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Prob Set 1

This document contains a problem set from a probability, statistics, and stochastic processes course. It includes 17 problems covering a range of probability concepts such as sample spaces, conditional probability, independence, recursion relations, and calculating probabilities of events occurring in series experiments using coins, dice and other random processes. Students are asked to determine probabilities, construct probabilistic models, prove statements about probabilities, and solve word problems involving concepts like binomial probability, conditional probability, and independence.

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Kondeti Harsha Vardhan
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© © All Rights Reserved
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281 views

Prob Set 1

This document contains a problem set from a probability, statistics, and stochastic processes course. It includes 17 problems covering a range of probability concepts such as sample spaces, conditional probability, independence, recursion relations, and calculating probabilities of events occurring in series experiments using coins, dice and other random processes. Students are asked to determine probabilities, construct probabilistic models, prove statements about probabilities, and solve word problems involving concepts like binomial probability, conditional probability, and independence.

Uploaded by

Kondeti Harsha Vardhan
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Department of Mathematics, IIT Madras

MA 2040 : Probability, Statistics and Stochastic Processes


August - December 2016
Problem Set - I
1. Determine the sample spaces and the probability measures in the following situations :
(a) A die and a coin are thrown simultaneously.
(b) From a pack of 52 cards we draw 2.
(c) A pack of six numbered cards is shuffled and the numbers are revealed one by one.
(d) We play a series of chess games. The winner is the one who first scores three points, where one point is
obtained for a single win and draws do not count.
(e) How long shall we wait for a bus at the bus stop?
(f) How many road accidents happened today in your city?
2. A six-sided die is loaded/made in a way that each even face is twice as likely as each odd face. All even faces
are equally likely, as are all odd faces. Construct a probabilistic model for a single roll of this die and find the
probability that the outcome is less than 4.
3. Let S1 , S2 , . . . , Sn be a partition of the sample space .
(a) Show that for any event A, P (A) =

n
P

P (A Si ).

i=1

(b) Use part (a) to show that, for events A, B and C,


P (A) = P (A B) + P (A C) + P (A B c C c ) P (A B C).
4. (a) Prove that, for any two events A and B, P (A B) P (A) + P (B) 1.
(b) Using (a), establish the following generalization:
P (A1 A2 An ) P (A1 ) + P (A2 ) + . . . + P (An ) (n 1).
5. prove that for any two events A and B with P (B) > 0, we have :
A and B are independent if and only if P(A/B)=P(A)
6. Let A1 , A2 , . . . , An be events. If S1 = {i : 1 i n}, S2 = {(i1 , i2 ) : 1 i1 < i2 n} and more generally, Sm
is the set of all m-tuples (i1 , . . . , im ) of indices that satisfy 1 i1 < i2 < . . . < im n, then prove that
P (nk=1 Ak ) =

X
iS1

P (Ai )

X
(i1 ,i2 )S2

P (Ai1 Ai2 ) +

P (Ai1 Ai2 Ai3 ) . . . + (1)n1 P (nk=1 Ak ).

(i1 ,i2 ,i3 )S3

7. Two fair 6-sided dice are rolled.


(a) Given that the roll results in a sum of 4 or less, find the conditional probability that doubles are rolled.
(b) Given that the two dice land on different numbers, find the conditional probability that at least one die
roll is a 6.
8. Two fair dice are rolled and the outcome is kept secret. You are vitally (financially) interested in the sum
shown.
(a) What is the probability that the sum will be at least 5?
(b) Suppose you have been told that at least one die shows 1. How likely is it now that the sum will be 5 or
more?

9. A batch of 100 items is inspected by testing 4 randomly selected items. If one of the four is defective, the batch
is rejected. What is the probability that the batch is accepted, if it contains exactly five defectives?
10. A cellular phone system serves a population of n1 voice users (those who occasionally need a voice connection
) and n2 data users (those who occasionally need a data connection ). We estimate that at a given time,
each user will need to be connected to the system with probability p1 (for voice users) or p2 (for data users),
independent of other users. The data rate for a voice user is r1 bits/sec and for a data user is r2 bits/sec.
The cellular system has a total capacity of c bits/sec. What is the probability that more users want to use the
system than the system can accommodate?
11. Two players A and B alternately roll a pair of unbiased dice. A wins if on a throw he obtains exactly six points
before B gets seven points, B winning in the opposite event. If A begins the game, prove that his probability
of winning is 30/61.
12. In a certain community, it is found that 60% of all property owners oppose an increase in the property tax
while 80% of non-property owners favor it. If 65% of all registered voters are property owners, what proportion
of registered voters favor the tax increase?
13. A student has to sit for an examination consisting of 3 questions selected randomly from a list of 100 questions.
To pass, she needs to answer all three questions. What is the probability that the student will pass the
examination if she knows the answers to 90 questions on the list?
14. You have two coins, a fair one with probability of heads

1
2

and an unfair one with probability of heads

1
3

, but

otherwise identical. A coin is selected at random and tossed, falling heads up. How likely is it that it is the
fair one?
15. In the pictures below, probabilities of a message successfully being transmitted along any edge are given. What
is the probability of successfully transmitting the message from node A to node B? (Assume transmission along
different edges is independent.)

1
2

1
2

1
2
1
2

1
2
1
2

1
2

(a)

1
2

1
3

1
2
1
2

1
2

1
3

1
3
1
3

1
3

1
3

1
5
1
3

1
4

1
4

1
4

1
4

1
3

(b)

16. A fair coin is tossed three times and the following events are considered:
A = toss 1 and toss 2 produce different outcomes,
B = toss 2 and toss 3 produce different outcomes,
C = toss 3 and toss 1 produce different outcomes.
Show that P (A) = P (A|B) = P (A|C), but P (A) 6= P (A|B C).
17. Consider a coin that comes up heads with probability p and tails with probability 1p. Let qn be the probability
of obtaining even number of heads in n independent tosses. Derive a recursion that relates qn to qn1 and
1 + (1 2p)n
establish the formula qn =
.
2

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