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Probability by GCU
Probability by GCU
Probability by GCU
1
P {110 M + W } = P
73.8
73.8
73.8
1 (1.44) = 1 .9251 = .0749.
(b) the number of the women who never eat breakfast is at least as large as the number
of the men who never eat breakfast.
We want to compute P {M W } = P {M W 0}. We may approximate M W
by a normal distribution with = 50.4 47.2 = 3.2 and 2 = 37.7 + 36.1 = 73.8.
Hence
3.2
M W 3.2
P {M W } = P {M W 0} = P
73.8
73.8
3.2
1 (.37) = 1 .6443 = .3557.
73.8
Problem 44
If X1 , X2 , X3 are independent random variables that are uniformly distributed over (0, 1),
compute the probability that the largest of the three is greater than the sum of the other
two.
Note that if, for example, X1 X2 + X3 , then X1 is automatically the largest of the
three. We want to compute
P {X1 X2 + X3 } + P {X2 X1 + X3 } + P {X3 X1 + X2 }.
By symmetry, these three terms are all equal,
P {X1 X2 + X3 }. Recall from Example 3a on
y
2y
fX2 +X3 (y) =
Hence
Z
P {X1 X2 + X3 } =
Z
1 y dydx =
1 2
1
x dx = .
2
6
So the probability that the largest of the three is greater than the sum of the other
two is
P {X1 X2 + X3 } + P {X2 X1 + X3 } + P {X3 X1 + X2 } =
1
1 1 1
+ + = .
6 6 6
2
2
P {X1 > X2 > X3 } + P {X1 > X3 > X2 }
= .
P {X1 > X2 > X3 } + P {X1 > X3 > X2 } + P {X2 > X1 > X3 }
3
1
P {X1 > X2 > X3 }
= .
P {X1 > X2 > X3 } + P {X2 > X1 > X3 } + P {X1 > X3 > X2 }
3
Problem 28
Show that the median of a sample of size 2n + 1 from a uniform distribution on (0, 1) has
a beta distribution with parameters (n + 1, n + 1).
Let X denote the median of the independent and identically distributed random
variables X1 , . . . , X2n+1 . Consider equation 6.2 on page 272. By replacing n with 2n + 1
and by choosing j = n + 1, we get that the probability density function of X is
(2n + 1)!
(F (x))n (1 F (x))n f (x),
n!n!
where f is the common probability density function and F is the common cumulative
distribution function of the Xi s. Since X1 , . . . , X2n+1 are uniformly distributed on (0, 1),
this means that f (x) = 1 for 0 x 1 and F (x) = x for 0 x 1. Hence
(
(2n+1)! n
x (1 x)n for 0 x 1
n!n!
fX (x) =
0
otherwise.
fX (x) =
(2n+1)! n
x (1
n!n!
x)n
0
(
1
xn (1
B(n+1,n+1)
for 0 x 1
otherwise
x)n
for 0 x 1
otherwise.
Problem 12
A group of n men and n women is lined up at random.
(a) Find the expected number of men who have a woman next to them.
Label the people in order 1 though 2n and let Xi = 1 if the i-th person is a man
standing next to a woman and Xi = 0 otherwise. We want to compute
" 2n
#
2n
2n
X
X
X
E
Xi =
E[Xi ] =
P {Xi = 1}.
i=1
i=1
i=1
Note X1 = 1 only if the first person is male and the second is female. There are
2n(2n 1) ways to choose the first two people. There are n ways to choose the first
person to be male and n ways to choose the second person to be female, and hence
n2 ways we can have Xi = 1. Hence
P {X1 = 1} =
Similarly P {X2n = 1} =
n
n2
=
.
2n(2n 1)
4n 2
n
.
4n2
Now lets find P {Xi = 1} for 1 < i < 2n. There are 2n(2n 1)(2n 2) ways to
choose the (i 1)-th, i-th, and (i + 1)-th person. We have Xi = 1 if the three people
chosen are female male female, female male male, or male male female. Hence there
are
(n)(n)(n 1) + (n)(n)(n 1) + (n)(n 1)(n) = 3n2 (n 1)
ways we can have Xi = 1. Hence
P {Xi = 1} =
3n2 (n 1)
3n
=
.
2n(2n 1)(2n 2)
8n 4
4
Hence
"
E
2n
X
i=1
#
Xi =
2n
X
P {Xi = 1} = 2
i=1
n
3n
3n2 n
+ (2n 2)
=
.
4n 2
8n 4
4n 2
(b) Repeat part (a), but now assuming that the group is randomly seated at a round
table.
Label the people in order 1 though 2n and let Xi = 1 if the i-th person is a man
standing next to a woman and Xi = 0 otherwise. We want to compute
" 2n
#
2n
2n
X
X
X
E
Xi =
E[Xi ] =
P {Xi = 1}.
i=1
i=1
i=1
3n
.
8n 4
This computation is the same as the one that we used in part (a) for 1 < i < 2n.
Hence
" 2n
#
2n
X
X
3n
3n2
E
Xi =
P {Xi = 1} = 2n
=
.
8n
4
4n
2
i=1
i=1
Problem 19
A certain region is inhabited by r distinct types of a certain species of insect. Each insect
caught will, independently of the types of the previous catches, be of type i with probability
Pi , i = 1, . . . , r,
r
X
Pi = 1.
i=1
(a) Compute the mean number of insects that are caught before the first type 1 catch.
Let X denote the number of insects caught before the first type 1 catch. Then
P {X = x} = (1 P1 )x P1 . Hence
E[X] =
x(1 P1 )x P1
x=0
= P1
x(1 P1 )x
x=0
= P1
1 P1
P12
X
n=1
1 P1
=
.
P1
5
nz n =
z
for |z| < 1
(1 z)2
(b) Compute the mean number of types of insects that are caught before the first type 1
catch.
Let Xi denote the number of insects of type i caught before the first type 1 catch.
Let g(0) = 0 and let g(x) = 1 for positive integers x > 0. We want to compute
" r
#
r
r
r
X
X
X
X
E
g(Xi ) =
E[g(Xi )] =
P {g(Xi ) = 1} =
P {Xi 1}.
i=2
i=2
i=2
i=2
Let X denote the number of insects caught before the first type 1 catch as in part
(a). Then
P {Xi 1} =
P {Xi 1, X = x}
x=0
X
=
(P {X = x} P {Xi = 0, X = x})
=
x=0
((1 P1 )x P1 (1 P1 Pi )x P1 )
x=0
P1
P1
P1 P1 + Pi
using the formula for a geometric series, twice
Pi
=
.
P1 + Pi
Hence
"
E
r
X
#
g(Xi ) =
r
X
i=2
P {Xi 1} =
i=2
r
X
i=2
Pi
.
P 1 + Pi
Problem 24
A bottle initially contains m large pills and n small pills. Each day, a patient randomly
chooses one of the pills. If a small pill is chosen, then that pill is eaten. If a large pill
is chosen, then the pill is broken in two; one part is returned to the bottle (and is now
considered a small pill) and the other part is then eaten.
(a) Let X denote the number of small pills in the bottle after the last large pill has been
chosen and its smaller half returned. Find E[X].
Label the small pills initially present 1 though n and label the small pills created
by splitting a large one n + 1 though n + m. Let Ii = 1 if the i-thPpill remains after
the last large pill is chosen and let Ii = 0 otherwise. Then X = m+n
i=1 Ii , so
E[X] =
n+m
X
E[Ii ] =
i=1
n+m
X
i=1
P {Ii = 1}.
m
X
j=1
The probability that the large pill corresponding to the i-th small pill is labeled j
out of the m large pills is P {Ji = j} = 1/m. Once the j-th large pill is broken
to form the i-th small pill, m j large pills and the i-th small pill remain, so the
probability that the i-th small pill is chosen last among these m j + 1 pills is
P ({Ii = 1}|{Ji = j}) =
1
.
mj+1
Hence
P {Ii = 1} =
=
=
m
X
j=1
m
X
j=1
m
X
k=1
mj+1 m
1
,
km
by letting k = m j + 1. Therefore
E[X] =
n+m
X
P {Ii = 1}
i=1
n
X
P {Ii = 1} +
i=1
n+m
X
P {Ii = 1}
i=n+1
m
X
1
1
+m
=n
m+1
km
k=1
m
X1
n
=
+
.
m + 1 k=1 k
7
(b) Let Y denote the day on which the last large pill is chosen. Find E[Y ].
There are a total of n + 2m days. On the Y -th day the last large pill is chosen and
for the remaining X days small pills are chosen. Here X is the number of small
pills in the bottle after the last large pill has been choosn, as in part (a). Thus
X + Y = n + 2m, so
m
X1
n
.
E[Y ] = E[n + 2m X] = n + 2m E[X] = n + 2m
m + 1 k=1 k
Problem 26
If X1 , X2 , . . . , Xn are independent and identically distributed random variables having
uniform distributions over (0, 1), find
(a) E[max(X1 , . . . , Xn )].
We want to compute
Z
E[max(X1 , . . . , Xn )] =
Z
...
...
0Z
= n!
E[max(X1 , . . . , Xn )] =
x1 <...<xn
1)!
0
Z 1
xnn dxn
=n
0
n
=
.
n+1
(b) E[min(X1 , . . . , Xn )].
The clever way to do this problem is to note that
min(X1 , . . . , Xn ) = 1 max(1 X1 , . . . , 1 Xn ).
So taking the expectation of both sides yields
E[min(X1 , . . . , Xn )] = 1 E[max(1 X1 , . . . , 1 Xn )]
n
=1
n+1
by part (a), since each Xi has
the same distribution as 1 Xi
1
=
.
n+1
Alternatively, like in part (a), we can express E[min(X1 , . . . , Xn )] as a definite
integral and then break this integral up into a sum of n! integrals with equal values,
corresponding to each of the n! orderings of x1 , . . . , xn . We obtain
...
0Z
= n!
E[min(X1 , . . . , Xn )] =
x1 <...<xn
1
.
n+1
N
1
X
Var(Xi ).
i=1
Recall
k1
N i i
P {Xi = k} =
for k 1,
N
N
and E[Xi ] = N/(N i). We compute
k1
N iX 2 i
N i
1 + i/N
N (N + i)
2
E[Xi ] =
k
=
=
3
N k=1
N
N
(1 i/N )
(N i)2
10
k 2 xk1 =
k=1
1+x
(1 x)3
Hence
Var(Xi ) = E[Xi2 ] E[Xi ]2 =
and
Var(X) =
N
1
X
N (N + i)
N2
iN
=
,
2
2
(N i)
(N i)
(N i)2
Var(Xi ) =
i=1
N
1
X
i=1
11
iN
.
(N i)2