Exercises: Probability, For The Enthusiastic Beginner (Exercises, Version 1, September 2016)
Exercises: Probability, For The Enthusiastic Beginner (Exercises, Version 1, September 2016)
Exercises
Probability, For the Enthusiastic Beginner (Exercises, Version 1, September 2016)
© David Morin, [email protected]
8.1 Chapter 1
Section 1.2: Permutations
1. Assigning seats *
Five girls and three boys are to be assigned to eight seats in a row, with the
stipulation that a girl sits in the second seat. How many arrangements are
possible?
1
2 Chapter 8. Exercises
7. Sum of squares *
In the spirit of Problem 1.5(b), use mathematical induction to prove that the
sum of the squares of the first N integers, 12 + 22 + 32 + · · · + N 2 , equals
N (N + 1)(2N + 1)/6. (This is just a fun math problem; it isn’t directly related to
combinatorics.)
8. Orderings of “committee” *
How many different orderings are there of the nine letters in the word “commit-
tee”?
Then explain in words why the relation is true, by imagining a scenario that can
be looked at in two different ways.
19. Reproducing N n **
In the spirit of the example at the end of Section 1.7, reproduce the N n result for
the second example at the beginning of Section 1.7, with n = 3 and N = 4. So
your goal is to show that the total number of ordered sets is 43 = 64.
8.2 Chapter 2
1. Tossing Heads *
(a) Two coins are tossed. What is the probability of getting at least one Heads?
(b) Four coins are tossed. What is the probability of getting at least two Heads?
(c) Six coins are tossed. What is the probability of getting at least three Heads?
Which of the above three probabilities is the largest?
(a) n people randomly sit in n chairs arranged in a circle. Two of these people
are twins. What is the probability that the twins sit next to each other?
Answer this by using a counting argument, and then again by using a
probability argument (imagine successively assigning the twins’ seats).
(b) Answer the same question, but now with the n chairs arranged in a line.
6. Alternating letters **
A string of 2n letters is randomly formed from n A’s and n B’s. What is the
probability that an alternating string, like ABABAB. . . , is formed? (The string
can start with either letter.) Answer this by using a counting argument, and then
again by using a probability argument (imagine successively plopping down the
letters).
7. Birthday N Pn *
Solve the Birthday Problem in Section 2.4.1 by making use of the N Pn notation
from Section 1.4.
In each case, don’t count rolls that fall into a harder-to-achieve category. For
example, exclude full houses from three of a kinds, and exclude certain small
straights from two of a kinds, etc.
8.3. Chapter 3 5
8.3 Chapter 3
1. Roll until a 6 *
If you roll a die until you get a 6, what is the expected total number of rolls you
do? (You can follow the strategy in Problem 3.1.)
2. General expected value **
Based on the results of Problem 3.1 and the preceding exercise, it’s a good bet
that n is the expected total number of flips/rolls/etc. that you need to perform to
obtain a particular outcome that occurs with probability 1/n. One proof of this
fact follows from the result in Problem 4.7, with p = 1/n. Prove this fact in two
other ways:
(a) Let E be the desired expected number. Then E is the appropriate weighted
average of the expected values associated with success or failure on the first
trial. (Note that if there is failure on the first trial, then you have wasted one
trial, and you’re back to square one, where the expected number from that
point on is E.) Use this fact to generate an equation for E.
(b) Imagine performing a very large number of trials. On average, how many
of these are successes? What then is the expected number of trials needed
for each success?
3. Tetrahedral die **
(a) The faces of a tetrahedral die are numbered 1, 2, 3, and 4. Let X and Y
represent the outcomes of two such dice. By looking at all of the possible
outcomes, verify explicitly that E(XY ) = E(X )E(Y ).
(b) Repeat the above task, but now for the general case of a die with n faces (all
equally likely) labeled 1 through n.
8.4 Chapter 4
1. Hypergeometric symmetry **
It turns out that the hypergeometric distribution in Eq. (4.71), or equivalently in
Eq. (4.73), is unchanged if K and n are switched. Demonstrate this mathemat-
ically, and then again by giving an argument that explains physically why it is
true.
2. Maximum exponential density * (calculus)
Consider the exponential density in Eq. (4.27). For a given value of t (call it
T), show that if you want the density to be as large as possible when t = T, you
should pick τ to equal T.
3. How many shoppers *
600 shoppers enter a store during an 8-hour day. (Assume, unrealistically, that the
process is completely random.) What is the probability that exactly four shoppers
enter the store in a given span of five minutes?
4. Hearing a song *
Over the course of many years, you estimate that you hear a particular song on
the radio about 10 times per year. (Assume that the numbers are fairly steady.) If
during the next year you don’t hear the song at all, how surprised would you be?
Would you think it’s just a random fluke?
5. Probability of zero * (calculus)
A random process has events occurring at an average rate λ. What is the probabil-
ity that zero events occur during a given interval of length T? Answer this by using
the Poisson distribution, and then again by using the exponential distribution.
6. Poisson standard deviation *
We know√ from Problem 4.13 that the standard deviation of the Poisson√
distribution
is σ = a. Explain how this can be quickly deduced from the σ = npq result
in Problem 4.5 for the binomial distribution.
7. Sum of two Poisson random variables **
A number (call it k a ) is randomly chosen from a Poisson distribution characterized
by an a average. Another number (call it k b ) is randomly chosen from a Poisson
distribution characterized by a b average. The sum k a + k b is recorded. This
process is repeated a large number of times. Show that the sums k a + k b are
distributed according to a Poisson distribution characterized by an a + b average.
Do this by giving a physical argument, and then again by working out the math.
8. Comparing the quantities *
Consider a Poisson process where the average number of events a is very small
(for example, a = 1/1000). What is the size order of the three quantities:
P(1), P(at least 1), and the average number a? You will need to use the Taylor
approximation e x ≈ 1 + x + x 2 /2.
8.5. Chapter 5 7
8.5 Chapter 5
1. Unfair coin **
An unfair coin has a 49% chance of Heads and a 51% chance of Tails. If you flip
the coin 104 times, what is the probability of getting Heads at least half the time?
What if you flip 106 coins?
2. Identical distributions *
Repeat Problem 5.4, but now instead of standard cubical dice, do the experiment
with tetrahedral dice (with faces numbered 1, 2, 3, and 4), where you are dealing
with the probability distribution for the number of 4’s that appear, relative to the
expected number (which is 250).
3. More than 20 above the mean *
The expected number of events in a given Poisson process is 100. Approximately
what is the probability of having more than 120 events?
4. 30 Heads in 50 flips **
What is the probability of getting 30 Heads in 50 coin flips? Answer this by
using (a) the binomial distribution (exact answer), (b) the Gaussian distribution
(approximate answer), and (c) the Poisson distribution (approximate answer).
8.6 Chapter 6
1. Finding all the quantities **
Given four (X, Y ) points with values (1, 1), (1, 3), (3, 3), (4, 5), calculate (with
a calculator) all of the quantities referred to in the five steps listed on page 290.
Also calculate the B in Eq. (6.49), and make a rough plot of the four given points
along with the regression (least-squares) line.