diff --git a/study/001_introduction-to-probability-statistics-and-random-processes/README.md b/study/001_introduction-to-probability-statistics-and-random-processes/README.md index f8418b8..c657e6a 100644 --- a/study/001_introduction-to-probability-statistics-and-random-processes/README.md +++ b/study/001_introduction-to-probability-statistics-and-random-processes/README.md @@ -4,7 +4,7 @@ total pages=1007 -**Currently reading:** chapter 3, page 160 +**Currently reading:** chapter 3, page 162 TODO: diff --git a/study/001_introduction-to-probability-statistics-and-random-processes/ch3/example-problems.ipynb b/study/001_introduction-to-probability-statistics-and-random-processes/ch3/example-problems.ipynb index 9514368..0e74515 100644 --- a/study/001_introduction-to-probability-statistics-and-random-processes/ch3/example-problems.ipynb +++ b/study/001_introduction-to-probability-statistics-and-random-processes/ch3/example-problems.ipynb @@ -67,6 +67,77 @@ "plt.tight_layout()\n", "plt.show()" ] + }, + { + "cell_type": "markdown", + "id": "f133a554", + "metadata": {}, + "source": [ + "## Example 3.5\n", + "\n", + "$$P_Y(y) = \\begin{cases}\n", + " (1 - p)^{y-1}p & \\text{if } y \\in \\mathbb{N} \\\\\n", + " 0 & \\text{otherwise }\n", + "\\end{cases}$$\n", + "\n", + "1. Note that $R_Y = \\mathbb{N}$. So\n", + "\n", + "$$\\sum_{y \\in R_Y}P_Y(y)$$\n", + "> Note that therewas a textbook typo\n", + "\n", + "Turns into\n", + "\n", + "\\begin{align*}\n", + "\\sum_{y \\in \\mathbb{N}}(1 - p)^{y-1}p \\\\\n", + "p \\cdot \\sum_{y \\in \\mathbb{N}}(1 - p)^{y-1} \\\\\n", + "p \\cdot ((1 - p)^{1-1} + (1 - p)^{2-1} + (1 - p)^{3-1} + \\dots) \\\\\n", + "\\end{align*}\n", + "\n", + "Let $x = 1 - p$, we have\n", + "\n", + "$$p \\cdot (1 + x + x^2 + x^3 + \\dots)$$\n", + "\n", + "Is $|x| \\lt 1$? Yes proof:\n", + "\n", + "\\begin{align*}\n", + "0 \\lt p \\lt 1 \\\\\n", + "-1 \\lt p - 1 \\lt 0 \\\\\n", + "-1 \\lt x \\lt 0 \\implies |x| \\lt 1\n", + "\\end{align*}\n", + "\n", + "So now we have \n", + "\n", + "\\begin{align*}\n", + "p \\cdot (\\frac{1}{1-x}) \\\\\n", + "p \\cdot (\\frac{1}{1-(1 - p)}) \\\\\n", + "p \\cdot (\\frac{1}{1-(1 - p)}) \\\\\n", + "p \\cdot (\\frac{1}{p}) \\\\\n", + "1\n", + "\\end{align*}\n", + "\n", + "$\\therefore \\sum_{y \\in R_Y}P_Y(y) = 1$\n", + "\n", + "2.\n", + "\n", + "If $p = \\frac{1}{2}$ then $P_Y(y)$ simplifies down to\n", + "\n", + "$$P_Y(y) = \\begin{cases}\n", + " \\frac{1}{2^y} & \\text{if } y \\in \\mathbb{N} \\\\\n", + " 0 & \\text{otherwise }\n", + "\\end{cases}$$\n", + "\n", + "\\begin{align*}\n", + "P(2 \\leq Y \\lt 5) &= P(Y = 2) + P(Y = 3) + P(Y = 4) \\\\\n", + "&= P_Y(2) + P_Y(3) + P_Y(4) \\\\\n", + "&= \\frac{1}{2^2} + \\frac{1}{2^3} + \\frac{1}{2^4} = \\frac{7}{16}\n", + "\\end{align*}" + ] + }, + { + "cell_type": "markdown", + "id": "bb2574f0", + "metadata": {}, + "source": [] } ], "metadata": {