EE3110/EE5110 Problem Set-2

1. Suppose a long-haul airplane has four engines and needs three or more engines to work in
order to fly. Another airplane has two engines and needs one engine to fly. We assume that
the engines are independent and that each engine has a constant probability p of staying
functional during a flight. Which of the two planes is safer?
2. A box contains N balls numbered 1 to N. Suppose k balls are drawn in succession (without
replacement). What is the probability that m is the largest number drawn? What is the
probability that the largest number drawn is m?
3. A box contains N balls of which one ball is distinct in appearance but identical in shape
to the others. Balls are drawn at random from the box one at a time without replacement.
Determine the probability that the distinct ball is drawn (a) at the kth drawing, (b) by the
kth drawing, for 1 k N. (c) Suppose this ball is not drawn in the first r attempts. What
is the probability that it will appear (somewhere) in the next s attempts (r + s N)?
4. A coin with probability p of coming up heads is tossed repeatedly. Determine the probability that two heads will show up before three tails (the head-count and tail-count are set to 0
before tossing). Determine likewise the probability that three tails will show up before two
heads, and then show that these two events are complementary. Generalize your solution
to find the probability that M heads will show up before N tails.
5. We are given n balls and four cells. Each ball is randomly placed in one the four cells with
equal probability, independently of the other balls. Determine the probability that there is
at least one empty cell (in terms of n). What is this probability for 1 n 3, by elementary
reasoning? Check that your formula derived for arbitrary n gives this result for these values
of n.
6. Suppose N men at a party throw their (outwardly identical) hats into a pit in a room. Each
man then randomly selects a hat. Find the probability that none of the N men selects his
own hat. Hint: Use the method of the previous problem. Let Ai be the event that the ith
man picks his own hat.
7. Let E and F be mutually exclusive events defined on some experiment, with probabilities
p E and p F . Suppose the experiment is repeated until either E or F occurs. Determine the
probability that E occurs before F.
8. Three players A, B and C take turns to roll a fair die; they do this in the order ABCABC...
(a) Find the probability that, of the three players, A is the first to throw a 6, B is the second,
and C is the third.
(b) Find the probability that the first 6 to appear is thrown by A, the second 6 to appear is
thrown by B, and the third 6 to appear is thrown by C.

9. In a binary optical communication system, the receiver counts the number of electrons
ejected by the light incident on a photocell during an interval (0, T ).
When no light signal has been transmitted towards the photocell, the probability that k electrons are counted is given by
P(k |No Light Sent) = (1 v0 ) v0k , k = 0, 1, 2, ....
When a light signal has been transmitted, the probability that k electrons are counted is
given by
P(k |Light Sent) = (1 v1 ) v1k , k = 0, 1, 2, ....
where 0 < v0 < v1 < 1. The (prior) probability of the event Light Sent is p.
If the count k of electrons in the (0, T ) interval is at least k0 , the receiver decides that a light
signal was sent. Otherwise, it decides that no light signal was sent.
(a) Determine the probability of error in terms of p, k0 , v0 and v1 .
(b) Determine the choice of the threshold k0 that minimizes this error probability. Use the
MAP principle.
10. A gambler starts playing with k units of money. After each play of the game, he either wins
1 unit with probability p or loses 1 unit with probability (1 p). Each play is independent
of any other play. The gambler continues playing until he has N units (N > k) or goes
broke.
(a) Suppose k = 4 and N = 7. What is the probability that he has 5 units after 5 plays?
(b) Let pk denote the probability of going broke starting with k units. Derive an equation
expressing pk in terms of pk1 , pk+1 , and p. What are the values of p0 and p N ?
(c) (Optional) Solve the above equation for pk in terms of N and p.
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