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Exercise 11.6 · Q14

Q.Suppose that XX takes on one of the values 0,10,1 and 22. If, for some constant kk, P(X=i)=kP(X=i−1)P(X=i)=kP(X=i-1) for i=1,2i=1,2 and P(X=0)=17P(X=0)=\dfrac17, then the value of kk is

(1) 11
(2) 22
(3) 33
(4) 44.
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Build P(X=1)P(X=1) and P(X=2)P(X=2) recursively from P(X=0)P(X=0) using the given relation, then normalise the three probabilities to 11 to get a quadratic in kk.

Step 1. Build P(X=1)P(X=1). P(X=1)=kP(X=0)=k⋅17=k7P(X=1)=kP(X=0)=k\cdot\dfrac17=\dfrac k7.

Step 2. Build P(X=2)P(X=2). P(X=2)=kP(X=1)=k⋅k7=k27P(X=2)=kP(X=1)=k\cdot\dfrac k7=\dfrac{k^2}7.

Step 3. Normalise. P(X=0)+P(X=1)+P(X=2)=1P(X=0)+P(X=1)+P(X=2)=1: 17+k7+k27=1⇒1+k+k2=7⇒k2+k−6=0\dfrac17+\dfrac k7+\dfrac{k^2}7=1\Rightarrow1+k+k^2=7\Rightarrow k^2+k-6=0.

Step 4. Solve the quadratic. (k+3)(k−2)=0⇒k=−3(k+3)(k-2)=0\Rightarrow k=-3 or k=2k=2. …

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