(i) X1 and X2 are both random variables which take values x1,x2,…,xn, with probabilities a1,a2,…,an and b1,b2,…,bn respectively. The value of random variable Y is defined to be that of X1 with probability p and that of X2 with probability q=1−p.
If X1 has mean μ1 and variance σ12, and X2 has mean μ2 and variance σ22, find the mean of Y and show that the variance of Y is pσ12+qσ22+pq(μ1−μ2)2.
(ii) To find the value of random variable B, a fair coin is tossed and a fair six-sided die is rolled. If the coin shows heads, then B=1 if the die shows a six and B=0 otherwise; if the coin shows tails, then B=1 if the die does not show a six and B=0 if it does. The value of Z1 is the sum of n independent values of B, where n is large.
Show that Z1 is a Binomial random variable with probability of success 21.
Using a Normal approximation, show that the probability that Z1 is within 10% of its mean tends to 1 as n→∞.
(iii) To find the value of random variable Z2, a fair coin is tossed and n fair six-sided dice are rolled, where n is large. If the coin shows heads, then the value of Z2 is the number of dice showing a six; if the coin shows tails, then the value of Z2 is the number of dice not showing a six.
Use part (i) to write down the mean and variance of Z2.
Explain why a Normal distribution with this mean and variance will not be a good approximation to the distribution of Z2.
Show that the probability that Z2 is within 10% of its mean tends to 0 as n→∞.