MTH 202 : Probability and Statistics

Homework 1 2nd January, 2017

(1) Let {an }

n=1 be a sequence of non-negative real numbers. Sup-
pose M > 0 be a fixed real number such that
a1 + a2 + . . . + an M
for every integer n 1. Show that the series
P
n=1 an is con-
vergent and its sum is less than or equal to M .

Solution : Let sn := a1 +a2 +. . .+an be the sequence {sn }

n=1 of
partial sums of the given sequence. Then this is non-decreasing
and bounded above. Then the limit of {sn } n=1 exists and equal
to the supremum of the set
S := {s1 , s2 , . . . }
The corresponding series thus converges and M is one of the
upper Pbound of the set S. Hence the sum of the convergent
series n=1 an is less than or equal to M .
The above conclusion follow from the result in Calculus :
Theorem : Let {sn } n=1 denote a sequence of non-decreasing
real numbers which is bounded above, i.e. there exists an M > 0
such that sn M for all n 1. If s denote the supremum of
the set S := {s1 , s2 , . . . }, then
s = lim sn
n

Proof : For  > 0, s  is not a supremum of S and hence

using the definition, there exists an N N such that sN > s.
But the sequence {sn } n=1 is non-decreasing. This implies

sn > s  n N
But sn s for every n N by definition of supremum. This
implies
s  < sn < s +  n N
This proves the conclusion.

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(2) Let (, A, P ) be a probability space, where A is the -algebra

of all subsets of and P is a probability measure that assigns
probability p > 0 to each one point set of . [Ref : Exercise-1,
Hoel, Port, Stone, Page-22]
(a) Show that must have a finite number of points.
(b) Show that if n is the number of points in , then p must be
n1 .

Solution : (a) Let A = {x1 , . . . , xN } be a finite subset

with |A| = N . Then
N
X
P (A) = P ({xi }) = pN
i=1

since {xi } (1 i N ) are disjoint sets from the -algebra A.

Since P (A) P () = 1, we have pN 1, i.e. N bp1 c. If
contain infinite number of points, then we have for arbitrary
large N , N bp1 c, which is a contradiction.
(b) If || = n, then as above we have 1 = P () = pn.

(3) Suppose we have four chests each having two drawers. Chests
1 and 2 have a gold coin in one drawer and a silver coin in the
other drawer. Chest 3 has two gold coins and chest 4 have two
silver coins in each drawer. A chest is selected at random and
a drawer opened. It is found to contain a gold coin. Find the
probability that the other drawer has :
(a) a silver coin,
(b) a gold coin. [Ref : Exercise-13, Hoel, Port, Stone, Page-23]

Solution : Let Ai represents the events of choosing chests num-

bered i (i = 1, 2, 3, 4) respectively. Assuming these chests are
equally likely of being chosen we have P (Ai ) = 1/4 for each
i = 1, 2, 3, 4.
Let G and S denote the events that the coin observed was gold
and silver respectively, we have :
P (G|A1 ) = 1/2 = P (G|A2 ), P (G|A3 ) = 1, P (G|A4 ) = 0
and similarly,
P (S|A1 ) = 1/2 = P (S|A2 ), P (S|A3 ) = 0, P (S|A4 ) = 1
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For (a) to happen, the selected chest has to be numbered ei-

ther 1 or 2. Hence we need to compute P (A1 A2 |G). Using
definition of conditional probability we have
P (A1 G) + P (A2 G)
P (A1 A2 |G) = = P (A1 |G) + P (A2 |G)
P (G)
since the events A1 and A2 are disjoint. Using Bayes rule we
have
P (A1 )P (G|A1 )
P (A1 |G) = P4
i=1 P (Ai )P (G|Ai )
1/4 1/2
= = 1/4
1/4 1/2 + 1/4 1/2 + 1/4 1 + 0
and similarly P (A2 |G) = 1/4. Hence P (A1 A2 |G) = 1/2.
For (b) to happen, the selected chest has to be numbered 3.
Hence we need to compute
P (A3 )P (G|A3 )
P (A3 |G) = P4 = 1/2
i=1 P (Ai )P (G|Ai )

(4) A student taking a multiple choice exam in which each ques-

tion has 5 possible answers, exactly one of which is correct.
If the student knows the answer he selects the correct answer.
Otherwise he selects one answer at random from the 5 possible
answers. Suppose that the student knows the answer to 70% of
the questions.
(a) What is the probability that on a given question the student
gets the correct answer?
(b) If the student gets the correct answer to a question, what is
the probability that he knows the answer? [Ref : Exercise-18,
Hoel, Port, Stone, Page-23]

Solution : Let K denote the event that the student knows the
correct answer and C denote the event that the student gets an
answer correct. Then the information tells us
P (C|K) = 1, P (C|K c ) = 0.2, P (K) = 0.7, P (K c ) = 0.3
For (a) we compute P (C) = P (C K) + P (C K c )
= P (C|K)P (K) + P (C|K c )P (K c ) = 0.7 + 0.2 0.3 = 19/25
For (b) we compute
P (C|K)P (K) 0.7
P (K|C) = = = 35/38
P (C) 19/25
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(5) Suppose a point is picked at random in the unit square. If it is

known that the point is in the rectangle bounded by y = 0, y =
1, x = 0 and x = 1/2, what is the probability the point is in
the triangle bounded by y = 0, x = 1/2 and x + y = 1? [Ref :
Exercise-19, Hoel, Port, Stone, Page-24]

Figure 1

Solution : Let A denote the event that the point is in the

rectangle bounded by y = 0, y = 1, x = 0 and x = 1/2 and
B denote the event that the point is in the triangle bounded
by y = 0, x = 1/2 and x + y = 1. Since A B = and
P (A) = 1/2 > 0, we have
P (B A)
P (B|A) = =0
P (A)

(6) A box has 10 red balls and 5 black balls. A ball is selected from
the box. If the ball is red, it is returned to the box. If the ball
is black, it and 2 additional black balls are added to the box.
Find the probability that the second ball selected from the box
is : (a) red, (b) black [Ref : Exercise-21, Hoel, Port, Stone,
Page-24]
Solution : Let Bi and Ri denote the event that the i-th ball
chosen is black and red respectively (i = 1, 2). For (a) we com-
pute P (R2 ) and for (b) we compute P (B2 ). The total number
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of black balls has increased by 2 after the event B1 has taken

place, while the numbers remain same after the event R1 has
taken place. Hence
P (R2 ) = P (R2 |B1 )P (B1 ) + P (R2 |R1 )P (R1 )
10 5 10 10
= + = 98/153
17 15 15 15
Similarly,
P (B2 ) = P (B2 |B1 )P (B1 ) + P (B2 |R1 )P (R1 )
7 5 5 10
= + = 55/153
17 15 15 15
(7) Suppose there were a test for cancer with the property that
90% of those with cancer reacted positively whereas 5% of those
without cancer reacted positively. Assume that 1% of the pa-
tients in a hospital have cancer. What is the probability that
a patient selected at random who reacts positively to this test
actually has cancer? [Ref : Exercise-29, Hoel, Port, Stone,
Page-25]

Solution : Denote by A, the event of reacting positively to the

test for cancer; and by C the event of getting a patient who have
cancer. We need to compute the probability P (C|A). Using the
information we have : P (A|C) = 0.9, P (A|C c ) = 0.05, P (C) =
0.01. Using Bayes rule, we compute :
P (C)P (A|C)
P (C|A) =
P (C)P (A|C) + P (C c )P (A|C c )
0.01 0.9
= = 2/13
0.01 0.9 + 0.99 0.05

(8) In Polyas urn scheme (Ref : Example-7, Hoel, Port, Stone,

Page-18) given that the second ball was red, find the probability
that :
(a) the first ball was red;
(b) the first ball was black. [Ref : Exercise-31, Hoel, Port,
Stone, Page-25]

Solution : We need to compute P (R1 |R2 ) and P (B1 |R2 ). In

Example-7 we have computed the following :
  
r r r+c
P (R2 ) = , P (R1 R2 ) =
b+r b+r b+r+c
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and   
b r
P (B1 R2 ) =
r+c b+r+c
Hence,
P (R1 R2 ) r+c
P (R1 |R2 ) = =
P (R2 ) b+r+c
and
P (B1 R2 ) b
P (B1 |R2 ) = =
P (R2 ) b+r+c

(9) Experience shows that 20% of the people reserving tables at

a certain restaurant never shows up. If the restaurant has 50
tables and takes 52 reservations, what is the probability that
it will be able to accommodate everyone? [Ref : Exercise-37,
Hoel, Port, Stone, Page-25]

Solution : This is a binomial model of n = 52 trials of experi-

ments with probability of failure 1 p = 1/5, i.e. p = 4/5. The
experiment require precisely 50 success out of these 52 trials.
Now, denoting by Ak the event of success in k trials, we have
using binomial formula
 
52
P (Ak ) = (4/5)k (1/5)50k
k
Hence the required probability
50
X
P (Ak ) = 1 P (A51 ) P (A52 )
k=0

= 1 52 (4/5)51 1/5 (4/5)52 = 1 (4/5)51 56/5

(10) A circular target of unit radius is divided into four annular zones
with outer radii 1/4, 1/2, 3/4, and 1, respectively. Suppose 10
shots are fired independently and at random into the target.
(a) Compute the probability that at most three shots land in
the zone bounded by the circles of radius 1/2 and radius 1.
(b) If 5 shots land inside the disk of radius 1/2, find the prob-
ability that at least one is in the disk of radius 1/4. [Ref :
Exercise-38, Hoel, Port, Stone, Page-26]
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Solution : (a) This is binomial model of n = 10 trials of

experiments with probability of success p computed as :
(12 (1/2)2 )
p= = 3/4
(12 )
Thus the probability of number of success is less than or equal
to three times is given by
3    k  10k
X 10 3 1
k=0
k 4 4

(b) Setting it up with a binomial model of n = 5 trials within

the disk of radius 1/2, the probability p of success is represented
by the event of getting one shot landing within the disk of radius
1/4, which is computed as :
(1/4)2
p= = 1/4
(1/2)2
The event of at least one success is equal to the complement of
the event of having all failures. The corresponding probability
is equal to :
   0  5  5
5 1 3 3
1 =1
5 4 4 4

(11) A machine consists of 4 components linked in parallel, so that

the machine fails only if all four components fail. Assume com-
ponent failures are independent of each other. If the compo-
nents have probabilities 0.1, 0.2, 0.3, and 0.4 of failing when the
machine is turned on, what is the probability that the machine
will function when turned on? [Ref : Exercise-39, Hoel, Port,
Stone, Page-26]

Solution : Letting Ai denote the event of the failure of i-th

component the required probability is
1 P (A1 A2 A3 A4 )
Now since the events Ai are independent of each other we have
P (A1 A2 A3 A4 ) = P (A1 )P (A2 )P (A3 )P (A4 ). We are given
that P (A1 ) = 0.1, P (A2 ) = 0.2, P (A3 ) = 0.3, P (A4 ) = 0.4.
Hence, the required probability = 1 0.0024 = 0.9976.
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(12) A certain component in a rocket engine fails 5% of the time

when the engine is fired. To achieve greater reliability in the en-
gine working, this component is duplicated n times. The engine
then fails only if all of these n components fail. Assume that
the component failures are independent of each other. What is
the smallest value of n that can be used to guarantee that the
engine works 99% of the time? [Ref : Exercise-40, Hoel, Port,
Stone, Page-26]
Solution : Denoting Ai by the event that the i-th engine fails
(1 i n) and using the independency we have
n
\ n
Y
P ( Ai ) = P (Ai ) = (0.05)n
i=1 i=1
We are now asked to compute least n such that
1 (0.05)n 0.99 (0.05)n 0.01
Applying logarithm base 10 to both sides and keeping in mind
log10 (x) is negative for x = 0.01, 0.05, this requires to find least
n such that
log10 (100)
nlog10 (0.05) log10 (0.01) n
log10 (5) log10 (100)
2
= 1.53
2 0.699
Hence the least value of n is equal to 2.
(13) A man fires 12 shots independently at a target. What is the
probability that he hits the target at least once if he has prob-
ability 9/10 of hitting the target on any given shot? [Ref :
Exercise-44, Hoel, Port, Stone, Page-26]
Solution : This is binomial model of n = 12 trials with the
probability p of success is given by p = 9/10. The event rep-
resents to hit the target at least once is the complement of the
event that represent to hit the target nonce, which is
   0  120  12
12 9 1 1
=1 =1
0 10 10 10