题目2
盒子中有
p
p
p黑球,
q
q
q个白球,
r
r
r个红球,从中无重复抽取
n
n
n个球.
a.计算本题中黑球,白球和红球的个数的联合分布.
b.计算本题中黑球,白球的个数的联合分布.
c.计算样本中白球的边际分布.
解题思路
a.计算本题中黑球,白球和红球的个数的联合分布.
令
B
B
B,
W
W
W and
R
R
R 分别代表抽取黑球,白球和红球个数的分布 令 Let
m
=
p
+
q
+
r
m = p + q + r
m=p+q+r. 则有
p
(
n
1
,
n
2
,
n
3
)
=
P
(
B
=
n
1
,
W
=
n
2
,
R
=
n
3
)
=
(
p
n
1
)
(
m
−
p
n
−
n
1
)
(
m
n
)
(
q
n
2
)
(
m
−
p
−
q
n
−
n
1
−
n
2
)
(
m
−
p
n
−
n
1
)
=
(
p
n
1
)
(
q
n
2
)
(
r
n
3
)
(
m
n
)
p(n_1, n_2, n_3) = P(B = n_1, W = n_2, R = n_3) = \frac{\binom{p}{n_1}\binom{m-p}{n-n_1}}{\binom{m}{n}} \frac{\binom{q}{n_2}\binom{m-p-q}{n-n_1-n_2}}{\binom{m-p}{n-n_1}} = \frac{\binom{p}{n_1}\binom{q}{n_2}\binom{r}{n_3}}{\binom{m}{n}}
p(n1,n2,n3)=P(B=n1,W=n2,R=n3)=(nm)(n1p)(n−n1m−p)(n−n1m−p)(n2q)(n−n1−n2m−p−q)=(nm)(n1p)(n2q)(n3r)
在这里我们令
n
=
n
1
+
n
2
+
n
3
n = n_1 + n_2 + n_3
n=n1+n2+n3.
解题思路
b.计算本题中黑球,白球的个数的联合分布.
(b) 注意在a小题中, 选择
n
3
n_3
n3 红球的概率已经被选择黑球和白球数据决定了因为
n
3
=
n
−
n
1
−
n
2
n_3 = n - n_1 - n_2
n3=n−n1−n2. 因此选择黑白两种球的分布与选择黑白红三种球的概率分布是一样的。所以
p ( n 1 , n 2 ) = P ( B = n 1 , W = n 2 ) = ( p n 1 ) ( q n 2 ) ( r n 3 ) ( m n ) . p(n_1, n_2) = P(B = n_1, W = n_2) = \frac{\binom{p}{n_1}\binom{q}{n_2}\binom{r}{n_3}}{\binom{m}{n}}. p(n1,n2)=P(B=n1,W=n2)=(nm)(n1p)(n2q)(n3r).
c.计算样本中白球的边际分布.
我们可以把(b)小题结果中的
B
B
B的所以可能值加起来,这样有
p
(
k
)
=
∑
j
=
0
n
−
k
(
q
k
)
(
p
j
)
(
r
n
−
k
−
j
)
(
m
n
)
.
p(k) = \sum_{j=0}^{n-k} \frac{\binom{q}{k}\binom{p}{j}\binom{r}{n-k-j}}{\binom{m}{n}}.
p(k)=∑j=0n−k(nm)(kq)(jp)(n−k−jr).
以下是原文
An urn contains
p
p
p black balls,
q
q
q white balls and
r
r
r red balls; and
n
n
n balls chosen without replacement.\
(a) Find the joint distribution of the numbers of black, white and red balls in the sample.\
(b) Find the joint distribution of the numbers of black and white balls in the sample.\
© Find the marginal distribution of the number of white balls in the sample.
(a) Let
B
B
B,
W
W
W and
R
R
R be the distributions of black, white and red balls chosen, respectively. Let
m
=
p
+
q
+
r
m = p + q + r
m=p+q+r. Then
p
(
n
1
,
n
2
,
n
3
)
=
P
(
B
=
n
1
,
W
=
n
2
,
R
=
n
3
)
=
(
p
n
1
)
(
m
−
p
n
−
n
1
)
(
m
n
)
(
q
n
2
)
(
m
−
p
−
q
n
−
n
1
−
n
2
)
(
m
−
p
n
−
n
1
)
=
(
p
n
1
)
(
q
n
2
)
(
r
n
3
)
(
m
n
)
p(n_1, n_2, n_3) = P(B = n_1, W = n_2, R = n_3) = \frac{\binom{p}{n_1}\binom{m-p}{n-n_1}}{\binom{m}{n}} \frac{\binom{q}{n_2}\binom{m-p-q}{n-n_1-n_2}}{\binom{m-p}{n-n_1}} = \frac{\binom{p}{n_1}\binom{q}{n_2}\binom{r}{n_3}}{\binom{m}{n}}
p(n1,n2,n3)=P(B=n1,W=n2,R=n3)=(nm)(n1p)(n−n1m−p)(n−n1m−p)(n2q)(n−n1−n2m−p−q)=(nm)(n1p)(n2q)(n3r)
where we’ve used that
n
=
n
1
+
n
2
+
n
3
n = n_1 + n_2 + n_3
n=n1+n2+n3.
(b) Note that in part (a), the probability of choosing
n
3
n_3
n3 red balls was already determined by the number of black and white balls chosen since
n
3
=
n
−
n
1
−
n
2
n_3 = n - n_1 - n_2
n3=n−n1−n2. Thus, we must have the same probability distribution for black and white as black and white and red. Therefore
、
p
(
n
1
,
n
2
)
=
P
(
B
=
n
1
,
W
=
n
2
)
=
(
p
n
1
)
(
q
n
2
)
(
r
n
3
)
(
m
n
)
.
p(n_1, n_2) = P(B = n_1, W = n_2) = \frac{\binom{p}{n_1}\binom{q}{n_2}\binom{r}{n_3}}{\binom{m}{n}}.
p(n1,n2)=P(B=n1,W=n2)=(nm)(n1p)(n2q)(n3r).
© To find the marginal probability we can take the joint distribution from part (b) and sum over all possible values for B B B. This is
p ( k ) = ∑ j = 0 n − k ( q k ) ( p j ) ( r n − k − j ) ( m n ) . p(k) = \sum_{j=0}^{n-k} \frac{\binom{q}{k}\binom{p}{j}\binom{r}{n-k-j}}{\binom{m}{n}}. p(k)=∑j=0n−k(nm)(kq)(jp)(n−k−jr).
题目3
三个玩家进行10轮独立的游戏,每个人在每轮游戏中获胜的概率都是 1 3 \frac13 31.计算每个人赢得游戏次数的联合分布
解题思路
多项分布,令
x
1
,
x
2
,
x
3
,
分
别
为
三
个
人
获
取
的
次
数
并
且
x
1
+
x
2
+
x
3
=
10
x_1,x_2,x_3,分别为三个人获取的次数并且x_1+x_2+x_3=10
x1,x2,x3,分别为三个人获取的次数并且x1+x2+x3=10
P
(
X
1
=
x
1
,
X
2
=
x
2
,
X
3
=
x
3
)
=
n
!
x
1
!
⋯
x
k
!
p
1
x
1
⋯
p
k
x
k
P(X_1=x_1,X_2=x_2,X_3=x_3)=\frac{n!}{x_1!\cdots x_k!} p_1^{x_1} \cdots p_k^{x_k}
P(X1=x1,X2=x2,X3=x3)=x1!⋯xk!n!p1x1⋯pkxk
并且
p
1
=
p
2
=
p
3
=
1
3
p_1=p_2=p_3=\frac13
p1=p2=p3=31