Suppose that Y has a binomial distribution with parameters

Chapter 5, Problem 142E

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QUESTION:

Suppose that \(Y\) has a binomial distribution with parameters \(n \text { and } p\) but that \(p\) varies from day to day according to a beta distribution with parameters \(\alpha \text { and } \beta\). Show that
a \(E(Y)=n \alpha /(\alpha+\beta)\)
b \(V(Y)=\frac{n \alpha \beta(\alpha+\beta+n)}{(\alpha+\beta)^{2}(\alpha+\beta+1)}\)

Equation Transcription:

Text Transcription:

Y

n and p

p

\alpha  and \beta

E(Y)=n \alpha /(\alpha+\beta)

V(Y)=\frac n \alpha \beta(\alpha+\beta+n)(\alpha+\beta)^2(\alpha+\beta+1)

Questions & Answers

QUESTION:

Suppose that \(Y\) has a binomial distribution with parameters \(n \text { and } p\) but that \(p\) varies from day to day according to a beta distribution with parameters \(\alpha \text { and } \beta\). Show that
a \(E(Y)=n \alpha /(\alpha+\beta)\)
b \(V(Y)=\frac{n \alpha \beta(\alpha+\beta+n)}{(\alpha+\beta)^{2}(\alpha+\beta+1)}\)

Equation Transcription:

Text Transcription:

Y

n and p

p

\alpha  and \beta

E(Y)=n \alpha /(\alpha+\beta)

V(Y)=\frac n \alpha \beta(\alpha+\beta+n)(\alpha+\beta)^2(\alpha+\beta+1)

ANSWER:

Solution :

Step 1 of 1:

Let Y follows Binomial distribution with parameters n and p.

Our goal is:

a). We need to show that E(Y) = .

b). We need to show that V(Y) = .

a).

Now we have to show that E(Y) = .

The formula for binomial distribution is

P(X=k) =

Beta distribution is

f(y) =

The conditional expectation is

 E(gg

Then we obtain

E() =

Then E(y/p) is

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