Solutions to Problem Set - 8

1. Note that
R ∼Binomial(n,p)
G ∼Binomial(n,1-p)
Further, R + G = n.

(a) (
n


k pk (1 − p)n−k , k = 0, 1, 2, ..., n
pR (k) =
0, otherwise.

E(R) = np, Var(R)=np(1 − p).

(b) This event is possible in two ways:
First item goes to red truck and rest (n − 1) go to green truck.
First item goes to green truck and the rest (n − 1) go to red truck.
This implies that the desired probability = p(1 − p)n−1 + (1 − p)p(n−1) .
(c) For n = 1, the desired event occurs with probability 1.
For n = 2, the desired probability = P(the first item goes to red truck and second item goes to
green truck ) + P(the first item goes to green truck and second item goes to red truck )
=p(1 − p) + (1 − p)p = 2p(1 − p)
For n ≥ 3, the desired probability is
n
+ n1 (1 − p)pn−1 = np(1 − p)n−1 + n(1 − p)pn−1

n−1


1 p(1 − p)

(d) Recall that R + G = n.

Hence E(R − G) = E(2R − n) = 2E(R) − n = 2np − n = n(2p − 1).
V ar(R − G) = V ar(2R − n) = 4V ar(R) = 4np(1 − p).

2. Let A be the event that the first two packages loaded go onto the red truck.
Note that R can be written as
R = X1 + X2 + ... + Xn
where Xi ’s are Bernoulli RVs with parameter p. R | A = 2 + X3 + X4 ... + Xn
E(R | A) = 2 + (n − 2)p

V ar(R | A) = V ar(2 + X3 + X4 ... + Xn )

= V ar(X3 ) + V ar(X4 ) + ... + V ar(Xn )
= (n − 2)p(1 − p).

The possible values of R | A are 2,3,4,...,n.

(
n−2


k−2 pk−2 (1 − p)n−k , k = 2, 3, 4, ..., n
pR|A (k) =
0, otherwise.

1
3. Probability of passing a quiz =3/4
Probability of failing a quiz =1/4.
Required probability = 62 (1/4)2 (3/4)4

4. Arrival = fail.
We have a Bernoulli process with p = 1/4.

(a) Answer = E(Y3 − 3) = 3/(1/4) − 3 = 9.

(b) Desired probability = P (Y2 = 8, Y3 = 9) = P (Y2 = 8, T3 = 1) = P (Y2 = 8)P (T3 = 1)
= 71 (1/4)2 (3/4)6 .(1/4).

(c) Let F denotes the failure and P denote the passed quiz. The desired event happens if and only if
one of the following happens:

F F...
P F F...
F P F F...
P F P F F...
F P F P F F...

The desired probability is

P (F F ) + P (P F F ) + P (F P F F ) + P (P F P F F ) + P (F P F P F F ) + ...
1 3 1 3 1 3 1 3 1
= ( )2 + ( )2 + ( )3 + ( )2 ( )3 + ( )2 ( )4 + ...
4 4 4 4 4 4 4 4 4
1 2 3 1 3 3 2 1 4 3 1 2 3 1
= [( ) + ( ) + ( ) ( ) + ...] + [ ( ) + ( )2 ( )3 + ...]
4 4 4 4 4 4 4 4 4
= x + y(say).

Now

1 3 1 3 1
x = ( )2 + ( )3 + ( )2 ( )4 + ...
4 4 4 4 4
1 2 31 31 2
= ( ) [1 + + ( ) + ...]
4 44 44
1 2 1 1 16 1
=( ) = =
4 1 − 3/16 16 13 13

2
 Similarly,

3 1 2 31 31
y= ( ) [1 + + ( )2 + ...]
4 4 44 44
3 1 2 16 3
= ( ) =
4 4 13 52

1 3
Thus x + y = 13 + 52 .

5. Let X be the number of failures before the rth success.

(a) Rexall that Yr is the number of trials to get r successes. Thus, X + r = Yr



t−1 r
pYr (t) = p (1 − p)t−r t = r, r + 1, · · ·
r−1
 
k+r−1 r
pX (k) = PYr (k + r) = p (1 − p)k k = 0, 1, 2, · · ·
r−1
r (1−p)r
(b) E(X) = E(Yr − r) = p −r = p .
r(1−p)
V ar(X) = V ar(Yr ) = p2 .

6. Let X and Yr be as in the aove problem.

P (ith failure occurs before the rth success)
= P ( there are i or more than i failures before the rth success) = P (X ≥ i)
P∞
= k=i k+r−1

r k
r−1 p (1 − p) .

7. Trains arrival ∼ Poisson(3)

Since trains arrival is Poisson, by definition of Poisson process “arrivals in disjoint intervals are inde-
pendent”, hence, P (No trains on days 1, 2 and 3|1 train on day 0 = P (N3 = 0).
We know that N3 is Poisson(3λ) = Poisson(9). Therefore the required probability = e−9 .

8. (a) We know that interarrival times T1 , T2 , · · · are mutually independent, and each Tk is exponentially
distributed with parameter λ = 3.

Required probability = P (T
∞2 > 3)
R ∞ −3x 3 −3x
= 3 3e dx = − e = e−9
3 3

Alternately, P ( next train to arrive takes more than 3 days after the first train on day 0)
= P ( no trains on days 1,2 and 3| 1 train on day 0)
= e−9 .
(b) P ( No trains on first two days and 4 trains on 4th day)
= P ( No trains on day 1)P ( No trains on day 2)P (4 trains on day 4)
e−3 34 e−9 34
= e−3 e−3 = .
4! 4!

3
 (c) Note that in Poisson(r) processes, “the time of the k th arrival” has the following density,

λe−λt (λt)k−1
fYk (t) = , k = 1, 2, · · · , t > 0
(k − 1)!

Thus time of the 5th arrival has density

35 4 −3t
fY5 (t) = t e , t>0
4!

We are interested in,

∞
35 4 −3t
Z
P (Y5 > 2) = t e dt
2 4!
5
 ∞
3 1
= × − e−3t (27t4 + 36t3 + 36t2 + 24t + 8)
24 81 2

3 −6
e (27 × 16 + 36 × 8 + 36 × 4 + 24 × 2 + 8) = 115e−6 .
24
9. (a) A potential customer becomes actual customer with probability p. Hence desired probability
= 53 p3 (1 − p)2 .

(b) P(fifth potential customer to arrive becomes the third actual customer)
=P(any 2 of the first 4 customer becomes real customer).
P(5th customer become 3rd real customer)
= 42 p2 (1 − p)2 .p = 42 p3 (1 − p)2 .

10. (a) Note that the process arrival of actual customers is Poisson(pλ).
(pλ)10 t9 e−pλt
L= arrival of 10th actual customer. fL (t) = fY10 (t) = , t ≥ 0.
9!
10
E(L) = E(Y10 ) = .
pλ
(b) The required conditional expectation = expected time of arrival of fifth potential customer +
5 7
expected time of arrival of the seventh actual customer= +
λ λp