Homework 1

Quinn Ngo
MATH 499
January 27, 2017

1. In a probability space, it is known that P (A) = 1/3, P (B) = 1/4, P (AB) = 1/6, where A, B, C are
events. Find the following probabilities:
P (Ac ) = 1 P (A) = 1 1/3 = 2/3
P (Ac B) = P (Ac ) + P (B) P (Ac B) = P (Ac ) + P (B) (P (B) P (A B)) = 2/3 + 1/6 = 5/6
P (A B c ) = P (A) + P (B c ) P (A B c ) = P (A) + P (B c ) (P (A) P (A B)) = 3/4 + 1/6 = 11/12
P (A B c ) = P (A) P (A B) = 1/3 1/6 = 1/6
P (Ac B c ) = P ((A B)c ) = 1 P (A B) = 1 1/6 = 5/6
2. Given P {A} = 3/4 and P {B} = 3/8, show that:

(a) P {A B} 3/4
We have that
P {A B} max(P {A}, P {B}) = 3/4.
(b) 1/8 P {A B} 3/8
We know that
P {A B} 1.
Thus
P {A} + P {B} P {A B} = 9/8 P {A B} 1.
Thus P {A B} 1/8. We also have

P {A B} min(P {A}, P {B}) = 3/8.

3. Let the events A1 , A2 , . . . , An be independent and P (Ai ) = p for i = 1, 2, . . . , n. What is the probability
that:

(a) at least one of the events will occur?

Since all of these events are independent, the probability is
n
! n
[ Y
c
1P Ai = 1 (1 p) = 1 (1 p)n .
i=1 i=1

(b) at least m of the events will occur? The probability that exactly k events will occur is
 
n k
p (1 p)nk .
k
Since the probabilities that i and j events happen is mutually exclusive, the probability that at
least m of these events occurring is the sum of the probabilities that exactly k of these events
occur for all m k n.
n  
X n k
p (1 p)nk
k
k=m

1
 (c) exactly m of the events will occur?
As stated in the previous part, the probability that exactly m events occur is
 
n m
p (1 p)nm .
m

4. The population of Nicosia (Cyprus) is 75% Greek and 25% Turkish. 20% of the Greeks and 10% of
the Turks speak English. A visitor to the town meets someone who speaks English. What is the
probability that he is Greek?
We define the sets:
G: The set of all Greek people in Nicosia
T: The set of all Turkish people in Nicosia
E: The set of all English people in Nicosia
We are trying to find P (G|E). Using Bayes Theorem, we have

P (G)P (E|G)
P (G|E) =
P (G)P (E|G) + P (T )P (E|T )
(.75)(.2)
=
(.75)(.2) + (.25)(.1)
6
=
7

5. The amount of bread (in hundreds of kilo) that a bakery sells in a day is a random variable with density

cx
for 0 < x < 3,
f (x) = c(6 x) for 3 < x < 6,

0 otherwise

i. Find which value of c makes f a probability density function. In order for f to be a probability
density function, we must have Z
f (x) dx = 1.

Hence we have
Z 3 Z 6
1= cx dx + c(6 x) dx
0 3
 3  6
1 2 1
= cx c(6 x)2
2 0 2 3
= 9c

Thus c = 1/9.
ii. What is the probability that the number of kilos of bread that will be sold in a day is:
a) more than 300 kilos?
This probability is given by
Z Z 6  6
1 1 1
f (x) dx = (6 x) dx = (6 x)2 = .
3 3 9 18 3 2

b) between 150 and 450 kilos?

Z 4.5 Z 3 Z 4.5  3  4.5
1 1 1 2 1 3
f (x) dx = x dx + (6 x) dx = x (6 x)2 =
1.5 1.5 9 3 9 18 1.5 18 3 4

2
 iii. Denote by A and B the events in (a) and (b), respectively. Are A and B independent?
In order for A and B to be independent, we need P (B|A) = P (B). We have
Z 4.5
1 3
(6 x) dx
P (B A) 9 3
P (B|A) = = 3 = 8 = .
P (A) P (A) 1 4
2
6. The height of men is normally distributed with mean = 167 cm and standard deviation = 3 cm.
i. What is the percentage of the population of men that have height
a) greater than 167 cm?
 
167 167
P (X > 167) = P Z> = P (Z > 0) = .5
3
b) greater than 170 cm?
 
170 167
P (X > 170) = P Z> P (Z > 1) = .1587
3
c) between 161 and 173 cm?
 
161 167 173 167
P (161 < X < 173) = P <Z< = P (2 < Z < 2) = .9545
3 3
ii. In a random sample of four men, what is the probability that:
a) all will have height greater than 170 cm. This is given by

(P (X > 170))4 = .0005336.

b) two will have height smaller than the mean This is given by
 
4 3
(.5)4 = .
2 8
7. If X is a continuous random variable with cumulative distribution function F and density function
f , show that the random variable Y = X 2 is also continuous and express its cumulative distribution
function and density in terms of F and f .
We have

FY (y) = P (Y < y) = P (X 2 < y) = P ( y < X < y) = FX ( y) FX ( y).

Thus (
0 if y < 0
FY =
FX ( y) FX ( y) if y > 0
(
0 if y < 0
fY = 0 0
FX ( y)( y/2) + FX ( y)(1/2 y) if y < 0

8. Let f denote the density function of the random variable X. Suppose that X has a symmetric distri-
bution about a. That is, f (h + a) = f (a h) for every h. Show that the expectation of X equals a,
provided it exists.
Let u = x a. Then the expectation of X is given by
Z Z Z Z 0 Z
xf (x) du = (u + a)f (u + a) dx = a f (u + a) du + uf (u + a)du + uf (u + a) du
0

3
 Let v = u Since f is a probability distribution function, we can simplify this to
Z Z
a vf (a v)dv + uf (u + a) du
0 0

We combine the two integrals to get

Z
a+ u (f (a + u) f (a u)) du
0

But since f (a + u) = f (a u), the integral evaluates to 0, and we have

Z
xf (x) dx = a.

9. A student takes a multiple-choice test consisting of two problems. The first one has 3 possible answers
and the second one has 5. The student chooses, at random, one answer as the right one from each of
the two problems. Find:

(a) the expected number, E(X), of right answers X of the student

Note that X can only take on three values: 0, 1, and 2. We have

P (X = 0) = (2/3)(4/5) = 8/15
P (X = 1) = (1/3)(4/5) + (2/3)(1/5) = 2/5
P (X = 2) = (1/3)(1/5) = 1/15

Thus
2
X
E(X) = iP (X = i) = (0)(8/15) + (1)(2/5) + (2)(1/15) = 8/15.
i=0

(b) V ar(X)
Recall
V ar(X) = E(X 2 ) [E(X)]2 .
We have
E(X 2 ) = (0)(8/15) + (1)(2/5) + (4)(1/15) = 2/3.
Thus
V ar(X) = 2/3 (8/15)2 = 86/225 = .382.

10. Given that V ar(X) = 9, find the number n of observations (the sample size) required in order that
with probability less than 5% the mean of the sample differs from the expectation = E(X) more,

(a) than 5% of the standard deviation of X.

From Chebyshevs inequality, we have

2
P (|X | a)
a2
We will use Chebyshevs inequality
on the distribution of sample means. For a sample of size n,
we have X = and X = / n. Thus Chebyshevs inequality becomes

2
P (|X | a) .
a2 n
For = 3, we have
9
P (|X | a) .
a2 n

4
 For our problem, we have a = .05 = .15. So, we want
9
.05.
(0.15)2 n

Thus n 8000
(b) than 5% of given that > 5. We use the same formula as we did for the last problem, but we
have a = .05. Hence we have
9
.05.
(.05)2 n
72000
Thus n .