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Homework 2 Solutions.
Problem 1. Prof. Pollak is flying from LA to Paris with two plane changes, in New York and London.
The probability to lose a piece of luggage is the same, p, in LA, NY, and London. Having arrived in
Paris, Prof. Pollak discovers that his suitcase is lost. Calculate the conditional probabilities that the
suitcase was lost in LA, NY, and London, respectively.
Solution. There are four outcomes in the sample space of this experiment carried out by Prof. Pollak:
NL: Suitcase was not lost
LD: Suitcase was lost in London
NY: Suitcase was lost in New York
LA: Suitcase was lost in LA
They can be described by a sequential tree in Fig. 1.
NL
1-p
1-p
(1-p) 3
LD
(1-p) 2 p
1-p
p
NY
(1-p)p
p
LA
P({LA})
P({suitcase was lost})
1
p
;
= 2
3
1 (1 p)
p 3p + 3
P({N Y })
P({suitcase was lost})
1p
(1 p)p
;
= 2
3
1 (1 p)
p 3p + 3
P({LD})
P({suitcase was lost})
(1 p)2 p
(1 p)2
= 2
.
3
1 (1 p)
p 3p + 3
Problem 2. To encourage Elmers promising tennis career, his father offers him a prize if he wins two
tennis sets in a row in a three-set series to be played with his father and the club champion alternately:
father-champion-father, or champion-father-champion, according to Elmers choice. The champion is
a better player than Elmers father. Which series should Elmer choose? (Assume that the results of
the three tennis sets are independent.)
Solution. There are 23 = 8 outcomes in the sample space of all possible results of a three-set series:
= {W W W, W W L, W LW, W LL, LW W, LW L, LLW, LLL}.
The event {win two sets in a row}={W W W, W W L, LW W }. Suppose Elmer has probabilities f and
c to win against his father and the champion, respectively. Since the champion is a stronger player,
f > c. If Elmer chooses to play the father-champion-father series, the probability to win the prize is:
P({win two sets in a row}) = P({W W W, W W L, LW W })
= P({W W W }) + P({W W L}) + P({LW W })
= f cf + f c(1 f ) + (1 f )cf
= f c(2 f ).
Similarly, if he chooses to play champion-father-champion, the probability to win will be cf (2 c)
which is obviously larger than f c(2 f ). Therefore he must choose the champion-father-champion
series.
Problem 3. The face EGH of the tetrahedron FEGH is painted in three colors: red, green, and blue.
The face EFH is painted red. The face HFG is painted green. The face GFE is painted blue. Define
F
G
E
H
To check for pairwise independence, consider pairwise intersections of the three events. The probability
that a randomly picked face will have any two colors on it is the same as the probability that this face
is EGH because EGH has all three colors, and it is the only face with more than one color. Therefore,
P(Ar Ag ) = P({EGH}) = 1/4 = P(Ar )P(Ag ),
P(Ar Ab ) = P({EGH}) = 1/4 = P(Ar )P(Ab ),
P(Ab Ag ) = P({EGH}) = 1/4 = P(Ab )P(Ag ).
Hence these events are pairwise independent. However, they are not independent because
P(Ar Ag Ab ) = P({EGH}) = 1/4 6= P(Ar )P(Ag )P(Ab ).
Problem 4. A box contains two fair coins and one biased coin. For the biased coin, the probability
that any flip will result in a head is 1/3. Al draws two coins from the box at random, flips each of
them once, observes one head and one tail, and returns the coins to the box. Bo then draws one coin
from the box at random and flips it. The result it a tail. Determine the probability that neither Al
nor Bo removed the biased coin from the box.
Solution. The two experiments performed by Al and Bo are independent. We can therefore calculate
the probability that the biased coin is not removed by Al and that it is not removed by Bo, and then
multiply the two probabilities. Both individual probabilities are computed using Bayes rule. For Als
experiment, we need the conditional probability that both coins he picked were fair, given that he
observed one head and one tail:
P({both coins are fair| H and T}) =
=
P({ T| fair})P({fair})
P({T})
P({T| fair})P({fair})
P({T| fair})P({fair}) + P({T| biased})P({biased})
1/2 2/3
= 3/5.
1/2 2/3 + 2/3 1/3
(2)
Multiplying the two probabilities computed in Eqs. (1) and (2), we get that the conditional probability
that the biased coin was not removed, given the observations, is 1/3 3/5 = 1/5.
Problem 5 Die A has five olive faces and one lavender face; die B has three faces of each of these
colors. A fair coin is flipped once. If it falls heads, the game continues by throwing die A alone; if
it falls tails, die B alone is used to continue the game. However awful their face colors may be, it is
known that both dice are fair.
(a) Determine the probability that the n-th throw of the die results in olive.
(b) Determine the probability that both the n-th and (n + 1)-st throws of the die result in olive.
(c) If olive readings result from all the first n throws, determine the conditional probability of an
olive outcome on the (n + 1)-st throw. Interpret your result for large values of n.
Solution. Let H = {coin falls heads}, T = {coin falls tails}, and On = {n-th throw of the die is olive}.
(a) By the total probability theorem, we have:
P(On ) = P(On |H)P(H) + P(On |T )P(T )
(3)
Given that H happens, die A is being thrown and P(On |H) = 5/6. Otherwise T must occur
and P(On |T ) = 1/2 because die B is being thrown. Therefore it follows from Eq. (3) that
P(On ) =
5 1 1 1
2
+ = .
6 2 2 2
3
(4)
Given the result of the coin flip, a die is chosen and the following throws of the die are conditionally independent. This conditional independence means that
2
5
,
P(On On+1 |H) = P(On |H)P(On+1 |H) =
6
2
1
P(On On+1 |T ) = P(On |T )P(On+1 |T ) =
.
2
\
\
\
P
P On+1
Ok = P
Ok
Ok .
k=1
k=1
(5)
k=1
By the total probability theorem and conditional independence, for any m > 0 we have:
m
!
m
!
m
!
\
\
\
P
= P
Ok
Ok |H P(H) + P
Ok |T P(T )
k=1
k=1
m
m
5
1
1
1
=
+
.
6
2
2
2
k=1
! n+1 n+1
\
5
+ 1
P On+1
Ok = 6 5 n 21 n .
+ 2
6
k=1
To interpret this for large values of n, we multiply both the numerator and the denominator by
(6/5)n , and let n go to infinity:
n
!
6 n 1
\
5
6 + 10 2
lim P On+1
= lim
Ok
n
n
n 1 + 6
10
k=1
5
.
6
This result makes sense because if we see a long sequence of olives, it is much more likely that
we are throwing die A, which would make the probability that the next reading is olive 5/6.
Problem 6. Each || represents one communication link. Link failures are independent, and each link
has a probability of 0.5 of being out of service. Towns A and B can communicate as long as they are
connected in the communication network by at least one path which contains only in-service links.
Determine, in an efficient manner, the probability that A and B can communicate.
Solution. As discussed in class, a convenient method of solving such problems is to break down
the system into smaller subsystems and apply the rules for parallel and series connections which are
illustrated in Fig. 2. The pi s in the figure are the probabilities of failure of the corresponding links.
p1
p2
p1
pn
p2
pn
Figure 2: Problem 6.
For the parallel case, the probability of failure of the entire link is the probability that all the links
fail, which is:
p=
n
Y
pi .
i=1
For the series case, the probability that the entire link is OK is the probability that all the links are
OK:
n
Y
1p=
(1 pi ),
i=1
0.5
0.5
0.5
0.5
A
0.5
0.5
0.5
0.5 2
0.5 3
0.5
0.5
1 - (1 - 0.5)(1 - 0.5 2 ) = 5 / 8
0.5
0.5
(a)
(b)
0.5
5/8
0.5 3
0.5 5 / 8 = 5 / 16
5/16
0.5 3
51/128
0.5
0.5
0.5
51/256
(c)
(d)
(e)
(f)
Problem 7. A hiker leaves the point O, choosing one of the roads OB, OC, OD, OE at random. At
each subsequent crossroads he again chooses a road at random. What is the probability of the hiker
arriving at the point A?
A
Solution. By the total probability theorem:
P(A) = P(A|B)P(B) + P(A|C)P(C) + P(A|D)P(D) + P(A|E)P(E)
1 2 1
1 1 1 1
+ +1 +
=
3 4 2 4
4 5 4
10
15
30
12
=
+
+
+
120 120 120 120
67
.
=
120
(Here, we denote the event that the hiker visits the point A, B, C, D, E, by the same letter as the
point itself.)