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1"35
*

Probability
Law,
Conditional
Probability,
Independence

1. A
six-sided
die
is
loaded/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.












































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2. Let S1 , S2 , . . . , Sn be a partition of the sample space Ω.

P
n
(a) Show that for any event A, P (A) = P (A ∩ Si ).
i=1
(b) Use part (a) 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).

3. (a) Prove that, for any two events A and B, P (A ∩ B) ≥ P (A) + P (B) − 1.
(b) Using (a), establish the following generalization:

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

4. Let A1 , A2 , . . . , An be events. If S1 = {i : 1 ≤ i ≤ n}, S2 = {(i1 , i2 ) : 1 ≤ i1 < i2 ≤ n} and more

generally, Sm is the set of all m-tuples (i1 , . . . , im ) of indices that satisfy 1 ≤ i1 < i2 < . . . < im ≤ n,
then prove that
X X X
P (∪nk=1 Ak ) = P (Ai )− P (Ai1 ∩Ai2 )+ P (Ai1 ∩Ai2 ∩Ai3 )−. . .+(−1)n−1 P (∩nk=1 Ak ).
i∈S1 (i1 ,i2 )∈S2 (i1 ,i2 ,i3 )∈S3

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 doubles are
rolled.

















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(b) Given that the two dice land on different numbers, find the conditional probability that at least
one
die
roll
is
a
6.

































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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?

































"OT


7. A cellular phone system serves a population of n1 “voice users” (those who occasionally need a voice
connection ) and n2 “data users” (those who occasionally need a data connection ). We estimate that

1
 at a given time, each user will need to be connected to the system with probability p1 (for voice users)
or p2 (for data users), independent of other users. The data rate for a voice user is r1 bits/sec and for a
data user is r2 bits/sec. The cellular system has a total capacity of c bits/sec. What is the probability
that more users want to use the system than the system can accommodate?

8. 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 qn = (1 + (1 − 2p)n )/2.

9. Two players A and B alternately roll a pair of unbiased dice. A wins if on a throw he obtains exactly
six points before B gets seven points, B winning in the opposite event. If A begins the game, prove
that his probability of winning is 30/61.

10. In
a
certain
community,
it
is
found
that
60%
of
all
property
owners
oppose
an
increase
in
the
property
tax
while
80%
of
non-property
owners
favor
it.
If
65%
of
all
registered
voters
are
property
owners,
what
proportion
of
registered
voters
favor
the
tax
increase?



























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2





1"35
**

Discrete
Random
Variables

1. An internet service provider uses 50 modems to serve the needs of 1000 customers. It is estimated that
at a given time, each customer will need a connection with probability 0.01, independent of the other
customers.

(a) What is the PMF of the number of modems in use at the given time?
(b) Repeat part (a) by approximating the PMF of the number of customers that need a connection
with a Poisson PMF.
(c) What is the probability that there are more customers needing a connection than there are
modems? Provide an exact, as well as an approximate formula based on the Poisson approximation
of part (b).

2. You
go
to
a
party
with
500
guests
(including
yourself).
What
is
the
probability
that
exactly
one
other
guest
has
the
same
birthday
as
you?
Calculate
this
exactly
and
also
approximately
by
using
the
Poisson
PMF.
(For
simplicity,
exclude
birthdays
on
February
29).






















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3. You just rented a large house and the realtor gave you 5 keys, one for each of the 5 doors of the house.
Unfortunately, all keys look identical, so to open the front door, you try them at random.

(a) Find the PMF of the number of trials you will need to open the door, under the following
alternative assumptions:
(i) after an unsuccessful trial, you mark the corresponding key, so that you never try it again,
and








































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G Y 
Y
(ii)
at
each
trial
you
are
equally
likely
to
choose
any
key.



"OT   L

L
(b) Repeat part (a) for the case where the realtor gave you an extra duplicate key for each of the 5
doors.








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G Y < 
Y >
Y  

4. (a) A family has 5 natural children and has adopted 2 girls. Each natural child has equal probability
of being a girl or a boy, independent of the other children. Find the PMF of the number of girls
out of the 7 children.
(b) Let K be a random variable that takes, with equal probability 1/(2n + 1), the integer values in
the interval [−n, n]. Find the PMF of the random variable Y = ln X, where X = a|K| , and a is a
positive number.

5. (St.
Petersburg
paradox).
You
toss
independently
a
fair
coin
and
you
count
the
number
of
tosses
until

the
first
tail
appears.
If
this
number
is
n,
you
receive
2n
dollars.
What
is
the
expected
amount
that
you
will
receive?
How
much
would
you
be
willing
to
pay
to
play
this
game?



"OT
JOGJOJUZ


 6. A stock market trader buys 100 shares of stock A and 200 shares of stock B. Let X and Y be the price
changes of A and B, respectively, over a certain time period. and assume that the joint PMF of X and
Y is uniform over the set of integers x and y satisfying

−2 ≤ x ≤ 4, −1 ≤ y − x ≤ 1.

(a)
Find
the
marginal
PMFs
and
the
means
of
X
and
Y
.






"OT
& 9 
& : 
(b)
Find
the
mean
of
the
trader’s
profit.


























"OT


7. A class of n students takes a test consisting of m questions. Suppose that student i submitted answers
to the first mi questions.

(a) The grader randomly picks one answer, call it (I, J), where I is the student ID number (taking
values 1, . . . , n) and J is the question number (taking values 1, . . . , m). Assume that all answers
are equally likely to be picked. Calculate the joint and the marginal PMFs of I and J.
(b) Assume that an answer to question j, if submitted by student i, is correct with probability pij .
Each answer gets a points if it is correct and gets b points otherwise. Calculate the expected value
of the score of student i.

8. Consider four independent rolls of a 6-sided die. Let X be the number of 1s and let Y be the number
of 2s obtained. What is the joint PMF of X and Y ?

9. A
coin
that
has
probability
of
heads
equal
to
p
is
tossed
successively
and
independently
until
a
head
come
twice
in
a
row
or
a
tail
comes
twice
in
a
row.
Find
the
expected
value
of
the
number
of
tosses.
"OT
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10. Suppose that X and Y are independent, identically distributed, geometric random variables with
parameter p. Show that
1
P (X = i|X + Y = n) = , i = 1, . . . , n − 1.
n−1