Probability Module - HW 1

September 10, 2021

Instructions:
• Please submit a pdf file with your solutions. It would be preferable to upload it in Latex but
if this is not possible a scanned copy of your work is fine too. The assignment is due next
Sunday (19-Sep).

• Attempt all questions. If you are scanning your handwritten solution please try to answer
sequentially and legibly. Students can discuss the questions together in groups but have to
individually type/write up their own solutions. You may not copy solutions found from the
internet.
The questions are taken from Chapters 3, 4 and 5 of Ross (5th. ed).

Chapter 3: 11, 27, 31, 35, 40, 45

Chapter 4: 6, 9, 11, 12, 16, 25, 34, 36, 42, 45, 46, 52

Chapter 5: 2, 5, 12, 14, 20, 22, 26

The questions are reproduced below to help those who may not have easy access to the textbook.

Chapter 3

11. Prove Boole’s inequality, namely that

n
X
P(∪ni=1 Ei ) ≤ P(Ei )
i=1

27. There are two local factories that produce microwaves. Each microwave produced at fac-
tory A is defective with probability .05, whereas each one produced at factory B is defective
with probability .01. Suppose you purchase two microwaves that were produced at the same
factory, which is equally likely to have been either factory A or factory B. If the first microwave
that you check is defective, what is the conditional probability that the other one is also defective?

31. A total of 600 of the 1000 people in a retirement community classify themselves as Repub-
licans, while the others classify themselves as Democrats. In a local election in which everyone
voted, 60 Republicans voted for the Democratic candidate, and 50 Democrats voted for the Re-
publican candidate. If a randomly chosen community member voted for the Republican, what is
the probability that she or he is a Democrat?

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35. Suppose that an insurance company classifies people into one of three classes — good risks,
average risks, and bad risks. Their records indicate that the probabilities that good, average,
and bad risk persons will be involved in an accident over a 1-year span are, respectively, .05, .15,
and .30. If 20 percent of the population are “good risks,” 50 percent are “average risks,” and
30 percent are “bad risks,” what proportion of people have accidents in a fixed year? If policy
holder A had no accidents in 1987, what is the probability that he or she is a good (average) risk?

40. Suppose that n independent trials, each of which results in any of the outcomes 0, 1, or
2, with respective probabilities .3, .5, and .2, are performed. Find the probability that both
outcome 1 and outcome 2 occur at least once. (Hint: Consider the complementary probability.)

45. In a 7-game series played with two teams, the first team to win a total of 4 games is
the winner. Suppose that each game played is independently won by team A with probability p.
(a) Given that one team leads 3 to 0, what is the probability that it is team A that is leading?
(b) Given that one team leads 3 to 0, what is the probability that team wins the series?

(c) If p = 1/2 , what is the probability that the team that wins the first game wins the series?
Chapter 4

6. The amount of time, in hours, that a computer functions before breaking down is a con-
tinuous random variable with probability density function given by
(
λe−x/100 x ≥ 0
f (x) =
0 x<0

What is the probability that a computer will function between 50 and 150 hours before breaking
down? What is the probability that it will function less than 100 hours?

9. A set of five transistors are to be tested, one at a time in a randomorder, to see which
of them are defective. Suppose that three of the five transistors are defective, and let N 1 denote
the number of tests made until the first defective is spotted, and let N 2 denote the number of
additional tests until the second defective is spotted. Find the joint probability mass function of
N 1 and N 2.

11. Let X1 , X2 , . . . , Xn be independent random variables, each having a uniform distribution

over (0, 1). Let M = max(X1 , X2 , . . . , Xn ). Show that the distribution function of M is given
by
FM (x) = xn , 0≤x≤1
What is the probability density function of M ?

12. The joint density of X and Y is given by

(
xe−(x+y) x > 0, y > 0
f (x, y) =
0 otherwise

(a) Compute the density of X.

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 (b) Compute the density of Y .
(c) Are X and Y independent?
16. Suppose that X and Y are independent continuous random variables. Show that
R∞
(a) P(X + Y ≤ a) = −∞ FX (a − y)fY (y)dy
R∞
(b) P(X ≤ Y ) = −∞ FX (y)fY (y)dy
where fY is the density function of Y and FX is the distribution function of X.

25. A total of 4 buses carrying 148 students from the same school arrive at a football stadium.
The buses carry, respectively, 40, 33, 25, and 50 students. One of the students is randomly
selected. Let X denote the number of students that were on the bus carrying this randomly
selected student. One of the 4 bus drivers is also randomly selected. Let Y denote the number
of students on her bus.
(a) Which of E[X] or E[Y ] do you think is larger? Why?

(b) Compute E[X] and E[Y ].

34. If X is a continuous random variable having distribution function F , then its median is
defined as that value of m for which
F (m) = 1/2
Find the median of the random variables with density function
(a) f (x) = e−x , x ≥ 0.
(b) f (x) = 1, 0 ≤ x ≤ 1.

36. We say that mp is the 100p percentile of the distribution function F if

F (mp ) = p

Find mp for the distribution having density function

f (x) = 2e−2x , x ≥ 0.

42. Argue that for any random variable X

E[X 2 ] ≥ (E[X])2

When does one have equality?

45. A product is classified according to the number of defects it contains and the factory that
produces it. Let X1 and X2 be the random variables that represent the number of defects per
unit (taking on possible values of 0, 1, 2, or 3) and the factory number (taking on possible values
1 or 2), respectively. The entries in the table represent the joint possibility mass function of a
randomly chosen product.

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 X1 \ X2 1 2
0 1/8 1/16
1 1/16 1/16
2 3/16 1/8
3 1/8 1/4

(a) Find the marginal probability distributions of X1 and X2 .

(b) Find E[X1 ], E[X2 ], V ar(X1 ), V ar(X2 ), and Cov(X1 , X2 ).

46. Let Xi denote the percentage of votes cast in a given election that are for candidate i, and
suppose that X1 and X2 have a joint density function
(
3(x + y), if x ≥ 0, y ≥ 0, 0 ≤ x + y ≤ 1,
fX1 ,X2 (x, y) =
0, if otherwise.

Find Corr(X1 , X2 ).

52. If X1 and X2 have the same probability distribution function, show that

Cov(X1 − X2 , X1 + X2 ) = 0

Note that independence is not being assumed.

Chapter 5

2. A communications channel transmits the digits 0 and 1. However, due to static, the digit
transmitted is incorrectly received with probability .2. Suppose that we want to transmit an
important message consisting of one binary digit. To reduce the chance of error, we transmit
00000 instead of 0 and 11111 instead of 1. If the receiver of the message uses “majority” decod-
ing, what is the probability that the message will be incorrectly decoded? What independence
assumptions are you making? (By majority decoding we mean that the message is decoded as
“0” if there are at least three zeros in the message received and as “1” otherwise.)

5. At least one-half of an airplane’s engines are required to function in order for it to oper-
ate. If each engine independently functions with probability p, for what values of p is a 4-engine
plane more likely to operate than a 2-engine plane?

12. The number of times that an individual contracts a cold in a given year is a Poisson random
variable with parameter λ = 3. Suppose a new wonder drug (based on large quantities of vitamin
C) has just been marketed that reduces the Poisson parameter to λ = 2 for 75 percent of the
population. For the other 25 percent of the population, the drug has no appreciable effect on
colds. If an individual tries the drug for a year and has 0 colds in that time, how likely is it that
the drug is beneficial for him or her?

14. Approximately 80,000 marriages took place in the state of New York last year. Estimate the
probability that for at least one of these couples
(a) both partners were born on April 30;

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 (b) both partners celebrated their birthday on the same day of the year.
State your assumptions.

20. Independent trials, each of which is a success with probability p, are successively performed.
Let X denote the first trial resulting in a success. That is, X will equal k if the first k − 1 trials
are all failures and the kth a success. X is called a geometric random variable. Compute
(a) P(X = k), k = 1, 2, . . . ;
(b) E[X].
Let Y denote the number of trials needed to obtain r successes. Y is called a negative binomial
random variable. Compute
(a) P(X = k), k = r, r + 1, . . . ;
(Hint: In order for Y to equal k, how many successes must result in the first k − 1 trials
and what must be the outcome of trial k?)

(b) Show that E[Y ] = r/p.

(Hint: Write Y = Y1 + · · · + Yr where Yi is the number of trials needed to go from a total
of i − 1 to a total of i successes.)
22. You arrive at a bus stop at 10 o’clock, knowing that the bus will arrive at some time uni-
formly distributed between 10 and 10:30. What is the probability that you will have to wait
longer than 10 minutes? If at 10:15 the bus has not yet arrived, what is the probability that you
will have to wait at least an additional 10 minutes?

26. The weekly demand for a product approximately has a normal distribution with mean
1,000 and standard deviation 200. The current on hand inventory is 2,200 and no deliveries
will be occurring in the next two weeks. Assuming that the demands in different weeks are
independent,
(a) what is the probability that the demand in each of the next 2 weeks is less than 1,100?
(b) what is the probability that the total of the demands in the next 2 weeks exceeds 2,200?