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Homework 3

This document provides the instructions for homework 3 in an applied probability course. It outlines that students can work in groups of up to 5 people but each student must understand the problems. It also provides the submission instructions, requiring a single PDF file uploaded to the LMS by the due date of October 3rd at 6pm. The document then lists 15 probability problems to solve for the homework.

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ILMI USTAAD
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32 views

Homework 3

This document provides the instructions for homework 3 in an applied probability course. It outlines that students can work in groups of up to 5 people but each student must understand the problems. It also provides the submission instructions, requiring a single PDF file uploaded to the LMS by the due date of October 3rd at 6pm. The document then lists 15 probability problems to solve for the homework.

Uploaded by

ILMI USTAAD
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Applied Probability Fall 2021-2022

Homework 3
Out: Sept 27, 2021; Due: Oct 3, 2021 by 6pm (via LMS Assignments)

You may partner with up to four others (a group of max 5) to submit a single write
up. We encourage discussion with other students in class, even if they are not in your group.
Each student must build a good understanding of all the problems even if they discuss and
collaborate with others. Blatant copying from online resources is forbidden. If there
are confusions or questions, post those on Piazza or see your TA or Instructor.
Submission instructions: We need a single PDF file, uploaded to LMS (in Assignments)
keeping the file size small. Absolutely NO email submission will be accepted. No
exceptions! You can either type out (preferably in Latex, possibly using overleaf.com) or
take very clear pictures of your hand-written solution. The pictures must be combined in a
single PDF file (e.g., import those in Word and print or export as PDF).
Only one submission per group is needed; the first page must clearly mark the names and
students IDs of all the members in the group.

Problem 1: The cumulative distribution function (CDF) of a random variable is:





 0 a<0

1
0≤a<1


2



3 1 ≤ a < 2

FX (a) = 54


 5
2≤a<3

9
 10 3 ≤ a < 3.5




1 a ≥ 3.5

Find the probability mass function (PMF) of X.


Problem 2: An information source produces symbols at random from a five-letter alphabet:
S = {a,b,c,d,e}. The probabilities of the symbols are:
1 1 1 1
p(a) = ; p(b) = ; p(c) = ; p(d) = p(e) =
2 4 8 16
A data compression system encodes the letters into binary strings as follows:

a 1
b 01
c 001
d 0001
e 0000
Let the random variable Y be equal to the length of the binary string output by the system.
Specify the sample space of Y (the set of values Y can take) and the probabilities of its
values.
Problem 3: Four buses carrying 148 students from the same school arrive at a football
stadium. The buses carry, respectively, 40, 33, 25, and 50 students. One of the students is
randomly selected. Let X denote the number of students who were on the bus carrying the
randomly selected student. One of the 4 bus drivers is also randomly selected. Let Y denote
the number of students on her bus.
(a) Which of E[X] or E[Y ] do you think is larger? Why?
(b) Compute E[X] and E[Y ].
Problem 4: If E[X] = 1 and V ar(X) = 5, find:
(a) E[(2 + X)2 ]
(b) V ar(4 + 3X)
Problem 5: Let X be a random variable having expected value µ and variance σ 2 . Find
the expected value and variance of Y defined as: Y = X−µ
σ

Problem 6: A box contains 5 red and 5 blue marbles. Two marbles are withdrawn randomly.
If they are the same color, then you win $1.10; if they are different colors, then you win -$1.00.
(That is, you lose $1.00.) Calculate:
(a) the expected value of the amount you win;
(b) the variance of the amount you win.
Problem 7: Let X be a Binomial random variable with E[X] = 7 and V ar(X) = 2.1. Find:
(a) P {X = 4}
(b) P {X > 12}
Problem 8: The number of times that an individual contracts a cold in a given year is
a Poisson random variable with parameter λ = 3. Suppose a new wonder drug (based on
large quantities of vitamin C) has just been marketed that reduces the Poisson parameter
to λ = 2 for 75 percent of the population. For the other 25 percent of the population, the
drug has no appreciable effect on colds. If an individual tries the drug for a year and has 0
colds in that time, how likely is it that the drug is beneficial for him or her?
Problem 9: Suppose that the number of accidents occurring on a highway each day is a
Poisson random variable with parameter λ = 3.
(a) Find the probability that 3 or more accidents occur today.
(b) Repeat part (a) under the assumption that at least 1 accident occurs today.
(c) Suggest a way to estimate λ (provided here!) in a real life situation.
Problem 10: Consider n independent flips of a coin having probability p of landing on
heads. Say that a changeover occurs whenever an outcome differs from the one preceding it.
For instance, if the results of the flips are H H T H T H H T, then there are a total of five
changeovers.
(a) If p = 21 , what is the probability there are k changeovers?
(b) Find the expected number of changeovers. Don’t assume p = 21 .
Hint: You may use the PMF from part (a). But it might be easier to express the number of
changeovers as the sum of n − 1 Bernoulli random variables.
Problem 11: How many times would you expect to roll a fair dice before all 6 sides appeared
at least once?
Problem 12: Suppose that 3 balls are chosen without replacement from an urn consisting
of 5 white and 8 red balls. Let Xi equal 1 if the ith ball selected is white, and let it equal 0
otherwise. Give the joint probability mass function of
(a) X1 , X2
(b) X1 , X2 , X3
Problem 13: The joint probability mass function of X and Y is given by:
1 1 1 1
p(1, 1) = ; p(1, 2) = ; p(2, 1) = ; p(2, 2) =
8 4 8 2

(a) Compute the conditional mass function of X given Y = i, i = 1, 2


(b) Are X and Y independent?
(c) Compute P {XY ≤ 3}, P {X + Y > 2}, and P {X/Y > 1}.
Problem 14: A player throws a fair dice and simultaneously flips a fair coin. If the coin
lands heads, then she wins twice, and if tails, then one-half of the value that appears on the
dice. Determine her expected winnings.
Problem 15: Suppose that X and Y are independent geometric random variables with the
same parameter p.
(a) Without any computations, what do you think is the value of P {X = i|X + Y = n}?
Hint: Imagine that you continually flip a coin having probability p of coming up heads. If
the second head occurs on the nth flip, what is the probability mass function of the time of
the first head?
(b) Verify your conjecture in part (a).

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