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    Geometric Random Variable Project

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    Danny Kalunga
    This document outlines requirements for a project on geometric random variables. Students must create a 3-page Jupyter notebook covering: 1) applications of geometric random variables, 2) the probability mass function and proof of normalization, 3) proofs of expectation and variance using conditional expectation, 4) Python functions for generation and sampling, and 5) plots of sample statistics. Peer review using a rubric is encouraged to provide feedback.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Geometric Random Variable Project

    Uploaded by

    Danny Kalunga
    10 views2 pages
    This document outlines requirements for a project on geometric random variables. Students must create a 3-page Jupyter notebook covering: 1) applications of geometric random variables, 2) the probability mass function and proof of normalization, 3) proofs of expectation and variance using conditional expectation, 4) Python functions for generation and sampling, and 5) plots of sample statistics. Peer review using a rubric is encouraged to provide feedback.

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    This document outlines requirements for a project on geometric random variables. Students must create a 3-page Jupyter notebook covering: 1) applications of geometric random variables, 2) the probability mass function and proof of normalization, 3) proofs of expectation and variance using conditional expectation, 4) Python functions for generation and sampling, and 5) plots of sample statistics. Peer review using a rubric is encouraged to provide feedback.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    10 views2 pages

    Geometric Random Variable Project

    Uploaded by

    Danny Kalunga
    This document outlines requirements for a project on geometric random variables. Students must create a 3-page Jupyter notebook covering: 1) applications of geometric random variables, 2) the probability mass function and proof of normalization, 3) proofs of expectation and variance using conditional expectation, 4) Python functions for generation and sampling, and 5) plots of sample statistics. Peer review using a rubric is encouraged to provide feedback.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
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    SOR3012: Stochastic Processes

    Geometric random variable project

    Gareth Tribello
    March 3, 2019

    For this project you must produce a three page set of notes on geometric random variables. You
    should prepare your report as an ipython notebook and within it you should present:

    • An explanation on the type of experiments that this random variable can be used to model.

    • A statement of the probablity mass function for the random variable and an explanation as to
    why this is the appropriate probablity mass.

    • A proof that the random variable is properly normalized.

    • A statement of the expectation of the random variable and a proof that this is indeed the
    expectation that employs the conditional expectation theorem.

    • A stement of the variance of the random variable and a proof that this is indeed the variance
    that employs the conditional expectation theorem.

    • A discussion of how random variables of this type can be generated by a computer and a python
    function that generates geometric random variables.

    • A discussion of how a sample of random variables of this type can be generated by a computer
    and a python function that generates a sample of geometric random variables, the median of this
    sample and the 25 and 75th percentiles of the sample. Please include the code that you used to
    calculate these quantities.

    • A graph showing the sample mean for this random variable calculated from different numbers of
    independent samples. Please include the code that you used to generate this plot.

    • A graph showing the variance for this random variable calculated from differnet numbers of
    independent samples. Please include the code that you used to generate this plot.

    • A graph showing an estimated histogram that you calculated by generating multiple geometric
    random variables. Again please include the code that you used to generate this plot.

    • A short list of references that you used to compile the report.

    You should also explain any results you have used on series expansions or special integrals within
    your notes and provide the reader with links explaining where they can find material that explains
    these ideas. These links might be pointers to particular websites, pointers to notes from modules that
    you have studied at Queen’s or pointers to websites.

    1
    You should not get bogged down in the abstract details of probablity theory, the way expectation is
    calculated and so on. You can assume that the readers of your report will know these details.
    Your report should be output as a pdf from the python notebook software and handed in through
    the online submission system.
    You are strongly encouraged to discuss your report with your colleages. One thing you might
    concisder doing is using the markscheme below to mark each others report. You can then give each
    other constructive feedback on what has been done well and what has been done poorly.
    On my website you will find an example report on the Bernoulli random variable so that you have
    some guidance as to what I expect.

    1 Markscheme
    Description Marks available Final mark
    All series expansion/integral results were explained 1
    Resources for series expansions/integrals were identified 1
    Probability mass/density function was stated 1
    Derivation of mass/density function was explained 1
    Probability mass/density function was shown to be normalised 1
    Expectation was stated 1
    Proof of expectation was provided 1
    Variance was stated 1
    Proof of variance was provided 1
    Code for generating random variables was provided 1
    Median value was computed 1
    Percentiles were computed 2
    Plot of sample mean was provided 2
    Plot of variance as function of sample size was provided 2
    Plot of histogram was provided 2
    References on random variable were stated 1

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