PROBABILITY AND RANDOM VARIABLES

ASSIGNMENT 1
Conditional probability
Q1- Suppose cards numbered one through ten are placed in a hat, mixed up, and then one of the cards
is drawn. If we are told that the number on the drawn card is at least five, then what is the conditional
probability that it is ten?

Q2- A family has two children. What is the conditional probability that both are boys given that at least
one of them is a boy? Assume that the sample space S is given by S = [(b, b), (b, g), (g, b), (g, g)], and all
outcomes are equally likely. [(b, g) means for instance that the older child is a boy and the younger child
a girl.]

Q3- Suppose an urn contains seven black balls and five white balls. We draw two balls from the urn
without replacement. Assuming that each ball in the urn is equally likely to be drawn, what is the
probability that both drawn balls are black?

Q4- We are given three coins: one has heads in both faces, the second has tails in both faces, and the
third has a head in one face and a tail in the other. We choose a coin at random, toss it, and it comes
heads. What is the probability that the opposite face is tails?

Q5- A batch of one hundred items is inspected by testing four randomly selected items. If one of the
four is defective, the batch is rejected. What is the probability that the batch is accepted if it contains
five defectives?

Total Probability and Bayes’ theorem

Q6- How an inferior player with a superior strategy can gain an advantage. Boris is about to play a two-
game chess match with an opponent, and wants to find the strategy that maximizes his winning
chances. Each game ends with either a win by one of the players, or a draw. If the score is tied at the
end of the two games, the match goes into sudden-death mode, and the players continue to play until
the first time one of them wins a game (and the match). Boris has two playing styles, timid and bold, and
he can choose one of the two at will in each game, no matter what style he chose in previous games.
With timid play, he draws with probability pd > 0, and he loses with probability 1−pd. With bold play, he
wins with probability pw, and he loses with probability 1−pw. Boris will always play bold during sudden
death, but may switch style between games 1 and 2.

(a) Find the probability that Boris wins the match for each of the following strategies: (i) Play bold in
both games 1 and 2. (ii) Play timid in both games 1 and 2. (iii) Play timid whenever he is ahead in the
score, and play bold otherwise.

(b) Assume that pw < 1/2, so Boris is the worse player, regardless of the playing style he adopts. Show
that with the strategy in (iii) above, and depending on the values of pw and pd, Boris may have a better
than a 50-50 chance to win the match. How do you explain this advantage?
Q7- Two out of three prisoners are to be released. One of the prisoners asks a guard to tell him the
identity of a prisoner other than himself that will be released. The guard refuses with the following
rationale: at your present state of knowledge, your probability of being released is 2/3, but after you
know my answer, your probability of being released will become 1/2, since there will be two prisoners
(including yourself) whose fate is unknown and exactly one of the two will be released. What is wrong
with the guard’s reasoning?

Q8- You are handed two envelopes, and you know that each contains a positive integer dollar amount
and that the two amounts are different. The values of these two amounts are modeled as constants that
are unknown. Without knowing what the amounts are, you select at random one of the two envelopes,
and after looking at the amount inside, you may switch envelopes if you wish. A friend claims that the
following strategy will increase above 1/2 your probability of ending up with the envelope with the
larger amount: toss a coin repeatedly, let X be equal to 1/2 plus the number of tosses required to obtain
heads for the first time, and switch if the amount in the envelope you selected is less than the value of
X.Is your friend correct?

Q9- Consider two urns. The first contains two white and seven black balls, and the second contains five
white and six black balls. We flip a fair coin and then draw a ball from the first urn or the second urn
depending on whether the outcome was heads or tails. What is the conditional probability that the
outcome of the toss was heads given that a white ball was selected?

Q10- You know that a certain letter is equally likely to be in any one of three different folders. Let ai be
the probability that you will find your letter upon making a quick examination of folder i if the letter is,
in fact, in folder i, i = 1,2,3. (We may have ai < 1.) Suppose you look in folder 1 and do not find the letter.
What is the probability that the letter is in folder 1?

Independence
Q11- A hunter has two hunting dogs. One day, on the trail of some animal, the hunter comes to a place
where the road diverges into two paths. He knows that each dog, independently of the other, will
choose the correct path with probability p. The hunter decides to let each dog choose a path, and if they
agree, take that one, and if they disagree, to randomly pick a path. Is his strategy better than just letting
one of the two dogs decide on a path?

Q12- Alice and Bob want to choose between the opera and the movies by tossing a fair coin.
Unfortunately, the only available coin is biased (though the bias is not known exactly). How can they use
the biased coin to make a decision so that either option (opera or the movies) is equally likely to be
chosen?

Chapter 2
Q13- Show that for a uniform random variable
(𝑏−𝑎)(𝑏−𝑎+2)
Var(X)=
12
Q14- Find out the variance of a Poisson random variable and prove it.
Q15- Prove the total expectation theorem.
Q16- Prove the expected value and variance of geometric random variable.
Probability Mass Function
Q17- An internet service provider uses 50 modems to serve the needs of 1000 customers. It is
estimated that at a given time, each customer will need a connection with probability 0.01,
independently of the other customers.

(a) What is the PMF of the number of modems in use at the given time?

(b) Repeat part (a) by approximating the PMF of the number of customers that need a connection with a
Poisson PMF.

(c) What is the probability that there are more customers needing a connection than there are
modems? Provide an exact, as well as an approximate formula based on the Poisson approximation of
part (b).

Q18- A packet communication system consists of a buffer that stores packets from some source, and a
communication line that retrieves packets from the buffer and transmits them to a receiver. The system
operates in time-slot pairs. In the first slot, the system stores a number of packets that are generated by
the source according to a Poisson PMF with parameter A; however, the maximum number of packets
that can be stored is a given integer b, and packets arriving to a full buffer are discarded. In the second
slot, the system transmits either all the stored packets or c packets (whichever is less). Here, c is a given
integer with 0 < c < b.

(a) Assuming that at the beginning of the first slot the buffer is empty, find the PMF of the number of
packets stored at the end of the first slot and at the end of the second slot.

(b) What is the probability that some packets get discarded during the first slot?

Q19- Form of the binomial PMF. Consider a binomial random variable X with parameters n and p. Let k*
be the largest integer that is less than or equal to (n + 1)p. Show that the PMF px(k) is monotonically
nondecreasing with k in the range from 0 to k*, and is monotonically decreasing with k for k 2 k*.

Q20- Form of the Poisson PMF. Let X be a Poisson random variable with parameter A. Show that the
PMF pX(k) increases monotonically with k up to the point where k reaches the largest integer not
exceeding A, and after that point decreases monotonically with k.

Functions of a Random variable

Q21- A family has 5 natural children and has adopted 2 girls. Each natural child has equal probability of
being a girl or a boy, independently of the other children. Find the PMF of the number of girls out of the
7 children.

Expectation, Mean and Variance

Q22- A city's temperature is modeled as a random variable with mean and standard deviation both
equal to 10 degrees Celsius. A day is described as "normal" if the temperature during that day ranges
within one standard deviation from the mean. What would be the temperature range for a normal day if
temperature were expressed in degrees Fahrenheit?
Q23- A prize is randomly placed in one of ten boxes, numbered from 1 to 10. You search for the prize by
asking yes-no questions. Find the expected number of questions until you are sure about the location of
the prize, under each of the following strategies.

(a) An enumeration strategy: you ask questions of the form "is it in box k?"

(b) A bisection strategy: you eliminate as close to half of the remaining boxes as possible by asking
questions of the form "is it in a box numbered less than or equal to k?".

Q24- As an advertising campaign, a chocolate factory places golden tickets in some of its candy bars,
with the promise that a golden ticket is worth a trip through the chocolate factory, and all the chocolate
you can eat for life. If the probability of finding a golden ticket is p, find the mean and the variance of
the number of candy bars you need to eat to find a ticket.

Joint PMFs of Multiple Random Variables

Q25- A stock market trader buys 100 shares of stock A and 200 shares of stock B. Let X and Y be the
price changes of A and B, respectively, over a certain time period, and assume that the joint PMF of X
and Y is uniform over the set of integers x and y satisfying

-2≤x≤4, -1≤y-x≤1.

(a) Find the marginal PMFs and the means of X and Y

(b) Find the mean of the trader's profit.

Q26- PMF of the minimum of several random variables. On a given day, your golf score talres values
from the range 101 to 110, with probability 0.1, independently from other days. Determined to improve
your score, you decide to play on three different days and declare as your score the minimum X of the
scores XI, X2, and X3 on the different days.

(a) Calculate the PMF of X.

(b) By how much has your expected score improved as a result of playing on three days?

Independence
Q27- Each morning, Hungry Harry eats some eggs. On any given morning, the number of eggs he eats is
equally likely to be 1, 2, 3, 4, 5, or 6, independently of what he has done in the past. Let X be the number
of eggs that Harry eats in 10 days. Find the mean and variance of X.

Q28- A particular professor is known for his arbitrary grading policies. Each paper receives a grade from
the set {A, A-, B+, B, B-, C+), with equal probability, independently of other papers. How many papers do
you expect to hand in before you receive each possible grade at least once?