Massachusetts Institute of Technology

Department of Electrical Engineering & Computer Science

Problem Set 5
Due: March 15, 2010

1. Any computer chip will eventually fail, creating a random lifetime. Suppose that a manufacturing
process produces a mix of “good” and “bad” chips. For some positive number α, the lifetimes
of good chips have the exponential distribution with parameter α and the lifetimes of bad chips
have the exponential distribution with parameter 1000α. Assume that the fraction of good chips
is p and the fraction of bad chips 1 − p.

(a) Find the probability that a randomly selected chip is still functioning after t time units of
operation.
(b) Find the PDF of the time of failure of a randomly selected chip.
(c) To weed out bad chips, each chip is tested for t time units, and only chips that do not fail
during the testing period are shipped to customers. Find a formula for the probability that
a customer receives a bad chip (as a function of the constants α, p, and t). If p = 0.9, how
long should the testing be to make the probability of shipping bad product be below 1%?

2. To help find a pile of gold buried in a swamp, a 6.041 graduate uses a satellite scan to compute
the following a priori probability density function for the X and Y coordinates of the treasure:

Qx2 y if 0 ≤ x ≤ 10, 0 ≤ y ≤ x

fX,Y (x, y) =
0 otherwise

where Q is a constant. Just then, a librarian rushes in with a fragment of a treasure map. The
map says that the X coordinate of the gold is either 6 or 8, but the number is so smudged that
the two treasure hunters decides that both possibilities are equally likely.
Using this information, calculate and sketch the probability density function for the Y coordinate
of the gold’s location.

3. Suppose N is a geometric random variable with parameter p, where p is a random variable,

4. A 6.041 graduate opens a new casino in Las Vegas and decides to make the games more challenging
from a probabilistic point of view. In a new version of roulette, each contestant spins the following
kind of roulette wheel. The wheel has radius r and its perimeter is divided into 20 intervals,
alternating red and black. The red intervals (along the perimeter) are twice the width of the
black intervals (also along the perimeter). The red intervals all have the same length and the
black intervals all have the same length. After the wheel is spun, the center of the ball is equally
likely to settle in any position on the edge of the wheel; in other words, the angle of the final
ball position (marked at the ball’s center) along the wheel’s perimeter is distributed uniformly
between 0 and 2π radians.

(a) What is the probability that the center of the ball settles in a red interval?
(b) Let B denote the event that the center of the ball settles in a black interval. Find the
conditional PDF fZ|B (z), where Z is the distance, along the perimeter of the roulette wheel,
between the center of the ball and the edge of the interval immediately clockwise from the
center of the ball?

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 Massachusetts Institute of Technology
Department of Electrical Engineering & Computer Science
6.041/6.431: Probabilistic Systems Analysis
(Spring 2010)

(c) What is the unconditional PDF fZ (z)?

Another attraction of the casino is the Gaussian slot machine. In this game, the machine pro-
duces independent identically distributed (IID) numbers X1 , X2 , ... that have normal distribution
N (0, σ 2 ). For every i, when the number Xi is positive, the player receives from the casino a sum
of money equal to Xi . When Xi is negative, the player pays the casino a sum of money equal to
|Xi |.

(d) What is the standard deviation of the net total gain of a player after n plays of the Gaussian
slot machine?
(e) What is the probability that the absolute value of the net total gain after n plays is greater
√
than 2 nσ?

5. Let Q be a random variable which is uniformly distributed between 0 and 1. On any given day,
a particular machine is functional with probability Q. Furthermore, given the value of Q, the
status of the machine on different days is independent.

(a) Find the probability that the machine is functional on a particular day.
(b) We are told that the machine was functional on m out of the last n days. Find the conditional
PDF of Q. You may use the identity
1
k!(n − k)!
Z
pk (1 − p)n−k dp =
0 (n + 1)!

(c) Find the conditional probability that the machine is functional today given that it was
functional on m out of the last n days.

G1† . Random variables X1 , . . . , Xn are independent and identically distributed.

† Required for 6.431; optional for 6.041 Page 2 of 2