The random variable W has a Poisson distribution. State the relationship between E(W) and Var(W).
- (a)The random variable W has a Poisson distribution. State the relationship between E(W) and Var(W).[1]
- (b)The random variable X has the distribution B(n, p). Jyothi wishes to use a Poisson distribution as an approximate distribution for X. Use the formulae for E(X) and Var(X) to explain why it is necessary for p to be close to 0 for this to be a reasonable approximation.[1]
- (c)Given that Y has the distribution B(20000, 0.00007), use a Poisson distribution to calculate an estimate of P(Y > 2).[3]
Mark scheme
Marking points from the official mark scheme (May/June 2023). The mark or mark type is shown in brackets.
- [1] E(W) = Var(W). Allow 'they are the same' OE. Must be = not ≈ (and not both = and ≈). Condone E(W) =λ and Var(W)= λ.
- [1] np ≈ np(1-p), hence 1 – p must be close to 1 OE. Must see formulae and q = 1 -p must be seen or implied and conclusion made.
- [1] λ = 1.4 Seen.
- [1] 1 – e⁻¹⁴(1 + 1.4 + 1.4²/2) or 1 – e⁻¹⁴(1 + 1.4 +0.98) or 1- (0.2466+0.3452+0.2417) Allow any λ; allow one end error. Expression must be seen (accept correct sigma notation).
- [1] 0.167 (3 sf) or 0.166 Use of Binomial scores SCB1 for 0.167 or 0.166. No working: 0.167 [or 0.166] SC B1. Note: λ=1.4 and 0.167 with no working seen scores SC B1B1. Use of Normal scores B0M0.
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