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6.041/6.431: Probabilistic Systems Analysis

(Quiz 1 Solutions | Fall 2010)

Quiz 1 Solutions:

October 12, 2010

Problem 1.

1. (10 points) Let Ri be the amount of time Stephen spends at the ith red light. Ri is a Bernoulli

random variable with p = 1/3. The PMF for Ri is:

2/3, if r = 0,

PRi (r) = 1/3, if r = 1,

0, otherwise.

1

E[Ri ] = p = ,

3

12 2

var(Ri ) = p(1 p) = = .

33 9

5

X

TS = 18 + Ri .

i=1

TS is a shifted binomial with n = 5 trials and p = 1/3. The PMF for TS is then:

k18 23k

5 1 2

, if k {18, 19, 20, 21, 22, 23},

PTS (k) = k 18 3 3

0, otherwise.

" 5

#

X

E[TS ] = E 18 + Ri

i=1

59

= .

3

5

!

X

var(TS ) = var 18 + Ri

i=1

10

= .

9

2. (10 points) Let N be the number of red lights Stephen encountered on his commute. Given that

TS 19, then N = 0 or N = 1. The unconditional probability of N = 0 is P(N = 0) = ( 23 )5 . The

unconditional probability of N = 1 is P(N = 1) = 51 ( 23 )4 ( 13 )1 .

1

Massachusetts Institute of Technology

Department of Electrical Engineering & Computer Science

6.041/6.431: Probabilistic Systems Analysis

(Quiz 1 Solutions | Fall 2010)

( 32 )5

, if n = 0,

5

( 23 )5 + 1 ( 32 )4 ( 31 )1

2/7, if n = 0,

5 2 4 1 1

PN |TS 19 (n | TS 19) = 1 (3) (3) = 5/7, if n = 1,

5 2 4 1 1 , if n = 1, 0, otherwise.

2 5

(3) + 1 (3) (3)

0, otherwise,

Therefore,

E[N | TS 19] = .

7

3. (10 points) Given that the last red light encountered by Stephen was the fourth light, R4 = 1

and R5 = 0.

We are asked to compute var(N | {R4 = 1} {R5 = 0}). Therefore,

= var(R1 + R2 + R3 + 1 + 0 | {R4 = 1} {R5 = 0})

= var(R1 + R2 + R3 + 1)

= var(R1 + R2 + R3 )

= 3var(R1 )

6

= .

9

4. (10 points) Under the given condition, the discrete uniform law can be used to compute the

probability of interest. There are 53 ways that Stephen can encounter a total of three red lights.

There are 32 ways that two out of the rst three lights were red. This leaves one additional red

light out of the last two lights and there are 21 possible ways that this event can occur. Putting it

all together,

3 2

3

P(two of rst three lights were red | total of three red lights) = 2 51 = .

3

5

5. (5 points) Let TJ be the total length of time of Jons commute in minutes. The PMF of Jons

commute is: ( 1

, if {20, 21, 22, 23},

PTJ () = 4

0, otherwise.

6. (10 points) Let A be the event that Jon arrives at work in 20 minutes and let B be the event

that exactly one person arrives in 20 minutes.

P(A B)

P(A | B) =

P(B)

P({TJ = 20} {TS =6 20})

=

P({TJ = 20} {TS =

6 20}) + P({TJ =6 20} {TS = 20})

P(TJ = 20)P(TS = 6 20)

= .

P(TJ = 20)P(TS =6 20) + P(TJ =6 20)P(TS = 20)

2

Massachusetts Institute of Technology

Department of Electrical Engineering & Computer Science

6.041/6.431: Probabilistic Systems Analysis

(Quiz 1 Solutions | Fall 2010)

Jon arrives at work in 20 minutes (or TJ = 20) if he does not have to wait for the train at the

station (or X = 0). The probability of this event occurring is:

1

P(TJ = 20) = P(X = 0) = .

4

Stephen arrives at work in 20 minutes if he encounters 2 red lights. The probability of this event is

a binomial probability:

2 3

5 1 2

P(TS = 20) = .

2 3 3

Thus,

2 2 3

1 52 13

1

4 3

P(A | B) =

2 3

2

.

5 2 3

1 1 2

+ 34 52 13

4 1 2 3 3 3

7. (10 points) The probability of interest is P(TS TJ ). This can be calculated using the total

probability theorem by conditioning on the length of Jons commute or Jons wait at the station. If

Jons commute is 20 minutes (or X = 0), then Stephen can encounter up to 2 red lights to satisfy

TS TJ . Similarly if Jons commute is 21 minutes (or X = 1), Stephen can encounter up to 3 red

lights and so on.

3

X

P(TS TJ ) = P(TS TJ | X = x)P(X = x)

x=0

3 X

2+x k 5k

1X 5 1 2

=

4 k 3 3

x=0 k=0

= 0.9352.

An alternative approach follows. We rst compute the joint PMF of the commute times of Stephen

and Jon PTS ,TJ (k, ). Because of independence, PTS ,TJ (k, ) = PTS (k)PTJ ().

Therefore,

P(TS TJ ) = P(TS = 18) + P(TS = 19) + P(TS = 20) + P({TS = 21} {TJ 21})

+ P({TS = 22} {TJ 22}) + P({TS = 23} {TJ = 23})

5 1 4 2 3 3 2

2 5 1 2 5 1 2 5 1 2 3

= + + +

3 1 3 3 2 3 3 3 3 3 4

4 1 5

5 1 2 2 1 1

+ +

4 3 3 4 3 4

= 0.9352.

P({X = 3} {TS TJ })

P(X = 3 | TS TJ ) = .

P(TS TJ )

3

Massachusetts Institute of Technology

Department of Electrical Engineering & Computer Science

6.041/6.431: Probabilistic Systems Analysis

(Quiz 1 Solutions | Fall 2010)

If Jon waited 3 minutes at the train, his commute was 23 minutes and Stephens commute takes

at most as long as Jons commute since the longest possible commute for Stephen is 23 minutes.

Therefore, the numerator in the previous expression is equal to P(X = 3) = 14 . The denominator

was computed in the previous part.

1

P(X = 3 | TS TJ ) = 3 X

2+x k 5k

X 5 1 2

x=0 k=0

k 3 3

= 0.2673.

Problem 2.

1. (10 points) Always True. We need to show that

P(A B c ) = P(A)P(B c ).

= P(A) P(A)P(B)

= P(A)(1 P(B))

= P(A)P(B c ),

2. (10 points) Not Always True. Using the diagram below, let C = A B and let P(A) > P(C)

and let P(B) > P(C). The conditional probability P(A B | C) = 1. Furthermore, P(A | C) = 1

and P(B | C) = 1. Since P(A B | C) = P(A | C)P(B | C), A and B are conditionally

independent given a third event C. Given C c , A and B are disjoint which means that A and B are

not independent.

The following is an alternative counterexample. Imagine having 3 coins with the following probabil

ity of heads: p = 1/5, p = 1/3 and p = 2/3, respectively. Each coin has equal probability of being

selected. Let C be the event that you select the coin with p = 1/5. Let C c be the event that you

choose one of the other two coins. Let A be the event that the rst coin toss results in heads. Let B

be the event that the second coin toss results in heads. For a given coin, the tosses are independent

such that:

P(B | A C) = P(B | C).

4

Massachusetts Institute of Technology

Department of Electrical Engineering & Computer Science

6.041/6.431: Probabilistic Systems Analysis

(Quiz 1 Solutions | Fall 2010)

Given C c , A and B are not independent since we can have either the p = 1/3 coin or the p = 2/3

coin. Knowing A changes our beliefs of the result of the second coin toss.

B A Cc

P(B | A C c ) = c

A

C

1 1 2 2 2

3 3 + 3

=

1 1

2

3 3 + 3

5

= .

9

However,

P(B C c )

P(B | C c ) =

P(C c )

1 1 2

3 3 +

3

= 2

3

1

= .

2

As shown, P(B | A C c ) =

6 P(B | C c ).

3. (10 points) Always True. Using independence of X and Y , var(X + Y ) = var(X) + var(Y ).

Since variance is always non-negative, var(X) + var(Y ) var(X).

5

MIT OpenCourseWare

http://ocw.mit.edu

Fall 2013

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