Page 70 - Schaum's Outlines - Probability, Random Variables And Random Processes
P. 70

CHAP.  21                        RANDOM  VARIABLES



                   By Eqs. (2.26) and (2.36), and letting q = 1 - p, we have



                                               n     n !
                                            = Ck          pkqn
                                              k=O  (n - k)! k!   -




               Letting i = k - 1 and using Eq. (2.72), we obtain










               Next,

                                               n
                                            -             n!    k  n-k
                                            - lk(k-      - k)!k!
                                              k = 0


               Similarly, letting i = k - 2 and using Eq. (2.72), we obtain
                                                       n-2   (n - 2)!
                                   E[X(X - I)] = n(n - l)p2 C       ~~q~-~-~
                                                       i=o (n - 2 - i)! i!



                                             = n(n - l)p2(p + q)"-2 = n(n - l)p2
               Thus,                 E(X2) = E[X(X - l)] + E(X) = n(n - l)p2 + np
               and by Eq. (2.31),
                                    ax2  = Var(x) = n(n - l)p2 + np  - (n~)~ = np(1 - p)


         2.29.  Let X be a Poisson r.v. with parameter 1. Verify Eqs. (2.42) and (2.43).
                   By Eqs. (2.26) and (2.40),








               Next,





               Thus,
   65   66   67   68   69   70   71   72   73   74   75