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HW 01 A

This document is a homework assignment for the course IEOR E4102, Stochastic Modeling for MSE, due on January 31, 2025. It includes various problems related to stochastic modeling, random variables, probability functions, and distributions. The assignment requires students to show intermediate steps in their computations and covers topics such as NCAA soccer games, tetrahedral dice, central moments, and joint probability density functions.

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26 views3 pages

HW 01 A

This document is a homework assignment for the course IEOR E4102, Stochastic Modeling for MSE, due on January 31, 2025. It includes various problems related to stochastic modeling, random variables, probability functions, and distributions. The assignment requires students to show intermediate steps in their computations and covers topics such as NCAA soccer games, tetrahedral dice, central moments, and joint probability density functions.

Uploaded by

atlantise163
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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IEOR E4102 Stochastic Modeling for MSE Spring 2025

Dr. A. B. Dieker

Homework 1
due on Friday January 31, 2025, 11:59pm EST
Include all intermediate steps of the computations in your answers. If the answer is readily
available on the web (e.g., on wikipedia), then credit is only given for the intermediate steps.

1. In the Ivy League conference of the NCAA soccer championship, Columbia University plays
seven games per season. In this problem, we model Columbia’s season as seven experiments and
choose S = {W, N }7 for the underlying sample space, where W stands for win and N stands
for a non-win (loss or tie). For i = 1, . . . , 7, we define Xi as a random variable on S signifying
whether or not the i-th match results in a win.

(a) Write down three events on S; you are completely free to choose the events you write down.
Do not use words to describe your events.
(b) Write down three outcomes in S; you are completely free to choose the outcomes you write
down.
(c) Give the value X1 assigns to each of your three outcomes in part (b).

2. Suppose you own a four-sided (tetrahedral) die. Such a die has four faces, each of which is
equally likely to appear. (Most commonly such dice have three numbers between 1 and 4 on
each face. The number rolled is the number that appears upright on each of the three visible
faces. You do not need to use this information for this problem.) You roll this die and you
choose S = {1, 2, 3, 4} for your sample space.
(a) Specify all outcomes in S.
(b) Specify the random variable X representing the square of the number rolled.
(c) Specify all events in S.
(d) Specify the probability function P .
3. Three events A, B, and C satisfy P (A) = 4/9, P (B) = 5/9, P (A|B) = 3/5, and P (Ac ∩B c ∩C c ) =
0. Calculate P (Ac ∩ B c ∩ C).
4. Santa Claus delivers gifts with the help of eight reindeer. Answer each of the following with one
word only: What would be a reasonable distribution for:
(a) The number of reindeer with sore feet after their Christmas Eve ride.
(b) Whether or not he has a gift for you.
5. The k-th central moment of a random variable X is defined by µk = E[(X − E(X))k ]. For
instance, the second central moment equals the variance.
Compute all central moments of a standard uniform random variable. (A standard uniform
random variable is uniform on [0, 1].)
6. Consider the function g defined by
(
−(x − 3)(x − 4) for 3 ≤ x ≤ 4
g(x) =
0 otherwise.
(a) Can g be a probability density function? Explain why or why not.
(b) Can g be a cumulative distribution function? Explain why or why not.

7. The discrete random variable X has probability mass function




1/10, a = −1

2/10, a = 0



p(a) = 4/10, a = 1

3/10, a = 2





0, otherwise.

(a) Are {X ≤ 3/2} and {X > 0} disjoint? Explain.


(b) Are {X ≤ 3/2} and {X > 0} independent? Explain.
(c) Compute E(X).
(d) Compute Var(10X + 7).

8. The joint probability density function f of two random variables X and Y is given by
(
1/4 for − 1 ≤ x ≤ 1, x4 ≤ y 2 ≤ (1 + x2 )2
f (x, y) =
0 otherwise.

A picture of the support of (X, Y ) is given below. (The support is the set of all points where f
is positive, more specifically the closure of this set.)

y
y = 1 + x2

2
y = x2

−1 0 1 x

−1

y = −x2
−2

2
x = −1 x = 1 y = −1 − x

(a) Calculate the marginal cumulative distribution function FX of X.


(b) Calculate P (X ≤ −1/2 | Y ≤ −1).

2
9. The function f given by
(
2x, 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1
f (x, y) =
0, otherwise

is the joint probability density function of the random variables X and Y .

(a) Verify that f is indeed a joint probability density function.


(b) Calculate the marginal probability density function of X.
(c) Ungraded challenge problem. Calculate the cumulative distribution function of XY .

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