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Probabilistic Systems Analysis
Problem
1. Fred is giving out samples of dog food. He makes calls door to door, but he leaves
a sample (one can) only on those calls for which the door is answered and a dog
is in residence. On any call the probability of the door being answered is 3/4, and
the probability that any household has a dog is 2/3. Assume that the events
“Door answered” and “A dog lives here” are independent and also that the
outcomes of all calls are independent.
(a) Determine the probability that Fred gives away his first sample on his third
call.
(b)Given that he has given away exactly four samples on his first eight calls,
determine the conditional probability that Fred will give away his fifth sample
on his eleventh call.
(c) Determine the probability that he gives away his second sample on his fifth
call.
(d)Given that he did not give away his second sample on his second call, determine
the conditional probability that he will leave his second sample on his fifth call.
(e)We will say that Fred “needs a new supply” immediately after the call on which
he gives away his last can. If he starts out with two cans, determine the
probability that he completes at least five calls before he needs a new supply.
(f)If he starts out with exactly m cans, determine the expected value and variance
of D m , the number of homes with dogs which he passes up (because of no
answer) before he needs a new supply.
2. Each night, the probability of a robbery attempt at the local warehouse is 1/5. A
robbery attempt is successful with probability 3/4, independent of other nights.
After any particular successful robbery, the robber celebrates by taking off either
the next 2 or 4 nights (with equal probability), during which time there will be no
robbery attempts. After that, the robber returns to his original routine.
 (a)Let K be the number of robbery attempts up to (and including) the first
successful robbery. Find the PMF of K .
(b)Let D be the number of days until (and including) the second successful
robbery, in cluding the days of celebration after the first robbery. Find the PMF
of D, or its transform (whichever you find more convenient).
During a successful robbery, the robber steals a random number of candy bars,
which is 1, 2, or 3, with equal probabilities. This number is independent for each
successful robbery and independent of everything else. No candy bars are stolen
in unsuccessful robberies.
(c)Let S be the number of candy bars collected in two successful robberies. Find
the PMF of S.
(d)Let Q be the number of candy bars collected in ten robbery attempts (whether
successful or not). Find the PMF of Q, or its transform, whichever is easier. Find
the expectation and the variance of Q.
3. You are visiting the rainforest, but unfortunately your insect repellent has run out.
(a) As a result, at each second, a mosquito lands on your neck with probability
0.2.
i. What’s the PMF for the time until the first mosquito lands on you?
ii. What’s the expected time until the first mosquito lands on you?
iii. If you weren’t bitten for the first ten seconds, what would be the expected
time until the first mosquito lands on you (from time t=10) ?
(b) Instead, imagine the rainforest had only one mosquito, which arrived in the
following way: the time of arrival is exponentially distributed with λ = 0.2.
i. What’s the expected time until the first mosquito lands on you?
ii. If you weren’t bitten for the first ten seconds, what would be the expected
time until the first mosquito lands on you (from time t=10) ?
4. A particular medical operation proves fatal in 1% of the cases. Find an
approximation to the probability that there will be at least 2 fatalities in 200
operations.
 5.Arrivals of certain events at points in time are known to constitute a Poisson
process, but it is not known which of two possible values of λ, the average
arrival rate, describes the process. Our a priori estimate is that λ = 2 or λ = 4
with equal probability. We observe the process for t units of time and observe
exactly k arrivals. Given this information, determine the conditional probability
that λ = 2. Check to see whether or not your answer is reasonable for some
simple limiting values for k and t.
G1† . A wombat in the San Diego zoo spends the day walking from a burrow to a
food tray, eating, walking back to the burrow, resting and repeating the cycle. The
amount of time to walk from secs. The wombat, with 1 3 the burrow to the tray
(and also from the tray to the burrow) is 20 probability , will momentarily stand still
(for a negligibly small time) during a walk to or from the tray, with all times being
equally likely (and independently of what happened in the past). A photographer
arrives at a random time and will take a picture at the first time the wombat will
stand still. What is the expected value of the length of time the pohotographer has
to wait to snap the wombat’s picture ?
 Solutions
1. A successful call occurs with probability

(a) Fred will give away his first sample on the third call if the first two calls are failures
and the third is a success. Since the trials are independent, the probability of this
sequence of events is simply

(b) The event of interest requires failures on the ninth and tenth trials and a success on
the eleventh trial. For a Bernoulli process, the outcomes of these three trials are
independent of the results of any other trials and again our answer is

(c) We desire the probability that L2, the second-order interarrival time is equal to five
trials. We know that pL2(l) is a Pascal PMF, and we have

(d) Here we require the conditional probability that the experimental value of L2 is
equal to 5, given that it is greater than 2.
(e) The probability that Fred will complete at least five calls before he needs a new
supply is equal to the probability that the experimental value of L2 is greater than or
equal to 5.

(f) Let discrete random variable F represent the number of failures before Fred runs out
of samples on his mth successful call. Since Lm is the number of trials up to and
including the mth success, we have F = Lm −m. Given that Fred makes Lm calls before he
needs a new supply, we can regard each of the F unsuccessful calls as trials in another
Bernoulli process with parameter r, where r is the probability of a success (a
disappointed dog) obtained by

We define X to be a Bernoulli random variable with parameter r. Then, the number of

dogs passed up before Fred runs out, Dm, is equal to the sum of F Bernoulli random
variables each with parameter r = 1 3 , where F is a random variable. In other words,

Note that Dm is a sum of a random number of independent random variables.

Further, F is independent of the Xi’s since the Xi’s are defined in the conditional
universe where the door is not answered, in which case, whether there is a dog or
not does not affect the probability of that trial being a failed trial or not. From our
results in class, we can calculate its expectation and variance by
2. Define the following events:

Event R: Robber attempts robbery.

Event S: Robbery is successful.
Define the following random variables:

x: The number of days up to and including the first successful

robbery.
b: The number of candy bars stolen during a successful robbery.
c: The number of days of rest after a successful robbery.
Note that x is a geometric random variable with parameter 3 20 (the probability of a
successful robbery on a given night). Also, it is given that b is uniform over {1, 2, 3} with
probability 1 each, and that c is uniform over {2, 4} with probability 1 each. 2

(a) Observe that since the probability that any given robbery attempt succeeds is 3 4 ,
the 3 random variable k is geometric with parameter p = 4 . Thus,

(b) We will derive first the PMF and then the transform of d, the number of days up to
and including the second successful robbery.
The PMF of d can be easily found by conditioning on c, the number of days the robber
rests after the first successful robbery (which only takes on values 2 or 4):

There must be at least one day before the rest period, since it follows a successful
robbery; similarly, there must be at least one day after the rest period. Thus we can
view the coefficient in the preceding formula as the number of ways to choose the
beginning of a four-day period in a block of do days. Then we multiply the probability
of the first success and the probability of do − 4 failures and finally the probability of
the second success at trial do. Similarly, we have:
Alternately, we can solve this problem using transforms. Note that d is the
sum of three independent random variables: x1, the number of days until the
first successful robbery; c, the number of days of rest after the first success;
and x2, the number of days from the end of the rest period until the second
successful robbery. Since d = x1 + c + x2, and x1, x2, and c are mutually
independent, we find that the transform of d is Md(s) = [Mx(s)]2Mc(s).
Now, x1 and x2 are (independent) geometric random variables with parameter
3 (the 20 probability of a successful robbery). Again, c is equally likely to be 2
or 4. Thus we conclude that

(c) Given a successful robbery, the PMF for y is py(yo) = 1 for yo = 1, 2, 3, and py(yo) = 0 3
otherwise. The total number of candybars collected in 2 successful robberies is s = y1
+y2, where y1 and y2 are independent and identically distributed as py(yo). Therefore,
the PMF for s is
(d) Observe that since the probability of a robbery attempt being successful is 3 4 , with
the number of candy bars taken in a successful attempt equally likely to be 1, 2, or 3, we
can view each attempt as resulting in b candy bars, with the following PMF for b:

Now, let t, u, and v be the number of attempts that result in 1, 2, and 3 candy bars,
respectively. Then if a total of q candy bars are stolen during the ten robbery attempts,
0 ≤ v ≤ q 3 , 0 ≤ u ≤ q−3v , and 0 ≤ t ≤ q − 3v − 2u, with exactly 10 − t − u − v attempts 2
failing. Thus the PMF for q is
3. (a) i. Since it is implied that each second is independent from each other (i.e. if a
mosquito landed on your neck last second, it doesn’t affect the likelihood of one
landing this or next second), the PMF for the time until the first mosquito lands is
simply a geometric random variable. In this random variable, the “success” event is
when a mosquito lands with probability 0.2, with the “failure” event being 0.8.

ii. The expected time of the geometric PMF with parameter is , so the expected p time
until the first mosquito lands on you is . 1 2 = 5 seconds.

iii. The scenario in which mosquitoes independently land on you each second can be
modeled as a Bernoulli process, with each Bernoulli trial being the event that a
mosquito lands on you on a given second. Because the Bernoulli process is
memoryless, it doesn’t matter whether or not you were bitten for the first one, ten, or
two hundred seconds. Thus, the expected time from T = 10 is identical to the answer
in the previous part, . 1 2 = 5 seconds

(b) i. Because the PDF that models the time until the first mosquito arrives is
exponential, the expected time until it lands is . 1 2 = 5 seconds.

ii. It has been previously shown that the exponential PDF exhibits the memorylessness
property. In other words, looking at an exponential PDF from some future time �= 0
will still yield an exponential PDF with the same parameter. Thus, the expected time
from T = 10 is identical to the answer in the previous part, . 1 2 = 5 seconds.

4. We could find an exact value by using the binomial probability mass function. A
reasonable, and much more efficient method is to use the Poisson approximation to
the binomial, which tells us that for a binomial random variable with parameters n
and p, we have:
where λ = np. The desired probability is

5. We have a Poisson process with an average arrival rate λ which is equally likely to be
either 2 or 4. Thus,

We observe the process for t time units and observe k arrivals. The conditional
probability that λ = 2 is, by definition

Now,
we know that −2t (2t)ke 1 P(λ = 2 and k arrivals in time t) = P(k arrivals in time t | λ =
2) · P(λ = 2) = ·
Similarly,

Thus,

To check whether this answer is reasonable, suppose t is large and k = 2t (observed

arrival rate equals 2). Then, P(λ = 2 | k arrivals in time t) approaches 1 as t goes to ∞.
Similarly, if t is large and k = 4t (observed arrival rate equals 4), then, P(λ = 2 | k
arrivals in time t) approaches 0 as t goes to ∞