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Name: 09/28/2012

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(1). (15 pts) The birthday problem. You may leave your answers unsimpliﬁed. (a) A simpler variation (5 pts): What is the probability that 4 people will have birthday all on diﬀerent days of the week in a given year? That is , If X1 , . . . , X4 are chosen uniformly at random from the set {1, 2, 3, 4, 5, 6, 7}, then what is the probability that the Xi are all diﬀerent from each other? Solution. Given the values of Xi chosen (where 1 ≤ i ≤ k), the probability of Xk+1 to be diﬀerent from all Xi (1 ≤ i ≤ k) is (7 − k)/k. So the probability P(Xi (1 ≤ i ≤ 4) are all diﬀerent) = 1 · 6 5 4 · · . 7 7 7

(b) The classic birthday problem (10 pts): If X1 , . . . , X40 are chosen uniformly at random from the set {1, 2, . . . , 365}, what is the probability that the Xi are all diﬀerent from each other? Solution. Similarly as above, we get P(Xi (1 ≤ i ≤ 40) are all diﬀerent) = 1 · 365 − 40 + 1 364 363 · · ··· · 365 365 365 365! . = 36540 · 325!

(2). (15 pts) (a) (5 pts) Suppose that A1 , A2 , A3 , A4 are independent events, and that P(A1 ) = 1/2, P(A2 ) = P(A3 ) = 1/3, P(A4 ) = 1/4. What is the probability P([A1 ∪ (A2 ∩ A3 )] ∩ A4 )? Solution. By the Principle of Inclusion-Exclusion and the fact that all the events are independent, the probability should be P([A1 ∪ (A2 ∩ A3 )] ∩ A4 ) = [P(A1 ) + P(A2 ∩ A3 ) − P(A1 ∩ A2 ∩ A3 )] · P(A4 ) = [P(A1 ) + P(A2 )P(A3 ) − P(A1 )P(A2 )P(A3 ) · P(A4 ) 1 1 1 1 1 1 1 =( + · − · · )· 2 3 3 2 3 3 4 5 = . 36

(b) (5 pts) If E and F are two events and P(E) = 1/2, P(F ) = 1/3 and P(F |E) = 1/2, then what is P(E ∪ F )? Solution. By the Principle of Inclusion-Exclusion, P(E ∪ F ) = P(E) + P(F ) − P(E ∩ F ) = P(E) + P(F ) − P(E)P(F |E) 1 1 1 1 = + − · 2 3 2 3 7 = . 12

(c) (5 pts) If E[X] = 3 and Var(X) = 5, then what is E[(X − 3)2 ]? Solution. By the deﬁnition of Var(X), we get E[(X − 3)2 ] = E[(X − E[X])2 ] = Var(X) = 5.

(3). (15 pts) Four buses carrying 150 students arrive at a football stadium. The buses carry 30, 40, 20 and 60 students, respectively. Your answers may be unsimpliﬁed. (a) (5 pt) A student is selected uniformly at random. If X is the number of student on the bus carrying this student. What is E[X]? Solution. We know that P(X = k) = k/150 for k ∈ {30, 40, 20, 60}. So E[X] = 40 20 60 130 30 · 30 + · 40 + · 20 + · 60 = . 150 150 150 150 3

(b) (5 pts) A driver is selected uniformly at random. If Y is the number of students on the driver’s bus, what is E[Y ]? Solution. We know that P(Y = k) = 1/4 for k ∈ {30, 40, 20, 60}. So E[X] = 1 1 1 75 1 · 30 + · 40 + · 20 + · 60 = . 4 4 4 4 2

(c) (5 pts) Which one of E[X] and E(Y ) should be larger, and why? Solution. E[X] is larger. In the computation of E, X gives more weight (probability) to the bus with more students, while Y makes all the buses evenly weighted.

(4). (15 pts) (a) (5 pts) What is the full mathematical deﬁnition of independence? Either one of the two deﬁnitions is ﬁne. Solution. Events E and F are independent if and only if any one of the following two holds: 1. P(E|F ) = P(E); or 2. P(E ∩ F ) = P(E)P(F ).

(b) (10 pts) A parallel circuit works whenever at least one of its components works. Consider a parallel circuit with n components and suppose that each component works independently with probability 3/4. Find the probability that the ﬁrst two components work conditioned on the system working. Solution. If Wk and S stand for the event that the k’th component works and the system works respectively. Then the probability we want is P(W1 ∩ W2 | S) = Since S ⊆ W1 ∩ W2 → = = = = P(W1 ∩ W2 ∩ S) P(S) P(W1 ∩ W2 ) P(S) P(W1 ∩ W2 ) c c c 1 − P(W1 ∩ W2 ∩ · · · ∩ Wn ) 2 (3/4) 1 − (1/4)n (9 . 16[1 − (1/4)n ]

(5). (20 pts) Let X be a random variable with distribution function F given by 0, x < 0, 1/4, 0 ≤ x < 1, F (x) = 1/2, 1 ≤ x < 2, 2/3, 2 ≤ x < 3, 1, 3 ≤ x. (a) Is this a probability distribution function or a cumulative distribution function? (5 pts) Solution. It is a CDF. The area below the curve of it is far more larger than 1, so it could not be a PDF. Compute (2 pts each) (b) P(X = 2) = F (2+) − F (2−) = 2/3 − 1/2 = 1/6. (c) P(1 ≤ X < 3) = F (3−) − F (1−) = 2/3 − 1/4 = 5/12. (d) P(X > 3/2) = 1 − F (3/2) = 1 − 1/2 = 1/2. (e) (9 pts) Explain why E[X] is equal to the area that is above the curve F (X), to the right of y-axis, and below the line y = 1. Proof. By the deﬁnition of expectation,

3 3

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x

x p(x) =

x=1

x P(X = x) =

x=1

Area (Rx )

**where the tree rectangles R1 , R2 and R3 are shown in the following ﬁgure.
**

1

R3

0.75

R2

0.5

R1

0.25

1

2

3

(6). (20 pts) (a) (10 pts) Complete the following statement of Markov’s inequality: Let X be a random variable such that... Solution. Let X be a random variable such that X ≥ 0, and a > 0 is any real number. Then E[X] . P(X ≥ a) ≤ a

(b) (10 pts) If you have a data set X and if E[X] = 10 and Var(X) = 4, then using Chebyshev’s inequality, what fraction of the numbers in X are not in the interval [4, 16]? Solution. We know that |4 − 10| = |16 − 10| = 6 = 3σ, so by Chebyshev’s inequality, P(|X − 10| ≥ 3σ) ≤ 1 σ2 = . 2 (3σ) 9

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