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IB Mathematics AHL 4.14 Variance of random variable AA HL Paper 3- Exam Style Questions

IB Mathematics AHL 4.14 Variance of random variable AA HL Paper 3- Exam Style Questions- New Syllabus

Question

This question considers two possible models for the occurrence of random events in a computer game.

In a new computer game, each time a player performs an action, there is a random chance that the action will be boosted, meaning that it provides a benefit to the player.

The designer of this computer game is considering two possible models for when to boost an action.

In the first model, the probability that an action will be boosted is constant.

(a) Suppose the probability that an action will be boosted is 0.1.

(i) Find the probability that the first boost occurs on the third action. [2]

(ii) Find the probability that at least one boost occurs in the first six actions. [2]

(b) Suppose the probability that an action will be boosted is \( p \), where \( 0 < p < 1 \).

(i) Explain why the probability that the first boost occurs on the \( x \)-th action is \( p (1 – p)^{x-1} \). [2]

Let \( X \) be the number of actions until the first boost occurs.

(ii) Hence, write down an expression, using sigma notation, for \( E(X) \) in terms of \( x \) and \( p \). [1]

(c) Consider the sum of an infinite geometric sequence, with first term \( a \) and common ratio \( r \) (\( |r| < 1 \)):

\[ a + ar + ar^2 + ar^3 + \dots = \frac{a}{1 – r} \]

(i) By differentiating both sides of the above equation with respect to \( r \), find an expression for \( \sum_{n=1}^\infty n a r^{n-1} \) in terms of \( a \) and \( r \). [3]

(ii) Hence, show that \( E(X) = \frac{1}{p} \). [2]

(d) It can be shown that \( \text{Var}(X) = \frac{1 – p}{p^2} \).

Find \( E(X) \) and \( \text{Var}(X) \) when \( p = 0.1 \). [2]

(e) In the designer’s second model, the initial probability that an action is boosted is 0.2, and each time an action occurs that is not boosted, the probability that the next action is boosted increases by 0.2. After an action has been boosted, the probability resets to 0.2 for the next action.

Show that the probability that the first boost occurs on the third action is 0.288. [2]

(f) Let \( Y \) be the number of actions until the first boost occurs.

Explain why \( Y \leq 5 \). [1]

(g) The following table shows the probability distribution of \( Y \).

Probability distribution table

(i) Find the value of \( m \) and the value of \( n \). [2]

(ii) Show that \( E(Y) = 2.5104 \). [2]

(iii) Find \( \text{Var}(Y) \). [3]

(h) (i) Use the expression given in (c)(ii) to find the value of \( p \) for which \( E(X) = E(Y) \). [2]

(ii) Find \( \text{Var}(X) \) for this value of \( p \). [2]

(iii) Hence determine, with a reason, which model provides a more consistent experience for the player with respect to boosted actions. [2]

▶️ Answer/Explanation
Markscheme Solution

(a) Constant Probability Model, \( p = 0.1 \):

(i) Probability first boost on third action:

Recognize geometric distribution, \( P(X = x) = (1 – p)^{x-1} p \) (M1).

For \( x = 3 \), \( p = 0.1 \):

\[ P(X = 3) = (0.9)^2 \times 0.1 = 0.81 \times 0.1 = 0.081 \quad (A1) \]

[2 marks]

(ii) Probability at least one boost in first six actions:

Use complement: \( P(\text{at least one}) = 1 – P(\text{no boosts}) \) (M1).

\[ P(\text{no boosts}) = 0.9^6 = 0.531441 \]

\[ P(\text{at least one}) = 1 – 0.531441 = 0.468559 \approx 0.469 \quad (A1) \]

[2 marks]

(b) General Constant Probability Model, \( 0 < p < 1 \):

(i) Explain \( P(X = x) = p (1 – p)^{x-1} \):

For first boost on \( x \)-th action:

\( x – 1 \) failures (\( 1 – p \)), then one success (\( p \)) (M1).

Since actions are independent:

\[ P(X = x) = (1 – p)^{x-1} \times p \quad (A1) \]

[2 marks]

(ii) Expression for \( E(X) \):

\[ E(X) = \sum_{x=1}^\infty x p (1 – p)^{x-1} \quad (A1) \]

[1 mark]

(c) Geometric Series and Expected Value:

(i) Find \( \sum_{n=1}^\infty n a r^{n-1} \):

Given: \( S = a + ar + ar^2 + \cdots = \frac{a}{1 – r} \), \( |r| < 1 \) (M1).

Differentiate with respect to \( r \):

\[ \frac{d}{dr} (a + ar + ar^2 + \cdots) = a + 2ar + 3ar^2 + \cdots = \sum_{n=1}^\infty n a r^{n-1} \quad (A1) \]

\[ \frac{d}{dr} \left( \frac{a}{1 – r} \right) = \frac{a}{(1 – r)^2} \quad (A1) \]

\[ \sum_{n=1}^\infty n a r^{n-1} = \frac{a}{(1 – r)^2} \quad (A1) \]

[3 marks]

(ii) Show \( E(X) = \frac{1}{p} \):

From (b)(ii): \( E(X) = \sum_{x=1}^\infty x p (1 – p)^{x-1} = p \sum_{x=1}^\infty x (1 – p)^{x-1} \) (M1).

Using (c)(i), set \( a = 1 \), \( r = 1 – p \):

\[ \sum_{x=1}^\infty x (1 – p)^{x-1} = \frac{1}{(1 – (1 – p))^2} = \frac{1}{p^2} \quad (A1) \]

\[ E(X) = p \cdot \frac{1}{p^2} = \frac{1}{p} \quad (A1) \]

[2 marks]

(d) Expected Value and Variance for \( p = 0.1 \):

Using \( E(X) = \frac{1}{p} \), \( \text{Var}(X) = \frac{1 – p}{p^2} \):

\[ E(X) = \frac{1}{0.1} = 10 \quad (A1) \]

\[ \text{Var}(X) = \frac{1 – 0.1}{(0.1)^2} = \frac{0.9}{0.01} = 90 \quad (A1) \]

[2 marks]

(e) Second Model, Increasing Probability:

Show probability of first boost on third action is 0.288:

Probability sequence: 0.2, 0.4, 0.6, 0.8, 1.0 (M1).

\[ P(Y = 3) = P(\text{no boost 1}) \times P(\text{no boost 2}) \times P(\text{boost 3}) \]

\[ = 0.8 \times 0.6 \times 0.6 = 0.288 \quad (A1) \]

[2 marks]

(f) Explain \( Y \leq 5 \):

By action 5, \( P(\text{boost}) = 1.0 \), ensuring a boost if none occurred earlier (R1).

Thus, \( Y \leq 5 \).

[1 mark]

(g) Probability Distribution of \( Y \):

(i) Find \( m \) and \( n \):

Sum of probabilities: \( 0.2 + m + 0.288 + n + 0.0384 = 1 \) (M1).

\[ m + n = 1 – 0.5264 = 0.4736 \]

Calculate: \( P(Y = 2) = 0.8 \times 0.4 = 0.32 \), so \( m = 0.32 \).

\[ P(Y = 4) = 0.8 \times 0.6 \times 0.4 \times 0.8 = 0.1536 \], so \( n = 0.1536 \quad (A1) \)

[2 marks]

(ii) Show \( E(Y) = 2.5104 \):

\[ E(Y) = 1 \cdot 0.2 + 2 \cdot 0.32 + 3 \cdot 0.288 + 4 \cdot 0.1536 + 5 \cdot 0.0384 \quad (M1) \]

\[ = 0.2 + 0.64 + 0.864 + 0.6144 + 0.192 = 2.5104 \quad (A1) \]

[2 marks]

(iii) Find \( \text{Var}(Y) \):

\[ E(Y^2) = 1^2 \cdot 0.2 + 2^2 \cdot 0.32 + 3^2 \cdot 0.288 + 4^2 \cdot 0.1536 + 5^2 \cdot 0.0384 \quad (M1) \]

\[ = 0.2 + 1.28 + 2.592 + 2.4576 + 0.96 = 7.4896 \quad (A1) \]

\[ \text{Var}(Y) = 7.4896 – (2.5104)^2 = 7.4896 – 6.3026816 = 1.1869184 \approx 1.19 \quad (A1) \]

[3 marks]

(h) Comparing the Two Models:

(i) Find \( p \) where \( E(X) = E(Y) \):

\[ E(X) = \frac{1}{p} \], \( E(Y) = 2.5104 \quad (M1) \)

\[ \frac{1}{p} = 2.5104 \implies p = \frac{1}{2.5104} \approx 0.398 \quad (A1) \]

[2 marks]

(ii) Find \( \text{Var}(X) \) for \( p \approx 0.3982 \):

\[ \text{Var}(X) = \frac{1 – p}{p^2} \quad (M1) \]

\[ p \approx 0.3982, \quad 1 – p \approx 0.6018, \quad p^2 \approx 0.1586 \]

\[ \text{Var}(X) = \frac{0.6018}{0.1586} \approx 3.7933 \approx 3.79 \quad (A1) \]

[2 marks]

(iii) Determine which model is more consistent:

\[ \text{Var}(X) \approx 3.7933 \], \( \text{Var}(Y) \approx 1.1869 \quad (M1) \)

Lower variance indicates more consistent timing of boosts. Since \( \text{Var}(Y) < \text{Var}(X) \), the second model is more consistent (R1).

[2 marks]

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