Lahore University of Management Sciences, Department of Electrical Engineering

EE564 - Stochastic Systems

Fall 2018 (October 8, 2018)
Quiz 1

Name/ID: Time allowed: 25 minutes

Note. In order to receive full credit, provide clearly stated justifications for your solutions.

1. (10 points) Consider two students Khurram and Talha attempting an exam consisting of
10 MCQ-type problems. For each problem, a student could either (a) answer it correctly, (b)
answer it incorrectly, or (c) leave it unanswered. Suppose you are given a graded exam that
does not have any student name on it. You observe that the questions answered correctly
are Q1, Q3, Q4, Q7, and Q10. The questions answered incorrectly are Q2 and Q5, while
the remaining questions Q6, Q8, and Q9 are unanswered. Assume that you are given the
following probabilistic model.

• The probability that Khurram (a) answers a question correctly is 0.8, (b) answers a
question incorrectly is 0.1, and (c) leaves a question unanswered is 0.1,
• The probability that Talha (a) answers a question correctly is 0.6, (b) answers a ques-
tion incorrectly is 0.1, and (c) leaves a question unanswered is 0.3,
• Both students answer all questions independently.

(a) Use probability theory to determine whether the exam belongs to Khurram or Talha.

Solution. Given the observations, we will compute the probability that the exam
belongs to Khurram, and the probability that the exam belongs to Talha. Let the
observed event be denoted by

A = {Q1, Q3, Q4, Q7, Q10 correct, Q2, Q5 incorrect, and Q6, Q8, Q9 unanswered}.

Similarly, let T denote the event that the exam belongs to Talha, and let K denote
the event that the exam belongs to Khurram. Then, we have
  
P AT P (T )
   
P T A =
      
P AT P (T ) + P K T P (K)
 

1 5 2 3
2 (0.6) (0.1) (0.3)
= 1 5 2 3 1 5 2 3
2 (0.6) (0.1) (0.3) + 2 (0.8) (0.1) (0.1)
= 0.865

As a result,      
P K A = 1 − P T A = 0.135 (1)
 

     
Since P T A is higher than P K A , the exam most likely belongs to Talha.
 

(b) What is the probability with which your decision in part (a) is wrong?
  
Solution. The probability with which our decision is wrong is equal to P K A =

0.135.
   
2. (10 points) Let X ∼ N (3, 2). Compute Pr |X − 1| > 2X > −2 . Leave your answers in

terms of Q functions.

Solution. We have
     
P |X − 1| > 2X > −2 = 1 − P |X − 1| < 2X > −2
 
 \  
= 1−P X −1<2 X − 1 > −2X > −2

 \  
= 1−P X <3 X > −1X > −2

T T
P (X < 3 X > −1 X > −2)
= 1−
P (X > −2)
T
P (X < 3 X > −1)
= 1−
P (X > −2)
T
P (X > −2) − P (X < 3 X > −1)
=
P (X > −2)
P (X > −2) − P (X > −1) + P (X > 3)
=
P (X > −2)
     
Q −2−3
√
2
− Q −1−3
√
2
+ Q 3−3
√
2
=  
Q −2−3√
2
   
−5 −4
Q √ 2
−Q √ + 0.5
=  2
−5
Q √ 2