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Written Assignment 1

This document provides instructions for Assignment #1 for the course CS5011: Introduction to Machine Learning. It states that the goal is to gain familiarity with fundamental probability concepts. Students must submit either a hard copy or Latex-printed copy of their solutions by the deadline of 5 PM on August 14th. It then lists 7 probability problems for students to solve.

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0% found this document useful (0 votes)
109 views

Written Assignment 1

This document provides instructions for Assignment #1 for the course CS5011: Introduction to Machine Learning. It states that the goal is to gain familiarity with fundamental probability concepts. Students must submit either a hard copy or Latex-printed copy of their solutions by the deadline of 5 PM on August 14th. It then lists 7 probability problems for students to solve.

Uploaded by

ee12b056
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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CS5011 : Introduction to Machine Learning

Written Assignment #1

The goal of this assignment is to gain familiarity with the fundamental concepts of probability
theory.
This is an individual assignment.
You have to turn in the hard copy of your solutions to any of the TAs. If you typeset your
solutions using Latex, you need to print it and submit.
Submission deadline: 5:00 PM on Friday, 14 August.

1. There are n bins of which the kth contains k 1 blue balls and n k red balls. You
pick a bin at random and remove two balls at random without replacement. Find the
probability that:
(a) the second ball is red;
(b) the second ball is red, given that the first is red.
2. A medical company touts its new test for a certain genetic disorder. The false negative
rate is small: if you have the disorder, the probability that the test returns a positive
result is 0.999. The false positive rate is also small: if you do not have the disorder,
the probability that the test returns a positive result is only 0.005. Assume that 2% of
the population has the disorder. If a person chosen uniformly from the population is
tested and the result comes back positive, what is the probability that the person has
the disorder?
3. Among the functions given below, find the functions that are valid CDFs and find their
respective densities. For those that are not valid CDFs, explain what fails.
(a)

F (x) =

1 ex
0

x0
x<0

(b)

F (x) =

e x
0

x>0
x0

(c)
F (x) = ex /(ex + ex ), x R

(d)
F (x) =

0
1
3

x0
0<x
x > 12

1
2

4. Consider two random variables X and Y having joint density function f (x, y) = 2exy , 0 <
x < y < . Are X and Y independent? Find the covariance of X and Y .
5. Let us suppose you are playing a game. You have two opponents with whom you alternate
play. Whenever you play with the first opponent, you win the game with probability p1 .
Similarly, the probability of you winning when playing with the second opponent is p2 .
Assume p2 > p1 . If you want to minimise the number of games you need to play to win
two games in a row, which opponent should you start against?
6. Let X and Y be two random variables with mean 0, variance 1, and covariance . Show
that
p
E(max{X 2 , Y 2 }) 1 + 1 2
(Hint: use the Cauchy-Schwarz inequality).
7. Consider the distribution of the number of coin flips X until the kth head appears,
where each coin flip comes up heads independently with probability p. Prove that this
distribution is given by


n1 k
P (X = n) =
p (1 p)nk
k1
for n k.

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