E_EOR1_IDS VU Amsterdam

2024-2025 Yicong Lin

P-I, W-3 Sep 19, 2024

Exercise 1
A fair die is rolled. Let E represent the event that the number rolled is even, and let A represent the event
that the number rolled is less than the average number of eyes shown (which is 3.5). What is the probability
of E and A? What is the probability of E given A? Are E and A independent?

Solution: Note that P(E) = P(A) = 1/2, and

P(A ∩ E) P({2}) 1/6

P(E | A) = = = 1/3.
P(A) P(A) 1/2

Moreover, note that


P(A ∩ E) = 1/6 

=⇒ P(A ∩ E) ̸= P(A)P(E).
P(A)P(E) = 1/4


Therefore, A and E are not independent. ■

Exercise 2
The probabilities of losing the key in the room, in the classroom, and on the road are 0.5, 0.3, and 0.2,
respectively. The probabilities of finding the key in those places are 0.8, 0.3, and 0.1, respectively. What is
the probability of finding the key?

Solution: Let A1 = {in the room}, A2 = {in the classroom}, A3 = {on the road} and B = {find the key}.
By the law of total prob., we have

P(B) = P(B | A1 )P(A1 ) + P(B | A2 )P(A2 ) + P(B | A3 )P(A3 )

= 0.8 · 0.5 + 0.3 · 0.3 + 0.1 · 0.2 = 0.51.

Exercise 3
A ball is drawn at random from an urn containing one red and one white ball. If the white ball is drawn, it
is returned to the urn. If the red ball is drawn, it is placed back into the urn along with two additional red
balls. A second draw is then made. What is the probability that a red ball is drawn on both the first and
second draws?

1
Solution: Let Ri = {a red ball is drawn from the ith draw}, i = 1, 2. Therefore,

3 1 3
P(R1 ∩ R2 ) = P(R2 | R1 )P(R1 ) = · = .
4 2 8

Exercise 4
A system consists of n independent units, each of which fails with probability p. The system fails only if k
or more units fail. What is the probability that the system fails?

Solution: Note that the units are independent . We have

n  
X n
P(system fails) = P(k or more units fail) = pi (1 − p)n−i
i
i=k | {z }
i fail, (n − i) not fail

Exercise 5
Suppose that 5% of men and 0.25% of women are color-blind. A person is chosen at random and is found to
be color-blind. What is the probability that this person is male? Assume the population is equally divided
between males and females.

Solution: We shall use Bayes’ theorem. Define C = {a person is color blind} and M = {a person is male}.
Then,

P(M ∩ C)
P(M | C) =
P(C)
P(C | M )P(M )
=
P(C | M )P(M ) + P(C | M ∁ )P(M ∁ )
5% · 0.5
=
5% · 0.5 + 0.25% · 0.5
≈ 0.952

Exercise 6
Among three boxes, one contains two pears, one contains one pear and one apple, and one contains two
apples. A box is randomly selected, and then one of the two items inside is chosen at random without
looking at the other. If the item selected is a pear, what is the probability that the other item in the box is
also a pear? First, make an initial guess about the answer, then compute the actual probability. Did your
guess turn out to be correct?

2
Solution: The question essentially asks for the probability of choosing the box with two pears conditional
on picking a pear. Define

P = {choose a pear};

BP P = {choose the box with two pears};

BAP = {choose the box with one apple and one pear};

BAA = {choose the box with two apples}.

By Bayes’ theorem,

P(P | BP P )P(BP P )
P(BP P | P ) =
P(P | BP P )P(BP P ) + P(P |BAP )P(BAP ) + P(P | BAA )P(BAA )
1 · 31
=
1 · 13 + 12 · 13 + 0 · 13
2
= .
3

Exercise 7
Is the statement True or False: If A ⊆ B, it is possible that A ⊥
⊥ B. Provide a brief explanation or
counterexample to support your answer.

Solution: True. A ⊆ B =⇒ P(A ∩ B) = P(A). If A ⊥

⊥ B, then we further have P(A) = P(A ∩ B) =
P(A)P(B) =⇒ P(A)[1 − P(B)] = 0 =⇒ P(A) = 0 or P(B) = 1. Therefore, take A = ∅ or B = S. Then,
we have A ⊆ B and A ⊥
⊥B ■

Exercise 8
Is the statement True or False: If A ⊥
⊥ B and B ⊥
⊥ C, then A ⊥
⊥ C. Provide a brief explanation or
counterexample to support your answer.

Solution: False. An enemy’s enemy can be a friend. For instance, take

1. A = C. Then A ⊥
⊥ B and B ⊥
⊥ C, but A ⊥
⊥ C;

2. C = A∁ . Suppose P(A) ∈ (0, 1), then A ⊥ ⊥ A∁ , but A is not independent of A∁ .

⊥ B, B ⊥ ■

Exercise 9
Persons A and B independently aim at the same target, with hit probabilities of 0.8 and 0.7, respectively.
Given that the target is hit, what is the probability that it was hit by Person A?

3
Solution: Let H = {the target is hit}, A = {person A hits the target}, B = {person B hits the target}.
Clearly, A ∪ B = H. Therefore,

P(H) = P(A ∪ B)

= P(A) + P(B) − P(A ∩ B)

= P(A) + P(B) − P(A)P(B)

= 0.8 + 0.7 − 0.8 · 0.7

= 0.94.

Then,
P(A ∩ H) P(A) 0.8
P(A | H) = = = ≈ 0.851.
P(H) P(H) 0.94
■

Exercise 10
75% of all women who take pregnancy tests are actually pregnant. A certain pregnancy test gives a false
positive result (i.e., not pregnant but tested positive) with a probability of 0.02 and a valid positive result
with a probability of 0.99. The test’s sensitivity is 0.99, and its specificity is 0.98.

(a) What is the probability that a particular woman’s test is positive?

(b) If this particular woman’s test is positive, what is the probability that she is actually pregnant?

Solution: Let T + = {a pregnancy test is positive}, P + = {a woman is pregnant}, and similarly, P − =

{a woman is not pregnant}. By the question, we have,

P (P + ) = 0.75,






 P (T + | P + ) = 0.99,



P (T + | P − ) = 0.02.


(a) P(T + ) = P(T + | P + )P(P + ) + P(T + | P − )P(P − ) = 0.99 · 0.75 + 0.02 · (1 − 0.75) = 0.7475

P(T + | P + )P(P + ) 0.99 · 0.75

(b) P(P + | T + ) = +
= ≈ 0.993. ■
P(T ) 0.7475

Exercise 11
A monkey with a typewriter types each of the 26 letters of the alphabet exactly once, but in a random order.

1. What is the probability that the word hamlet appears somewhere in the string of letters?

2. How many independent monkey typists would you need so that the probability of the word hamlet
appearing is at least 0.9?

4
Solution: 1. There are 21 places to put the word hamlet. Therefore,
21


1 · 20! 21!
P(hamlet appears) = = .
26! 26!

2. For convenience, let p = 21! 26!. Suppose there are n independent monkeys. Then,

P(hamlet appears at least once) = 1 − P(hamlet does not appear at all) = 1 − (1 − p)n .
l m
log(0.1)
Take 1 − (1 − p)n ≥ 0.9 =⇒ n = log(1−p) , where ⌈x⌉ represents the smallest integer that is greater
or equal to x. ■

Exercise 12
Roll a fair die four times. Let X represent the total number of 6s that show up. List the probabilities
P(X = k) for k = 0, 1, . . . , 4.

Solution: Note that,

54
P(X = 0) = ≈ 0.4823,
64

4 3
1 5
P(X = 1) = ≈ 0.3858,
6
4
4 2
2 5
P(X = 2) = ≈ 0.1157,
6
4
4
3 5
P(X = 3) = ≈ 0.0154,
64
1
P(X = 4) = ≈ 0.0008
64

We obtain the following table.

k 0 1 2 3 4
P(X = k) 0.4823 0.3658 0.1157 0.0154 0.0008

Exercise 13
A pocket contains 5 balls numbered 1, 2, . . . , 5. Choose three balls from them. Let X be the maximum
number of these three balls.

1. What are the possible values that X can take?

2. Compute the corresponding probabilities for each possible value of X.

3. Compute the CDF of X and plot the CDF.

Solution: 1. X can take values in {3, 4, 5}

5
 2. Note that P(X ≤ k) = 0 for k = 1, 2. Moreover,
k k



3 3
P(X ≤ k) = 5

= , k = 3, 4, 5.
3
10
Therefore,
1 1
P(X = 3) = P(X ≤ 3) − P(X ≤ 2) = −0= ,
10
10
4
1 3
P(X = 4) = P(X ≤ 4) − P(X ≤ 3) = 3 − = ,
10 10 10
4


3 3
P(X = 5) = P(X ≤ 5) − P(X ≤ 4) = 1 − P(X ≤ 4) = 1 − = .
10 5

3. By the discussion above, the CDF FX of X is given by



0

 x < 3,




0.1 3 ≤ x < 4,

FX (x) = P(X ≤ x) =
4 ≤ x < 5,



 0.4




1 x ≥ 5.


Clearly, FX is stepwise. ■

Exercise 14
Suppose F1 and F2 are CDFs. Show that the function F = a1 F1 + a2 F2 is also a CDF, where a1 , a2 ≥ 0 are
constants and a1 + a2 = 1.

Proof We shall verify that F fulfills monotonicity, boundedness, and right-continuity. Recall that F1 and F2
are CDFs.

1. For any x1 < x2 , since a1 , a2 ≥ 0,

F (x1 ) = a1 F1 (x1 ) + a2 F2 (x1 ) ≤ a1 F1 (x2 ) + a2 F2 (x2 ) = F (x2 ).

2. Moreover,

lim F (x) = lim [a1 F1 (x) + a2 F2 (x)] = a1 lim F1 (x) + a2 lim F2 (x) = 0
x→−∞ x→−∞ x→−∞ x→−∞

Similarly, one can obtain limx→∞ F (x) = 1 provided that a1 + a2 = 1. Clearly, F (x) ∈ [0, 1], as
F1 (x), F2 (x) ∈ [0, 1] for any x ∈ R.

3. Finally,

lim F (x) = lim [a1 F1 (x) + a2 F2 (x)]

x↓x0 x↓x0

= a1 lim F1 (x) + a2 lim F2 (x)

x↓x0 x↓x0

= a1 F1 (x0 ) + a2 F2 (x0 ) = F (x0 )

Overall, F is a valid CDF. ■