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Consider a sequence of independent Bernoulli trials and let the discrete random variable
Yi denote the result of the ith trial, so that the event [Yi =1] denotes a success on the ith
trial and the event[Yi = 0] denotes a failure on the ith trial. Further assume that the
probability of success on the ith trial, P[Yi = 1], is p, which is independent of the index i.
then {Yi|i=1,2…n} is a discrete state, discrete parameter, stochastic process, which is
stationary in the strict sence. Since the Yi’s are mutually independent, the above process
is an independent process known as the Bernoulli process. Since Yi is a Bernoulli random
variable, we recall that
E[Yi] = p
E[Yi2] = p
Var[Yi] = p(1-p)
based on the Bernoulli process, we may form another stochastic process by considering
the sequence of partial sums{Sn|n=1,2…}, where Sn=Y1+Y2+…+Yn. by rewriting Sn=Sn-
1+Yn, it is not difficult to see that {Sn} is a discrete state, discrete parameter Markov
process, since
1-p
And
=p
Clearly
= (k)
E[Sn]=np
Var[Sn]=np(1-p)
and
GSn(z) = (1-p+pz)n
Define the discrete random variable T1, called the first order interarrival time, to be the
number of trials up to and including the first success.
E(T1)=1/p
Var(T1) = 1-p/p2
and
[G T1(z) = zp/1-z(1-p)]
Similarly
[G Tr(z) =[ zp/1-z(1-p)]r]
2
2. If is approximated by 0.667, find the absolute
3
Check:
y(0) = 1, y(1) = 0, y(2) = 1 and y(3) = 10
y(0.5) = 0.625
1
dx
6. Evaluate ∫1 + x 2 using Trapezoidal rule with h = 0.2.
0