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January 23, 2016

IE 502: Probability Models


Quiz 1
Note: This quiz (closed book exam) has 10 questions, for a total of 50 Points. Answer
all. No calculators and electronic gadgets allowed. Your answers should be mathematically
rigorous. State all the results that you use.
1. (5 points) Suppose we pick a student by his roll number from our IE 502 class and look at the last digit
of roll number.
(a) What is the set of outcomes and what probability should be assigned to each outcome?
(b) Would this model be appropriate if we were looking at the first digit? Explain.
Solution: (a) Set of outcomes, S = {0, 1, . . . , 9}.
The probability assigned to each outcome will depend on the class strength. Suppose, there are 21
students in the class. So the probability of getting a roll number ending with 1 will be 3/21 and
the same for the remaining digits will be 2/21. Hence all are not equally likely. Hence, if the class
strength is multiple of 10 then all the outcomes are equally likely and hence we can assign each
with probability 1/10.
(b) If you look at the roll list of IE 502 students, all students will be having same starting digit. So,
the model is not appropriate.
2. (5 points) Player 1 tosses N + 1 times a fair coin and player 2 tosses N times a fair coin. Player 1 wins
the game if player 1 tosses more heads than player 2; otherwise, player 2 wins.
(a) What is the probability of a tie after N tosses?
(b) What is the probability that player 1 will win the game?
Solution: Let Ai be the event that both players have obtained i heads after N tosses. So, Probability of a tie after N tosses,
= P (A0 ) + P (A1 ) + P (A2 ) + P (AN )
     
     
     
1 N
N
1 N N
1 N
N
1 N N
1 N
N
1 N N
=
+
+ +
2
0
2
1
2
1
2
N
2
N
2
0





N
i
1 hX N
N
1 2N
= 2N
= 2N
i
{N i}
2
2
N
i=0

Now, what would be the probability that the Player 1 will win the show will be . Let A be the event
that the player 1 will win the game. Let A1 be the event that the player 1 has more heads than

Springer 2015

IEOR@IITB

IE 502: Exercise Sheet

player 2 after N tosses,A2 as the event that player 1 has fewer heads than player 2 after N tosses,
and A3 asP
the event that player 1 has the same number of heads as player 2 after N tosses. Then
P (A) = 3i=1 P (A|Ai )P (Ai ) by the law of conditional probability. Now, P (A1 ) = P (A2 ) and
P (A3 ) = 1 2P (A1 ). Therefore,
P (A) = 1 P (A1 ) + 0 P (A2 ) +

1
(1 2P (A1 ))
2

Hence P (A) = 0.5

3. (5 points) Each of the students in this course can solve the questions in this quiz equally likely. What
is the probability that you will get the top score?

Solution: The probability that a student will get the top score = total number of 1students in class . It
follows from the fact that each student is equally likely to get the top score.

4. (5 points) Consider a probability model whose sample space is the real line R. Show that P([n, )
converges to zero as n .

Solution: This follows from the fact that if A1 A2 , then


P(
n=1 An ) = lim P(An )
n

Therefore, defining An := [n, ), we have, A1 A2 and


n=1 An = . Hence,
lim P(An ) = P(
n=1 An ) = P() = 0

5. (5 points) (Chevalier de Meres paradox) Show that it is more probable to get at least one ace with four
dice than at least one double ace in 24 throws of two dice.

Solution: First consider the probability of getting no ace with four dice. This probability is = ( 56 )4 .
Hence, the probability of getting at least one ace with four dice is = 1 ( 65 )4 = 0.517746.
Now consider the probability of getting no double ace with twenty four throws of two dice. This
24
probability is = ( 35
36 ) . Hence, the probability of getting at least one double ace with twenty four
24 = 0.491403.
throws of two dice = 1 ( 35
36 )
Hence, getting atleast one ace in single throw of four dice is more probable than getting atleast one
double ace in 24 throws of two dice.

Spring 2015

IEOR, IIT Bombay

IE 502: Exercise Sheet

6. (5 points) Assume that the events A1 , A2 , A3 , A4 are independent and that P(A3 A4 ) > 0. Show that
P(A1 A2 | A3 A4 ) = P(A1 A2 ).

Solution: Consider
P[(A1 A2 ) (A3 A4 )]
P[A3 A4 ]
P[{A1 (A3 A4 )} {A2 (A3 A4 )}]
=
P(A3 A4 )
P[A1 A3 A4 ] + P[A2 A3 A4 ] P[A1 A2 A3 A4 ]
=
P(A3 A4 )
P(A1 )P(A3 )P(A4 ) + P(A2 )P(A3 )P(A4 ) P(A1 )P(A2 )P(A3 )P(A4 )
=
P(A3 )P(A4 )
P(A3 )P(A4 ){P(A1 ) + P(A2 ) P(A1 )P(A2 )}
=
P(A3 )P(A4 )
= P(A1 ) + P(A2 ) P(A1 )P(A2 )

P(A1 A2 |A3 A4 ) =

= P(A1 A2 )

7. (5 points) You are among N players that will play a competition. A lottery is used to determine the
placement of each player. You have an advantage. Two tickets with your name are put in a hat, while for
each of the other players only one ticket with her/his name is put in the hat. The hat is well shaken and
tickets are drawn one by one from the hat. The order of names appearing determines the placement of
each player. What is the probability that you will get assigned the nth placement for n = 1, 2, . . . , N ?

Solution: Let An be the event that the name appears on the nth drawing and Ai be the event that
the name does not appear on ith drawing for i = 1 (n 1).
Using the multiplication theorem of Probability:
P (A1 A2 An ) = P (A1 )P (A2 |A1 ) P (An |A1 An1 )
We get,
P (assignment of the nth placement) =

n1
Y N i
2
2+N n
2+N i
i=1

8. (5 points) Twenty-five people choose each at random a number from 1, 2, . . . , 100, independently of
each other. Next the chosen numbers are announced one by one. The first person (if any) who announces
a number that has been announced before wins a bonus. Which person has the largest probability to win
the bonus?

Spring 2015

IEOR, IIT Bombay

IE 502: Exercise Sheet

Solution: Let pi be the probability that the ith announcement wins.


Using the multiplication theorem of Probability:
P (A1 A2 An ) = P (A1 )P (A2 |A1 ) P (An |A1 An1 )
1
99
2
and the fact that p1 = 0, p2 =
, p3 =

100
100 100
we get
99
98
99 i + 3 i 1
pi =

.
100 100
100
100
Mathematical calculations show that the value is maximum for i = 11 with p11 = 0.063

9. (5 points) A fair coin is tossed 20 times. The probability of getting the three or more heads in a row
is 0.7870 and the probability of getting three or more heads in a row or three or more tails in a row is
0.9791. What is the probability of getting three or more heads in a row and three or more tails in a row?

Solution:
A := event of getting 3 or more heads in a row.
B := event of getting 3 or more tails in a row.
Since the coin is fair, P (A) = P (B) = 0.7870. Also, P (A B)=0.9791.
Therefore P (A B) = 0.7870+0.7870-0.9791 = 0.5949

10. (5 points) A random number is repeatedly drawn from 1, 2, . . . , 10. What is the probability that not all
of the numbers 1, 2, . . . , 10 show up in 50 drawings?

Solution: Let An denote the event that the number n does not show up in the 50 drawings for all
n = 1, . . . , 10. Therefore,
P(An ) = (

9 50
)
10

P(Ai Aj ) = (

8 50
) i 6= j
10

and so on.
Use Poincares Theorem to get the desired probability P(A1 A2 An ).

Spring 2015

IEOR, IIT Bombay