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BÀI TẬP LỚN MÔN XSTK NHÓM 14 NĂM 2018

Chú ý: h là số thứ tự trong bảng danh sách điểm danh; m là số dư của phép chia h cho 20; k  m  1.
SV phải ghi số thứ tự h sau tên họ của mình. Phải thay k , h bằng số thứ tự trước khi tính toán.
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Problem 1: You have n1 classical music CDs, n2 rock music CDs, and n3 country music CDs. In how
many different ways can you arrange them so that the CDs of the same type are contiguous?
Problem 2: A class consisting of 4 graduate and 12 undergraduate students is randomly divided into four
groups of 4. What is the probability that each group includes a graduate student?
Problem 3: Two cards are drawn from a 52-card deck (the first is not replaced).
a. Given the first card is a queen, what is the probability that the second is also a queen?
b. Repeat part a. for the first card a queen and the second card a 7.
c. What is the probability that both cards will be a queen?
Problem 4: A man wins in a gambling game if he gets two heads in five flips of a biased coin. The
probability of getting a head with the coin is 0,7.
a. Find the probability the man will win. Should he play this game?
b. What is his probability of winning if he wins by getting at least four heads in five flips? Should
he play this new game?
Problem 5: Three cards are drawn from an ordinary 52-card deck without replacement (drawn cards are
not placed back in the deck). We wish to find the probability that none of the three cards is a heart. We
assume that at each step, each one of the remaining cards is equally likely to be picked.
Problem 6: Romeo and Juliet have a date at a given time, and each will arrive at the meeting place with a
delay between 0 and 1 hour, with all pairs of delays being equally likely. The first to arrive will wait for
15 minutes and will leave if the other has not yet arrived. What is the probability that they will meet?
Problem 7: Radar detection. If an aircraft is present in a certain area, a radar correctly registers its
presence with probability 0.99. If it is not present, the radar falsely registers an aircraft presence with
probability 0.10. We assume that an aircraft is present with probability 0.05.
a. What is the probability of false alarm (a false indication of aircraft presence), and the probability
of missed detection (nothing registers, even though an aircraft is present)?
b. Let A ={an aircraft is present}, B ={the radar registers an aircraft presence}. We are given that
P(A) = 0.05, P(B |A) = 0.99, P(B |Ac) = 0.1. What is the probability of aircraft present with condition
radar registers?
Problem 8: You enter a chess tournament where your probability of winning a game is 0.3 against half
the players (call them type 1), 0.4 against a quarter of the players (call them type 2), and 0.5 against the
remaining quarter of the players (call them type 3). You play a game against a randomly chosen
opponent. What is the probability of winning?
Problem 9 The annual snowfall at a particular geographic location is modeled as a normal random
variable with a mean of μ = 60 inches, and a standard deviation of σ = 20. What is the probability that
this year’s snowfall will be at least 80 inches?
 ( x a )2

 2
Problem 10: The Rayleigh density of random variable X is f X ( x)   b ( x  a)e if x  a
b


0 if x  a

a. Find the distribution function FX ( x) .


b. The lifetime of a system expressed in weeks is a Rayleigh random variable X for which
a  0, b  400 . What is the probability that the system will not last a full week? What is the probability
that the system will exceed one year?
Problem 11: (The Quiz Problem). Consider a quiz game where a person is given two questions and must
decide which question to answer first. Question 1 will be answered correctly with probability 0.8, and the
person will then receive as prize $10h, while question 2 will be answered correctly with probability 0.5,
and the person will then receive as prize $20h. If the first question attempted is answered incorrectly, the
quiz terminates, i.e., the person is not allowed to attempt the second question. If the first question is
answered correctly, the person is allowed to attempt the second question. Which question should be
answered first to maximize the expected value of the total prize money received? (This example, when
generalized appropriately, is a prototypical model for optimal scheduling of a collection of tasks that have
uncertain outcomes.)
Problem 12: If the weather is good (which happens with probability 0.6), Alice walks the 2 miles to class
at a speed of V =5 miles per hour, and otherwise drives her motorcycle at a speed of V =30miles per
hour. What is the mean of the time T to get to class?
Problem 13: Discrete random variable X , Y have a joint distribution table

Y
0,2 0,4 0,6 h
X
1 0,01+0,001. h 0,02 0,080,001. h 0,04
2 0,03 0,20 0,15 0,06
3 0,090,001. h 0,05 0,08+0,001. h 0,08
4 0,02 0,04 0,03 0,02

a. Find the both marginal distrbution table of X and Y .


b. Are X and Y statistically independent?
c. Find the probability mass function of X with the condition Y  h .
d. Find E X , EY ; E  X Y  h  ; D X , DY and  XY .

Problem 14: Consider a transmitter that is sending messages over a computer network. Let us define the
following two random variables:
X : the travel time of a given message, Y : the length of the given message.
We know the PMF of the travel time of a message that has a given length, and we know the PMF of the
message length. We want to find the (unconditional) PMF of the travel time of a message.
We assume that the length of a message can take two possible values: y  102 bytes with probability 5/6,

5 / 6 if y  10
2
and y  10 bytes with probability 1/6, so that pY ( y )  
4

1/ 6 if y  10
4

We assume that the travel time X of the message depends on its length Y and the congestion level of the
network at the time of transmission. In particular, the travel time is 104 Y secs with probability 1/2,
103 Y secs with probability 1/3, and 102 Y secs with probability 1/6. Thus, we have
1/ 2 if x  102 , 1/ 2 if x  1,
 
p X |Y ( x |102 )  1/ 3 if x  101, p X |Y ( x |10 )  1/ 3 if x  10,
4

1/ 6 if x  1, 1/ 6 if x  100,


 

Determine the PMF of X .


Problem 15:

John throws a dart at a circular target of radius r. We assume


that he always hits the target, and that all points of impact (x, y)
are equally likely, so that the joint PDF of the random variables
X and Y is uniform. What is the marginal PDF fY ( y ) and the
conditional PDF f X |Y ( x | y) ?

Problem 16: Let the random variables X and Y have a joint PDF


f XY ( x, y)  c if x  0; y  0; x  y  k
0 otherwise
Determine c. What is the conditional density of X given Y = y and E[X | Y = y]?
Problem 17:
a. Determine the value of c that makes the function f ( x, y)  c( x  y) a joint probability density
function over the range 0  x  3 and x  y  x  2 of random vector ( X , Y ) .
b. Determine the following:
P  X  1; Y  2 P 1  X  2 P Y  1 P  X  2; Y  2 E X 
c. Determine the following:
(i) Marginal probability distribution of X
(ii) Conditional probability distribution of Y given that X  1
(iii) E Y | X  1

(iv) P Y  2 | X  1
(v) Conditional probability distribution of X given that Y  2 .
Problem 18: Let ( X1,..., X n ) be a random sample of a Poisson r.v. X with unknown parameter  .

1 n 1
a. Show that n  
n i 1
X i and  2   X1  X 2  are both unbiased estimators of  .
2
b. Which estimator is more efficient?
Problem 19: The diameters of certain cylindrical items produced by a machine are r.v.’s distributed as
N(μ, 0.01). A sample of size 16 is taken and is found that x = 2.48 inches. If the desired value for μ is 2.5
inches, formulate the appropriate testing hypothesis problem and carry out the test if α = 0.05.
Problem 20: In a certain university 400 students were chosen at random and it was found that 95 of them
were women. On the basis of this, test the hypothesis H that the proportion of women is 25% against the
alternative A that is less than 25% at level of significance α = 0.05.