9709/62

Mathematics 9709/62October/November 2023

Cambridge A-Level · Probability & Statistics 2 · worked solutions for every part, with the mark scheme

7
questions
50
marks
75
minutes

Topics The Poisson Distribution · Sampling and Estimation · Hypothesis Tests · Continuous Random Variables · Linear Combinations of Random Variables

Q1The Poisson DistributionFree sample
(a)

A random variable XX has the distribution Po(25)\text{Po}(25).

Use the normal approximation to the Poisson distribution to find P(X>30)\text{P}(X > 30).

4M
DifficultyMedium
Worked solution

Approach

Since XPo(25)X \sim \text{Po}(25), use the normal approximation XN(25,25)X \sim \text{N}(25, 25). Apply a continuity correction because XX is discrete, then standardise and read the tail probability from the standard normal table.

Working

For Po(25)\text{Po}(25), the mean and variance are both 2525, so:

XN(25,25)X \sim \text{N}(25, 25)

The event X>30X > 30 is the same as X31X \geq 31. With the continuity correction, use 30.530.5:

z=30.52525=5.55=1.1z = \frac{30.5 - 25}{\sqrt{25}} = \frac{5.5}{5} = 1.1

Therefore:

P(X>30)1Φ(1.1)=10.8643=0.1357\text{P}(X > 30) \approx 1 - \Phi(1.1) = 1 - 0.8643 = 0.1357

Answer

P(X>30)0.136(3 sf)\text{P}(X > 30) \approx 0.136 \quad (3 \text{ sf})
Final answer

0.136 (3 sf)

Detailed explanation

Walkthrough

We are told XX follows a Poisson distribution with mean 2525. For a Poisson distribution, mean = variance = λ\lambda, so both are 2525. When λ\lambda is large, the distribution is approximately normal with the same mean and variance, so we replace XX by a normal random variable N(25,25)\text{N}(25, 25).

Because XX is discrete and the normal distribution is continuous, we need a continuity correction. The event X>30X > 30 means XX can be 31,32,31, 32, \ldots. In the continuous approximation, the boundary between 3030 and 3131 is 30.530.5, so we compute P(X>30.5)\text{P}(X > 30.5) in the normal model. We standardise by subtracting the mean 2525 and dividing by the standard deviation 25=5\sqrt{25} = 5. This gives z=30.5255=1.1z = \frac{30.5 - 25}{5} = 1.1. We want the probability above 1.11.1, so it is 1Φ(1.1)1 - \Phi(1.1). From tables, Φ(1.1)=0.8643\Phi(1.1) = 0.8643, so the answer is 0.13570.1357, which rounds to 0.1360.136.

Key Takeaways

  • For a Poisson distribution, mean = variance = λ\lambda.
  • The normal approximation to a Poisson distribution is N(λ,λ)\text{N}(\lambda, \lambda).
  • A continuity correction is needed when approximating a discrete distribution by a continuous one.
  • For P(X>k)\text{P}(X > k), use k+0.5k + 0.5 as the boundary; for P(X<k)\text{P}(X < k), use k0.5k - 0.5.

Common Mistakes

  • Forgetting the continuity correction and using 3030 instead of 30.530.5. The mark scheme allows this in the standardising M1, but the final answer would be different.
  • Using the variance 2525 as the standard deviation instead of 25=5\sqrt{25} = 5.
  • Forgetting to subtract Φ(1.1)\Phi(1.1) from 11, giving 0.8640.864 instead of 0.1360.136.
  • Rounding too early.

Things to Be Careful About

  • The normal approximation is stated as N(25,25)\text{N}(25, 25): the second parameter is the variance, not the standard deviation.
  • The continuity correction direction: X>30X > 30 becomes X>30.5X > 30.5.
  • Give the final answer to 3 significant figures as requested: 0.1360.136.
  • The mark scheme awards B1 for stating the normal approximation, M1 for standardising, M1 for the tail area, and A1 for the final value.
Techniques used
state normal approximation parametersapply continuity correctionstandardise to a z-scoreuse standard normal tail probability
(b)

A random variable YY has the distribution B(100,p)\text{B}(100, p) where p<0.05p < 0.05.

Use the Poisson approximation to the binomial distribution to write down an expression, in terms of pp, for P(Y<3)\text{P}(Y < 3).

2M
DifficultyMedium-Easy
Worked solution

Approach

Approximate YB(100,p)Y \sim \text{B}(100, p) by a Poisson distribution with parameter λ=100p\lambda = 100p. Then write P(Y<3)\text{P}(Y < 3) as the sum of the Poisson probabilities for 00, 11 and 22.

Working

Since p<0.05p < 0.05, the Poisson approximation is appropriate with:

YPo(100p)Y \sim \text{Po}(100p)

For Y<3Y < 3:

P(Y<3)=P(Y=0)+P(Y=1)+P(Y=2)\text{P}(Y < 3) = \text{P}(Y=0) + \text{P}(Y=1) + \text{P}(Y=2)

Using P(Y=r)=eλλrr!\text{P}(Y=r) = \mathrm{e}^{-\lambda} \frac{\lambda^r}{r!} with λ=100p\lambda = 100p:

P(Y<3)=e100p(1+100p+(100p)22!)\text{P}(Y < 3) = \mathrm{e}^{-100p}\left(1 + 100p + \frac{(100p)^2}{2!}\right)

Equivalently:

P(Y<3)=e100p(1+100p+5000p2)\text{P}(Y < 3) = \mathrm{e}^{-100p}\left(1 + 100p + 5000p^2\right)

Answer

P(Y<3)=e100p(1+100p+(100p)22!)\text{P}(Y < 3) = \mathrm{e}^{-100p}\left(1 + 100p + \frac{(100p)^2}{2!}\right)
Final answer

e^{-100p}(1 + 100p + (100p)^2/2!)

Detailed explanation

Walkthrough

YY is binomial with n=100n = 100 and p<0.05p < 0.05. The rule of thumb for the Poisson approximation to the binomial is that nn is large and pp is small, with npnp moderate. Here np=100pnp = 100p, so we approximate YY by Po(100p)\text{Po}(100p).

We need P(Y<3)\text{P}(Y < 3). Since YY is discrete and takes values 0,1,2,0, 1, 2, \ldots, Y<3Y < 3 means Y=0,1,2Y = 0, 1, 2. For a Poisson distribution, P(Y=r)=eλλrr!\text{P}(Y=r) = \mathrm{e}^{-\lambda} \frac{\lambda^r}{r!}. With λ=100p\lambda = 100p, add the three probabilities:

P(Y=0)=e100p,P(Y=1)=e100p(100p),P(Y=2)=e100p(100p)22!\text{P}(Y=0) = \mathrm{e}^{-100p}, \quad \text{P}(Y=1) = \mathrm{e}^{-100p}(100p), \quad \text{P}(Y=2) = \mathrm{e}^{-100p}\frac{(100p)^2}{2!}

Factoring out e100p\mathrm{e}^{-100p} gives the required expression. Since (100p)22!=5000p2\frac{(100p)^2}{2!} = 5000p^2, an equivalent simplified form is e100p(1+100p+5000p2)\mathrm{e}^{-100p}(1 + 100p + 5000p^2).

Key Takeaways

  • Poisson approximation to binomial: B(n,p)Po(np)\text{B}(n,p) \approx \text{Po}(np) when nn is large and pp is small.
  • For P(Y<3)\text{P}(Y < 3), include r=0,1,2r = 0, 1, 2 only; do not include r=3r = 3.
  • The Poisson probability formula is eλλrr!\mathrm{e}^{-\lambda} \frac{\lambda^r}{r!}.

Common Mistakes

  • Using λ=p\lambda = p instead of λ=100p\lambda = 100p.
  • Including the r=3r = 3 term or omitting one of 0,1,20, 1, 2.
  • Forgetting the factorial in the r=2r = 2 term.
  • Omitting brackets, e.g. writing e100p+100p+\mathrm{e}^{-100p} + 100p + \cdots instead of e100p(1+100p+)\mathrm{e}^{-100p}(1 + 100p + \cdots). The mark scheme requires brackets for the final A1.
  • Using p0/0!p^0/0! in the final answer; the mark scheme disallows 0!0! and p0p^0 in the final simplified expression.

Things to Be Careful About

  • The condition p<0.05p < 0.05 justifies the approximation; state λ=100p\lambda = 100p.
  • Y<3Y < 3 is strict, so 33 is not included.
  • The final answer must have brackets; an unsimplified form with a factorial is acceptable.
  • The mark scheme gives M1 for the Poisson expression and A1 for a fully correct bracketed expression; once correct, ignore subsequent working (ISW).
Techniques used
approximate binomial by Poissonwrite P(Y < 3) as sum of first three Poisson probabilitiessubstitute λ = 100p

The rest of this paper

6 more questions
  • Q2Sampling and Estimation5M
  • Q3Hypothesis Tests9M
  • Q4Hypothesis Tests · Sampling and Estimation5M
  • Q5Continuous Random Variables9M
  • Q6Linear Combinations of Random Variables7M
  • Q7The Poisson Distribution9M
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