Probabilistic Methods in Engineering

Exercise Set 1
Date Due: 3:50 PM, Thursday, the 26th of February 2009

Office hours: Thursdays, 12:30-1:30 PM and on the SAKAI system

You are required to compose your solutions in neat and legible handwriting. Up to 10% of the total score may
be deducted solely due to the apearance and legibility of your writing and your use of the English language.
In order to obtain the highest possible score, make sure that you explain your reasoning. Often, simple formulae
are not enough to answer a question. Explain what you are doing! This will also ensure that you get a large
fraction of the total points even if you make a mistake in your calculations. In short write simple, whole
grammatical sentences that include a subject, verb and object.
Exercise 1. In ballistics studies conducted during World War II it was found that, in ground-to-ground firing,
artillery shells tended to fall in an elliptical pattern such as that shown below.
The probability that a shell would fall in the inner ellipse
is 0.50; the probability that it would fall in the outer
ellipse is 0.95.
i) A firing is considered a success (s) if the shell falls
within the inner ellipse; otherwise it is a failure
(f ). Construct a tree to represent the firing of
three shells in succession.
ii) List the sample points (of the sample space S)
generated by the tree.
iii) Let A1 denote the event that the first firing is successful, A2 the event that the scond firing is successful
and A3 the evenet that the third firing is successful. List the sample points that make up these three
events. Are the events mutually exclusive? Explain from both a practical and a mathematical point of
view.
iv) Describe the event Ac1 = S \ A1 verbally, and then list the sample points that make up this event.

v) Describe the event A1 ∩ Ac2 ∩ Ac3 verbally, and then list the sample points that make up this event.
vi) Find the probability of the event A1 ∩ Ac2 ∩ Ac3 .

(2 + 2 + 3 + 2 + 2 + 1 Marks)

Exercise 2. To get the opportunity to enter the McNeill River Brown (Grizzly) Bear Sanctuary in Alaska, one
must enter a lottery. For a given year there are 2000 individuals entered, and fof these a set of 120 names will
be randomly selected. Assume that you and a friend are both entered into the lottery. What is the probability
that you and your friend will both be chosen?
(3 Marks)

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Exercise 3. Let A and B be events in a sample space S. Let A ⊂ B. Use the axioms of probability to show
that P [A] ≤ P [B].
(2 Marks)

Exercise 4. The multinomial formula states that for a1 , . . . ak ∈ R and n ∈ N

∑
(a1 + . . . + ak )n = cj1 ,j2 ,...,jk aj11 aj22 . . . ajkk .
j1 +j2 +...jk =n

where cj1 ,j2 ,...,jk ∈ R. Determine the constants cj1 ,j2 ,...,jk by considering permutations of indistinguishable
objects.
(3 Marks)

Exercise 5.
i) Prove the inclusion-exclusion principle: For any finite set A, let |A| denote its cardinality, i.e., the number
of elements in A. Fix n ∈ N and set N = {1, . . . , n}. For any sets A1 , . . . , An
∑ ∑ ∑
|A1 ∪ A2 ∪ . . . ∪ An | = |Ai | − |Ai ∩ Aj | + |Ai ∩ Aj ∩ Ak | − + . . . + (−1)n+1 |A1 ∩ A2 ∩ . . . ∩ An |
i∈N i,j∈N i,j,k∈N
i<j i<j<k

ii) In a music class, three students play violin, three students play piano and three students play the flute;
two students play both piano and flute, two students play both violin and piano and two students play
both violin and flute; one student plays all three instruments. How many students are in the class?
(3 + 2 Marks)

Exercise 6. You are selling tickets for the JI’s end-of-term ball. Each ticket costs 5 RMB, but you start out
having no money to make change. There is a queue of 2n people waiting to buy tickets. Of these, n have only
a 5 RMB bill and n have a only 10 RMB bill. What is the probability that you will be able to sell tickets to all
2n people and always be able to give change?
Hint/Clarification: The first customer must be one who pays with a 5 RMB bill (because you can not make
change for a 10 RMB bill). The second customer can then either pay with a 5 RMB bill or with a 10 RMB bill
(you can make change with the money from the first customer).
(4 Marks)

Exercise 7. The ablity to observe and recall details is important in science. Unfortunately, the power of
suggestion can distort memory. A study of recall is conducted as follows: Subjects are showna film in which
a car is moving along a country road. There is no barn in the film. The subjects are then asked a series of
questions concerning the film. Half the subjects are asked, ”How fast was the car moving when it passed the
barn?” The other half is not asked the question. Later each subject is asked, “Is there a barn in the film?” Of
those asked the first question concerning the barn, 17% answer “yes”; only 3% of the others answer “yes.”
i) What is the probability that a randomly selected participant in this study claims to have seen the nonex-
istent barn?
ii) Is claiming to see the barn independent of being asked the first question about the barn?
(2 + 3 Marks)

Exercise 8. It is reported that 50% of all computer chips produced are defective. Inspection assures that only
5% of the chips legally marketed are defective. Unfortunately, some chips are stolen before inspection. If 1% of
all chips on the market are stolen, find the probability that a given chip is stolen given that it is defective.
(4 Marks)

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Exercise 9. A discrete random variable is said to be uniformly distributed if it assumes a finite number of valus
with each value occurring with the same probability. If we consider the generation of a single random digit,
then Y , the number generated, is uniformly distributed with each possible digit occurring with probabilty 1/10.
In general, the density for a uniformly distributed random variable is given by
1
f (x) = , x = x1 , . . . , xn , , n ∈ N.
n
i) Find the moment-generating function for a discrete uniform random variable.

ii) Use the moment-generating function to find E[X] and Var[X].

iii) Find the mean and variance for the random variable Y , the number obtained when a random digit
∑n ∑n
generator is activated once. Hint: k=1 k = n(n+1)
2 , k=1 k 2 = n(n+1)(2n+1)
6

(2 + 2 + 2 Marks)

Exercise 10.

i) Find the moment-generating function for a binomial random variable X with parameters n and p.

ii) Use the moment-generating function to find E[X] and Var[X].

(2 + 2 Marks)

Exercise 11. Use the moment-generating function to find E[X] and Var[X] for the Pascal (negative binomial)
distribution.
(2 Marks)