}{\rm{(t)}}\) Then divide by \({\rm{\Delta t}}\) and let to obtain an equation involving \({\rm{(d/dt)}}{{\rm{P}}_{\rm{0}}}{\rm{(t)}}\), the derivative of \({{\rm{P}}_{\rm{0}}}{\rm{(t)}}\)with respect to \({\rm{t}}\).

c. Verify that \({{\rm{P}}_{\rm{0}}}{\rm{(t) = }}{{\rm{e}}^{{\rm{ - \alpha t}}}}\)satisfies the equation of part (b).

d. It can be shown in a manner similar to parts (a) and (b) that the \({{\rm{P}}_{\rm{k}}}{\rm{(t)}}\)must satisfy the system of differential equations

\(\begin{array}{*{20}{c}}{\frac{{\rm{d}}}{{{\rm{dt}}}}{{\rm{P}}_{\rm{k}}}{\rm{(t) = \alpha }}{{\rm{P}}_{{\rm{k - 1}}}}{\rm{(t) - \alpha }}{{\rm{P}}_{\rm{k}}}{\rm{(t)}}}\\{{\rm{k = 1,2,3, \ldots }}}\end{array}\)

Verify that \({{\rm{P}}_{\rm{k}}}{\rm{(t) = }}{{\rm{e}}^{{\rm{ - \alpha t}}}}{{\rm{(\alpha t)}}^{\rm{k}}}{\rm{/k}}\) satisfies the system. (This is actually the only solution.)

a. Show that b(x; n,\({\rm{1 - }}\)p) = b(n - x; n, p). b. Show that B(x; n,\({\rm{1 - }}\)p) =\({\rm{1 - }}\)B(n - x -\({\rm{1}}\); n, p). (Hint: At most x S鈥檚 is equivalent to at least (n - x) F鈥檚.) c. What do parts (a) and (b) imply about the necessity of including values of p greater than\({\rm{.5}}\)in Appendix Table A\({\rm{.1}}\)?

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