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The document is a homework assignment from an introduction to operations research course. It contains 10 problems from chapters 1 and 2 of an introduction to probability models textbook. Students are asked to complete 6 problems marked with an asterisk and turn them in at the next class. The problems cover topics like coin tossing, conditional probability, random variables, probability mass functions, expected values, and variance.

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77 views

Homewk 1

The document is a homework assignment from an introduction to operations research course. It contains 10 problems from chapters 1 and 2 of an introduction to probability models textbook. Students are asked to complete 6 problems marked with an asterisk and turn them in at the next class. The problems cover topics like coin tossing, conditional probability, random variables, probability mass functions, expected values, and variance.

Uploaded by

Rashmi Nattamai
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt Homework Assignment 1: Tuesday, January

18, 2011 Due on Tuesday, January 25 at (before) class. Probability Review: Read Chapters 1 and 2 in the textbook, Introduction to Probability Models, tenth edition, by Sheldon Ross. (It is also OK to use the ninth edition.) Please do the six problems marked with an asterisk and turn them in next Tuesday. These problems are written out in case you do not yet have the textbook (available in the Columbia Bookstore). Extra problems to provide extra review. Solutions will be provided for these. CHAPTER 1
*Problem 1.3. A coin is to be tossed until a head appears twice in a row. What is the sample space for this experiment? If the coin is fair, what is the probability that it will be tossed exactly four times? *Problem 1.21. Suppose that 5% of men and 0.25% of women are color-blind. A color-blind person is chosen at random. What is the probability of this person being male? (Assume that there are an equal number of males and females.) Problem 1.22. Two players, A and B , play a succession of games, winning or losing one point in each game. They continue playing until one has two points more than the other. Assuming that each point is independently won by player A with probability p, what is the probability that they will play a total of 2n games (points)? What is the probability that A will win? Problem 1.31. Two dice are tossed, one green and one red. What is the conditional probability that the number on the green die is 6, given that the sum on the two dice is 7? Extra part: What is the conditional probability that the number on the green die is 6, given that the sum on the two dice is 10? *Problem 1.43. Suppose we have 10 special coins, which are such that if the ith coin is ipped, the heads will appear with probability i/10, for 1 i 10. Suppose that one of the ten coins is selected at random, with each one equally likely to be selected. Suppose that this randomly selected coin is ipped. What is the conditional probability that the randomly ipped coin is coin i = 5 given that the randomly selected coin showed heads?

CHAPTER 2
Problem 2.9. Suppose that the distribution function F is given by: F (b) = 0, F (b) = 1/2, F (b) = 3/5, b < 0, 0 b < 1, 1 b < 2,

F (b) = 4/5, F (b) = 9/10, F (b) = 1,

2 b < 3, 3 b < 3.5, 3.5 b.

Calculate the associated probability mass function. Problem 2.20. A television store owner gures that 50% of the customers entering his store will purchase an ordinary (black and white) television set, 20% will purchase a color television, and 30% will just be browsing (and thus not purchase anything). If 5 customers enter his store on a certain day, what is the probability that 2 customers purchase color sets, 1 purchases an ordinary set, and 2 customers purchase nothing? *Problem 2.32. Suppose that you buy a lottery ticket in 50 dierent lotteries, in each of which your chance of winning a prize is 1/100. What is the approximate probability that you will win a prize (a) at least once, (b) exactly once, (c) at least twice? (Give numerical answers if possible.) Problem 2.33 Let X be a random variable with probability density f (x) = c(1 x2 ), 1 < x < 1, and f (x) = 0 otherwise. (a) What is the value of c? (b) What is the cumulative distribution function (cdf) of X ? *Problem 2.34. Let the probability density function (pdf) of a random variable X be f (x) = c(4x 2x2 ) for 0 < x < 2, where c is some constant, with f (x) = 0 otherwise. (a) What is the value of c? (b) What is P (1/2 < X < 3/2)? Problem 2.39. The random variable X has the following probability mass function: P (X = 1) = 1/2, P (X = 2) = 1/3, and P (X = 24) = 1/6. Calculate E [X ]. *Problem 2.43. An urn contains n + m balls, of which n are red and m are black. These balls are withdrawn from the urn, one at a time, and without replacement. Let X be the number of red balls removed before the rst black ball is chosen. We are interested in determining E [X ]. To obtain this quantity, number the red balls from 1 to n. Now dene the (indicator) random variables Xi for i = 1, . . . , n by letting Xi = 1 if red ball i is chosen before any black ball is chosen, and let Xi = 0 otherwise. (a) Express X in terms of the random variables Xi ; (b) Find E [X ]. Problem 2.50. Let c be a constant. Show that the following relations are correct: (a) V ar(cX ) = c2 V ar(X ); (b) V ar(c + X ) = V ar(X ).

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