MA2040: Probability, Statistics and Stochastic Processes

Problem Set-I
Sivaram Ambikasaran
February 15, 2020

1. A six-sided die is made in a way that each even face is twice as likely as each odd face. All even faces
are equally likely, as are all odd faces. Construct a probabilistic model for a single roll of this die and
find the probability that the outcome is less than 4.
Solution: The sample space is Ω = {1, 2, 3, 4, 5, 6}. Let the probability of each odd face be p. We
then have the probability of each even face to be 2p. We have
1 = P (Ω) = P ({1}) + P ({2}) + P ({3}) + P ({4}) + P ({5}) + P ({6})
This gives us that
9p = 1 =⇒ p = 1/9
P (Outcome is less than 4) = P ({1}) + P ({2}) + P ({3}) = p + 2p + p = 4p = 4/9
2. Let S1 , S2 , . . . , Sn be a partition of the sample space Ω.
(a) Show that for any event A,
n
X
P(A) = P (A ∩ Si )
i=1
n
[ \
Solution: Since S1 , S2 , . . . , Sn is a partition of Ω, we have Ω = Si and Si Sj = ∅, whenever
i=1
i 6= j. We have !
\ \ n
[ n  \
[ 
A=A Ω=A Si = A Si
i=1 i=1
\
Since Si ’s are mutually disjoint, so are A Si ’s. Hence, we have that
n  \
! n
[  X  \ 
P (A) = P A Si = P A Si
i=1 i=1

(b) Use the previous part to show that, for events A, B and C,
P (A) = P (A ∩ B) + P (A ∩ C) + P (A ∩ B c ∩ C c ) − P (A ∩ B ∩ C)
[
Solution: Note that our sample space can be paritioned into two disjoint sets S1 = B C and
 [ c \
S2 = B C = B c C c . From previous part, we hence have

P (A) = P (A ∩ S1 ) + P (A ∩ S2 ) = P (A ∩ (B ∪ C)) + P (A ∩ (B c ∩ C c )) (1)

c c
= P ((A ∩ B) ∪ (A ∩ C)) + P (A ∩ B ∩ C ) (2)
= P (A ∩ B) + P (A ∩ C) − P ((A ∩ B) ∩ (A ∩ C)) + P (A ∩ B c ∩ C c ) (3)
= P (A ∩ B) + P (A ∩ C) + P (A ∩ B c ∩ C c ) − P (A ∩ B ∩ C) (4)

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3. (a) Prove that for any two events A and B, we have

P (A ∩ B) ≥ P(A) + P(B) − 1

Solution: Recall that P (A ∩ B) = P(A) + P(B) − P (A ∪ B). Since P (A ∪ B) ≤ 1, we obtain

that P (A ∩ B) ≥ P(A) + P(B) − 1.
(b) Using the above, establish the following generalization:

P (A1 ∩ A2 ∩ · · · ∩ An ) ≥ P (A1 ) + P (A2 ) + · · · + P (An ) − (n − 1)

Solution: This is immediately obtained by induction. Let Sn+1 = A1 ∩ A2 ∩ · · · An . From the

previous part, we have

P (Sn+1 ) = P (Sn ∩ An ) ≥ P (Sn ) + P (An ) − 1

n−1
X
And now by the induction, we have that P (Sn ) ≥ P (Ai ) − (n − 2) and hence we obtain what
i=1
we want.
4. Let Ω = {(x1 , x2 , x3 ) : x1 + x2 + x3 = 2019} and x1 , x2 , x3 are positive integers. Assuming all the
elements in Ω are equally likely to be drawn, what is the probability of having x1 , x2 and x3 (all three)
to be odd?
Solution: Let A be the event we are  after, i.e.,
 A = {(x1, x2 , x3 ) ∈ Ω : x1 , x2 , x3 are all odd}. The
2019 − 1 2018
number of elements in Ω is given by = . To obtain the number of elements in A,
3−1 2
+
let xi = 2yi − 1, where yi ∈ Z . We then need the number of positive integer solutions to

(2y1 − 1) + (2y2 − 1) + (2y3 − 1) = 2019 =⇒ y1 + y2 + y3 = 1011

   
1011 − 1 1010
The number of elements in A is therefore given by = . Hence, the desired proba-
3−1 2
bility is  
1010
2 1010 × 1009 505
 = =
2018 2018 × 2017 2017
2
Remark: Note that the number of distinct positive integer solutions to x1 + x2 + · · · + xn = N , where
N ≥ n, n, N ∈ Z+ is given by  
N −1
n−1
The proof is as follows. Consider a sequence of N ones, i.e., 111
| {z. . . 1}. A n-partition of N is obtained
N ones
by inserting n − 1 bars in the N − 1 gaps corresponding to N ones. For example, consider n = 3 and
N = 6. One possible solution is (x1 , x2 , x3 ) = (2, 3, 1). This can be interpreted as inserting a bar after
the second 1 and another bar 3 ones later, i.e.,
 
 
111111
 
 

Note that any insertion of n − 1 bars in the N − 1 gaps gives a solution (comprising of positive integers)
to x1 + x2 + · · · + xn = N and any solution (comprising of positive integers) to x1 + x2 + · · · + xn = N

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 can be interpreted as inserting n − 1 bars in the N − 1 gaps. Hence, the number of positive integer
solutions to x1 + x2 + · · · + xn = N is given by
 
N −1
n−1

5. Two fair 6-sided dice are rolled.

(a) Given that the roll results in a sum of 4 or less, find the conditional probability that both dice
show the same number.
Solution: A be the event that both dice show the same number and B be the event that the roll
results in a sum not exceeding 4. We need P (A|B). We have B = {(1, 1), (1, 2), (2, 1), (2, 2)}. We
have A = {(1, 1), (2, 2), (3, 3), (4, 4), (5, 5), (6, 6)} and A ∩ B = {(1, 1), (2, 2)}. Hence,
P (A ∩ B) 2/36 1
P (A|B) = = =
P (B) 4/36 2
(b) Given that the two dice land on different numbers, find the conditional probability that at least
one die roll is a 6.
Solution: Let C be the event that at least one die roll is 6 and D be the event that the two dice
land on different numbers. We have
C = {(1, 6), (2, 6), (3, 6), (4, 6), (5, 6), (6, 6), (6, 5), (6, 4), (6, 3), (6, 2), (6, 1)}
D = Ω − {(1, 1), (2, 2), (3, 3), (4, 4), (5, 5), (6, 6)}
Hence,
P (C ∩ D) 10/36
P (C|D) = = = 1/3
P (D) 30/36
6. A batch of 100 items is inspected by testing 4 randomly selected items. If one of the four is defective,
the batch is rejected. What is the probability that the batch is accepted, if it contains exactly five
defectives?
Solution:
P (Batch being accepted) = P (Four randomly selected items being non-defective) (5)
= p1 p2 p3 p4 (6)


where pi = P ith item being non-defective given that the previous i − 1 items are defective . We have
95 94 93 92 95 94 93 92
p1 = , p2 = , p3 = and p4 = . Hence, the desired probability is × × × .
100 99 98 97 100 99 98 97
7. Consider a coin that comes up heads with probability p and tails with probability 1 − p. Let qn be the
probability of obtaining even number of heads in n independent tosses. Derive a recursion that relates
qn to qn−1 and establish the formula
n
1 + (1 − 2p)
qn =
2
Solution: We will condition on the nth toss.
qn = P (Obtaining even number of heads in n independent tosses | Last toss is a head) P (Last toss is a head)
(7)
+ P (Obtaining even number of heads in n independent tosses | Last toss is a tail) P (Last toss is a tail)
(8)
= P (Obtaining odd number of heads in n − 1 independent tosses) · P (Last toss is a head) (9)
+ P (Obtaining even number of heads in n − 1 independent tosses) · P (Last toss is a tail) (10)
= (1 − qn−1 ) p + qn−1 (1 − p) = p + (1 − 2p) qn−1 (11)

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 Note that q1 = 1 − p. Hence, we have
2
qn = p + (1 − 2p) (p + (1 − 2p) qn−2 ) = p + p (1 − 2p) + (1 − 2p) qn−2 (12)
2 3 n−1
= p + p (1 − 2p) + p (1 − 2p) + p (1 − 2p) + · · · + (1 − 2p) q1 (13)
n−2
X k n−1
=p (1 − 2p) + (1 − p) (1 − 2p) (14)
k=0
!
n−1
1 − (1 − 2p) n−1
=p + (1 − p) (1 − 2p) (15)
2p
n−1 n−1
1 − (1 − 2p) 2 (1 − p) (1 − 2p)
= + (16)
2 2
n−1
1 + (1 − 2p) (2 − 2p − 1)
= (17)
2
n
1 + (1 − 2p)
= (18)
2

8. Two playes X and Y alternately roll a pair of unbiased dice. X wins if on a throw he gets a sum of 6
before Y gets a sum of 7; Y wins if he obtains a sum of 7 before X obtains a sum of 6; If X begins the
game, prove that his probability of winning is 30/61.
Solution:
X∞ ∞

X
P (X winning) = P X winning on the nth attempt = pn
n=1 n=1

pn = P (X doesn’t roll a sum of 6 and Y doesn’t roll a sum of 7 in the previous n − 1 attempts)
∞
X
pn = pn−1 q n−1 (1 − p)
n=1

where p is the probability of not getting a sum of 6 and q is the probability of not getting a sum of 7.
We have p = 1 − 5/36 = 31/36 and q = 1 − 6/36 = 5/6. Hence, the desired probability is
∞  n−1  n−1
X 31 5 5 5 1 30
× = × =
36 6 36 36 155 61
n=1 1−
216

9. In a deck of cards, let A be the event of drawing a spade and B be the event of drawing a king. Assuming
that all cards are equally likely to be drawn, obtain P(A|B), P(B|A). Are A and B independent?
13 1 4 1 1 P (A ∩ B) 1/52 1
Solution: P(A) = = , P(B) = = , P (A ∩ B) = , P (A|B) = = = ,
52 4 52 13 52 P (B) 4/52 4
P (A ∩ B) 1/52 1
P (B|A) = = = . Hence, we see that
P(A) 13/52 13

P (A|B) = P (A)

and hence A, B are independent.

10. Let pX denote the probability that India will play against team X in the World Cup Final 2019, given
that India will qualify for the World Cup Final 2019. Let qX be the probability of Kohli scoring a
century against team X.

(a) From the information given above, find the probability that Kohli will score a century in the
World Cup Final 2019.

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 Teams pX qX
Afghanistan 0.02 0.50
Australia 0.10 0.30
Bangladesh 0.03 0.40
England 0.30 0.10
New Zealand 0.15 0.25
Pakistan 0.10 0.15
South Africa 0.20 0.20
SriLanka 0.05 0.25
West Indies 0.05 0.20

Solution: Let A be the event of Kohli scoring a century in the World Cup Final 2019 and
EX be the event of India playing against X in the World Cup Final 2019. Note that we have
pX = P (EX ) and qX = P (A|EX ).
X X
P (A) = P (A|EX ) P (EX ) = pX qX
X∈{all teams} X∈{all teams}

= 0.02 × 0.50 + 0.10 × 0.30 + 0.03 × 0.40 + 0.30 × 0.10 + 0.15 × 0.25
+ 0.10 × 0.15 + 0.20 × 0.20 + 0.05 × 0.25 + 0.05 × 0.20
= 0.197

(b) Given that Kohli scores a century in the World Cup Final 2019, which team is
i. Most likely to have played the Final along with India
ii. Least likely to have played the Final along with India
Solution: We need P (EX |A). We have

P (A|EX ) P (EX )
P (EX |A) =
P (A)

We see that South Africa is the most likely team to have played the Final against India, while
West-Indies and Afghanistan are the least likely teams to have played the Final against India.

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 0.02 × 0.50 10
Afghanistan =
0.197 197
0.10 × 0.30 30
Australia =
0.197 197
0.03 × 0.40 12
Bangladesh =
0.197 197
0.30 × 0.10 30
England =
0.197 197
0.15 × 0.25 37.5
New Zealand =
0.197 197
0.10 × 0.15 15
Pakistan =
0.197 197
0.20 × 0.20 40
South Africa =
0.197 197
0.05 × 0.25 12.5
SriLanka =
0.197 197
0.05 × 0.20 10
West Indies =
0.197 197

11. A test for certain rare virus correctly predicts that the person has a virus 99% of the time and correctly
identifies that the person doesn’t carry a virus 98% of the time. It is known 1% of the population
carries the virus. What is the probability of a person actually having the disease, if he has tested
positive to the test?
Solution: Let A be the event that test predicts virus present, and B be the event that the person
carries the virus. We are given that

P (A|B) = 0.99, P (Ac |B c ) = 0.98, P (B) = 0.01

We need P (B|A). We have

P (A|B c ) = 1 − P (Ac |B c ) = 0.02
We also have that
P (B c ) = 1 − P (B) = 0.99
P (A) = P (A|B) P (B) + P (A|B c ) P (B c ) = 0.99 × 0.01 + 0.02 × 0.99 = 0.03 × 0.99
Hence,
P (A|B) P (B) 0.99 × 0.01 1
P (B|A) = = =
P (A) 0.03 × 0.99 3