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Probabilistic Systems Analysis Homework Help

1. Mary and Tom park in a row of N spaces. The probability their spaces are adjacent is (N-1)/N(N+1). 2. For two dice, the expected sum is 7, variance is 11.5. The fair price is $5. 3. For two 4-sided dice, the expectations of max-1, min, and their difference are provided.

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Probabilistic Systems Analysis Homework Help

1. Mary and Tom park in a row of N spaces. The probability their spaces are adjacent is (N-1)/N(N+1). 2. For two dice, the expected sum is 7, variance is 11.5. The fair price is $5. 3. For two 4-sided dice, the expectations of max-1, min, and their difference are provided.

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Probabilistic Systems Analysis Homework Help
Problems:
1. Mary and Tom park their cars in an empty parking lot
that consists of N parking spaces in a row. Assume that
each possible pair of parking locations is equally likely.
Calculate the probability that the parking spaces they
select are adjacent.

2. Two fair, three-sided dice1are rolled simultaneously.

(a) Let X be the sum of the two rolls. Calculate the PMF,
the expected value, and the variance of X.

(b) As a gambling game, you pay a dollars in advance and


get paid 5X, with X defined as in part (a). What value of
a makes it a fair game, i.e., one in which you break even
on average?

(c) Repeat parts (a) and (b) for the case where X is the
square of the sum of the two rolls.

3. Consider another game played with dice. Each of two


players rolls a fair, four-sided die. Player A scores the
maximum of the two dice minus 1, which is denoted X.
Player B scores the minimum of the two dice, which is
denoted Y .
(a) Find the expectations of X, Y , and X − Y .
(b) Find the variances of X, Y , and X − Y .

4. Suppose wish to estimate a random variable X by some


constant ˆ. There are many ways x to measure how good
of an estimate ˆx is. Here you will derive an important
property of minimum mean-squared error estimation .

Define the mean-square destination error by

5. Random variables X and Y have the joint PMF


(f) Find the marginal PMFs pX(x) and pY(y).
(g) Find the expectations E[X] and E[Y ].
(h) Find the variances var(X) and var(Y ).

G1†.The Cauchy-Schwarzin equality tells us that for two


vectors v and w in an inner product space,

with equality if and only if one vector is a constant


multiple of the other. Prove the analogue of the Cauchy-
Schwartz inequality for random variables:

This is consistent with the fact that one can define vector
spaces of random variables. Hint:Use the fact that E[(αX +
Y )2] must be nonnegative for all real constants α.
Solutions

1. The problem did not explicitly state that two cars cannot
share a parking space, but it was expected that you would
assume this when doing the required counting.
The figure below depicts the full outcome space for the
case of N = 5. The 8 outcomes in the box (out of the
total of 20 outcomes) are those for which Mary and Tom
are parked adjacently.

Extending this idea to a parking lot with N spaces, the


desired probability is given by
2. (a) There are nine equally-likely ordered pairs (i, j), i ∈ {1, 2,
3}, j ∈ {1, 2, 3}. By looking at the five possible sums and their
frequencies, we obtain
(c) The possible values for X are changed, but the probabilities are
unchanged:

3. Denote the die rolls by W and Z. The sixteen equally-likely


(W,Z)ordered pairs are depicted below, where the label in each cell
is the (X,Y ) pair.

(a) From the table, we can read off the PMFs


Since X and Y are not independent, the variance of X and Y is not
any simple combination of previous results. Instead, let Z= X− Y
and find the PMF of Z as
where the last equality follows from the fact that shifting a
random variable bya constant (in x) does not change its variance.
Since the first term is not dependent on ˆthis case ˆxand the
second is always nonnegative, we see that this expression is
minimized when E[X]− ˆx=0. This is equivalent to the desired
result of ˆx= E[X].
5. (a) From the joint PMF, there are six (x, y) coordinate pairs
with nonzero probabilities of occurring. These pairs are (1, 1),
(1, 3), (2, 1), (2, 3), (4, 1), and (4, 3). The probability of a pair is
proportional to the product of the x and y coordinate of the pair.
Because the probability of the entire sample space must equal
1, we have:

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