grandes-ecoles 2019 Q32

grandes-ecoles · France · centrale-maths1__psi Discrete Probability Distributions Deriving or Identifying a Probability Distribution from a Random Process

In Friedman's urn model ($a_{0} = 1, b_{0} = 0, a = d = 0, b = c = 1$), fix an integer $n \geqslant 2$.
Using the Taylor expansion of $g_{n}$ to order $n$ at 0, deduce that, for all $m$ in $\llbracket 1, n \rrbracket$, $$P(X_{n} = m) = \frac{1}{n!} \sum_{k=0}^{m-1} (-1)^{k} \binom{n+1}{k} (m-k)^{n}.$$

In Friedman's urn model ($a_{0} = 1, b_{0} = 0, a = d = 0, b = c = 1$), fix an integer $n \geqslant 2$.

Using the Taylor expansion of $g_{n}$ to order $n$ at 0, deduce that, for all $m$ in $\llbracket 1, n \rrbracket$,
$$P(X_{n} = m) = \frac{1}{n!} \sum_{k=0}^{m-1} (-1)^{k} \binom{n+1}{k} (m-k)^{n}.$$

Paper Questions

Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8 Q9 Q10 Q11 Q12 Q13 Q14 Q15 Q16 Q17 Q18 Q19 Q20 Q21 Q22 Q23 Q24 Q25 Q26 Q27 Q28 Q29 Q30 Q31 Q32 Q33 Q34 Q35 Q36 Q37 Q38 Q39