Exercise #1(a) - Solution

1.

Solution
independent : P ( A  B )  P ( A) P ( B )
A  B  A  B  A  P ( A  B )  P ( A)
(i ) P( A)  0  A  
P ( A)  P ( A) P ( B ) 
(ii ) P ( B )  1  B  

2.

Solution
P(1 operates)  p

   
P(2 operates)  1  q 1  1  q 3 p , q  1  p

P(3 operates)  1  q 2 , q  1  p

 
P( system operates)  p 1  q 1  1  q 3  p  1  q  ,
2
q  1 p
3.
Let A, B, C, be three events with probabilities given in the Van diagram:

a. Find P ( A | B ) .
b. Find P (C | B ) .
c. Find P ( B | A  C ) .
d. Find P ( B | A  C ) .

Solution
a.
P( A  B) 0.1  0.1
P( A | B)    0.0571
P( B) 0.1  0.1  0.1  0.05
b.
P(C  B) 0.1  0.05
P(C | B)    0.375
P( B) 0.1  0.1  0.05  0.15
c.
P  B  ( A  C) 0.1  0.1  0.05
P( B | A  C )    0.3571
P AC 0.1  0.1  0.1  0.2  0.05  0.15

d.
 P  B  ( A  C) 0.1
P( B | A  C )    0.5
P AC 0.1  0.1

4.

Solution
1
a.  P ( x)  1
x
X 
a
 9  4  1  1  4  9   1  a  28
b.
Z PZ(z)
1 2/28
4 8/28
9 18/28

5.
A jar contains balls numbered 1 to n. Choose a ball randomly. Let Y be the number on the
k
chosen ball. Given: P(Y  k )  , find the value of n.
36
Solution
n n
k 1 n 1 n(1  n)

k 1
P(Y  k )  1  
k 1 36
1  
36 k 1
k 1 
36 2
1

 n 2  n  72  0  n  8

6.
Let A, B, C be three events.
a. Prove: P ( A  B | C )  P ( A | B  C ) P ( B | C ) .
b. Prove that if P ( B  C | A)  P ( B | A) P (C | A) , than: P (C | A  B )  P (C | A) .
 P( B | A  C )
c. Prove: P( A | B  C )  P( A | C ) .
P( B | C )

Solution
a.
P( A  B  C )
P( A  B | C ) 
P(C )

P( A  B  C ) P( B  C ) P( A  B  C )
P( A | B  C ) P( B | C )  
P( B  C ) P(C ) P(C )

b.
P ( B  C | A)  P (C | A  B ) P ( B | A)

P( B  C | A)  P( B | A) P(C | A)  P(C | A  B ) P ( B | A)  P( B | A) P(C | A)

 P(C | A  B)  P(C | A)

c.
P( A  B  C )
P( A | B  C ) 
P( B  C )

P( B | A  C ) 1
P( A | C )  P( A | C )  P( B | A  C )  
P( B | C ) P( B | C )
P( A  C ) P( A  B  C ) 1
   
P (C ) P( A  C ) P ( B  C ) / P (C )
P( A  C ) P( A  B  C ) P (C )
   
P (C ) P( A  C ) P( B  C )
P( A  B  C )

P( B  C )

7.
As a way to practice his probability skills, Bob goes apple picking. The orchard he goes to
grows two varieties of apples: gala and honey crisp.
The proportion of the gala apples in the orchard is p (0 <p< 1), the proportion of the honey
crisp apples is 1 − p. The number of apples in the orchard is so large that you can assume that
picking a few apples does not change the proportion of the two varieties.
Independent of all other apples, the probability that a randomly picked gala apple is ripe is g
and the probability that a randomly picked honey crisp apple is ripe is h.
 a. Suppose that Bob picks an apple at random (uniformly) and eats it. Find the
probability that it was a ripe gala apple.
b. Suppose that Bob picks n apples at random (independently and uniformly). Find the
probability that exactly k of those are gala apples.
c. Let n = 20, and suppose that Bob picked exactly 10 gala apples. What is the
probability that the first 10 apples that Bob picked were all gala?
d. Suppose that there are exactly k gala apples among the n apples Bob picked. Peter
comes by and gives Bob a ripe gala apple to add to his bounty. Bob then picks an
apple at random from the n + 1 apples and eats it. What is the probability that it was a
gala apple if it was ripe?
e. Next, Bob tries a different strategy. He starts with a tree of the gala variety and picks
apples at random from that tree. Once Bob picks an apple off the tree, he carefully
examines it to make sure it is ripe. Once he comes across an apple that is not ripe, he
moves to another gala tree. He does this until he encounters an unripe apple on that
second tree. Assume that each tree has a very large, essentially infinite, number of
apples.
(i) Let Xi be the number of apples Bob picks off the ith tree, (i=1,2). Write down
the PMF, expectation, and variance of Xi.
(ii) For i =1, 2, let Yi be the total number of ripe apples Bob picked from the first i
trees. Find the expectation and the variance of Y2.
(iii) Find the joint PMF of Y1 and Y2.
(iv) Are X1 and Y2 independent?
(v) Are X2 and Y2 independent?

Solution
a.
P ( gala )  p
P(ripe | gala )  g  P (ripe gala )  P (ripe | gala ) P ( gala )  gp
b.
X = number of gala apples out of n: X ~ B (n, p)

n
P( X  k )    p k (1  p)n k , k  0,1, ,n
k 
c.
 p10 (1  p)10
P(10 first gala |10 gala ) 
 20  10
  p (1  p)
10

 10 
d.
There are n + 1 apples: k gala, n – k crisp and 1 from Peter.
P( gala  ripe)
P( gala | ripe) 
P(ripe)

P(ripe) 
 P(ripe | Peter ' s) P( Peter ' s)  P(ripe | k gala) P(k gala)  P(ripe | n  k crisp) P( n  k crisp) 
1 k n  k 1  gk  h(n  k )
1 g h 
n 1 n 1 n 1 n 1
P(gala  ripe) 
 P(gala  ripe | Peter ' s) P( Peter ' s)  P(gala  ripe | k gala) P(k gala) 
1 k 1  gk
1 g 
n 1 n 1 n 1
1  gk
P( gala  ripe) n 1 1  gk
P( gala | ripe)   
P(ripe) 1  gk  h ( n  k ) 1  gk  h(n  k )
n 1
e.
(i)
X i ~ G (1  g )
P ( X i  k )  g k 1 (1  g ), k  1, 2, 
1 g
E( X i )  , V (Xi ) 
1 g 1  g 
2

(ii)
Y1  X 1  1
Y2  Y1  X 2  1  X 1  X 2  2
1 1 2g
E (Y2 )  E ( X 1 )  E ( X 2 )  2   2
1 g 1 g 1 g
X 1 , X 2 are independent (different trees):

2g
V (Y2 )  V ( X 1  X 2  2)  V ( X 1 )  V ( X 2 ) 
1  g 
2

(iii)
P(Y1  k1 , Y2  k2 )  P( X 1  k1  1, k1 X 2  k2  k1  1)  g k1 (1  g )  g k2  k1 (1  g )  g k2 (1  g ) 2

(iv)
Dependent: Y2  Y1  X 2  1  X 1  1  X 2  1  Y2  X 1  X 2  1

(v)
Dependent: Y2  Y1  X 2  1
x
1 3 1 2  y 1 1 2 
 c  x '  x ' y ' dx ' dy '  c 
y x y
F ( x, y )   2
 3 x '  2 x ' y ' dy '  c 0  3 x  2 x y ' dy 
3
0 0 0
 0  
y
1 1  12  1 1 
 c  x3 y ' x 2 y '2    x 3 y  x 2 y 2 
3 4 0 7  3 4 

8.
You are given a jar with 10 coins. Seven of the coins are fair, that is P ( H | fair )  0.5 . Three

coins are loaded, that is: P ( H | loaded )  0.2 . You chose randomly a coin. Let S1  F be the

event you chose a fair coin, and S1  L be the event you chose a loaded coin. You flip the

coin: let X 1 be the outcome ( e.g. P ( X 1  H | F )  0.5 ). You chose randomly a coin from the

nine coins left in the jar and flip it. Let S 2  F be the event you chose the second time a fair

coin, and S 2  L the event you chose the second time a loaded coin. Let X 2 be the outcome

of the second flip.

a. Calculate:
P( X 1  H ), P ( X 2  H ), P( S2  F ), P( S2  F | X 1  H ),
P( S2  F | S1  F ), P( X 2  H | X1  H ), P( S1  F , X 1  H ).
b. Show that: P ( S 2  F | S1  F , X 1  H )  P ( S 2  F | S1  F ) ,
c. Show that: P ( S 2  F | X 2  H , X 1  H )  P ( S 2  F | X 2  H ) .
d. Show that: P ( X 2  H | S 2  L, X 1  H )  P ( X 2  H | S 2  L) .

Solution
a.
P( X 1  H )  P( X 1  H | S1  F ) P( S1  F )  P( X 1  H | S1  L) P( S1  L) 
 0.5  0.7  0.2  0.3  0.41

P ( X 2  H )  0.41

P( S 2  F )  P( S 2  F | S1  F ) P ( S1  F )  P ( S 2  F | S1  L ) P (S1  L ) 
6 7
  0.7   0.3  0.7
9 9

P ( S 2  F )  0.7

P( S2  F , S1  F )
P( S2  F | S1  F ) 
P( S1  F )
0.49
P( S2  F , S1  F )  0.49  P( S2  F | S1  F )   0.7
0.7
 P( X 2  H , X 1  H )
P( X 2  H | X 1  H ) 
P( X1  H )

0.1681
P( X 2  H , X 1  H )  0.1681  P ( X 2  H | X 1  H )   0.41
0.41

P ( S1  F , X 1  H )  P ( X 1  H | S1  F ) P( S1  F )  0.5  0.7  0.35

b.

P ( S 2  F | S1  F , X 1  H )  P ( S 2  F | S1  F )

P( S2  F , S1  F , X 1  H )
P( S2  F | S1  F , X 1  H ) 
P( S1  F , X 1  H )

0.245
P( S 2  F | S1  F , X 1  H )   0.7
0.35
 P( S2  F , S1  F ) 0.49
P( S2  F | S1  F )    0.7
P( S1  F ) 0.7

c.
P(S2  F | X 2  H , X1  H )  P(S2  F | X 2  H )

P( S2  F , X 2  H , X1  H ) 0.1435 0.35
P( S2  F | X 2  H , X1  H )   
P( X 2  H , X 1  H ) 0.1681 0.41

P( S2  F , X 2  H ) 0.35
P( S2  F | X 2  H )  
P( X 2  H ) 0.41

d.
P ( X 2  H | S 2  L, X 1  H )  P ( X 2  H | S 2  L )
 P( X 2  H , S2  L, X 1  H ) 0.0246
P( X 2  H | S2  L, X 1  H )    0.2
P( S2  L, X 1  H ) 0.123

P ( X 2  H , S 2  L) 0.06
P ( X 2  H | S 2  L)    0.2
P ( S 2  L) 0.3