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Stat 5101 Lecture Notes - School of Statistics

Stat 5101 Lecture Notes - School of Statistics

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4.4. THE POISSON PROCESS 1254-3. A brand <strong>of</strong> raisin bran averages 84.2 raisins per box. The boxes are filledfrom large bins <strong>of</strong> well mixed raisin bran. What is the standard deviation <strong>of</strong> thenumber <strong>of</strong> raisins per box.4-4. Let X be the number <strong>of</strong> winners <strong>of</strong> a lottery. If we assume that playerspick their lottery numbers at random, then their choices are i. i. d. randomvariables and X is binomially distributed. Since the mean number <strong>of</strong> winnersis small, the Poisson approximation is very good. Hence we may assume thatX ∼ Poi(µ) where µ is a constant that depends on the rules <strong>of</strong> the lottery andthe number <strong>of</strong> tickets sold.Because <strong>of</strong> our independence assumption, what other players do is independent<strong>of</strong> what you do. Hence the conditional distribution <strong>of</strong> the number <strong>of</strong> otherwinners given that you win is also Poi(µ). If you are lucky enough to win, youmust split the prize with X other winners. You win A/(X + 1) where A is thetotal prize money. Thus( ) AEX +1is your expected winnings given that you win. Calculate this expectation.4-5. Suppose X and Y are independent, but not necessarily identically distributedPoisson random variables, and define N = X + Y .(a)(b)Show thatX | N ∼ Bin(N,p),where p is some function <strong>of</strong> the parameters <strong>of</strong> the distributions <strong>of</strong> X, Y .Specify the function.AssumeZ | N ∼ Bin(N,q),where 0

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