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HW 2
HW 2
HW 2
HOMEWORK 2
SPRING 2022
1. The number of students graduated from a university in a typical year has Poisson distribution with
mean 600 students. Each graduate nds independently a job in two months after graduation with
probability 0.9 if the economy is booming and with probability 0.4 if the economy is in recession. In
a typical graduation year, the economy is booming with probability 0.6 and undergoes a recession with
probability 0.4.
(a) What is the expected total number of graduates who nd a job in two months after graduation?
(b) What is the probability mass function of the total number of graduates who nd a job in two
months after graduation?
2. An individual whose level of exposure to a certain pathogen is x will contract the disease caused by
this pathogen with probability P (x) = (1 − e−x ). Exposure level of a randomly chosen member of the
population is exponentially distributed with parameter λ, independent of the other members.
(a) Find the probability that a randomly chosen member of the population has the disease that is
caused by this pathogen.
(b) Among 100 people that have the check-up, nd the expected number of people who have the
disease that is caused by this pathogen.
3. Consider the Markov Chain dened recursively by:
X + ξ
n n+1 , if Xn + ξn+1 ≤ 2
Xn+1 =
X + ξ
n n+1− 3, if Xn + ξn+1 ≥ 3
where ξ1 , ξ2 , . . . are independent identically distributed random variables and,
P{ξi = 0} = p0 , P{ξi = 1} = p1 , P{ξi = 2} = p2 ,
p0 > 0, p1 > 0, p2 > 0, p0 + p1 + p2 = 1 and X0 = 0
(a) Is X = (Xn )n≥0 a Markov Chain? Explain briey.
(b) What are the states of the Markov Chain?
(c) Determine the one step transition probability matrix P .
4. An urn contains four balls, of which two are red and two are green. A ball is randomly selected from
the urn and replaced with a ball of the opposite color. Explain why this system may be analyzed by
using a Markov chain. Dene the state space. Calculate the one-step transition probability matrix. Find
the probability that after 2 selections there are still two red and two green balls in the urn.
5. Consider the Markov chain with one-step transition probability matrix:
0 1
" #
0 1/2 1/2
P =
1 1/4 3/4
and initial probabilities p0 = p1 = 21 .
(a) Compute the two-step transition probability matrix.
(b) Find P{X0 = 1, X2 = 0}
Date : February 17, 2022.
1
2 SPRING 2022