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Math 4530 - Homework Set 4

Geometric
1. Let W1 and W2 be independent geometric random variables with parameters
p1 and p2 . Find:

(a) P (W1 = W2 );
(b) P (W1 < W2 ).

2. The probability that a computer chip is defective is 0.10. Each computer is


checked for inspection as it is produced. Find the probability that at least 10
computer chips must be checked to find one that is defective.

3. Consider the experiment of flipping three coins simultaneously. Let a success


be when the three outcomes are the same. What is the probability that

(a) exactly three rounds of flips are needed for the first success?
(b) more than four rounds are needed?

Negative Binomial
4. Consider a biased coin with probability of getting heads is 0.1. Let X be the
number of flips needed to get the 8th heads.

(a) What is the probability of getting the 8th heads on the 50th toss?
(b) Find the expected value and the standard deviation of X.

5. Repeatedly roll a fair die until the outcome 3 has occurred for the 4th time.
Let X be the number of times needed in order to achieve this goal. Find E(X)
and Var(X).

Poisson
6. Suppose that X and Y are independent Poisson random variables with pa-
rameters 1 and 2, respectively. Find:

(a) P (X = 1 and Y = 2);


(b) P X+Y

2
1 ;
(c) P X = 1 | X+Y

2
=2 .

7. Let X have a Poisson distribution with parameter . Calculate:

1
(a) E(3X + 5);
(b) Var(3X + 5);
 1 
(c) E 1+X .

8. Suppose that X, Y , and Z are independent Poisson random variables, each


with mean 1. Find

(a) P (X + Y = 4);
(b) E (X + Y )2 ;
 

(c) P (X + Y + Z = 4).

9. Suppose that the number of people admitted to an emergency room each day
is a Poisson random variable with parameter = 3.

(a) Find the probability that 3 or more people are admitted to the emergency
room today.
(b) Find the probability that no people were admitted to the emergency room
today.

10. Let X be a Poisson random variable with mean . If P (X = 1 | X 1) = 0.8,


then what is the value of ?

Poisson Approximation
11. Suppose 1% of people in a large population are over 6 feet 3 inches tall. Ap-
proximately what is the chance that a group of 200 people picked at random
from this population, at least four people will be over 6 feet 3 inches tall?

12. In a television manufacturing plant, the probability of manufacturing a defec-


tive TV is 0.03. Using Poisson approximation, find the probability of obtaining
exactly one defective TV set out of a group of 20.

Hypergeometric
13. Five cards are drawn randomly without replacement from a deck of 52 playing
cards. Find the probability of getting exactly two black cards.

14. An urn contains 15 red marbles and 10 blue ones. Seven marbles were ran-
domly drawn without replacement. Find the probability of picking exactly 3
red marbles.

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