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Assignment 1

This document contains 9 problems related to stochastic models and applications. Problem 1 involves calculating probabilities related to coins in chest drawers. Problem 2 involves finding the probability that one number divides another when drawing coupons from a box. Problem 3 asks for the probability of needing n rolls of a dice to get at least one 5 and one 6. The remaining problems involve additional concepts in probability including mutually exclusive events, men selecting hats, communication systems with noise, modeling call arrival rates at a telephone exchange, and ensuring quality in manufacturing.

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19 views

Assignment 1

This document contains 9 problems related to stochastic models and applications. Problem 1 involves calculating probabilities related to coins in chest drawers. Problem 2 involves finding the probability that one number divides another when drawing coupons from a box. Problem 3 asks for the probability of needing n rolls of a dice to get at least one 5 and one 6. The remaining problems involve additional concepts in probability including mutually exclusive events, men selecting hats, communication systems with noise, modeling call arrival rates at a telephone exchange, and ensuring quality in manufacturing.

Uploaded by

ameencet
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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E1 222 Stochastic Models and Applications

Problem Sheet #1

1. There are three chests each having two drawers. Chest 1 has a gold
coin in each drawer while chest 2 has a silver coin in each drawer. Chest
3 has a gold coin in one drawer and a silver coin in the other drawer.
A chest is chosen at random and one of its drawers, chosen at random,
is opened. It is found to contain a gold coin. What is the probability
that the other drawer has (i). a gold coin, (ii). a silver coin?

Hint: Note that each outcome of this random experiment consists of (the
choice of) a chest and a drawer.

2. A box contains coupons labelled 1, 2, 3, · · · , n. Two coupons are drawn


from the box with replacement. Let a, b denote the numbers on the
two coupons. Find the probability that one of a, b divides the other.

Hint: Given a fixed number a which is between 1 and n, think of how many
multiples of a are there between 1 and n.

3. A fair dice is rolled repeatedly till we get at least one 5 and one 6.
What is the probability that we need n rolls?

Hint: If it takes n rolls what can we say about the outcome of nth roll and
about the outcomes of the first n − 1 rolls?

4. Suppose E and F are mutually exclusive events of a random experi-


ment. This random experiment is repeated till either E or F occurs.
Show that the probability that E occurs before F is P (E)/(P (E) +
P (F )).

Hint: First try to calculate the probability of the event: n repetitions were
needed and E occured before F .

5. Suppose n men put all their hats together in a heap and then each man
selects a hat at random. Show that the probability that none of the n
men selects his own hat is
1 1 1 (−1)n
− + − ···
2! 3! 4! n!

1
Hint: If Ai is the event that ith man gets his hat, think about the event ∪i Ai
and its relation with the event you want.
6. Suppose there are three special dice, A, B, C which have the following
numbers on their six faces:
A: 1, 1, 6, 6, 8, 8
B: 2, 2, 4, 4, 9, 9
C: 3, 3, 5, 5, 7, 7
The dice are fair in the sense that each of the faces have the same
probability of coming up.
(i). Suppose we roll dice A and B. What is the probability that the
number that comes up on A is less than the one that comes up on B?
(ii)Suppose your friend, with whom you go out for dinner often, offers
you the following. At the end of each dinner, you choose any one of the
three dice that you want. She/He would then choose one of the two
dice that are remaining. Then both of you roll your respective dice.
Whoever gets the smaller number would pay for the dinner. Would you
take the offer?
7. Consider a communication system. The transmitter sends one of two
waveforms. One waveform represents the symbol 0 and the other rep-
resents the symbol 1. Due to the noise in the channel, the receiver
cannot say with certainty what was sent. The receiver is designed so
that, after sensing signal coming out of the noisy channel, it puts out
one of the three symbols: a, b, c. The following statistical parameters
of the system are determined (either through modeling or experimen-
tation):
P [a|1] = 0.6, P [b|1] = 0.2, P [c|1] = 0.2
P [a|0] = 0.3, P [b|0] = 0.4, P [c|0] = 0.3
Here, p[a|0] denotes the probability of the receiver putting out symbol
a when the symbol transmitted is 0 and similarly for all others. The
transmitter sends the two symbols with probabilities: P [0] = 0.4 and
P [1] = 0.6. Find P [1|a] and P [0|a]. When receiver puts out a what
should we conclude about the symbol sent? We would like to build a
decision device that will observe the receiver output (that is, a, b, or
c) and decide whether a 0 was sent or a 1 was sent. An error occurs

2
if the decision device says 1 when a 0 was sent or vice versa. Find
a decision rule that minimizes the probability of error. What is the
resulting (minimum) probability of error?

8. At a telephone exchange, the probability of receiving k calls in a time


interval of two minutes is given by the function h(2, k). Assume that
the event of receiving k1 calls in a time interval I1 is independent of
the event of receiving k2 calls in a time interval I2 , for all k1 and k2
whenever the intervals I1 and I2 do not overlap. Find an expression
for the probability of receiving s calls in 4 minutes in terms of h(2, k).
Now suppose h(2, k) is given by

(2a)k e−2a
h(2, k) = .
k!
(4a)s e−4a
Now show that the probability of s calls in 4 minutes is given by s!

9. There is a component manufacturing facility where 5% of the products


may be faulty. The factory wants to pack the components into boxes
so that it can guarantee that 99% of the boxes have at least 100 good
components. What is the minimum number of components they should
put into each box?

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