Practice Set 8

MA 202 - Probability and Statistics

April 1, 2021

1. A biased coin, which lands heads with probability 1/10 each time it is flipped, is flipped 200
times consecutively. Give an upper bound on the probability that it lands heads at least 120
times by using Markov inequality.

2. Random variable X is uniformly distributed between -1 and 1. Let X1 , X2 , . . ., be iid random

variables with the same distribution as X. Determine which, if any, of the following sequences
(all with n = 1, 2, . . .) are convergent in probability. Fully justify your answers. Include the
limits if they exist.

(a) Un = (X1 + X2 + ... + Xn )/n

(b) Vn = X1 X2 · · · Xn

3. Let X1 , X2 , · · · be a sequence of iid Uniform [0, 1] random variables. Let Yn = max{1+X1 , 1+

X2 , · · · , 1 + Xn }. Guess the limit of Yn as n → ∞. Show that Yn converges in probability.

4. Consider the sequence of random variables X1 , X2 , . . . where the PDF of Xn is given by

 n−1
 2 , if − n1 < x < n1
1
fXn (x) = , if n < x < n + 1
 n
0, otherwise.

Determine if the sequence {Xn , n ≥ 1} converges in probability to 0.

5. Let Xn , n ≥ 1, be a sequence of Exp(n) random variables. Show that Xn converges to 0 in

probability.

6. In your summer internship, you are working for the world’s largest producer of light bulbs.
Your manager asks you to estimate the quality of production, that is, to estimate the prob-
ability p that a bulb produced by the factory is defect-less. You are told to assume that all
light bulbs have the same probability of having a defect, and that defects in different light
bulbs are independent.

(a) Suppose that you test n randomly picked bulbs, what is a good estimate Zn for p, such
that Zn converges to p in probability?
(b) If you test 50 light bulbs, what is the probability that your estimate is in the range
p ± 0.1?
(c) The management asks that your estimate falls in the range p ± 0.1 with probability 0.95.
How many light bulbs do you need to test to meet this specification?

1
 7. Suppose that crowd size for cricket matches for India follows a Normal distribution with mean
26, 000 and standard deviation 5000. What is the probability that crowd size for a particular
match will be between 31, 000 and 36, 000?

8. Let X be a Binomial random variable with parameters n = 1000 and p = 0.5. Use the normal
distribution to calculate P(X ≤ 500) and P(X > 600). Use continuity correction to find your
answer.

9. Suppose that a sample of n = 1, 600 bulbs of the same type are obtained at random from
an ongoing production process in which 8% of all such bulbs produced are defective. What
is the probability that in such a sample 150 or fewer bulbs will be defective? (use normal
approximation to find the answer).

10. Cars arrive at a motorway filling station at a rate of 18 every hour. Approximate the proba-
bility that at least 23 cars arrive in an hour period.

11. You have invited 100 guests to a party. You need to arrange for coffee for the guests. You
believe that a guest might need 0, 1 or 2 cups of coffee with probabilities 1/4, 1/2, and 1/4
respectively. You assume that the number of coffee cups each guest drinks is independent
from other guests. How many coffee cups should you arrange so that you are 95% sure that
there is no shortage?

12. Suppose that in a communication system each data packet consists of 1000 bits. Due to the
noise, each bit may be received having error with probability 0.2. Assume that bit errors
occur independently. Find the probability that there are more than 100 errors in a certain
data packet.