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Homework 1

This homework assignment contains 5 problems related to probability and statistics. Problem 1 involves computing probabilities of unions and intersections of events. Problem 2 involves finding the probability a circuit works given probabilities of individual components. Problem 3 involves computing probabilities based on a test with known false positive and false negative rates. Problem 4 defines a random variable with a piecewise cumulative distribution function and asks for computing related probabilities. Problem 5 involves computing expectations and variances for rolls of a slightly unbalanced die, as well as the sum of rolls over many trials.

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Eva Chung
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41 views2 pages

Homework 1

This homework assignment contains 5 problems related to probability and statistics. Problem 1 involves computing probabilities of unions and intersections of events. Problem 2 involves finding the probability a circuit works given probabilities of individual components. Problem 3 involves computing probabilities based on a test with known false positive and false negative rates. Problem 4 defines a random variable with a piecewise cumulative distribution function and asks for computing related probabilities. Problem 5 involves computing expectations and variances for rolls of a slightly unbalanced die, as well as the sum of rolls over many trials.

Uploaded by

Eva Chung
Copyright
© © All Rights Reserved
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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MA2506 / MA2510 – Probability and Statistics

Homework assignment #1
This homework assignment should be uploaded to Canvas by Friday, October 14th.

1. (i) Consider two events A and B, with P(A) = 0.3, P(B) = 1. Compute P(A∩B), P(Ac ∩B),
and P(A ∩ B c ) (where we denote by Ac = Ω \ A the complement of an event A).
(ii) We now consider three independent events A, B, and C. Using the definition of inde-
pendence, show that the two events Ac and B c ∪ C c are independent.

2. We consider the electrical circuit set up as in the figure below, with 6 elements. We denote
by Ei the event that the ith element does not work (1 ≤ i ≤ 6), and we assume that the
events (Ei )1≤i≤6 are independent. We also know that P(Ei ) = 31 for i = 1, 2, 3, P(Ei ) = 12 for
i = 4, 5, and P(E6 ) = 41 . We say that the circuit works if its left and right ends are connected
by a “path” using only elements which work (for example, the circuit works if elements 1 and
2 both work, but it does not work if 1 and 3 both do not work). Compute the probability of
the event E that the circuit does not work.
1 2

3 6

3. We can perform a test to determine if a given electronic component has a defect, which occurs
with a probability 0.001. If the component is defective, the test detects it correctly with
probability 0.99, while if the component is not defective, the test wrongly detects a defect
with probability 0.01.

(i) If the test says that a component is defective, find the probability that this component
indeed has a defect.
(ii) If the test says that a component is not defective, find the probability that this component
indeed has no defect.

1
4. Let N ≥ 1 be an integer. We consider a random variable X with cumulative distribution
function FX defined as


0 if x < 0,

2
FX (x) = Ni 2 if x ∈ [i, i + 1) (i integer, 0 ≤ i ≤ N − 1),


1 if x ≥ N.

(i) For each integer i, determine P(X ≤ i) and P(X < i).
(ii) Compute P(X = i), for each integer i with 0 ≤ i ≤ N .

5. We consider a six-sided die, which is slightly unbalanced. The numbers 2, 3, 4, 5 are equally
likely, each coming up with probability p = 0.17, while the numbers 1 and 6 are less likely,
each of them having a probability q = 0.16 to appear. We throw the die once, and we denote
by X (∈ {1, 2, 3, 4, 5, 6}) the number obtained.

(i) Compute the expectation E[X] of X.


(ii) Compute the variance Var(X) of X.

We now throw the die repeatedly 10000 times, and we denote by X1 , . . . , X10000 the numbers
so obtained. Let S10000 = X1 + . . . + X10000 be the total sum of the 10000 throws (which we
assume to be independent).

(iii) Compute E[S10000 ] and Var(S10000 ).

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