Stat 110 Homework 5, Fall 2019

Due: Friday 10/25 at 5:00 pm, submitted as a PDF via the course webpage. Please check
carefully to make sure you upload the correct file. Your submission must be a single PDF
file (not multiple files), no more than 20 MB in size. It can be typeset or scanned, but
must be clear and easily legible (not blurry or faint) and correctly rotated (e.g., not upside
down). No submissions on paper or by email will be accepted, and no extensions will be
granted aside from the Monday extensions described in the syllabus.
Please show your work and give clear, careful, convincing justifications.

1. (BH 4.72) Use Poisson approximations to investigate the following types of coinci-
dences. The usual assumptions of the birthday problem apply.
(a) How many people are needed to have a 50% chance that at least one of them has the
same birthday as you?
(b) How many people are needed to have a 50% chance that there is at least one pair of
people who not only were born on the same day of the year, but also were born at the
same hour (e.g., two people born between 2 pm and 3 pm are considered to have been
born at the same hour)?
(c) Considering that only 1/24 of pairs of people born on the same day were born at the
same hour, why isn’t the answer to (b) approximately 24 · 23?
(d) With 100 people, there is a 64% chance that there is at least one set of 3 people with
the same birthday (according to R, using pbirthday(100,classes=365,coincident=3)
to compute it). Provide two different Poisson approximations for this value, one based on
creating an indicator r.v. for each triplet of people, and the other based on creating an
indicator r.v. for each day of the year. Which is more accurate?

2. (BH 5.1) The Rayleigh distribution from Example 5.1.7 has PDF
2 /2
f (x) = xe−x , x > 0.

Let X have the Rayleigh distribution.

(a) Find P (1 < X < 3).
(b) Find the first quartile, median, and third quartile of X; these are defined to be the
values q1 , q2 , q3 (respectively) such that P (X ≤ qj ) = j/4 for j = 1, 2, 3.

3. (BH 5.13) A stick of length 1 is broken at a uniformly random point, yielding two
pieces. Let X and Y be the lengths of the shorter and longer pieces, respectively, and let
R = X/Y be the ratio of the lengths X and Y .
(a) Find the CDF and PDF of R.
(b) Find the expected value of R (if it exists).
(c) Find the expected value of 1/R (if it exists).

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4. (BH 5.18) The Pareto distribution with parameter a > 0 has PDF f (x) = a/xa+1 for
x ≥ 1 (and 0 otherwise). This distribution is often used in statistical modeling.
(a) Find the CDF of a Pareto r.v. with parameter a; check that it is a valid CDF.
(b) Suppose that for a simulation you want to run, you need to generate i.i.d. Pareto(a)
r.v.s. You have a computer that knows how to generate i.i.d. Unif(0, 1) r.v.s but does not
know how to generate Pareto r.v.s. Show how to do this. (Give a clear description of the
procedure in words; you don’t have to actually run it on a computer.)

5. (BH 5.23) Alice is trying to transmit to Bob the answer to a yes-no question, us-
ing a noisy channel. She encodes “yes” as 1 and “no” as 0, and sends the appropriate
value. However, the channel adds noise; specifically, Bob receives what Alice sends plus
a N (0, σ 2 ) noise term (the noise is independent of what Alice sends). If Bob receives a
value greater than 1/2 he interprets it as “yes”; otherwise, he interprets it as “no”.
(a) Find the probability that Bob understands Alice correctly.
(b) What happens to the result from (a) if σ is very small? What about if σ is very large?
Explain intuitively why the results in these extreme cases make sense.

6. (BH 5.26) Walter and Carl both often need to travel from Location A to Location B.
Walter walks, and his travel time is Normal with mean w minutes and standard deviation
σ minutes (travel time can’t be negative without using a tachyon beam, but assume that
w is so much larger than σ that the chance of a negative travel time is negligible).
Carl drives his car, and his travel time is Normal with mean c minutes and standard
deviation 2σ minutes (the standard deviation is larger for Carl due to variability in traffic
conditions). Walter’s travel time is independent of Carl’s. On a certain day, Walter and
Carl leave from Location A to Location B at the same time.
(a) Find the probability that Carl arrives first (in terms of Φ and the parameters). For
this you can use the important fact, proven in the next chapter, that if X1 and X2 are
independent with Xi ∼ N (µi , σi2 ), then X1 + X2 ∼ N (µ1 + µ2 , σ12 + σ22 ).
(b) Give a fully simplified criterion (not in terms of Φ), such that Carl has more than a
50% chance of arriving first if and only if the criterion is satisfied.
(c) Walter and Carl want to make it to a meeting at Location B that is scheduled to
begin w + 10 minutes after they depart from Location A. Give a fully simplified criterion
(not in terms of Φ) such that Carl is more likely than Walter to make it on time for the
meeting if and only if the criterion is satisfied.

7. (BH 5.62) Let X1 , X2 , . . . be the annual rainfalls in Boston (measured in inches) in

the years 2101, 2102, . . . , respectively. Assume that annual rainfalls are i.i.d. draws from
a continuous distribution. A rainfall value is a record high if it is greater than those in
all previous years (starting with 2101), and a record low if it is lower than those in all
previous years.
(a) In the 22nd century (the years 2101 through 2200, inclusive), find the expected number
of years that have either a record low or a record high rainfall.

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(b) On average, in how many years in the 22nd century is there a record low followed
in the next year by a record high? (Only the record low is required to be in the 22nd
century, not the record high.)
(c) By definition, the year 2101 is a record high (and record low). Let N be the number
of years required to get a new record high. Find P (N > n) for all positive integers n, and
use this to find the PMF of N .
Hint: Note that P (N = n) + P (N > n) = P (N > n − 1).
(d) With notation as above, show that E(N ) is infinite.