EXAMINATION PAPER

Examination Session: Year: Exam Code:

May 2016 MATH1061-WE02

Title:
Calculus & Probability I paper 2: Probability

Time Allowed: 1 hour 30 minutes

Additional Material provided: None

Materials Permitted: None

Calculators Permitted: Use of electronic calculators is forbidden.

Visiting Students may use dictionaries: Yes

Instructions to Candidates: Credit will be given for your answers to each question.
All questions carry the same marks.

Revision:

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1. In a game of poker dice, a player rolls five standard six-sided dice to obtain a hand.

(a) A hand is a full house if it contains a triple of three dice showing the same value
and a pair of two dice showing another (different) value; so, for example, 44422
is a full house but 44444 is not.
What is the probability that a hand is a full house?
(b) A hand is a three of a kind if it contains a triple of three dice showing the same
value, and the remaining two dice showing two values different from each other
and also from the value of the triple; for example, 33316.
What is the probability that a hand is a three of a kind?
(c) In a variant of the game, after rolling the dice the player is allowed to pick up
one or more of the dice and roll them again; he must then stick with the new
rolls. Suppose the player is aiming for a full house with the following strategy:
if his first roll is a three of a kind, he re-rolls the two ‘spare’ dice (i.e., those not
part of the triple); otherwise, he sticks with his first roll.
What is the probability that (after any re-rolls) the player gets a full house with
this strategy?

2. Consider the following reliability network:

1 4

2 3

Assume that components fail independently, with

P(component i works) = pi .

(a) Find, as a function of p1 , p2 , p3 , p4 , the probability that the system works.

(b) Find the (conditional) probability that component 2 works, given that the sys-
tem works.

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3. A cricketer, Alec, when batting, chooses one of two shots to play, independently at
random when facing each ball. With probability 2/3 he plays an attacking shot,
and with probability 1/3 he plays a defensive shot (Alec is a naturally aggressive
player). If he plays an attacking shot, Alec scores four runs with probability 1/2
but gets out with probability 1/20 (these events are mutually exclusive); otherwise
no runs are scored. Similarly, if playing a defensive shot, Alec scores four runs with
probability 1/4 and gets out with probability 1/40; otherwise no runs are scored.
Alec bats until he gets out; his total score is the sum of all the runs scored before
he gets out.

(a) On facing any ball, what is the probability that Alec scores four runs? What is
the probability that he gets out?
(b) Suppose that Alec gets out. What is the probability that he played an attacking
shot to that ball?
(c) What is the expected total number of runs Alec scores before he gets out?
Hint: Use the partition theorem for expectations to write down an equation
involving this expectation.

4. Random variables X and Y are jointly distributed according to the joint probability
mass function pX,Y (x, y) given in the following table.

y
pX,Y (x, y)
−1 1
−1 1/8 3/8
x
1 3/8 1/8

So, for instance, P(X = 1, Y = −1) = 3/8.

(a) Compute E(Y | X = x) for x = −1 and x = 1.

(b) Express the random variable E(Y | X) in terms of X.
(c) Compute Var(X), Var(Y ), and Cov(X, Y ). What is Var(X + Y )?
(d) The conditional variance of Y given X is defined as

2
Var(Y | X) = E(Y 2 | X) − E(Y | X) .



Compute E Var(Y | X) and Var E(Y | X) and hence verify in this example
the formula


Var(Y ) = E Var(Y | X) + Var E(Y | X) .

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5. (i) Suppose that X1 , X2 , . . . , X16 are independent random variables with

E(Xi ) = 2 and Var(Xi ) = 9 for each i.
16
1 X
Let X̄ = Xi denote the average of these random variables.
16 i=1

Find E(X̄) and use Markov’s inequality to obtain an upper bound on P(X̄ ≥ 4).
Find Var(X̄) and use Chebyshev’s inequality to obtain a lower bound on
P(0 < X̄ < 4).
(ii) A random variable X with exponential distribution with parameter β > 0
has probability density function f (x) given by f (x) = βe−βx for x ≥ 0 and
f (x) = 0 otherwise.
Show that the moment generating function of X is
β
MX (t) = for t < β.
β−t

Hence compute E(X) and Var(X).

You may use, without proof, standard properties of moment generating func-
tions, provided that you state them clearly and correctly.

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