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Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)

Quiz 1 Solutions: October 13, 2009 1. (10 points) We start rst by listing the following probabilities: P(gala) = p P(honey crisp) = 1 p P(ripe | gala) = g P(ripe | honey crisp) = h. The probability that Bob ate a ripe gala is: P(ripe gala) = P(gala)P(ripe | gala) = pg. 2. (a) (10 points) If K is the number of gala apples selected from the n apples, then K is a binomial random variable. The probability that K = k is: n k nk , 0 k n k p (1 p) pK (k) = 0, otherwise. (b) i. (12 points) Among the n + 1 apples, his bounty includes: 1 ripe gala from Caleb, k gala, n k honey crisp. We can compute the probability of eating a ripe apple conditioned on Bob selecting an apple from each of the three disjoint cases listed above. The total probability theorem allows us to then nd the probability of Bob eating a ripe apple. P(ripe apple) = P(ripe apple | Calebs ripe gala)P(Calebs ripe gala) + P(ripe apple | k gala)P(k gala) + P(ripe apple | n k honey crisp)P(n k honey crisp) k nk 1 +g +h = 1 n+1 n+1 n+1 1 + gk + h(n k) = . n+1 ii. (12 points) Using Bayes Rule: P(gala | ripe apple) = We can compute the P(ripe gala) as such: P(ripe gala) . P(ripe apple)

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Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)

P(ripe gala) = P(ripe gala | Calebs ripe gala)P(Calebs ripe gala) + P(ripe gala | k gala)P(k gala) + P(ripe gala | n k honey crisp)P(n k honey crisp) k nk 1 +g +0 = 1 n+1 n+1 n+1 1 + gk = . n + 1

Combining this result with that of (i),

P(gala | ripe apple) =

1+gk n+1 1+gk +h(nk ) n+1

1 + gk . 1 + gk + h(n k)

(c) (10 points) Let A be the event that the rst 10 apples picked were all gala and let B be the event that exactly 10 gala apples were picked out of the 20 apples. P(A | B ) = P(A B ) . P(B )

The probability of the event B can be computed by using the result in (a), where n = 20 10 and k = 10. P(B ) = 20 p (1 p)10 . P(A B ) can be computed by seperating the 10 event of A and B into disjoint events. The event {A B } = {1st 10 apples picked are gala and the last 10 apples are honey crisp}. P(A B ) = p10 (1 p)10 . Therefore, p10 (1 p)10 1 P(A | B ) = 20 = 20 . 10 10 10 p (1 p) 10

3. (a) (10 points) Bob picks apples from each tree until he nds one that is not ripe, and so if we think of the event picking an unripe apple as a success, then Xi is the number of apples picked (i.e. trials) until we get our rst success. Therefore Xi is a geometrically distributed random variable with probability of success 1 g. Since each tree has a random collection of apples, the apples Bob picks from the rst tree are independent of the apples he picks from the second tree, and therefore X1 and X2 are independent and identically distributed random variables. The PMF of Xi is pX1 (k) = pX2 (k) = (1 (1 g))k1 (1 g) k 1 g (1 g), k = 1, 2, 3, . . . , = 0, otherwise, the expectation of Xi is

E[X1 ] = E[X2 ] = and the variance of Xi is

var(X1 ) = var(X2 ) = = 1 (1 g) (1 g)2 g . (1 g)2 Page 2 of 3 1

, 1 g

Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)

(b) (12 points) Given that Y2 = (X1 1) + (X2 1), we can use the linearity property of expectations to nd the expectation of Y2 . E[Y2 ] = E[(X1 1) + (X2 1)] = E[X1 ] + E[X2 ] 2 2 2 = 1g 2g = . 1g Since adding or subtracting a constant from a random variable has no eect on its variance, and since X1 and X2 are independent, we have var(Y2 ) = var((X1 1) + (X2 1)) = var(X1 + X2 ) = var(X1 ) + var(X2 ) 2g = . (1 g)2 (c) (12 points) Let k 0 and k. The event Y1 = k and Y2 = is identical to the event X1 = k + 1 and X2 = k + 1. Since X1 and X2 are independent, the desired probability is (1 g)gk+11 (1 g)gk+11 = (1 g)2 g , when 0 k , and zero otherwise. g (1 g)2 , 0, k = 0, 1, . . . , and = k, k + 1, . . . , otherwise.

Note that we can interpret this result as the probability of failures (i.e. picking ripe apples) and two successes (i.e. the two unripe apples that cause Bob to stop at each tree). Note also that although the expression for the joint PMF doesnt depend on k, the sample space does depend on k because k: Bob cannot pick more ripe apples in the rst tree than he does in the rst two trees combined. (d) (i) (5 points) No. X1 and Y2 are not independent because Y2 X1 1 and so knowing X1 gives us information about Y2 . Specically, if we know that Bob picked 10 total apples from the rst tree (i.e. X1 = 10), then we also know that Bob must have picked at least 9 ripe apples from the rst two trees combined (i.e. Y2 9). (ii) (5 points) Yes. X2 relates only to the second tree and Y1 relates only to the rst tree, and since the picking of apples is independent across trees, the two random variables are independent.

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