ELEN90054 Probability and Random Models

Solutions of Tutorial Workshop of week 4 = week of 21 March 2016

1.
k  i−1
X 1 3
FX (k) = P [X ≤ k] = ·
i=1
4 4
  Xk−1  i
1 3
= ·
4 i=0
4

1 1 − (3/4)k
= ·
4 (1 − 3/4)
= 1 − (3/4)k
Alternative approach: Consider that
P [X ≤ k] = 1 − P [X > k] (∗)
Now, P [X > k] is the probability that the first k trials are all failures (if this
wasn’t true, there would be a success in the first k trials). The probability the
first k trials are failures is simply equal to (3/4)k for this problem. Going back
to (∗) above, we then get
FX (k) = 1 − P [X > k] = 1 − (3/4)k

2. a. Note that it follows from our information about the CDF that the range of
X equals
SX = {−2, 0, 1, 4}.
We now find the PMF:
 1 1

 4
−0= 4
, x = −2
3
− 14 = 1
, x=0


 8 8
7
P [X = x] = 8
− 38 = 1
2
, x=1
1 − 78 = 1
, x=4



 8
0, else


(Check for yourself that indeed, it all adds up to 1).

b. P [0 ≤ X < 4] = P [X = 0] + P [X = 1] = 81 + 12 = 5
8

2
3. a. 1 = 9
+ 61 + α + 1
3
=⇒ α = 1 − 29 − 16 − 1
3
= 5
18

b. We find the CDF as follows:



 0, x < −3
 29 , −3 ≤ x < 1


2
P [X ≤ x] = 9
+ 16 = 187
, 1≤x<2
7 5 2
+ = 3, 2≤x<4


 218 118


3
+ 3
= 1, x≥4

1
4. We will call a lost packet a ”success”, and a received packet, a ”failure”. The
rv N is defined as the random variable that counts the number of timeslots un-
til “success” occurs, including that first timeslot where “success” occurs. Then
N ∼ Geometric(0.1). The question asks us to compute P [N ≥ 21].

Let’s look at the difficult way to compute this first.

∞
X 20
X
P [N ≥ 21] = (0.9)k−1 (0.1) = 1 − (0.9)k−1 (0.1)
k=21 k=1
20 n
1 − xn
 
1 − 0.9 X
= 1 − 0.1 using xi−1 =
1 − 0.9 i=1
1−x
= 1 − (1 − 0.920 ) = 0.920 ≈ 0.122

Now here’s an easier approach. If we’re looking for the first success to occur after
the 20th trial, then this requires the first 20 trials to be failures! This is simple
to compute
P [First 20 trials are failures] = (1 − p)20 = 0.920
which is the same answer.

5. (a) Let us reformulate this as the simple situation that there are only two servers,
namely S1 and 00 not S100 , where the probability of logging onto 00 not S1”
equals 0.8. Define X as the random variable that counts the number of
computers that connect to S1 . By considering “connecting to S1 ” as a
“success”, it is clear that X ∼ Binomial(5, 0.2). The probability that none
of the 5 computers connects to S1 equals P (X = 0) = (0.8)5 ≈ 0.328.
(b) This is a Multinomial Experiment. Unlike a Binomial experiment, with two
possible outcomes per trial (success and failure), there are more than two
(in this problem, three). For j = 1, 2, 3 define Xj as the random variable
that counts the number of computers that connect to Sj .
There are 5 · 4 = 20 length-5 sequences that have the symbol”S1 ” appearing
exactly once and the symbol “S2 ” also appearing exactly once (and thus
the symbol “S3 ” appearing three times). In fact, this expression equals
5!
1!1!3!
= 20.

Each of these sequences carries a probability of 0.21 0.31 0.53 . Thus P (X1 =
1, X2 = 1, X3 = 3) = 20 · 0.21 0.31 0.53 = 0.15.

6. (a) Call X the number of arrivals in 10 seconds. Each second is a trial, meaning,
a packet may arrive (success) or it may not (failure). The probability of
success is given as 0.1, and we are looking for the probability of 6 successes
in 10 trials. X is then Binomial(10,0.1), and therefore
 
10
P [X = 6] = (0.1)6 (1 − 0.1)4 ≈ 1.38 × 10−4
6

2
 (b) In this case, we have a large number of trials (n = 1000), and the probability
of success is small (p = 0.1). X is now Binomial(1000,0.1). Computing this
exactly gives
 
1000
P [X = 100] = (0.1)100 (0.9)900 ≈ 0.042
100
We can approximate X with random variable N ∼ Poisson(α), where α =
np = 100.
100100
P [N = 100] = e−100 ≈ 0.03986
100!
The Poisson approximation is reasonably close in this case.
Note: if we would have used the Poisson approximation in part (a) (with α = 1),
then the approximate value is 5.11 × 10−4 which is not a good approximation to
the true answer found in (a). Thus the Poisson approximation fails in this case,
this is because n = 10 is not large.
7. X = # of people who show up for the flight. We can model X as a Bino-
mial(105,0.9) random variable. Let E = the event that all those who show up
get seats. Therefore, we have E = {X ≤ 100}.
P [X ≤ 100] = 1 − P [X > 100]
= 1 − P [X = 105] − P [X = 104] − P [X = 103] − P [X = 102] − P [X = 101]
     
105 105 0 105 104 105
= 1− (0.9) (0.1) − (0.9) (0.1) − (0.9)103 (0.1)2 −
105 104 103
   
105 102 3 105
(0.9) (0.1) − (0.9)101 (0.1)4
102 101
≈ 0.98323....
The binomial coefficients above are simplified by noting that
   
n n
=
k n−k

Let’s try modeling this problem differently. Let Y = # of people who do NOT
show up for the flight. We can model Y as Binomial(105,0.1). We have a large
number of people (trials), and the probability they do NOT show up is small at
0.1. We can therefore try the Poisson approximation to a Binomial. We’ll define
Ŷ is Poisson(α), where α = np = (.1)(105) = 10.5.

We can relate X and Y by X +Y = 105, which says that Y = 105−X. The event
E defined above occurs when 5 or more people do NOT show up, i.e., Y ≥ 5.
Using the approximation Ŷ to Y , we compute
P [Ŷ ≥ 5] = 1 − P [Ŷ < 5]
= 1 − P [Ŷ = 0] − P [Ŷ = 1] − P [Ŷ = 2] − P [Ŷ = 3] − P [Ŷ = 4]
10.5 (10.5)2 (10.5)3 (10.5)4
 
−10.5
= 1−e 1+ + + +
1! 2! 3! 4!
≈ .978906

3
 This is pretty close to the exact value using the more complicated Binomial
calculation.

8. (a) Let N be the number of call arrivals in 10 seconds. We are given N ∼

Poisson(10), so E[N ] = 10. So we expect 10 calls in 10 seconds. We therefore
expect 1 call in 1 second. Similarly we expect 60 call arrivals in 60 seconds
(or 1 minute).
(b) As given, each arrival occurring in the first 10 seconds will still be present
at the exchange (i.e., no departures). Some voice calls will be blocked if
N ≥ 16.

P [N ≥ 16] = 1 − P [N ≤ 15]
15
X 10k
= 1− e−10
k=0
k!

9. The waiting time is exponentially distributed with parameter λ equal to 12 .

(a)

P [X ≤ 30 minutes] = P [X ≤ 0.5 hours] = FX (0.5)

0.5
= 1 − e− 2 ≈ 0.22

(b)

P [1 ≤ X ≤ 3] = FX (3) − FX (1)
3 1
= (1 − e− 2 ) − (1 − e− 2 )
1 3
= e− 2 − e− 2 ≈ 0.38

(c) Given that Jimmy has already waited 4 hours, the probability he has to wait
less than half an hour more is
P [(X ≥ 4 ∩ (X ≤ 4.5)]
P [X ≤ 4.5|X ≥ 4] =
P [X ≥ 4]
P [4 ≤ X ≤ 4.5]
=
P [X ≥ 4]
FX (4.5) − FX (4)
=
1 − FX (4)
4 4.5
e− 2 − e− 2
= 4
e− 2
e−2 − e−2.25
= = 1 − e−0.25 =≈ 0.22
e−2
exactly same as the result to part (a) since Exponential random variables are
memoryless (like Geometric random variables).

4
 7


10. (a) P [X ≤ 7] = 1 − P [X > 7] = 1 − Q σ

5


(b) P [X > 5] = Q σ

(c) P [−7 < X ≤ 5] = Q( −7 ) − Q( σ5 ) = 1 − Q 7 5

σ
−Q σ σ
4 8



(d) P [|X − 2| ≤ 6] = P [−4 ≤ X ≤ 8] = 1 − Q σ − Q σ
(similar to part c)
(e) P [1 ≤ |X − 2| ≤ 6] = P [ (X > 3 or X < 1) ∩ (−4 ≤ X ≤ 8) ]

3 8 4 1





= P [(−4 ≤ X < 1) ∪ (3 ≤ X < 8)] = Q σ
−Q σ
+1−Q σ
−Q σ

7−3 4



11. P [X ≤ 7] = 1 − P [X > 7] = 1 − Q σ
=1−Q σ

12. You were to solve for the unknown parameter using the given probability. Since
X is Poisson,
(α)0 e−α 1
P [X = 0] = =
0! 4
Taking the natural log of both sides and solving for α gives α = − ln 41 = ln 4.

Now we can use this value to solve for the probability you were asked for:
(ln 4)3 e− ln 4 (ln 4)3
P [X = 3] = = ≈ 0.111.
3! 24
13. Let X be a Binomial(7000,0.002) random variable. Use the Poisson approxima-
tion to a Binomial to calculate the P [20 ≤ X ≤ 23].

In this example, n is large and p is small, so we can use the Poisson approximation
to a binomial. To do this, we use α = np = (7000)(0.002) = 14. So now we
consider Poisson RV Y with parameter 14.
P [20 ≤ X ≤ 23] ≈ P [20 ≤ Y ≤ 23] = P [Y = 20] + P [Y = 21] + P [Y = 22] + P [Y = 23]
1420 e−14 1421 e−14 1422 e−14 1423 e−14
= + + +
20! 21! 22! 23!
= 0.067 (using matlab)
14. We need only worry about the interval [0, 3] where the density is non-zero. It is
easy to see that FX (x) is 0 for x < 0 and is 1 for x > 3. Let’s do the integral for
the interval 0 < x < 3.
Z x Z x
2v
For 0 < x < 3: FX (x) = g(v)dv = (2/3 − )dv
−∞ 0 9
2
x
= 2x/3 −
9
Then FX (3) = 1 which shows that the function g(·) is a valid PDF. In summary
we get

 0. x≤0
x2
FX (x) = 2x/3 − 9 , 0 ≤ x ≤ 3
1, x≥3
