Binomial random variable : Exercises

Introduction

The problems below all involve the binomial random variable in some way. Remember that this random variable is used to model the number of successes in a set of $n$ Bernoulli trials and that the probability mass function for this random variable is: $$ f_X(x) = \binom{n}{x} (1-p)^{n-x} p^x $$

Example problems

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Problem 1

The probability that player B wins can be determined using binomial distribution or similar (probability that 1 or 2 dice is equal to 5/6): $$ P(\textrm{B wins}) = \binom{2}{1} \left(\frac{1}{3}\right)\left(\frac{2}{3}\right) + \binom{2}{2} \left( \frac{1}{3}\right)\left(\frac{1}{3}\right) = 2 \times \frac{2}{9} + \frac{1}{9} = \frac{5}{9} $$ To answer this question we must assume that the dice do not affect each other. That is to say we must assume that the random variables that tell us the outcomes of the two dice rolls are independent.

Problem 2

Let's being by rewriting the binomial distribution in terms of $\lambda$ $$ f_X(x) = \binom{n}{x} \left( \frac{\lambda}{n} \right)^x \left( 1 - \frac{\lambda}{n} \right)^{n-x} = \frac{n!}{x!(n-x)!} \left( \frac{\lambda}{n} \right)^x \left( 1 - \frac{\lambda}{n} \right)^{n-x} $$ And now lets use the limit from the question: $$ \begin{aligned} \lim_{n \rightarrow \infty} \frac{n!}{x!(n-x)!} \left( \frac{\lambda}{n} \right)^x \left( 1 - \frac{\lambda}{n} \right)^{n-x} & = \lim_{n \rightarrow \infty} \frac{\lambda^x n^x}{n^x x!} \left( 1- \frac{\lambda}{n} \right)^{n-x} \\ & = \frac{\lambda^x}{x!} \lim_{n\rightarrow \infty} \left( 1- \frac{\lambda}{n} \right)^n \\ & = \frac{\lambda^x}{x!} e^{-\lambda} \end{aligned} $$ In the last line here we need to use the Euler limit definition of exponential function $e^{-\lambda} = \lim_{n\rightarrow \infty} \left( 1- \frac{\lambda}{n} \right)^n$ Notice that in answering this question we have had to use a result from the algebra of limits. In particular, we have had to use the fact that if $\lim_{x\rightarrow a} f(x) = L_f$ and $\lim_{x\rightarrow a} g(x) = L_g$ then: $$ \lim_{x\rightarrow a} f(x)g(x) = \lim_{x\rightarrow a} f(x)\lim_{x\rightarrow a} g(x) = L_f L_g $$

Contact Details

School of Mathematics and Physics,
Queen's University Belfast,
Belfast,
BT7 1NN

Email: g.tribello@qub.ac.uk
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