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number

Semester 1 Assignment 4, 2022

School of Mathematics and Statistics
MAST20004 Probability
Submission deadline: Friday May 20 at 4.00pm
This assignment consists of 7 pages (including this page)

Instructions to Students

• If you have a printer, print the assignment one-sided.

Writing

• This assignment contains 3 questions. Two of these questions will be marked

with nine marks allocated to each question. Two further marks will be allocated
for a credible solution to the third question.

• To complete this assignment, you need to write your solutions into the blank
answer spaces following each question in this assignment PDF.

– If you have a printer (or can access one), please print out the assignment
template and handwrite your solutions into the answer spaces.
– If you do not have a printer but you can figure out how to annotate a PDF
using an iPad/Android tablet/Graphics tablet or using Adobe Acrobat,
then annotate your answers directly onto the assignment PDF and save a
copy for submission.

Failing both of these methods, you may handwrite your answers as normal on
blank paper and then scan for submission (but note that you will thereby miss
valuable practice for the exam process). In that case, however, your document
should have the same length as the assignment template otherwise Gradescope
will reject your submission. So you will need to add as many blank pages as
necessary to reach that criterion.
Scan your assignment to a PDF file using your mobile phone (we recommend
Cam - Scanner App), then upload by going to the Assignments menu on Canvas
and submit the PDF to the GradeScope tool by first selecting your PDF file
and then clicking on ‘Upload PDF’.

• Late submission within 20 hours after the deadline will be penalised by 5%

of the total available marks for every hour or part thereof after the deadline.
After that, the Gradescope submission channel will be closed, and your sub-
mission will no longer be accepted. You are strongly encouraged to submit the
assignment a few days before the deadline just in case of unexpected technical
issues. If you are facing a rather exceptional/extreme situation that prevents
you from submitting on time, please contact the tutor coordinator Robert
Maillardet with formal proofs such as medical certificate.

• Working and reasoning must be given to obtain full credit. Clarity, neatness,
and style count.

• If you are writing answers on the assignment and need more space, use blank
paper. Note this in the answer box, so the marker knows.

©University of Melbourne 2022 Page 1 of 7 pages Do not place in Baillieu Library

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• If you are only writing on blank A4 paper, the first page must contain only
your student number, subject code and subject name. Write on one side of
each sheet only. Start each question on a new page and include the question
number at the top of each page.

Scanning and Submitting

• Put the pages in number order and the correct way up. Add any extra pages
to the end. Use a scanning app to scan all pages to PDF. Scan directly from
above. Crop pages to A4.

• Submit your scanned assignment as a single PDF file and carefully review the
submission in Gradescope. Scan again and resubmit if necessary.

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Question 1
Let Y1 , Y2 , . . . be independent random variables with E (Yj ) = a, Var(Yj ) = b2 for
j ≥ 1, and M ≥ 0 an integer-valued random variable with E (M ) = c, Var(M ) = d2 ,
independent of the sequence {Yj }. Let ZM = Y1 + · · · + YM with Z0 = 0.

(a) Compute the mean of ZM .

(b) Compute the variance of ZM .

(c) Compute Cov(ZM , M ).

(d) Consider the case where the Yi s are equal to −1 with probability 1/2 and 1
with probability 1/2 and where M has a Poisson distribution with parameter
λ. What is Cov(ZM , M )?

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(e) Giving your reasons, state whether ZM and M in part (d) are independent.

Question 2
A box contains an unknown number of white and black balls. We wish to estimate
the proportion p of white balls in the box. To do so, we draw n successive balls with
replacement. Let Xn be the proportion of white balls obtained after n drawings.

(a) What are the mean and variance of Xn ?

(b) Show that, for all  > 0,

1
P (|Xn − p| ≥ ) ≤ .
4n2

(c) Using the result in part (b), find a suitable value of n such that, with probability
greater than 0.95, the proportion Xn in the sample will estimate p to within
an accuracy of 0.1.

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(d) Now assume that we are in a regime where the Central Limit Theorem applies
and we can take Xn to be normally distributed with the mean and variance
that you calculated in part (a). Answer the same question as we asked in part
(c).

(e) Comment on the difference between the answers that you got in parts (c) and
(d).

Question 3
Consider a random variable X that has probability generating function
4
88z 5

87 a+z
PX (z) = + + .
256 4 256

(a) Find the constant a.

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(b) What is the probability mass function of X?

(c) Use the pgf PX (z) to compute E (X), E (X(X − 1)) and Var(X).

(d) Verify your calculation of Var(X) using the result of part (b).

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End of Assignment

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