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SIE 321 - Probabilistic Models in Operations Research

Ruiwei Jiang
Spring 2015
Homework 1 Solution

Problem #1 (13pt)
A gambler is rolling a pair of fair dice. What is the probability that
1. (3pt) the sum of the dots on the dice is 7?
2. (2pt) the sum of the dots on the dice is 7 given that one dice lands on 6?
3. (2pt) the sum of the dots on the dice is 7 given that the two dice land on different numbers?
4. (2pt) the two dice land on different numbers given that the sum of the dots on the dice is 7?
5. (2pt) at least one dice lands on 6 given that the dice land on different numbers?
6. (2pt) the first dice lands on 6 given that the sum of the dice is 7?
Solution: Let A represent the event that the sum of the dots on the dice is 7, B represent the
event that one dice lands on 6, C represent the event that two dice land on different numbers, D
represent the event that at least one dice lands on 6, and E represent the event that the first dice
lands on 6. All the possible results of the dots are summarized in the following table.
Table 1: Sum of the dots
Dice 1
(i)
1
2
3
4
5
6
1. P(A) =

6
36

1
2
3
4
5
6
7

2
3
4
5
6
7
8

Dice 2 (j)
3 4
5
4 5
6
5 6
7
6 7
8
7 8
9
8 9 10
9 10 11

= 16 .

2. (only one dice lands on six) P(A|B) =


(at least one dice land on six) P(A|B)
Both cases are correct.
3. P(A|C) =

P(AC)
P(C)

6
366

4. P(C|A) =

P(AC)
P(A)

6
6

5. P(D|C) =

P(DC)
P(C)

10
366

P(AB)
2
P(B) = 10 ;
2
= P(AB)
P(B) = 11 .

= 15 .

= 1.
= 31 .
1

6
7
8
9
10
11
12

6. P(E|A) =

P(EA)
P(A)

= 61 .

Problem #2 (15pt)
The number of minutes of playing time of a certain high school basketball player in a randomly
chosen game is a random variable whose probability density function is given in Figure 1. Find

Figure 1: PDF of the playing time (min)


1. (4pt) the value of constant c.
2. (4pt) the probability that the player plays over 15 minutes.
3. (4pt) the probability that the player plays between 20 and 35 minutes.
4. (3pt) the expected playing time.
Solution:
1. Let f (x) represent the pdf of the ranodm playtime. Since
1
.
we have c = 40

R f (x)dx

= (4010)c+(3020)c = 1,

2. Let X represent the random playing time. By Figure 1, we have P(X > 15) = 1 P(10 X
15) = 1 (15 10)c = 78 .
3. By Figure 1, we have P(20 < X < 35) = 1 P(10 X 20) P(35 X 40) = 1 (20
10)c (40 35)c = 85 .
4. By symmetry, we have E[X] = 25.

Problem #3 (16pt)
You ask your neighbor to water a sickly plant while you are on vacation. Without water it will die
with probability 0.8; with water it will die with probability 0.15. You are 90 percent certain that
your neighbor will remember to water the plant.
1. (4pt) What is the probability that your neighbor remembers to water the plant but it is dead?
2

2. (4pt) What is the probability that the plant will be alive when you return?
3. (4pt) Given it is dead, what is the probability your neighbor forgot to water it?
4. (4pt) Given it is alive, what is the probability your neighbor forgot to water it?
Solution: Let A represent the event that the neighbor remembers to water the plant, and B
represent the event that the plant is dead.
1. P(AB) = P(B|A)P(A) = (0.15)(0.90) = 0.135.
= P(B|A)P(A)

A)P(
A)
= (0.85)(0.90) + (0.20)(0.10) = 0.785.
2. P(B)
+ P(B|

3. P(A|B)
=

P(AB)
P(B)

A)

P(B|A)P(

1P(B)

(0.80)(0.10)
10.785

B)
=
4. P(A|

B)

P(A

P(B)

A)P(
A)

P(B|

P(B)

0.02
0.785

= 0.37.

= 0.025.

Problem #4 (14pt)
Suppose that the random variable X is equal to the number of hits obtained by a certain baseball
player in his next 3 bats. If P(X = 1) = 0.3, P(X = 2) = 0.2, and P(X = 0) = 3P(X = 3), find
1. (6pt) the pmf of X.
2. (3pt) the expectation of X.
3. (3pt) the variance of X.
4. (2pt) the standard deviation of X.
Solution:
P3
3
1
1.
i=0 P(X = i) = 1 4P(X = 3) = 0.5 P(X = 3) = 8 , P(X = 0) = 3P(X = 3) = 8 .
P
2. E[X] = 3i=0 iP(X = i) = 1.075.
P
3. E[X 2 ] = 3i=0 i2 P(X = i) = 2.225, var(X) = E[X 2 ] E[X]2 = 1.069.
p
4. (X) = var(X) = 1.034.

Problem #5 (15pt)
The number of eggs laid on a tree leaf by an insect of a certain type is a Poisson random variable
with parameter . However, such a random variable can only be observed if it is positive, since
if it is 0 then we cannot know that such an insect was on the leaf. If we let X denote a Poisson
distributed random variable with parameter and Y denote the observed number of eggs, then
3

1. (5pt) Explain literally why P(Y = i) = P(X = i|X > 0) for all i > 0.
2. (5pt) Find E[Y ].
3. (5pt) Find Var(Y ).
Solution:
S
1. P(Y = i) = P(X = i|X > 0) for all i > 0 because (i) event [X > 0] =
i=1 [Y = i], and (ii)
events [Y = i] and [X = i] are equivalent given X > 0. (Note: it is fine to explain from other
perspectives.)
2. We have:

E[Y ] =

iP(Y = i)

i=1

iP(X = i|X > 0)

i=1

X
P(X = i)
=
i
P(X > 0)

(since [X = i] [X > 0] = [X = i] when i > 0)

i=1

X
1
=
iP(X = i)
P(X > 0)
i=1

1
E[X]
=
P(X > 0)

=
.
1 e
3. We have:

E[Y ] =

i2 P(Y = i)

i=1

i2 P(X = i|X > 0)

i=1

X
i=1

i2

P(X = i)
P(X > 0)

X
1
i2 P(X = i)
P(X > 0)
i=1

1
=
E[X 2 ]
P(X > 0)
var(X) + E[X]2
=
P(X > 0)
2
+
=
.
1 e
It follows that var(Y ) = E[Y 2 ] E[Y ]2 =

(since var(X) = E[X 2 ] E[X]2 )

2 +
1e

2
.
(1e )2

Problem #6 (14pt)
Suppose that fifty-two percent of the residents of the city Eugene think that Arizona will defeat
Oregon in their next college football game. Find an appropriate estimate of the probability that
greater than 50 percent of a random sample of n people from Eugene are in favor of Arizonas win
when
1. (4pt) n = 5.
2. (3pt) n = 101.
3. (3pt) n = 1001.
4. (4pt) How large would n have to be to make this probability exceed 0.95?
Solution: Let A represent the event that over 50 percent of the n drawn population are in favor of
Arizonas win, and X represent the number of people in favor of Arizonas win out of the n drawn
population. It follows that X is a binomial distribution with probability p = 0.52.
1. Event A is equivalent to the event that 3, 4,or5 people are in favor. Hence, by the pmf of a
P
5 i
p (1 p)5i = 0.5375.
binomial distribution, we have P(A) = 5i=3
x
2. Since n > 30 and a binomial random variable can be viewed as the sum of binary random
variables, each of which represents the success or failure of an independent trial, we approximate
the distribution of X by the normal distribution with mean np and variance np(1 p). It follows
that
!
X np
0.5n np
P(X > 0.5n) = P p
>p
np(1 p)
np(1 p)
!
X 0.52n
0.5n 0.52n
= P p
>p
n(0.52)(0.48)
n(0.52)(0.48)
!

X 0.52n
> 0.04 n
= P p
n(0.52)(0.48)

(0.04 n),
where the last equality is due to the symmetry of the standard normal distribution around the
y-axis. In this part, n = 101 and hence P(X > 0.5n) = 0.6562.
3. Similar to part 2, we obtain P(X > 0.5n) = 0.8973 with n = 1001.

4. In order for P(X > 0.5n) to be at least 0.95, we would need that (0.04 n) > 0.95. Because (x)

is an increasing function and (1.645) = 0.95, it follows that 0.04 n > 1.645, or n > 1691.266.
Therefore, n should be at least 1692 to make P(X > 0.5n) to be at least 0.95. (It is fine if you
use 1.64 or 1.65, instead of 1.645.)

Problem #7 (13pt)
5

Each game you play is a win with probability p. You plan to play 5 games, but if you win the fifth
game then you will keep on playing until you lose. Find
1. (5pt) Find the expected number of games that you play.
2. (4pt) Find the expected number of games that you lose.
3. (4pt) Find the expected number of games that you win.
Solution: Let X represent the number of games that you play and Y represent the number of games
you lose in the first 4 games. Then X 4 is Geometric.
1. E[X] = 4 + E[X 4] = 4 +

1
1p .

2. The first 4 games can be viewed as 4 independent trials with success probability 1 p, and
the remaining games can contain only 1 lose. Hence, E[Y + 1] = E[Y ] + 1 = 4(1 p) + 1 = 5 4p.
3. 4 Y is the total wins in the first 4 games. Besides, since there are X 4 games to play
and they can contain only 1 lose, there are X 4 1 wins in the remaining games. Hence,
1
E[(4 Y ) + (X 4 1)] = E[X] E[Y ] 1 = 4p + 1p
1. (Note: it is fine if you simply
subtract the expected #games lost from the expected #games played.)