Probability and Stochastic Processes
Probability and Stochastic Processes
Part-I
1. A random experiment consists of selecting two balls in succession from an urn containing two
black balls and and one white ball.
A. Specify the sample space for this experiment.
B. Suppose that the experiment is modified so that the ball is immediately put back into
the urn after the first selection. What is the sample space now?
C. What is the relative frequency of the outcome (white, white) in a large number of
repetitions of the experiment in part a? In Part (b) ?
D. Does the outcome of the second draw from the urn depend in any way on the outcome
of the first draw in either of these experiments?
2. An urn contains three electronically labeled balls with labels 00, 01, 10. Lisa, Homer, and Bart are
asked to characterize the random experiment that involves selecting a ball at random and reading
the label. Lisa’s label reader works fine; Homer’s label reader has the most significant digit stuck at
1; Bart’s label reader’s least significant digit is stuck at 0.
Part-II
1. If P(A) = 0.4 and P(A ∩ B) = 0.3, what are the possible values for P(B)?
2. A car repair can be performed either on time or late and either satisfactorily or unsatisfactorily.
The probability of a repair being on time and satisfactory is 0.26. The probability of a repair
being on time is 0.74. The probability of a repair being satisfactory is 0.41. What is the
probability of a repair being late and unsatisfactory ?
4. An advertising campaign is canceled before launch with probability 0.10, is launched but canceled
early with probability 0.18, is launched and runs its targeted length with probability 0.43, and is
launched and is extended beyond its targeted length with probability 0.29. If the advertising
campaign is launched, what is the probability that it runs at least as long as targeted?
5. Two cards are chosen from a pack of cards without replacement. Calculate the probabilities:
(c) One card is from a red suit and one card is from a black suit.
6. Two cards are chosen from a pack of cards without replacement. Are the following events
independent?
(a) (i) The first card is a picture card, (ii) the second card is a picture card.
(b) (i) The first card is a heart, (ii) the second card is a picture card.
(c) (i) The first card is from a red suit, (ii) the second card is from a red suit.
(d) (i) The first card is a picture card, (ii) the second card is from a red suit.
(e) (i) The first card is a red picture card, (ii) the second card is a heart.
7. A system has four computers. Computer 1 works with a probability of 0.88; computer 2 works
with a probability of 0.78; computer 3 works with a probability of 0.92; computer 4 works with a
probability of 0.85. Suppose that the operations of the computers are independent of each
other.
(a) Suppose that the system works only when all four computers are working. What is the
probability that the system works?
(b) Suppose that the system works only if at least one computer is working. What is the
probability that the system works?
(c) Suppose that the system works only if at least three computers are working. What is the
probability that the system works?
Part-III
1. Suppose that a batch contains six parts with part numbers {a, b, c, d, e, f }. Suppose that two parts
are selected without replacement. Let E denote the event that the part number of the first part
selected is a. If each outcome is equally likely, find the 𝑃(𝐸)?, Also, if E2 denotes the event that the
second part selected is a, If each outcome is equally likely, find the 𝑃(𝐸2 )?
2. A random experiment can result in one of the outcomes {a, b, c, d} with probabilities 0.1, 0.3, 0.5,
and 0.1, respectively. Let A denote the event {a, b}, B the event {b, c, d}, and C the event {d}.Then,
find
a. 𝑃(𝐴)
b. 𝑃(𝐵)
c. 𝑃(𝐴́)
d. 𝑃(𝐵́)
e. 𝑃(𝐶
f. 𝑃(𝐴 ∪ 𝐵)
g. 𝑃(𝐵 ∪ 𝐶)
h. 𝑃(𝐴 ∩ 𝐵)
i. 𝑃(𝐴 ∩ 𝐶)
3. In one year, three awards (research, teaching, and service) will be given for a class of 25 graduate
students in a statistics department. If each student can receive at most one award, how many
possible selections are there?
4. In a college football training session, the defensive coordinator needs to have 10 players standing in
a row. Among these 10 players, there are 1 freshman, 2 sophomores, 4 juniors, and 3 seniors,
respectively. How many different ways can they be arranged in a row if only their class level will be
distinguished?
5. A certain shoe conies in 5 different styles with each style available in 4 distinct colors. If the store
wishes to display pairs of these shoes showing all of its various styles and colors, how many different
pairs would the store have on display?
6. A witness to a hit-and-run accident told the police that the license number contained the letters RLH
followed by 3 digits, the first of which is a 5. If the witness cannot recall the last 2 digits, but is
certain that all 3 digits are different, find the maximum number of automobile registrations that the
police may have to check.
7. A contractor wishes to build 9 houses, each different in design. In how many ways can he
place these houses on a street if 6 lots are on one side of the street and 3 lots are on the
opposite side?
8. Find the number of ways that 6 teachers can be assigned to 4 sections of an introductory psychology
course if no teacher is assigned to more than one section.
9. In how many ways can 3 oaks, 4 pines, and 2 maples be arranged along a property line if one does
not distinguish among trees of the same kind?
10. Two cards are drawn in succession from a deck without replacement. What is the probability that
both cards are greater than 2 and less than 8?
Part IV
1. Find the failing rate of a system consisting of components shown in the following figure,
if the components have the reliability defined by probability, r1=r2=r3=0.95,
0 𝑥<0
2. A random variable 𝑋 has cdf: 𝐹𝑋 (𝑥) = { 1
1 − 4 𝑒 −2𝑥 𝑥≥0
Plot the cdf and identify the type of random variable.
Find probabilities, 𝑃[𝑋 ≤ 2], 𝑃[𝑋 = 0], 𝑃[𝑋 < 0], 𝑃[2 < 𝑋 < 6], 𝑃[𝑋 > 10
3. A modem transmits a voltage signal into a channel. The channel adds to this signal a noise term
that is drawn from the set with respective probabilities
A. Find the pmf of the output Y of the channel.
B. What is the probability that the output of the channel is equal to the input of the
channel?
C. What is the probability that the output of the channel is positive?