Edexcel FS1 Probability generating functions

Topic assessment
1. The probability generating function of the discrete random variable X is given by
GX (t )  k (1  12 t )3
(i) Find the value of k. [2]
(ii) Find P(X = 2) [2]
(iii) Find E(X) and Var(X). [6]
(iv) Find the probability generating function of 3X + 2. [2]

2. The random variable X has the Poisson distribution with parameter , so that
e   x
P( X  x)  , x = 0, 1, 2, ...
x!
(i) Derive the probability generating function of X. [3]
(ii) Hence obtain the mean and variance of X. [5]
(iii) The random variable Y is independent of X and has the Poisson distribution with
parameter . Use probability generating functions to find the distribution of X + Y.
[4]
(iv) Use the distributions of X, Y and X + Y to find the conditional probability that X = x
given that X + Y = n, where n is a non-negative integer. Deduce that the conditional

distribution of X given that X + Y = n is binomial with parameters n and . [6]

(MEI)

3. The discrete random variable X has the geometric distribution with

P( X  x)  p(1  p) x1 x = 1, 2, 3, ...
where 0 < p < 1.
(i) Show that the probability generating function of X is
G(t )  pt[1  t (1  p)]1
and hence that the mean and variance of X are
1 1 p
 and 2  2
p p
respectively. [9]
(ii) The random variable X may be interpreted as the number of trials up to and
including the first “success” in a sequence of independent trials on each of which the
probability of “success” is p. Explain why the random variable Y which gives the
number of such trials up to and including the nth success may be written as
Y  X1  X 2  ...  X n
where the X i are independent random variables each distributed as X. Hence write
down the probability generating function, the mean and the variance of Y. [5]
(MEI, part)

Total 44 marks

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 Edexcel FS1 PGFs Assessment solutions

Solutions to Topic assessment

1. (i) G X (t )  k(1  21 t )3
GX (1)  1  k(1  21 )3  1  27
8 k  1 k  8
27

[2]
(ii) G X (t )  8
27 (1  t ) 1
2
3

 8
27  1  3( 1
2 t )  3( 21 t )2  ( 21 t )3 
The coefficient of t 2 is 8
27  3( 21 )2  8
27  43  2
9

so P( X  2)  2
9 [2]

(iii) G X (t )  8
27 (1  21 t )3
GX (t )  8
27  3(1  21 t )2  21  49 (1  21 t )2
GX (t )  4
9  2(1  21 t )  21  49 (1  21 t )

GX (1)  49 (1  21 )2  4
9 ( 23 )2  1
GX (1)  49 (1  21 )  4
9  23  2
3

 1
E( X )  G(1)
Var( X )  G(1)  G(1)
  [G(1)]
 2

 2
3 11
 2
3
[6]
(iv) G3 X  2(t )  t  27
8
(1  21 t )
2 3 3

 8
27 t 2(1  21 t 3 )3
[2]

2. (i) G(t )  P( X  0)  P( X  1)t  P( X  2)t 2  ...

e   2 2 e   3 3
 e    e   t  t  t  ...
2! 3!
 ( t )2 ( t )3 
 e    1  t    ... 
 2! 3! 
 e   et 
 e  ( 1 t )
[3]
(ii)  t )  e
G(  ( 1 t )

  e ( 1 1)  
G(1)

G(t )    e ( 1 t )   2 e ( 1 t )

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 Edexcel FS1 PGFs Assessment solutions

G(1)   2e ( 1 1)   2

 
E( X )  G(1)
Var( X )  G(1)  G(1)
  [G(1)]
 2

 2    2

[5]
 ( 1 t )
(iii) G X (t )  e
GY (t )  e  ( 1 t )

G X Y (t )  G X (t )  GY (t )
 e  ( 1 t )e  ( 1 t )
 e (    )( 1 t )
This is the p.g.f. for a Poisson distribution with parameter   
so, as p.g.f.s are unique, X + Y ~ Poisson(    ).
[6]
P( X  x and X  Y  n )
(iv) P( X  x | X Y  n ) 
P( X  Y  n )
P( X  x and Y  n  x )

P( X Y  n )
e   x e    n  x

x ! (n  x )!
 (    )
e (    )n
n!
n!  x n x
 
x !(n  x )! (    )n
n   x n x
  
 x (   ) (  )
x n x

x n x
n       
    1 
 x          

This probability distribution is binomial with parameters n and .

[6]

3. (i) G(t )  P( X  1)t  P ( X  2)t 2  P ( X  3)t 3  ...

 pt  p(1  p )t 2  p(1  p )2 t 3  ...
 pt [ 1  t (1  p )  (t (1  p ))2  ...]
 pt [ 1  t (1  p )]1

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 Edexcel FS1 PGFs Assessment solutions
pt
G(t ) 
1  t (1  p )
p[ 1  t (1  p )]  pt  (1  p ) p
G( t )  
[ 1  t (1  p )]2
[ 1  t (1  p )]2
p p 1
 
G(1)  2 
[ 1 (1  p )] 2
p p

G(t )  p  2[ 1  t (1  p )]3  (1  p )

2 p(1  p )

[ 1  t (1  p )]3
2 p(1  p ) 2 p(1  p ) 2(1  p )
G(1)   
[ 1  (1  p )] 3
p3 p2

1
 
E( X )  G(1)
p
Var( X )  G (1)  G(1)
  [G(1)]
 2

2(1  p ) 1 1
 2
 
p p p2
2  2p  p  1

p2
1p

p2
[9]
(ii) X1 is the number of trials to the success 1st
X2 is the number of trials from the 1st success to the 2nd success
and so on, until Xn is the number of trials from the (n-1)th success to the nth
success.
Therefore Y = X1 + X2 + ... + Xn is the total number of trials until the
nth success.
The Xi are independent, because the original sequence of trials is.

So GY (t )  G X (t )  p nt n [ 1  t (1  p )]n
n

n
E(Y )  E( X 1 )  E( X 2 )  ...  E( Xn ) 
p
n(1  p )
Var(Y )  Var( X 1 )  Var( X 2 )  ...  Var( X n ) 
p2
[5]

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