Solution

Problem # 4.19 Solution

l
ia
er
at
M
Let 𝑖 − 1 = 𝑗

2 e
Also, 𝑖 = 𝑗 + 1

-2 urs
Then, putting this into the expression, we get,

20 o
D IC
𝑛−1
𝑛−1 𝑗

M LR
𝐸 𝑋 𝑘 = 𝑛𝑝 (𝑗 + 1)𝑘−1 ∙ 𝑝 ∙ 1−𝑝 𝑛−𝑗−1
𝑗

,B X
𝑗=0

T1 of
𝑛−1
𝑛−1 𝑗
Q rt
𝐸 𝑋 𝑘 = 𝑛𝑝
Pa (𝑗 + 1)𝑘−1 ∙ 𝑝 ∙ 1−𝑝 𝑛−1−𝑗
𝑗
𝑗=0

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
297
Solution
Problem # 4.19 Solution

l
ia
er
Let 𝑖 − 1 = 𝑗

at
Also, 𝑖 = 𝑗 + 1

M
Then, putting this into the expression, we get,

2 e
-2 urs
𝑛−1
𝑛−1 𝑗

20 o
𝐸 𝑋 𝑘 = 𝑛𝑝 (𝑗 + 1)𝑘−1 ∙ 𝑝 ∙ 1−𝑝 𝑛−𝑗−1

D IC
𝑗
𝑗=0

M LR
𝑛−1

,B X
𝑛−1 𝑗
𝐸 𝑋 𝑘 = 𝑛𝑝 (𝑗 + 1)𝑘−1 ∙ 𝑝 ∙ 1−𝑝 𝑛−1−𝑗

T1 of
𝑗

Q rt
Pa 𝑗=0
𝐸 𝑋 𝑘 = 𝑛𝑝𝐸[(𝑌 + 1)𝑘−1 ]

Where 𝑌 is a random variable of binomial distribution with parameters 𝑛 − 1 and 𝑝

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
298
Binomial distribution properties

Expectation of square of random variable of a binomial distribution

l
ia
er
at
M
𝑛

2 e
𝑛 𝑖

-2 urs
2 2 𝑛−𝑖
𝐸[𝑋 ] = 𝑖 𝑝 1−𝑝
𝑖

20 o
D IC
𝑖=0

M LR
,B X
T1 of
Q rt
Pa

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
299
Binomial distribution properties

l
ia
𝑛

er
𝑛 𝑖

at
2 2 𝑛−𝑖
𝐸𝑋 = 𝑖 𝑝 1−𝑝

M
𝑖

2 e
-2 urs
𝑖=0
𝑛

20 o
D IC
2 𝑛 𝑖 𝑛−𝑖 2 𝑛 0 𝑛−0

M LR
= 𝑖 𝑝 1−𝑝 +0 𝑝 1−𝑝
𝑖 0

,B X
T1 of
𝑖=1
Q rt
Pa

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
300
Binomial distribution properties

𝑛
2 2 𝑛 𝑖 𝑛−𝑖

l
𝐸𝑋 = 𝑖 𝑝 1−𝑝

ia
𝑖

er
at
𝑖=0

M
𝑛

2 e
𝑛 𝑖 𝑛 0

-2 urs
2 𝑛−𝑖 2 𝑛−0
= 𝑖 𝑝 1−𝑝 +0 𝑝 1−𝑝

20 o
𝑖 0

D IC
𝑖=1

M LR
𝑛

,B X
𝑛 𝑖

T1 of
2 𝑛−𝑖
= 𝑖 𝑝 1−𝑝 +0
Q rt 𝑖
Pa
𝑖=1

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
301
Binomial distribution properties
𝑛
2 2 𝑛 𝑖 𝑛−𝑖
𝐸𝑋 = 𝑖 𝑝 1−𝑝
𝑖

l
ia
𝑖=0

er
𝑛

at
𝑛 𝑖 𝑛 0

M
2 𝑛−𝑖 2 𝑛−0
= 𝑖 𝑝 1−𝑝 +0 𝑝 1−𝑝

2 e
𝑖 0

-2 urs
20 o
𝑖=1

D IC
𝑛

M LR
2 𝑛 𝑖 𝑛−𝑖
= 𝑖 𝑝 1−𝑝 +0

,B X
𝑖
T1 of
Q rt
𝑖=1
Pa
𝑛
2 𝑛 𝑖 𝑛−𝑖
= 𝑖 𝑝 1−𝑝
𝑖
𝑖=1

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
302
Binomial distribution properties

l
ia
𝑛

er
𝑛 𝑖

at
2 2 𝑛−𝑖
𝐸𝑋 = 𝑖 𝑝 1−𝑝

M
𝑖

2 e
-2 urs
𝑖=0

20 o
D IC
M LR
𝑛
𝑛 𝑖

,B X
2 𝑛−𝑖
𝐸𝑋 = 𝑖∙𝑖∙ 𝑝 1−𝑝
T1 of
𝑖
Q rt
Pa
𝑖=1

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
303
Binomial distribution properties
𝑛
2 2 𝑛 𝑖 𝑛−𝑖
𝐸𝑋 = 𝑖 𝑝 1−𝑝
𝑖
𝑖=0

l
ia
er
at
𝑛

M
𝑛−1 𝑖

2 e
2 𝑛−𝑖

-2 urs
𝐸𝑋 = 𝑖∙𝑛∙ 𝑝 1−𝑝
𝑖−1

20 o
D IC
𝑖=1

M LR
𝑛
𝑛 − 1 𝑖−1

,B X
2 𝑛−𝑖
𝐸𝑋 = 𝑖∙𝑛∙ 𝑝 ∙𝑝∙ 1−𝑝
T1 of
𝑖−1
Q rt
Pa
𝑖=1
𝑛
2 𝑛 − 1 𝑖−1 𝑛−𝑖
𝐸𝑋 = 𝑛𝑝 𝑖∙ 𝑝 ∙ 1−𝑝
𝑖−1
𝑖=1

Shounak Basak
10/2/2020
PODS Area, XLRI – Xavier School of Management
304