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PSet1 CS725 2022

The document provides 8 practice problems related to probability and linear algebra. Problem 1 asks about conditional probabilities given shelf selection outcomes. Problem 2 asks about expected profit and loss in a coin flipping gambling game. Problem 3 asks about probability mass functions of Bernoulli trials. Problem 4 asks about expected number of sorted triples in a randomly ordered integer array. Problem 5 asks about the cumulative distribution function of the minimum of two independent exponential random variables. Problems 6-8 ask about vectors, norms, null/column spaces, ranks, and properties of invertible matrices.

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24 views

PSet1 CS725 2022

The document provides 8 practice problems related to probability and linear algebra. Problem 1 asks about conditional probabilities given shelf selection outcomes. Problem 2 asks about expected profit and loss in a coin flipping gambling game. Problem 3 asks about probability mass functions of Bernoulli trials. Problem 4 asks about expected number of sorted triples in a randomly ordered integer array. Problem 5 asks about the cumulative distribution function of the minimum of two independent exponential random variables. Problems 6-8 ask about vectors, norms, null/column spaces, ranks, and properties of invertible matrices.

Uploaded by

tatha.research
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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P RACTICE P ROBLEMS :

P ROBABILITY AND L INEAR A LGEBRA

CS 725, Autumn 2022


July 28, 2022

Problem 1. Conditional probabilities. The recommended textbook for CS 725 is in the main li-
brary in one of several shelves. It is known a priori that the book is in shelf i with probability pi < 1.
However, all the books are so chaotically ordered that even if someone correctly guesses that the book
is in shelf i, the probability of finding it there is only qi . A student searches for the book in a particular
shelf, say shelf i, and does not find the book. Conditioned on this event, what is the probability that
the book is in a shelf j? Consider both cases j = i and j 6= i.

Problem 2. Simple expectation. R has a keen interest in gambling. Recently, he met an agent S
who invited him to a gambling event. Here, a player has to pay a sum of 2i−1 dollars in the ith round.
The player is awarded 2i dollars if he/she wins that round. A person wins a round if he/she lands on
a head on tossing a 2-sided fair coin. R has the following two queries for which he solicits your help.

1. Suppose he keeps playing even if he loses the rounds. Will he ever make any profit?

2. How much money would he lose on average before making profit?

Problem 3. Probability mass function Consider n Bernoulli trials where i-th trial has success prob-
ability pi . For any i, j ∈ [1, n] such that i 6= j, pi 6= pj . What is the probability of getting exactly k
successes in n trials? What is the probability of at most k successes? [Hint: Use power sets.]

Problem 4. Expectations. Given an array of integers A, a triple of indices i, j, k such that i < j < k
is said to be sorted if A[i] < A[j] < A[k]. What is the expected number of sorted triples in an array
populated with integers 1 to N in random order? [Hint: Use linearity of expectation.]

Problem 5. Exponential distribution. X is an exponential random variable whose density function


is f (x) = αe−αx , x ≥ 0, with mean α1 . If X1 , X2 are two independent exponential random variables
with mean α1 , what is the cumulative distribution function of Y = min(X1 , X2 )?

1
Problem 6. Vectors and Norms If kvk = 5 and kwk = 3, what are the smallest and largest values of
kv − wk ? What are the smallest and largest values of v . w?

Problem 7. Null/column spaces. Let A ∈ R7×9 and Ax = b has a solution for every b. What can
you say about the column space and null space of A? What is the rank of A?

Problem 8. True or False? True or False. For the following statements, choose an appropriate
answer and justify briefly.

1. The rank of an m × n matrix is always less than or equal to m.

2. For all 3 × 3 matrices A and B, AB = BA.

3. If A and B are both invertible matrices of size m × m, then AB is also invertible.

4. Say you have an m × m matrix A that is invertible. Then, the columns of A form a basis for
Rm .

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