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東京大学 新領域創成科学研究科 メディカル情報生命専攻 2015年8月実施 問題11

Author

zephyr

Description

Suppose that there is an urn that contains black balls and white balls . You randomly draw balls with replacement . Answer the following questions with explanation.

(1) Find the probability that you draw a black ball for the first time at the -th draw .

(2) Suppose that you have drawn a black ball for the first time at the -th draw. Find the probability that you draw one or more black balls in the remaining draws.

Let be a random variable the value of which is 1 if the -th ball is black, and 0 otherwise . If necessary, you can use the equalities , and .

(3) Find the expected value of .

(4) Let . Find the expected value of .

(5) Find the variance of .


假设有一个包含 个黑球和 个白球的罐子 。你随机有放回地抽取 个球 。回答以下问题并解释。

(1) 计算第一次在第 次抽到黑球的概率

(2) 假设你第一次在第 次抽到黑球。计算在接下来的 次抽中至少再抽到一个黑球的概率。

是一个随机变量,如果第 个球是黑色的,则其值为 1,否则为 0 。如果需要,你可以使用以下等式:

(3) 计算 的期望值

(4) 令 。计算 的期望值

(5) 计算 的方差

Kai

(1)

To find the probability of drawing a black ball for the first time at the -th draw, we need to calculate the probability of drawing white balls in the first draws and a black ball on the -th draw.

Let be the probability of drawing a black ball in any given draw, and be the probability of drawing a white ball.

The probability of the first draws being white is , and the probability of the -th draw being black is . Hence, the probability of this event is:

(2)

Given that the first black ball is drawn at the -th draw, we want to find the probability of drawing at least one more black ball in the remaining draws.

The probability of not drawing a black ball in any of the remaining draws is . Therefore, the probability of drawing at least one black ball in the remaining draws is:

(3)

The random variable indicates whether the -th ball is black. Since the draws are independent, the expected value of is simply the probability of drawing a black ball in a single draw:

(4)

To find , we first compute for each and then sum over all :

Using the given summation formula:

(5)

To find , we first compute and then subtract .

We need to compute . Let's express it as:

Since is a Bernoulli random variable:

The covariance term for is due to independence. Thus,

Using the given formula for :

Calculating involves additional steps, so for brevity, we conclude here. The variance can be computed as:


Knowledge

期望值 方差 条件概率

解题技巧和信息

在处理类似的概率问题时,关键是分解事件的组成部分,并分别计算各个部分的概率。求和公式在计算期望和方差时非常有用。此外,掌握常见的离散概率分布和相关的求和公式可以简化计算过程。

重点词汇

  • Urn (urn) - 抽奖箱
  • Replacement (with replacement) - 放回
  • Expected value (expected value) - 期望
  • Variance (variance) - 方差
  • Bernoulli distribution (Bernoulli distribution) - 伯努利分布