题目
Problem
Members of a conservation group record the number of sightings of a rare animal. The number of sightings follows a Poisson distribution with a rate of 1 every 2 months.
(a) Find the smallest value of n such that the probability that there are at least n sightings in 2 months is less than 0.05
(2)
(b) Find the smallest number of months, m, such that the probability of no sightings in m months is less than 0.05
(2)
(c) Find the probability that there is at least 1 sighting per month in each of 3 consecutive months.
(3)
(d) Find the probability that the number of sightings in an 8 month period is equal to the expected number of sightings for that period.
(2)
(e) Given that there were 4 sightings in a 4 month period, find the probability that there were more sightings in the last 2 months than in the first 2 months.
(3)
(Total for Question 7 is 12 marks)
题目中文翻译
一个保护组织的成员记录稀有动物的目击次数。目击次数服从泊松分布,速率为每 2 个月 1 次。
(a) 求最小的 n 值,使得 2 个月内至少有 n 次目击的概率小于 0.05。
(b) 求最小的月数 m,使得 m 个月内没有目击的概率小于 0.05。
(c) 求连续 3 个月中每个月至少有 1 次目击的概率。
(d) 求 8 个月期间目击次数等于该期间期望目击次数的概率。
(e) 已知 4 个月期间有 4 次目击,求最后 2 个月的目击次数多于前 2 个月的概率。
(第 7 题共 12 分)
解答
(a)
解法一
思路
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两个月的平均目击次数为 1,所以使用参数为 1 的泊松分布。要证明所得 n 是最小值,需要同时检查相邻的两个尾概率:n=3 尚未低于 0.05,而 n=4 已低于 0.05。
答题过程
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Let X be the number of sightings in 2 months. Then
X∼Po(1).
Now,
P(X≥3)==1−P(X≤2)0.0803,
which is greater than 0.05. However,
P(X≥4)==1−P(X≤3)0.0190,
which is less than 0.05. Therefore, the smallest value is
n=4.
(b)
解法一
思路
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每个月的平均目击次数为 0.5,所以 m 个月的泊松参数为 0.5m。没有目击的概率是 e−0.5m;解不等式后,再取满足条件的最小整数月数。
答题过程
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Let Y be the number of sightings in m months. Then
Y∼Po(0.5m).
Hence,
P(Y=0)=e−0.5m.
We require
e−0.5m<0.05.
Taking natural logarithms,
−0.5m<m>=ln0.05,−2ln0.055.991….
Therefore, the smallest whole number of months is
m=6.
(c)
解法一
思路
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单月目击次数服从参数为 0.5 的泊松分布。单月至少一次的概率为 1−P(0);互不重叠月份的目击次数相互独立,因此连续三个月都满足条件的概率是单月概率的三次方。
答题过程
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Let W be the number of sightings in one month. Then
W∼Po(0.5).
For one month,
P(W≥1)=1−P(W=0)=1−e−0.5.
The numbers of sightings in disjoint months are independent. Therefore, the required probability is
[P(W≥1)]3==≈(1−e−0.5)30.060916…0.0609.
(d)
解法一
思路
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八个月包含四个“两个月”时段,因此期望目击次数为 4,泊松参数也是 4。题目要求实际次数等于期望次数,所以计算随机变量恰好等于 4 的概率。
答题过程
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Let S be the number of sightings in 8 months. Then
S∼Po(4),E(S)=4.
Therefore,
P(S=4)==≈e−44!440.195366…0.195.
(e)
解法一
思路
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前、后两个两个月时段的目击次数相互独立,并且都服从参数为 1 的泊松分布。在总次数为 4 的条件下,后两个月次数较多只可能对应 (0,4) 或 (1,3);把这两个联合概率相加,再除以四个月共 4 次的概率。
答题过程
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Let U and V be the numbers of sightings in the first and last 2 months respectively. Then
U∼Po(1),V∼Po(1),
and U and V are independent. Also,
U+V∼Po(2).
Given that U+V=4, the event V>U occurs when (U,V)=(0,4) or (1,3). Hence,
N=+==P(U=0,V=4)P(U=1,V=3)4!e−2+3!e−2245e−2.
Also,
D===P(U+V=4)e−24!242416e−2.
Therefore,
P(V>U∣U+V=4)==DN165.
解法二
思路
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已知四个月总共有 4 次目击后,每次目击落在前两个月或后两个月的条件概率均为 21。因此前两个月的次数服从二项分布;后两个月次数更多等价于前两个月至多有 1 次。
答题过程
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Conditional on there being 4 sightings in total, let Z be the number occurring in the first 2 months. Since the two periods have equal lengths,
Z∼B(4,21).
The last 2 months contain more sightings when
4−Z>Z,
so Z≤1. Therefore,
P(Z≤1)===P(Z=0)+P(Z=1)(21)4+4(21)4165.