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PSet1 Sol

The document provides solutions to various probability problems, including the axioms of probability, calculations involving a fair die, Bayes' theorem, and the Poisson approximation. It also discusses the probability of events related to test results and the birthday problem. Each solution is detailed with mathematical derivations and results.

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sharmila sivalingam
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4 views2 pages

PSet1 Sol

The document provides solutions to various probability problems, including the axioms of probability, calculations involving a fair die, Bayes' theorem, and the Poisson approximation. It also discusses the probability of events related to test results and the birthday problem. Each solution is detailed with mathematical derivations and results.

Uploaded by

sharmila sivalingam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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EECE7204

Appl. Prob. & Stoch. Proc.


Prof. M. Stojanovic

Solution to Problem Set 1


Solution 1 (1.12).
(a) The three axioms of probability are given below
(i) For any event A, the probability of the event occurring is always non-negative; P{A} ≥ 0. This ensures that
probability is never negative.
(ii) The probability of occurrence of the sample space event Ω is one; P{Ω} = 1. This ensures that probability
of no event exceeds one. The first two axioms ensures that the probability is a quantity between 0 and 1,
inclusive.
(iii) For any two events A and B that are disjoint, i.e., A ∩ B = ∅, the probability of the union of the events
is the sum of the probabilities of the two events; P{A ∪ B} = P{A} + P{B}. This axiom tells us that the
probability of any event can be obtained by the sum disjoint events that constitute the event.
(b) The event A ∪ B can be obtained as the disjoint union of the two sets A and Ac B. Moreover, the event B can
be obtained from disjoint union of two sets A ∩ B and Ac ∩ B. Hence, applying the third axiom of probability
yields P{B} = P{A ∩ B} + P{Ac ∩ B} which results in P{Ac ∩ B} = P{B} − P{A ∩ B}. Applying the third axiom
on A ∪ B yields

P{A ∪ B} = P{A} + P{Ac ∩ B} = P{A} + P{B} − P{A ∩ B}

Solution 2 (1.28).
Since it is a fair die, the successive tosses are independent with probability p = 1/6 for each face. From the provided
information, we equivalently want the probability of getting a total of 5 on the two remaining tosses. This can happen
in just 4 equally likely outcomes, i.e., (4, 1), (3, 2), (2, 3), and (1, 4). The desired probability this then 4/36 = 1/9.
Solution 3 (1.30).
We are given that P{D} = 0.001, where D is the event ‘disease is present.’ Let T denote the event ‘test is positive,’ so
that T c is the event ‘test is negative.’ We are additionally given P{T |D} = 1 and P{T |Dc } = 0.005. We are asked to
compute P{D|T }, i.e., the probability that ‘disease is present given the test is positive.’ Using Bayes’ rule and total
probability theorem, we obtain
P{D ∩ T } P{T |D}P{D} 1
P{D|T } = = c c
= ≈ 0.167
P{T } P{T |D}P{D} + P{T |D }P{D } 5.995
Thus in only about 17% of the cases will a positive test result actually confirm that you suffer from the disease. The
other 83% of the time you will be needlessly worried!
Solution 4 (1.33).
Define three events A , {examinee knows}, B , {examinee guesses}, and C , {getting right answer}. Then, P{A} =
p, P{B} = 1 − p, P{C|A} = 1, and P{C|B} = 1/m. So
P{A ∩ C} P{C|A}P{A} p mp
P{A|C} = = = 1 =
P{C} P{C|A}P{A} + P{C|B}P{B} p+ m (1 − p) mp + 1 − p

Solution 5 (1.49).
Using the Poisson approximation to the binomial (Eq. 1.01-2) with p = 10−3 , n = 100, and np = 0.1, we obtain
(0.1)0 −0.1
P{at least one diamond is found} = 1 − P{no diamonds are found} ≈ 1 − e = 1 − 0.9 = 0.1
0!
Solution 6 (1.55).
The probability of a patient dying without the monitoring system is PB = 0.05. The probability of a patient dying
with the monitoring system is P{B, M } = PB PM = 0.005 since B and M are independent events. Thus, Prof. X’s
argument is wrong.

1
P{A}
1
P{B}

0.8

0.6
0.5
0.4

0.2

0
0 10 16 23 30 40 50 60
number of people

Figure S7 (1.66) : P{A} (blue) and P{B} (red) vs. number of people.

Solution 7 (1.66).
This is a classic problem and the solution is unexpected. Let A = {event that no two people have their birthdays on
the same date} and B = {event that at least two people have their birthdays on the same date}. Then B = Ac and
P{B} = 1 − P{A} where
no. of ways A can occur nA
P{A} = =
no. of all possible outcomes nB

with nA = 365(365 − 1)(365 − 2) · · · (365 − (n − 1)) and nT = (365)2 . Thus


1 2 n−1
P{A} = 1(1 − )(1 − ) · · · (1 − )
365 365 365
Taking logarithm from P{A} = 12 , we have
1 n−1
ln 1 + ln(1 − ) + · · · + ln(1 − ) = −0.7
365 365
Then, upon using ln(1 − x) ≈ x for x small, when n/365 is small, we get
1 + 2 + · · · + (n − 1) n(n − 1)
− =− ≈ −0.7
365 2 × 365

So we must set n(n−1) 2


2×365 = 0.7 and solve for n, resulting in the quadratic equation n − n − 511 = 0 whose positive root
is n = 23.1. Putting n = 23 in the expression of P{A}, we get P{A} = 0.4927 and thus P{B} = 0.5073.

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