IE 325 Stochastic Models - Spring 2022

Homework 1 Questions
1. Consider two urns. The first containing two white and seven black balls and the second
containing five white and six black balls. We flip a fair coin and if it is heads we draw
a ball from the first urn, if it is tails we draw a ball from the second urn. What is the
conditional probability that the outcome of the toss was heads given that a white ball
was selected?
2. In a city 51 percent of the adults are males and 49 percent of adults are females where
9.5 percent of males and 1.7 percent of females smoke. One adult is selected randomly.
(a) What is the probability that the selected person is female?
(b) What is the probability that the selected person is female given that the selected
person smokes?

3. Assume that some course has only one midterm and probability of getting less then
40 points out of 100 is 16 , probability of scoring between 40 and 60 is 21 , between 60 and
80 is 14 and above 80 is 121
. Assume that the following matrix shows the probabilities of
getting letter grades A, B, C, D, F after the midterm grades are announced:
A B C D F
< 40  3/100 7/100 20/100 40/100 30/100
40 − 60  5/100 15/100 45/100 20/100 15/100
60 − 80 20/100 40/100 20/100 13/100 7/100
 
> 80 50/100 30/100 10/100 7/100 3/100

(a) What is the probability of getting grade A?

(b) What is the probability of failing the course?
(c) What is the probability of passing the course?

4. There are 30 female and 15 male math teachers and 22 female literature teachers in
a school. How many male literature teachers should there be in the school in order that
gender and subject of a randomly chosen teacher are statistically independent?
5. A fair coin is independently flipped twice by a boy and three times by a girl.
(a) What is the probability that the number of heads the boy gets is equal to the number
of heads the girl gets?
(b) What is the probability that the total number of heads the boy and girl together
get is two?
(c) Did you find the same answer in the previous parts?
(d) If a fair coin is independently flipped k times by the boy and n − k times by the
girl, what is the probability that the number of heads the boy gets is equal to the
number of heads the girl gets? (Assume that k ≤ n − k.)

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6. A fair coin is flipped. If tails is observed, then a fair die is thrown. If heads is
observed, then unusual die is thrown, whose mass is distributed unevenly. Suppose that
the probability that unusual die shows i ∈ {1, ..., 6} equals to P6i j .
j=1

If you obtain an even number, you win that much TL. Otherwise, you win nothing.

(a) What is the probability that you win 4 dollars in the first throw? What can you
say about the probability of winning 5 dollars in the first throw?

(b) How much would you expect to win in this game?

(c) What is the minimum number of coin flips to get expected reward of at least 20TL?

(d) Assume that the probability of unusual die showing i ∈ {1, ..., 6} equals to 6i . What
is wrong with this assumption?

7. For any event A with probability pA let:

(
1, if ω ∈ A
1A (ω) =
0, otherwise.

Now suppose A, B and C are three independent events.

(a) Find E[1A ], E[1B ], Var[1C ]

(b) Find E[1AC ∩C ], E[1A∪B C ], Var[1A∩C ], Var[1C∪B ] in terms of pA , pB and pC .

8. Two players A and B play a game where they throw a pair of die until the sum is a
multiple of three or a multiple of five. If the sum is a multiple of three, then A wins, and
if the sum is a multiple of five, then B wins.

(a) What is the probability that A is the winner?

(b) Find the expected number of rolls of die in the game.

9. Assume that when a machine fails, repair time is exponentially distributed with a mean
of 30 minutes. The repairman lost his repair kit and is borrowing one from his competitor
repairman. The competitor charges 10 TL for the first hour, 20 TL for the second hour,
30 TL for the third hour and if repairman fails to repair the machine within 3 hours, he
is charged 20 TL for each additional hour, e.g. if repair takes 70 minutes, then out of the
money earned he must pay 10 + 20 = 30 TL to his competitor.

(a) How much the repairman expects to pay for borrowing a repair kit?

(b) Assume that the owner of the machine is willing to cover 30 TL of borrowing a
repair kit each time the machine breaks down. What is the probability that the
repairman will owe money to his competitor?

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10. Consider the joint density of two random variables X and Y which is given by
(
1
(6 − x − y) f or 0 < x < 2 < y < 4
fX,Y (x, y) = 8
0 otherwise

Compute

(a) Conditional density of X given Y, i.e. fX|Y (x|y),

(b) Conditional density of Y given X, i.e. fY |X (y|x),

(c) Conditional expectation of X given Y, i.e. E[X|Y ].

11. Consider joint density of two random variables X and Y that is given by
( 2 2
4xye−(x +y ) f or 0 < x < ∞, 0 < y < ∞
fX,Y (x, y) =
0 otherwise

Compute

(a) Find the marginal distributions of X and Y.

(b) Conditional density of Y given X, i.e. fY |X (y|x),

(c) Conditional expectation of X given Y, i.e. E[X|Y ].

12. Let X and Y be two random variables with the joint probability density given by
( −y
e
y
f or 0 < x < y < ∞
fX,Y (x, y) =
0 otherwise

(a) Find the (marginal) density of Y.

(b) Find the conditional density of X given that Y = y.

(c) Compute V ar(X|Y ).