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Lecture 5

The document outlines Lecture-5 on Bernoulli Stochastic Processes, covering key concepts such as the number of successes, moments, and various examples of probability calculations. It includes exercises for identifying stochastic processes and computing expected values. The lecture emphasizes the long-run behavior of the number of successes in Bernoulli processes.

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Orochi Scorpion
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21 views7 pages

Lecture 5

The document outlines Lecture-5 on Bernoulli Stochastic Processes, covering key concepts such as the number of successes, moments, and various examples of probability calculations. It includes exercises for identifying stochastic processes and computing expected values. The lecture emphasizes the long-run behavior of the number of successes in Bernoulli processes.

Uploaded by

Orochi Scorpion
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lecture-5

1. Bernoulli Stochastic Process

Experiment

Number of Successes in a Bernoulli Process

Moments of the Number of Successes Process


Distribution 𝑵𝒏
Example-1

Example-2
Compute the following compound probabilities.

Example-3 (Compute the joint expectation)

By using the definition of variance


Example-4 (Conditional Expectation)

Example-5 (Alternative method to compute joint expectations)

We can write the following expectation using the property of expectations.

Example-6 (Long-run behaviour of the number of successes)

We know that:
Exercises

Q.1 Identifying the Stochastic Process for a Lottery Ticket.


Q.2 Identifying the Stochastic Process for an Assembly Line.

Q.3

Q.4

Compute expected values of the following:

Q.5 Show that

Q.6

Q.7
Q.8

Q.9

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