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214概率困难derivationlong

Poisson Thinning and Independence of Split Streams

题目

Let NPoisson(λ)N \sim \text{Poisson}(\lambda). Each of the NN events is independently classified as type 1 with probability pp and type 2 with probability 1p1 - p. Let N1N_1 and N2N_2 denote the counts of type 1 and type 2 events, respectively.

(a) Derive the marginal distribution of N1N_1.

(b) Derive the joint PMF P(N1=j,N2=k)P(N_1 = j, N_2 = k) and show that N1N_1 and N2N_2 are independent.

(c) A website receives page views at rate λ=200\lambda = 200 per hour. Each visitor independently converts (makes a purchase) with probability p=0.03p = 0.03. Find the probability of exactly 4 conversions in an hour, and the probability of at least 1 conversion given at most 210 total page views.

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你的答案

(b) N1 and N2 independence

(c) P(N1=4)

(c) P(N1>=1 | N<=210)