Distributions

1 X B nip
r
PX r Cr [Link] Cr pull p

EX NP
Var x npq np t p

2 X Geo p
r t
P X r
pq p tp
ELX

Var k
Ppl

3 X Po X

PX r et X
r
EW X
Var lx
 4 Uniform distribution X ULN

PIX r

Useful Expansions
1 I X I a tsetse the

[Link] ziae
21
EYE [Link] iiiiigg u
Itsetx2tk3tn4t

5 n't
3
3 l n5 I 2n 3m 4

4 Itk 1 2n 3m 4m 5k t

5 ex I
Ist
n
27 3 41
 Probability
Generating functions
A PGF has the probabilities as coefficients of
a
polynomial

e.g
Coin with P H and tossing it 3 time
Let X be no of heads you

x 0 1 2 3
PIX n 8127 12 27 6 27 1
77

n O TTT
3 3 3 1
n 1 HTT 3
3 3 3 4
2 2 HHT 3

2 3 HHH
hemoryvariable
Paf 9,14 8,5 12 12ᵗʰ
8
 8 12 t 6th t

G t E E t PlX n

PX o tot p x 1 t P X 2 t

4 11 1 xp
E X 4411

G Ht PX o to P X 1 t P X2 E
G t PIX

Glt OPX 0 E't [Link]

1
DtI2P X 2 t
Gtt ERP X n th

Gill En P X n ELN

Var x G 11 44 44132
2
G 1H En n 11 PlX n t

GY 11 En 1 PX
n n
x2 x P X n
x P X n ERP X R
G II E X2 E X

F X G 1 E x G 111 4111
Varix E XY FEC 172
Gill Gylll G 1172

P X D G 101
r
X n Pr
Gyltl Plto P t't Pat'tPst't Prtrt
P
G ltl 0 P 2pct 31st't tv Put t
G t Ot 212 312 Pstt trlv it Prt 4

Mlt r r t fr 21 1 Pr
4 1410 r P X r

P X D GY 0
r
Specific PGFs
1 Binomial

X Blript PX r Cr part

Gxlt nP X n t
c g pt
q pt [Link]
[Link]

Note at b an C an b Czar2b't bn

Gilt qtpt
Gilt nplqtpt
2
G t n n 1 p qtpt
EX G 1
nplqtp
np 11
ELX NP y

Var x 4 111 G 1 4,411

n n 1 p 1 hp n p
n n 1 p np n p

np k lip 1 np
 [Link] np
npl1
p Varlxl
npq 1
2 Geometric

X Geolp PX r
part
Gxlt pt pqt [Link]
pt l qt q t q3t3
pt 2
1 qt
Git pt
1 qt
ptll [Link]
Gilt 1 qt p ptt q
1 qt
p part pet
1 qtl
pll qtr
Itp
Gilt 2pqll [Link]
EW 4111
yIqp P2 t
Varix 6 11 4111 4111172
2pql1 95
I
 21,2 t pt
212 t
1
tpr

2qpP
2929
tp
3
pi p x r e
x
X
r

Git ett et e e
[Link] t't
she
etfItXt 43

IEEE
Gltl exit 11
Gtt text
Git text
EX G 1 Xe
Var x G 41 G 111 G 11172
Xe X x2
X X x2
4 Uniform

X Uhl PX r I

Gylt
It It It't It
t theft th
I
IᵗY1ᵗ
[Link]
f

tniE Giltl lt2tt3t44t3 st4t nth

I
Gill 1 2 3 44 tn

1
12
ELXI
N2
Varix n
Combinations
of PGFs

Throw two 3 sidied dies what is the PGFof the

sum of the number thrown

x 1 2 3 1 2 3
PLAN p p p Pl x q q q

Y 1 2 3
12 3 4

23 4 5

34 5 6

2 3 4 5
p n y pq Pietro PiestpastPsa PastPse P
Gxlytl [Link] piqtpza lt p qtpe tps9 t

pastpsepts past

Gythy t pit pathpst q t qut test

Pq pq pq [Link]
P29 [Link]
 t Glt Gy t X Yareindependent
Gay
Exult Effity
ELLY ELEY
[Link] Gylt
9
lt
Gxlta Gxlt1
0.2t40.3t3
0.5t Gzxlt
0.37 0.5412
0.2
6

Galt tax
E 19
G ta

Gax t they ta

Gaxtb t E taxth
E tb tap
tbE ta
ᵗʰ 4 19

t
Extxatist n't x

Gnx t Gx th
a Gy t 0.20.74 0.9 40.367
Gy t 0.74 1 8t 1.0872

Var x 6 111 6411 4411132

0.9811

b Method 1

Y X2X t
Gy t 9 1 132
Gy t is deg 4 4 t is degree 2

2
i
[Link]
0.04 0.0940 2tt
at 0 04 a 0 2
c 0.09 c 0.3
Lab 0.2 b 0.5
81
Gx t 0.2 0.5 0.3 2
Method 2

Gylt 1 1143 2 9 41
Too call
from
[Link] 1 13 2

1013 45 2

Galt 0.3 40.9 0.2

 290

Q2.

3 George throws two coins, A and B, at the same time. Coin A is biased so that the probability of
obtaining a head is a. Coin B is biased so that the probability of obtaining a head is b, where b 1 a .
The probability generating function of X, the number of heads obtained by George, is G X (t) . The
5 1
coefficients of t and t 2 in G X (t) are 12 and 12 respectively.

(a) Find the value of a. [2]

Gx E abt all b blt al t 1 all b

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Et
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ab a
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a ah th ab
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ath
1
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ath
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b 1262 7b 1 0
2
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b
t
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i
baa 1 41
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a
The random variable Y is the sum of two independent observations of X.

(b) Find the probability generating function of Y, giving your answer as a polynomial in t. [3]

9 1 112
Gyltl
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Ett 4
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2
4 1 [Link]
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t
I Et
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(c) Find Var(Y ). [3]

9441 it t
7ft
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a 414 t
74 39 14th
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i Var Y G l 1 at 211 6411172

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0 819
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5,9
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 292

Q .
6 Tanji has a bag containing 4 red balls and 2 blue balls. He selects 3 balls at random from the bag,
without replacement. The number of red balls selected by Tanji is denoted by X.

(a) Find the probability generating function G X (t) of X. [2]

2 3
I
............................................................................................................................................................
PIXE
3
............................................................................................................................................................

x 1 R BB
4
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4 2 R RB
34 31
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2 3 RRR
............................................................................................................................................................

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............................................................................................................................................................
t 3
ax Lt 3 4
It
3 4
............................................................................................................................................................

Tanji also has two coins, each biased so that the probability of obtaining a head when it is thrown is 14 .
He throws the two coins at the same time. The number of heads obtained is denoted by Y.

(b) Find the probability generating function G Y (t) of Y. [2]

I I
............................................................................................................................................................

............................................................................................................................................................

............................................................................................................................................................
2
2 1
............................................................................................................................................................

2 2
............................................................................................................................................................

............................................................................................................................................................

Gylt 9 0 4
It ft f
............................................................................................................................................................

The random variable Z is the sum of the number of red balls selected by Tanji and the number of heads
obtained.

(c) Find the probability generating function of Z, expressing your answer as a polynomial. [3]

Z X Y
............................................................................................................................................................

Galt [Link] Gylt

............................................................................................................................................................

t 6t t4
I 3t4t31.419
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Galt at 33 2
2823 9 ts
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(d) Use the probability generating function of Z to find E (Z) and Var (Z) . [5]
3 4
G2 4 66 841436 5
............................................................................................................................................................
8119
............................................................................................................................................................

G t 664 1684 108th 207

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412111 9 16 84 36 5 20 2 5
............................................................................................................................................................

............................................................................................................................................................

4112411 66 168 108 20 4.525

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E 2 2 5
............................................................................................................................................................

Var 2 4.525 7.5 2 52 0.775

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Q .

4 X is a discrete random variable which takes the values 0, 2, 4, … . The probability generating function
of X is given by
1
G X (t) = .
3 - 2t 2

(a) Find E ( X ) and Var ( X ) . [5]

Gx t 3 2 25
............................................................................................................................................................
2
G t 4213 2 21
............................................................................................................................................................
2 3 2
G t 3243 2 413 2 4
............................................................................................................................................................

4 1 1 4
............................................................................................................................................................

44 1 36
............................................................................................................................................................

F X 4
............................................................................................................................................................

Var X 36 4 42
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24
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(b) Find P (X = 4) . [3]

1
9 1H 13 2 4 1 3 4
............................................................................................................................................................

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P X 4 is coefficient of th term
............................................................................................................................................................

............................................................................................................................................................

RX 41
11241312 42
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 296

Q .
i 1 I
5 Nine balls labelled 1, 2, 3, 4, 5, 6, 7, 8, 9 are placed in a bag. Kai selects three balls at random from
the bag, without replacement. The random variable X is the number of balls selected by Kai that are
labelled with a multiple of 3.

(a) Find the probability generating function G X (t ) of X. [3]

9 1 1 t t
1st 1
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The balls are replaced in the bag.

Jacob now selects two balls at random from the bag, without replacement. The random variable Y is the
number of balls selected by Jacob that are labelled with an even number.

(b) Find the probability generating function G Y (t ) of Y. [2]

Gyl t 4th
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The random variable Z is the sum of the number of balls that are labelled with a multiple of 3 selected
by Kai and the number of balls that are labelled with an even number selected by Jacob.

(c) Find the probability generating function of Z, expressing your answer as a polynomial. [3]

............................................................................................................................................................

Gilt 9 14 Gy t
............................................................................................................................................................

............................................................................................................................................................

454 18 tft
4120
............................................................................................................................................................

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s lot 3 21
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3 4 35
100 425 600 4 320 64
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(d) Use the probability generating function of Z to find E(Z ). [2]

3
G241 425 1200ft 96ot 256 15th
............................................................................................................................................................

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E 21 91111 1.89
12
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© UCLES 2021 9231/41/O/N/21 [Turn over