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ENM 503 - Probability and Statistics (Extra Credit)

Fall Semester, 2017 M. Carchidi


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Instructions

1.) You may do both problems for 20 points each, but the total extra credit
points for Exam #1 will be computed as 10 × (Your Grade)/40.

2.) Show all your work for full credit and for partial credit.

3.) These problems involve the ideas in Notes #5.

4.) You may only consult your notes, my notes on Canvas and the textbook
and you may only email me directly if you have any questions.

5.) Please sign your name and your signature certifies that you have complied
with the University of Pennsylvania’s Code of Academic Integrity in com-
pleting this examination.

Print Your Name: ___________________________

Sign Your Name: ____________________________

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Problem #1 (20 points) - Computing The Maximum Roll

An fair n-sided die is rolled m times and suppose that X is the random
variable equal to the maximum value of these m rolls.

a.) (10 points) Determine and expression for the pmf

pn,m (x) = P (X = x|n, m)

of X in terms of n, m and x. Your final expression should involve only two


terms and be sure to check that your final result (summed over all possible
values of x) adds to one.

b.) (10 points) Using your result, show that


n µ ¶m
X x
En,m (X) = n + 1 −
x=1 n

for n ≥ 1.

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Problem #2 (20 points) - Every Vote Counts

Imagine that the United States Senate is about to vote on an important bill.
Let’s suppose that there are A senators (out of N) that are “against” the
bill (with A < N/2), and hence N − A = F > N/2 senators “for” the bill
so that if all N senators show up for the vote, the bill will past. However,
suppose that M of the senators miss the vote because they are not present
during the day of the vote and suppose that their absence is due to purely
random reasons (traffic delays, illness, forgetfulness, etc.) and has nothing
to do with whether a senator is either for or against the bill. It is then
possible for the bill to go the wrong way, i.e., for the senators who do show
up to vote to collectively defeat the bill.

a.) (15 points) In this problem, you want to compute the probability that the
bill is defeated given that M of the N senators miss the vote. You may
leave your final answer as a sum but clearly explain the terms in the sum
and the limits in the summation. Hint: Let X be the random variable on
the number of senators missing the vote that, if present, would have voted
for the bill. Then compute P (X = x|A, F, M) and go from there. Also,
assume that the bill is defeated if, at the time of the vote, the number of
senators for the bill is less than or equal to the number of senators against
the bill.

b.) (5 points) Compute the probability that the bill is defeated given that
M = 10 of the N = 100 senators miss the vote assuming also that A = 49
and F = 51.

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Solution to Problem #1

a.) First we note that the range set of X is

X = {1, 2, 3, ..., n}

and suppose that X = x. Then this can happen in the ways summarized in
the following table.

# of rolls that = x # of rolls that are < x Probability


1 m−1 C(m, 1)((x − 1)/n)m−1 (1/n)1
2 m−2 C(m, 2)((x − 1)/n)m−2 (1/n)2
3 m−3 C(m, 3)((x − 1)/n)m−3 (1/n)3
.. .. ..
. . .
j m−j C(m, j)((x − 1)/n)m−j (1/n)j
.. .. ..
. . .
m−2 2 C(m, m − 2)((x − 1)/n)2 (1/n)m−2
m−1 1 C(m, m − 1)((x − 1)/n)1 (1/n)m−2
m 0 C(m, m)((x − 1)/n)0 (1/n)m

The probabilities are computed by noting that in the case when j of the
m rolls equal x, there must be n − j rolls less than x, and regardless of their
values, they all have the same probability of 1/n, and so the probability
that a roll is less than x is (x − 1)/n. Then, using the binomial distribution,
each of these has probability
à !µ ¶m−j µ ¶j
m x−1 1
j n n
and so m
à !µ ¶m−j µ ¶j
X m x−1 1
P (X = x) =
j=1 j n n
or
m
à !µ ¶m−j µ ¶j à !µ ¶m−0 µ ¶0
X m x−1 1 m x−1 1
P (X = x) = −
j=0 j n n 0 n n

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or µ ¶m µ ¶m µ ¶m µ ¶m
x−1 1 x−1 x x−1
pn,m (x) = + − = −
n n n n n
or
xm − (x − 1)m
pn,m (x) =
nm
for x = 1, 2, 3, ..., n. It should be noted that
n n
X X xm − (x − 1)m nm − (1 − 1)m
pn,m (x) = = =1
x=1 x=1 nm nm

as it must.

b.) Here we have


n n
X X xm+1 − x(x − 1)m
En,m (X) = xpn,m (x) =
x=1 x=1 nm
or
n
xm+1 − (x − 1)(x − 1)m − (x − 1)m
X
En,m (X) =
x=1 nm
n
X xm+1 − (x − 1)m+1 − (x − 1)m
=
x=1 nm
n
nm+1 − (1 − 1)m+1 X (x − 1)m
= −
nm x=1 nm
or

n−1
x
¶m n µ ¶m
X x
En,m (X) = n − =n+1−
x=1 n x=1 n
for n ≥ 1.

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Solution To Problem #2

a.) Let X be the random variable on the number of senators missing the vote
that, if present, would have voted for the bill. Then for X = x, M − x is
the number of senators missing the vote who would have voted against the
bill. Now it should be clear that the bill will be defeated if

F − x ≤ A − (M − x) or (N − A) − x ≤ A − (M − x)

which is the same as


» ¼
F −A+M F −A+M
x≥ or x≥ ≡ xmin
2 2
since x must be an integer. Then the probability that the bill is defeated is
M
X
P = P (X ≥ xmin ) = P (X = x)
x=xmin

and the number of ways of picking x senators out of F = N − A to miss the


vote (from those who would have voted for the bill) is
à !
F
x
and the number of ways of picking the other M − x senators out of A to
miss the vote (from those who would have voted against the bill) is
à !
A
M −x
and the total number of ways of picking M senators out N = A + F that
miss the vote is à !
N
.
M
Using the hypergeometric distribution, we find that
³ ´³ ´
F A
x M−x
P (X = x) = ³ ´
N
M

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and so ³ ´³ ´
min(F,M) F A
X x M−x
P = ³ ´
N
x=xmin M

where » ¼
F −A+M
xmin ≡ .
2
b.) For A = 49, F = 51, N = 100 and M = 10, we find that
» ¼
51 − 49 + 10
xmin ≡ = d6e = 6
2
and then ³ ´³ ´
min(51,10) 51 49
X x 10−x 6475011
P = ³ ´ =
100 16340038
x=6 10

or P ' 0.396 = 39.6%.

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