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Concrete mathematics : a foundation for computer science

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412 DISCRETE PROBABILITY<br />

to be a pgf even when 01, (3, and 6 are not integers. (In fact, the parameters<br />

a, (3, 6 are physical quantitieis that have dimensions of time; they aren’t even<br />

pure numbers! Yet we can use them in the exponent of 2.) We can still<br />

calculate the mean and variance of T, by evaluating G;( 1) and Gf’( 1) and<br />

combining these values in the usual way.<br />

The generating function <strong>for</strong> P instead of T is<br />

������� � � ⌧���������<br />

P(z) = (<br />

There<strong>for</strong>e we have<br />

P>O<br />

=2 a((~6-1)Pr’~P=O)+~Pr(P=p)zBP)<br />

P20<br />

The determination of Mean and Var(G’) is now routine:<br />

Mean = Gf(1) = a+pt +6(y)n;<br />

Gt’(l) = a(a-l)i-2ap~+B(B-l)~+lJ<br />

V=(G) = Gf’(l) + Gf-( 1) -G;(l)’<br />

= 2n(m- 1)<br />

8 ~m2<br />

2n(n- 1)<br />

m2<br />

+2a6(~)“+b(h-l)(q)“;<br />

-24gn;<br />

(8.108)<br />

+b2((v)“-- (%)‘“). (8.109)<br />

In Chapter 9 we will le’arn how to estimate quantities like this when<br />

m and n are large. If, <strong>for</strong> example, m = n and n + 00, the techniques<br />

of Chapter 9 will show that the mean and variance of T are respectively<br />

oL+@+6e~‘+O(n~‘) and ~2--2@6ee’+62(e~‘-e~2)+O(n~‘). Ifm = n/inn<br />

and n -+ 00 the corresponding results are<br />

Mean = (31nn+a+6/n+O((logn)2/n2);<br />

Var(G’) = (S21nn- ((/31nn)2+2~61nn-62)/n+O((logn)3/n2),

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