W9-PS
W9-PS
In this exercise you will practise approximating distributions and topics related to multivariate
random variables. Question 1 involves an unseen (as far as lectures are concerned) application of
approximating distributions. Question 2 deals with random sample surveys of people. Finally,
Questions 3 and 4 cover discrete bivariate distributions.
Your answers to this problem set should be submitted as a pdf file upload to Moodle. It will be
covered by your class teacher in your ninth class, which will take place in the week commencing
Monday 27 November 2023.
1. We have found that the Poisson distribution can be used to approximate a binomial
distribution, and a normal distribution can be used to approximate a binomial
distribution. It should not be surprising that a normal distribution can be used to
approximate a Poisson distribution. It can be shown that the approximation is suitable
for large values of the Poisson parameter λ, and should be adequate for practical purposes
when λ ≥ 10.
(a) Suppose X is a Poisson random variable with parameter λ. If we approximate X
by a normal variable which ∼ N (µ, σ 2 ), what are the values which should be used
for µ and σ 2 ?
Hint: What are the mean and variance of a Poisson distribution?
(b) Use this approach to estimate P (X > 10) for a Poisson random variable with λ = 14.
Use a continuity correction.
Note: The exact value of this probability, from the Poisson distribution, is 0.8243188.
2.* This question is about calculations based on random sample surveys of people.
(a) It is believed that 40% of the 20 adults in a village are supporters of ST102 FC.
If this belief is correct, and four different people are picked at random and asked
whether they support ST102 FC, what is the probability that exactly three will be
supporters?
(b) It is believed that 40% of the many thousands of adults in Holborn are supporters
of ST102 FC. If this belief is correct, and 40 people are picked at random and
asked about their allegiance, what is the probability that exactly twenty will be
supporters?
(c) It is believed that 40% of the many thousands of adults in Holborn are supporters
of ST102 FC. If this belief is correct, and 100 people are picked at random and
asked about their allegiance, what is the probability that at least thirty will be
supporters?
(d) If you have used a suitable approximation in any of the previous parts, explain why
it is appropriate in each case.
(e) Comment on the differences, if any, in the assumptions and methods you have used
when calculating the probabilities obtained above.
1
3. X and Y are discrete random variables with the following joint probability function:
X=x
−1 0 1
Y =y 0 0.30 0.25 0.10
1 0.15 0.05 0.15
4.* A box contains 4 red balls, 3 green balls and 3 blue balls. Two balls are selected at
random without replacement. Let X represent the number of red balls in the sample and
Y the number of green balls in the sample.
(a) Arrange the different pairs of values of (X, Y ) as the cells in a table, each cell being
filled with the probability of that pair of values occurring, i.e. provide the joint
probability distribution.
(b) What does the random variable Z = 2 − X − Y represent?
(c) Calculate Cov(X, Y ).
(d) Calculate P (X = 1 | − 2 < X − Y < 2).