STAT 333: Assignment 1

Due: October 9th in class, or in Pengfei or Martins office no later than 5pm on October 10th.
Note: Please use the cover page for the assignment.
1. A collection of n coins is flipped. The outcomes are independent and the ith coin comes
up heads with probability i , i = 1, . . . , n. Suppose 1 = 1/2. Find the probability
that the total number of heads to appear in the n coins will be an even number.
2. Suppose n letters are randomly selected with replacement from the set S = {A, B, C, . . . I}
(9 letters in total). Let X denote the number of distinct letters which appear in the n
picks. For example, if n = 5 and the selected 5 letters are ACEGA, then X = 4.
Calculate E(X) and Var(X).
3. A sequence of independent digits (0 or 1) is generated, where for each digit the
probability of generating a 1 is p, 0 < p < 1. Let T be the waiting time (number of
steps in the sequence) until we first observe 010.
(a) Find E(T ).
(b) Find the value of p where E(T ) is minimized.
Note: You may use a computer to calculate this value.
4. A mouse is at the center of a maze. Three doors lead out of the maze. Door 1 leads
back to the center after 7 minutes of scampering. Door 2 leads back to the center after
6 minutes of scampering. Door 3, however, after 4 minutes of scampering, splits into
two tunnels, Tunnel A and Tunnel B. If the mouse chooses Tunnel A, it gets out of
the maze after 1 minutes. If the mouse chooses Tunnel B, it gets out of the maze after
3 minutes. This information is displayed in the diagram below.
Door 1

e
7 mins

Center

Tunnel A
O

4 mins

9
sss
s
s
ss
y ss 6 mins
s

1 min

Door 3


Door 2

Tunnel B

Exit

9
sss
s
s
ss
sss3 mins

(a) Let X be number of minutes for the mouse to get out of the maze. Suppose the
mouse always chooses at random between any door (or tunnel) at each opportunity. Find E(X) and Var(X).
(b) Suppose that the mouse always takes a rest before choosing a door (but not the
tunnel) even for the first door it picks. Assume that each rest time before
choosing a door is Uniformly distributed between 0 and 2 minutes, independently
of anything else. Let Y be the total number of minutes that the mouse spent
resting before coming out of the maze. Find E(Y ) and Var(Y ).
5. Let X1 , . . . , Xn be independent Exponential random variables each with rate i , i =
1, . . . , n. (Note that X1 , . . . , Xn are not necessarily identically distributed.)
(a) Find the probability density function of Y = min{X1 , X2 , . . . , Xn }. What type of
distribution is the random variable Y ?
(b) Find P (X1 < X2 ) or equivalently P (X1 = min{X1 , X2 }).
(c) Find P (X1 < min{X2 , . . . , Xn }) or equivalently P (X1 = min{X1 , X2 , . . . , Xn }).
Hint: Use the results in Part (a) and Part (b).
6. Suppose X1 , X2 , . . . are independent and identically distributed Uniform random variables over [0, 1]. Assume that N Geo(1/2) independently of X1 , X2 , . . ..
Let Y =

QN

i=1 Xi .

(a) Find E(Y ).

(b) Find E(Y 2 ).
(c) Find Var(Y ).