2.II.10F

Probability | Part IA, 2002

There is a random number NN of foreign objects in my soup, with mean μ\mu and finite variance. Each object is a fly with probability pp, and otherwise is a spider; different objects have independent types. Let FF be the number of flies and SS the number of spiders.

(a) Show that GF(s)=GN(ps+1p).[GXG_{F}(s)=G_{N}(p s+1-p) .\left[G_{X}\right. denotes the probability generating function of a random variable XX. You should present a clear statement of any general result used.]

(b) Suppose NN has the Poisson distribution with parameter μ\mu. Show that FF has the Poisson distribution with parameter μp\mu p, and that FF and SS are independent.

(c) Let p=12p=\frac{1}{2} and suppose that FF and SS are independent. [You are given nothing about the distribution of NN.] Show that GN(s)=GN(12(1+s))2G_{N}(s)=G_{N}\left(\frac{1}{2}(1+s)\right)^{2}. By working with the function H(s)=GN(1s)H(s)=G_{N}(1-s) or otherwise, deduce that NN has the Poisson distribution. [You may assume that (1+xn+o(n1))nex\left(1+\frac{x}{n}+\mathrm{o}\left(n^{-1}\right)\right)^{n} \rightarrow e^{x} as nn \rightarrow \infty.]

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