\(% Differentiation % https://tex.stackexchange.com/a/60546/ \newcommand{\Diff}{\mathop{}\!\mathrm{d}} \newcommand{\DiffFrac}[2]{\frac{\Diff #1}{\Diff #2}} \newcommand{\DiffOp}[1]{\frac{\Diff}{\Diff #1}} \newcommand{\Ndiff}[1]{\mathop{}\!\mathrm{d}^{#1}} \newcommand{\NdiffFrac}[3]{\frac{\Ndiff{#1} #2}{\Diff {#3}^{#1}}} \newcommand{\NdiffOp}[2]{\frac{\Ndiff{#1}}{\Diff {#2}^{#1}}} % Evaluation \newcommand{\LEvalAt}[2]{\left.#1\right\vert_{#2}} \newcommand{\SqEvalAt}[2]{\left[#1\right]_{#2}} % Epsilon & Phi \renewcommand{\epsilon}{\varepsilon} \renewcommand{\phi}{\varphi} % Sets \newcommand{\NN}{\mathbb{N}} \newcommand{\ZZ}{\mathbb{Z}} \newcommand{\QQ}{\mathbb{Q}} \newcommand{\RR}{\mathbb{R}} \newcommand{\CC}{\mathbb{C}} \newcommand{\PP}{\mathbb{P}} \renewcommand{\emptyset}{\varnothing} % Probabililty \DeclareMathOperator{\Cov}{Cov} \DeclareMathOperator{\Corr}{Corr} \DeclareMathOperator{\Var}{Var} \DeclareMathOperator{\Expt}{E} \DeclareMathOperator{\Prob}{P} % Distribution \DeclareMathOperator{\Binomial}{B} \DeclareMathOperator{\Poisson}{Po} \DeclareMathOperator{\Normal}{N} \DeclareMathOperator{\Exponential}{Exp} \DeclareMathOperator{\Geometric}{Geo} \DeclareMathOperator{\Uniform}{U} % Complex Numbers \DeclareMathOperator{\im}{Im} \DeclareMathOperator{\re}{Re} % Missing Trigonometric & Hyperbolic functions \DeclareMathOperator{\arccot}{arccot} \DeclareMathOperator{\arcsec}{arcsec} \DeclareMathOperator{\arccsc}{arccsc} \DeclareMathOperator{\sech}{sech} \DeclareMathOperator{\csch}{csch} \DeclareMathOperator{\arsinh}{arsinh} \DeclareMathOperator{\arcosh}{arcosh} \DeclareMathOperator{\artanh}{artanh} \DeclareMathOperator{\arcoth}{arcoth} \DeclareMathOperator{\arsech}{arsech} \DeclareMathOperator{\arcsch}{arcsch} % UK Notation \DeclareMathOperator{\cosec}{cosec} \DeclareMathOperator{\arccosec}{arccosec} \DeclareMathOperator{\cosech}{cosech} \DeclareMathOperator{\arcosech}{arcosech} % Paired Delimiters \DeclarePairedDelimiter{\ceil}{\lceil}{\rceil} \DeclarePairedDelimiter{\floor}{\lfloor}{\rfloor} \DeclarePairedDelimiter{\abs}{\lvert}{\rvert} \DeclarePairedDelimiter{\ang}{\langle}{\rangle} % Vectors \newcommand{\vect}[1]{\mathbf{#1}} \newcommand{\bvect}[1]{\overrightarrow{#1}} % https://tex.stackexchange.com/a/28213 % \DeclareMathSymbol{\ii}{\mathalpha}{letters}{"10} % \DeclareMathSymbol{\jj}{\mathalpha}{letters}{"11} % \newcommand{\ihat}{\vect{\hat{\ii}}} % \newcommand{\jhat}{\vect{\hat{\jj}}} \newcommand{\ihat}{\textbf{\^{ı}}} \newcommand{\jhat}{\textbf{\^{ȷ}}} \newcommand{\khat}{\vect{\hat{k}}} % Other Functions \DeclareMathOperator{\sgn}{sgn} \DeclareMathOperator{\tr}{tr} % Other Math Symbols \DeclareMathOperator{\modulo}{mod} \newcommand{\divides}{\mid} \newcommand{\notdivides}{\nmid} \newcommand{\LHS}{\text{LHS}} \newcommand{\RHS}{\text{RHS}} \newcommand{\degree}{^{\circ}}\)

2011.3.13 Question 13

  1. We first find the expression given by the question. \begin {align*} \frac {\Prob (X = r + 1)}{\Prob (X = r)} & = \frac {\left (\frac {b}{n}\right )^{r + 1} \left (\frac {n - b}{n}\right )^{k - r - 1} \binom {k}{r + 1}}{\left (\frac {b}{n}\right )^{r} \left (\frac {n - b}{n}\right )^{k - r} \binom {k}{r}} \\ & = \frac {b / n}{(n - b) / n} \cdot \frac {\frac {k!}{(r + 1)! (k - r - 1)!}}{\frac {k!}{r! (k - r)!}} \\ & = \frac {b}{n - b} \cdot \frac {r! (k - r)!}{(r + 1)! (k - r - 1)!} \\ & = \frac {b}{n - b} \cdot \frac {k - r}{r + 1} \\ & = \frac {b}{n - b} \cdot \left (\frac {k + 1}{r + 1} - 1\right ), \end {align*}

    and we can see that this decreases as \(r\) increases.

    If the most probable number of black balls in the sample is unique (let it be \(r_0\)), then we have \[ \Prob (X = r_0 + 1) < \Prob (X = r_0) \iff \frac {\Prob (X = r_0 + 1)}{\Prob (X = r_0)} < 1, \] and \[ \Prob (X = r_0 - 1) < \Prob (X = r_0) \iff \frac {\Prob (X = r_0)}{\Prob (X = r_0 - 1)} > 1, \]

    This means \(r_0\) is the minimal solution to the inequality \[ \frac {\Prob (X = r + 1)}{\Prob (X = r)} < 1. \]

    This could be simplified to \begin {align*} \frac {\Prob (X = r + 1)}{\Prob (X = r)} & < 1 \\ \frac {b}{n - b} \left (\frac {k + 1}{r + 1} - 1\right ) & < 1 \\ \frac {k + 1}{r + 1} - 1 & < \frac {n - b}{b} \\ \frac {k + 1}{r + 1} & < \frac {n}{b} \\ r + 1 & > \frac {b(k + 1)}{n} \\ r & > \frac {b(k + 1)}{n} - 1, \end {align*}

    and hence \[ r_0 = \floor *{\frac {b(k + 1)}{n}}. \]

    It is not unique when there exists some \(r\) where \[ \frac {\Prob (X = r_0 + 1)}{\Prob (X = r_0)} = 1, \] which means there exists an integer \(r\) such that \[ r = \frac {b(k + 1)}{n} - 1. \]

    This happens if and only if \(n \divides b(k + 1)\).

  2. Let \(Y\) be the number of black balls in the sample. Similarly, we have \begin {align*} \frac {\Prob (Y = r + 1)}{\Prob (Y = r)} & = \frac {\frac {\binom {b}{r + 1} \cdot \binom {n - b}{k - r - 1}}{\binom {n}{k}}}{\frac {\binom {b}{r} \cdot \binom {n - b}{k - r}}{\binom {n}{k}}} \\ & = \frac {\frac {b!}{(r + 1)! (b - r - 1)!} \cdot \frac {(n - b)!}{(k - r - 1)!(n + r - k - b + 1)!}}{\frac {b!}{r! (b - r)!} \cdot \frac {(n - b)!}{(k - r)! (n + r - k - b)!}} \\ & = \frac {r! (b - r)! (k - r)! (n + r - k - b)!}{(r + 1)! (b - r - 1)! (k - r - 1)! (n + r - k - b + 1)!} \\ & = \frac {(b - r) \cdot (k - r)}{(r + 1) \cdot (n + r - k - b + 1)}. \end {align*}

    The most probable number of black balls is the smallest solution to \begin {align*} \frac {(b - r) \cdot (k - r)}{(r + 1) \cdot (n + r - k - b + 1)} & < 1 \\ (b - r)(k - r) & < (r + 1)(n + r - k - b + 1) \\ bk - rk - bk + r^2 & < nr + r^2 - rk - bk + r + n + r - k - b + 1 \\ (n + 2)r & > bk + k + b - 1 - n \\ r & > \frac {bk + k + b - 1 - n}{n + 2} \\ & = \frac {(n + 1)(k + 1)}{n + 2} - 1. \end {align*}

    This means the most probable number of black balls, given its uniqueness, is \[ \floor *{\frac {(b + 1)(k + 1)}{(n + 2)}}. \]

    It is not unique when \[ \frac {(n + 1)(k + 1)}{n + 2} - 1 \] is an integer, if and only if \[ (n + 2) \divides (n + 1)(k + 1). \]