Statistics problem-exponential approximation

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SUMMARY

The discussion centers on a statistics problem involving a box containing 2n balls of n different colors, where the goal is to determine the probability P(X>k) for k=2,3,..., and to find an exponential approximation for large n. The derived formula for P(X>k) is P(X>k) = (n-1)/n * (n-2)/n * ... * (n-k+1)/n, which simplifies to P(X > k) = (1 - 1/n)(1 - 2/n)...(1 - (k-1)/n). For large n, the approximation leads to a formula for k such that P(X>k) is approximately 1/2, with k evaluated for n equal to one million.

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nuagerose
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Statistics problem---exponential approximation

Homework Statement


A box contains 2n balls of n different colors, with 2 of each color. Balls are picked at random from the box with replacement until two balls of the same color have appeared. Let X be the number of draws made.

a) Find a formula for P(X>k) k=2,3,...

b) Assuming n is large, use an exponential approximation to find a formula for k in terms of n such that P(X>k) is approximately 1/2. Evaluate k for n equal to one million.


Homework Equations





The Attempt at a Solution



For part a), I got that P(X>k) = (2n-2)/2n * (2n-4)/2n *...* (2n-2k+2n)/2n for k terms.

For part b), how do I set up an exponential approximation? To get started, I think that it would be e^(-1) + e^(-2) +...+ e^(1-k)... am I on the right track?
 
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nuagerose said:
For part a), I got that P(X>k) = (2n-2)/2n * (2n-4)/2n *...* (2n-2k+2n)/2n for k terms.

I haven't done the counting, but this formula looks wrong since it appears to have ##n-k## terms. Once you work out the right form, I would clean it up by canceling common factors of 2 and also using the factorial function.


For part b), how do I set up an exponential approximation? To get started, I think that it would be e^(-1) + e^(-2) +...+ e^(1-k)... am I on the right track?

They could mean use http://en.wikipedia.org/wiki/Stirling's_approximation]Stirling's[/PLAIN] approximation, which is useful whenever you have an expression for the factorial of a large number.
 
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nuagerose said:

Homework Statement


A box contains 2n balls of n different colors, with 2 of each color. Balls are picked at random from the box with replacement until two balls of the same color have appeared. Let X be the number of draws made.

a) Find a formula for P(X>k) k=2,3,...

b) Assuming n is large, use an exponential approximation to find a formula for k in terms of n such that P(X>k) is approximately 1/2. Evaluate k for n equal to one million.


Homework Equations





The Attempt at a Solution



For part a), I got that P(X>k) = (2n-2)/2n * (2n-4)/2n *...* (2n-2k+2n)/2n for k terms.

For part b), how do I set up an exponential approximation? To get started, I think that it would be e^(-1) + e^(-2) +...+ e^(1-k)... am I on the right track?

You really ought to explain the logic: your formula is the probability that the first k colours are all different. Of course, you can cancel out all the 2s to get
P(X > k) = \frac{n-1}{n} \frac{n-2}{n} \cdots \frac{n-k +1}{n}
(Note: the final factor is NOT what you wrote, but I assume that was just a 'typo', since you otherwise seemed to know what you were doing.)

You can do something similar to what Feller would do in his probability textbook, and re-write the result as
P(X &gt; k) = \left(1 - \frac{1}{n}\right)\left( 1 - \frac{2}{n}\right) \cdots <br /> \left( 1 - \frac{k-1}{n}\right)
That provides a convenient starting point.
 

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