MA 2110 Introduction to Probability

Assignment 2 Random Variables I 25th August 2015

1. You roll a fair die repeatedly until a number larger than 4 is observed. If N is the total number of
times that I roll the die, find P(N=k), for k=1,2,3,....

2. The number of customers arriving at a grocery store is a Poisson random variable. On average 10
customers arrive per hour. Let X be the number of customers arriving from 10am to 11:30am. What
is P(10<X15)?

3. A particular professor is known for his arbitrary grading policies. Each paper receives a grade
from the set {A,A-,B+,B,B-,C+}, with equal probability, independent of other papers. How many
papers do you expect to hand in before you receive each possible grade at least once? ans : 14.7

4. On the average, 1 computer in 800 crashes during a severe thunderstorm. A certain company had
4000 working computers when the area was hit by a severe thunderstorm.
a. Compute the expected value and the variance of the number of crashed computers.
b. Compute the probability that less than 10 computers crashed.
c. Compute the probability that exactly 10 computers crashed.
(Hint: use a suitable approximation) ans : (a) 4.994 (b) 0.968 (c) 0.018

5. A baker put 500 raisins into dough, mixed well, and made 100 cookies. You take a random cookie.
What is the probability of finding at least 4 raisins in it? ans : 0.735

6. Splitting a Poisson Random Variable. A transmitter sends out either a 1 with probability p, or a 0
with probability 1-p, independent of earlier transmissions. If the number of transmissions within a
given time interval has a Poisson PMF with parameter , show that the number of 1s transmitted in
that same time interval has Poisson PMF with parameter p.

7. A mischievous student wants to break into a computer file, which is password protected. Assume
that there are n passwords only one of which is correct, and that the student tries possible passwords
in a random order. Let N be the number of trials required to break into the file. Determine its pmf
a. if unsuccessful passwords are not eliminated from the selections, and
b. if they are eliminated.
c. if n=10, what is the expected number of trials in each case (a) and (b)? ans: (c) 10

8. The Celtics and the Lakers are set to play a playoff series of n basketball games, where n is odd. The
Celtics have a probability p of winning any game, independent of other games.
a. Find the values of p for which n=5 is better for the Celtics than n=3.
b. Generalise part (a), i.e., for any k>0, find the values for p for which n= 2k+1 is better for Celtics
than n=2k-1.
9. A family has 5 natural children and has adopted 2 girls. Each natural child has equal probability of
being a boy or a girl, independent of the other children. Find the PMF of the number of girls out of the
7 children.

10. A fair coin is tossed repeatedly and independently until two consecutive heads or two consecutive
tails appear.
a. Find the PMF, the expected value and the variance of the number of tosses.
b. Assume now that the coin is tossed until we obtain a tail that is immediately preceded by a
head. Find the PMF and the expected value of the number of tosses.
ans: (a) E[X] = 3, V[X] =2 (b) E[X] = 4

11. Suppose that the number of inquiries arriving at a certain interactive system follows a Poisson
distribution with arrival rate of 12 inquiries per minute. Find the probability of 10 inquiries arriving
a. in a 1-minute interval;
b. in a 3-minute interval.
c. What is the expectation and the variance of the number of arrivals during each of
these intervals?

12. Two nickels, two dimes, and two quarters are in a cup. We draw three coins, one after the other,
without replacement.
a. What is the expected amount of money we draw on the first draw?
b. On the second draw?
c. What is the expected value of the total amount of money we draw?
d. Does this expected value change if we draw the three coins all together?

13. The bid that a competitor makes on a real estate property is estimated to be somewhere between 0
and 3 million dollars. Specifically, the bit X is viewed to be a continuous random variable with
density function:
f(x) = c(9-x2) for 0<x<3
=0 otherwise
You make a bid (without knowing the competitors bid). The higher of the two bids win.
a. Find the value of c that makes f(x) a legitimate density function?
b. Find the cumulative distribution function, F(x). Use the cumulative distribution to determine
the probability that you lose the bid if you make a bid of 2 million? 1 million?
c. Find the expected value and standard deviation for the competitors bid.
d. What is the probability that the competitors bid is within one standard deviation of the mean?
e. How much should you bid so that you have a 90% chance of winning?

14. Find the variances of Geometric, Binomial and Poisson r.v.s. Is there any relation between these
variances?