LESSON 20 Negative Binomial 笔记补充和精选题目

首先,这课ASM Manual 的nota 真的是烂!

因为他的formula 全部都是以 Number of Failure 出发的。
其实比较常会用到的角度是 Number of Trial, 究竟两者有什么差别呢?
其实没有太大差别,但是事关 Expected Value 的时候就大条了

NEGATIVE BINOMIAL DISTRIBUTION

大家先看个影片,会发现他的 formula 和书上截然不同,但其实观念一样。



书上版本 (Number of Failure 角度)

第二版本 (Number of Trial 角度)

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>P</mi><mfenced><mrow><mi>N</mi><mo>=</mo><mi>n</mi></mrow></mfenced><mo>=</mo><mfenced><mtable><mtr><mtd><mi>k</mi><mo>+</mo><mi>n</mi><mo>-</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>n</mi></mtd></mtr></mtable></mfenced><msup><mi>p</mi><mi>k</mi></msup><msup><mfenced><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow></mfenced><mi>n</mi></msup></math>

Where n =  number of failure before kth sucess

*不要特地背这个formula

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>P</mi><mfenced><mrow><mi>N</mi><mo>=</mo><mi>n</mi></mrow></mfenced><mo>=</mo><mfenced><mtable><mtr><mtd><mi>n</mi><mo>-</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>k</mi><mo>-</mo><mn>1</mn></mtd></mtr></mtable></mfenced><msup><mi>p</mi><mi>k</mi></msup><msup><mfenced><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow></mfenced><mrow><mi>n</mi><mo>-</mo><mi>k</mi></mrow></msup></math>

Where n = Number of Trial until kth sucess.


*不要特地背这个formula

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>E</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mrow><mi>k</mi><mfenced><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow></mfenced></mrow><mi>p</mi></mfrac></math>

Expected number of failure before kth sucess

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>E</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mi>k</mi><mi>p</mi></mfrac></math>

Expected number of trial until kth sucess

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>V</mi><mi>A</mi><mi>R</mi><mo>&#xA0;</mo><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mrow><mi>k</mi><mfenced><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow></mfenced></mrow><msup><mi>p</mi><mn>2</mn></msup></mfrac></math>

Variance are same for both.

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>V</mi><mi>A</mi><mi>R</mi><mo>&#xA0;</mo><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mrow><mi>k</mi><mfenced><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow></mfenced></mrow><msup><mi>p</mi><mn>2</mn></msup></mfrac></math>


注意:只有 E(N) formula 不一样而已,所以你们做题目的时候要懂得判断那个 mean 要找的是 for number of failure 的 mean 还是 number of trial 的 mean.

重新解释 EXAMPLE 20A

Customers come into a store. 30% of them make a purchase.
1) Calculate the probability that the second purchase is made by sixth customer.
2) 这个要找的是 Number of trial 的mean , 所以我解释一下两种做法的差别。

1)
 <math xmlns="http://www.w3.org/1998/Math/MathML"><mi>&#x524D;&#x9762;&#x4E94;&#x4E2A;</mi><mi>c</mi><mi>u</mi><mi>s</mi><mi>t</mi><mi>o</mi><mi>m</mi><mi>e</mi><mi>r</mi><mi>&#x6709;&#x4E00;&#x4E2A;&#x4E70;</mi><mo>&#xA0;</mo><mo>&#xD7;</mo><mo>&#xA0;</mo><mi>&#x7B2C;&#x516D;&#x4E2A;</mi><mi>c</mi><mi>u</mi><mi>s</mi><mi>t</mi><mi>o</mi><mi>m</mi><mi>e</mi><mi>r</mi><mi>&#x4E70;</mi><mspace linebreak="newline"/><mfenced><mtable><mtr><mtd><mn>5</mn></mtd></mtr><mtr><mtd><mn>1</mn></mtd></mtr></mtable></mfenced><msup><mfenced><mrow><mn>0</mn><mo>.</mo><mn>3</mn></mrow></mfenced><mn>1</mn></msup><msup><mfenced><mrow><mn>0</mn><mo>.</mo><mn>7</mn></mrow></mfenced><mn>4</mn></msup><mo>&#xD7;</mo><mfenced><mrow><mn>0</mn><mo>.</mo><mn>3</mn></mrow></mfenced></math>
2)

Number of Trial 角度:

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>E</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mi>K</mi><mi>P</mi></mfrac><mo>=</mo><mfrac><mn>2</mn><mrow><mn>0</mn><mo>.</mo><mn>3</mn></mrow></mfrac><mo>=</mo><mfrac><mn>20</mn><mn>3</mn></mfrac></math>

Explain: Average need 20/3 customer in order second purchase is done.

Number of Failure 角度:

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>E</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mrow><mi>K</mi><mfenced><mrow><mn>1</mn><mo>-</mo><mi>P</mi></mrow></mfenced></mrow><mi>P</mi></mfrac><mo>=</mo><mfrac><mrow><mn>2</mn><mo>&#xFF08;</mo><mn>1</mn><mo>-</mo><mn>0</mn><mo>.</mo><mn>3</mn><mo>&#xFF09;</mo></mrow><mrow><mn>0</mn><mo>.</mo><mn>3</mn></mrow></mfrac><mo>=</mo><mfrac><mn>14</mn><mn>3</mn></mfrac></math>

Explain: Average need 14/3 customer dont purchase in order second purchase can be done.


Since, 他要 Number of trial 的 mean, 所以我们把两次purchase 加回上去。

14/3 + 2 = 20/3


GEOMETRIC DISTRIBUTION

Geometric Distribution is a special case where k=1.
同样有分两个角度,分别是 Number of failure and number of trial.
我们通常把默认 mean 当成 number of trial, 所以不要理 EXAMPLE 20B !


书上版本 (Number of Failure)

第二版本 (Number of Trial)

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>P</mi><mfenced><mrow><mi>N</mi><mo>=</mo><mi>n</mi></mrow></mfenced><mo>=</mo><mi>p</mi><msup><mfenced><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow></mfenced><mi>n</mi></msup></math>

n = Number of failure before 1st success

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>P</mi><mfenced><mrow><mi>N</mi><mo>=</mo><mi>n</mi></mrow></mfenced><mo>=</mo><mi>p</mi><msup><mfenced><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow></mfenced><mrow><mi>n</mi><mo>-</mo><mn>1</mn></mrow></msup></math>

n = Number of trial until 1st success

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>E</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow><mi>p</mi></mfrac></math>

Expected number of failure before 1st success

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>E</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mn>1</mn><mi>p</mi></mfrac></math>

Expected number of trial until 1st success

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>V</mi><mi>A</mi><mi>R</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow><msup><mi>p</mi><mn>2</mn></msup></mfrac></math>

Variance same for both

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>V</mi><mi>A</mi><mi>R</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow><msup><mi>p</mi><mn>2</mn></msup></mfrac></math>

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>P</mi><mfenced><mrow><mi>N</mi><mo>&#x2265;</mo><mi>n</mi></mrow></mfenced><mo>=</mo><msup><mfenced><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow></mfenced><mi>n</mi></msup></math>

Shortcut formula different for both

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>P</mi><mfenced><mrow><mi>N</mi><mo>&#x2265;</mo><mi>n</mi></mrow></mfenced><mo>=</mo><msup><mfenced><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow></mfenced><mrow><mi>n</mi><mo>-</mo><mn>1</mn></mrow></msup></math>


我自己出题。
Probability of rain for a certain day is 0.2. Find,
1) Probability of first rain occur on the sixth day.
2) Expeted value of both number of trial and failure viewpoint and explain.

1)
<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>&#x524D;&#x9762;&#x4E94;&#x5929;&#x4E0D;&#x4E0B;&#x96E8;</mi><mo>&#xA0;</mo><mo>&#xD7;</mo><mo>&#xA0;</mo><mi>&#x7B2C;&#x516D;&#x5929;&#x4E0B;&#x96E8;</mi><mspace linebreak="newline"/><msup><mfenced><mrow><mn>0</mn><mo>.</mo><mn>8</mn></mrow></mfenced><mn>5</mn></msup><mo>&#xD7;</mo><mfenced><mrow><mn>0</mn><mo>.</mo><mn>2</mn></mrow></mfenced></math>
2)

Number of trial 角度:

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>E</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mn>1</mn><mi>p</mi></mfrac><mo>=</mo><mfrac><mn>1</mn><mrow><mn>0</mn><mo>.</mo><mn>2</mn></mrow></mfrac><mo>=</mo><mn>5</mn><mspace linebreak="newline"/><mi>A</mi><mi>v</mi><mi>e</mi><mi>r</mi><mi>a</mi><mi>g</mi><mi>e</mi><mo>&#xA0;</mo><mi>s</mi><mi>h</mi><mi>o</mi><mi>w</mi><mo>&#xA0;</mo><mi>t</mi><mi>h</mi><mi>a</mi><mi>t</mi><mo>&#xA0;</mo><mi>f</mi><mi>i</mi><mi>f</mi><mi>t</mi><mi>h</mi><mo>&#xA0;</mo><mi>d</mi><mi>a</mi><mi>y</mi><mo>&#xA0;</mo><mi>i</mi><mi>s</mi><mo>&#xA0;</mo><mi>t</mi><mi>h</mi><mi>e</mi><mo>&#xA0;</mo><mi>f</mi><mi>i</mi><mi>r</mi><mi>s</mi><mi>t</mi><mo>&#xA0;</mo><mi>d</mi><mi>a</mi><mi>y</mi><mo>&#xA0;</mo><mi>t</mi><mi>o</mi><mo>&#xA0;</mo><mi>r</mi><mi>a</mi><mi>i</mi><mi>n</mi><mo>.</mo><mspace linebreak="newline"/><mi>&#x5E73;&#x5747;&#x6765;&#x8BB2;</mi><mo>&#xFF0C;</mo><mi>&#x7B2C;&#x4E94;&#x5929;&#x624D;&#x4E0B;&#x96E8;</mi><mo>&#x3002;</mo></math>

Number of failure 角度:

<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>E</mi><mfenced><mi>N</mi></mfenced><mo>=</mo><mfrac><mrow><mn>1</mn><mo>-</mo><mi>p</mi></mrow><mi>p</mi></mfrac><mo>=</mo><mfrac><mrow><mn>1</mn><mo>-</mo><mn>0</mn><mo>.</mo><mn>2</mn></mrow><mrow><mn>0</mn><mo>.</mo><mn>2</mn></mrow></mfrac><mo>=</mo><mn>4</mn><mspace linebreak="newline"/><mi>&#x5E73;&#x5747;</mi><mn>4</mn><mi>&#x5929;&#x4E0D;&#x4E0B;&#x96E8;</mi><mo>&#xFF0C;</mo><mi>&#x8FC7;&#x540E;</mi><mo>&#xFF08;</mo><mi>&#x7B2C;&#x4E94;&#x5929;</mi><mo>&#xFF09;</mo><mi>&#x624D;&#x4F1A;&#x4E0B;&#x96E8;</mi><mspace linebreak="newline"/><mi>A</mi><mi>v</mi><mi>e</mi><mi>r</mi><mi>a</mi><mi>g</mi><mi>e</mi><mo>&#xA0;</mo><mn>4</mn><mo>&#xA0;</mo><mi>d</mi><mi>a</mi><mi>y</mi><mo>&#xA0;</mo><mi>n</mi><mi>o</mi><mo>&#xA0;</mo><mi>r</mi><mi>a</mi><mi>i</mi><mi>n</mi><mi>i</mi><mi>n</mi><mi>g</mi><mo>&#xA0;</mo><mi>i</mi><mi>n</mi><mo>&#xA0;</mo><mi>o</mi><mi>r</mi><mi>d</mi><mi>e</mi><mi>r</mi><mo>&#xA0;</mo><mi>h</mi><mi>a</mi><mi>v</mi><mi>e</mi><mo>&#xA0;</mo><mn>1</mn><mi>s</mi><mi>t</mi><mo>&#xA0;</mo><mi>r</mi><mi>a</mi><mi>i</mi><mi>n</mi><mi>i</mi><mi>n</mi><mi>g</mi><mo>&#xA0;</mo><mi>a</mi><mi>f</mi><mi>t</mi><mi>e</mi><mi>r</mi><mo>&#xA0;</mo><mi>i</mi><mi>t</mi><mo>.</mo></math>


精选题目

20.6 (Sample 43)
这题的最后一句英文很confuse, 但是冷静下来拆成这样:
(At least four months in which no accident occur) before the ( fourth mouth in which at least one accident occurs)
这题比较困难,但我觉得我做的solution容易明白。

Illustration photo:
Solution:


20.15 (Sample 152)
这题算是比较难的一题,可以用普通probability 法 or discrete joint distribution 方法来做,演示如下:

20.16 
这个我只是做一个和solution不同的方式而已。

20.17 (SAMPLE 16)
这题不一定要用这一个lesson思维来做,用普通法就好。

20.18 (SAMPLE 14)
这个我show 比较长的方法来做。

20.20
遇到Expected Amount 的问题,我都会建议用画table的方法来看,因为下一lesson: Poisson distribution 也是需要画table 才会更加了解。

20.21 (Sample 196)
这题算也是比较难,至今我都还没100%了解。
可能就是要参着geometric一起做吧!

Sample 274 (不懂什么是Sample Question的同学,请看我blog第二个文章:“ SOA EXAM P 本人用的material" )
这题记得不要粗心大意,而且要会determine他是number of trial 的角度哦!

Sample 303 (不懂什么是Sample Question的同学,请看我blog第二个文章:“ SOA EXAM P 本人用的material" )



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