Probability Spring 2020-2021

Homework 5
Out: Feb 23, 2021; Due: Feb 28, 2021 by 11pm (via LMS Assignments)

You may partner with up to three others (a group of max 4) to submit a single write
up. We encourage discussion with other students in class, even if they are not in your group.
Each student must build a good understanding of all the problems even if they discuss and
collaborate with others. Blatant copying from online resources is forbidden. If there
are confusions or questions, post those on Piazza or see your TA or Instructor.
Submission instructions: We need a single PDF file, uploaded to LMS (in Assignments)
keeping the file size small. Absolutely NO email submission will be accepted. No
exceptions! You can either type out (preferably in Latex, possibly using overleaf.com) or
take very clear pictures of your hand-written solution. The pictures must be combined in a
single PDF file (e.g., import those in Word and print or export as PDF).
Only one submission per group is needed; the first page must clearly mark the names and
students IDs of all the members in the group.

Problem 1: Two balls are chosen randomly from an urn containing 8 white, 4 black, and
2 orange balls. Suppose that we win $2 for each black ball selected and we lose $1 for each
white ball selected. Let X denote our winnings. What are the possible values of X, and
what are the probabilities associated with each value?
Problem 2: Let X represent the difference between the number of heads and the number of
tails obtained when a coin is tossed n times. What are the possible values of X? Assuming
that the coin is fair, compute, for n = 3, the probabilities associated with the values that X
can take on?
Problem 3: An information source produces symbols at random from a five-letter alphabet:
S = {a,b,c,d,e}. The probabilities of the symbols are:
1 1 1 1
p(a) = ; p(b) = ; p(c) = ; p(d) = p(e) =
2 4 8 16
A data compression system encodes the letters into binary strings as follows:
a 1
b 01
c 001
d 0001
e 0000
Let the random variable Y be equal to the length of the binary string output by the system.
Specify the sample space of Y (the set of values Y can take) and the probabilities of its
values.
Problem 4: A salesman has scheduled two appointments to sell encyclopedias. His first
appointment will lead to a sale with probability 0.3, and his second will lead independently to
a sale with probability 0.6. Any sale made is equally likely to be either for the deluxe model,
which costs $1000, or the standard model, which costs $500. Determine the probability mass
function of X, the total dollar value of all sales.
Problem 5: Suppose that the distribution function of X is given by:



 0 b<0
 b
0≤b<1


4

F (b) = 12 + b−1
4
1≤b<2

 11


 12
 2≤b<3

1 3≤b


(a) Find P {X = i}; i = 1, 2, 3

(b) Find P 12 < X < 23


Problem 6: Suppose that a dice is rolled twice. What are the possible values (and their
associated probabilities) that the following random variables can take on:
(a) the maximum value to appear in the two rolls;
(b) the minimum value to appear in the two rolls;
(c) the sum of the two rolls;
(d) the value of the first roll minus the value of the second roll?
Problem 7: Five men and five women are ranked according to their scores on an examina-
tion. Assume that no two scores are alike and all 10! possible rankings are equally likely. Let
X denote the highest ranking achieved by a woman (for instance, X = 2 if the top-ranked
person was male and the next-ranked person was female).
(a) Find P {X = i}, i = 1, 2, 3, . . . , 9, 10.
(b) Compute the expected value of X.
Problem 8: Five distinct numbers are randomly distributed to players numbered 1 through
5. Whenever two players compare their numbers, the one with the higher one is declared
the winner. Initially, players 1 and 2 compare their numbers; the winner then compares her
number with that of player 3, and so on. Let X denote the number of times player 1 is a
winner. Find P {X = i}; i = 0, 1, 2, 3, 4.
Problem 9: The cumulative distribution function (CDF) of a random variable is:



 0 a<0

1
0≤a<1


2



3 1 ≤ a < 2

FX (a) = 54


 5
2≤a<3

9
3 ≤ a < 3.5


10



1 a ≥ 3.5


Find the probability mass function (PMF) of X.

Problem 10: An insurance company writes a policy to the effect that an amount of money
A must be paid if some event E occurs within a year. If the company estimates that E
will occur within a year with probability p, what should it charge the customer so that its
expected profit will be 10 percent of A?
Problem 11: If E[X] = 1 and V ar(X) = 5, find:
(a) E[(2 + X)2 ]
(b) V ar(4 + 3X)
Problem 12: If a random variable X has F as the distribution function (CDF), what is the
distribution function of the random variable αX + β, where α and β are constants, α 6= 0?
Problem 13: Let X be a random variable having expected value µ and variance σ 2 . Find
the expected value and variance of Y defined as: Y = X−µ
σ

Problem 14: Four buses carrying 148 students from the same school arrive at a football
stadium. The buses carry, respectively, 40, 33, 25, and 50 students. One of the students is
randomly selected. Let X denote the number of students who were on the bus carrying the
randomly selected student. One of the 4 bus drivers is also randomly selected. Let Y denote
the number of students on her bus.
(a) Which of E[X] or E[Y ] do you think is larger? Why?
(b) Compute E[X] and E[Y ].
Problem 15: A box contains 5 red and 5 blue marbles. Two marbles are withdrawn
randomly. If they are the same color, then you win $1.10; if they are different colors, then
you win -$1.00. (That is, you lose $1.00.) Calculate:
(a) the expected value of the amount you win;
(b) the variance of the amount you win.