IE 335 – Stochastic Models

1. Two cards are randomly selected from a deck of 52 playing cards.

a) What is the probability they constitute a pair (that is, that they are of the same denomination)?
b) What is the conditional probability they constitute a pair given that they are of different suits?

2. Bill and George go target shooting together. Both shoot at a target at the same time. Suppose Bill hits the
target with a probability of 0.7, whereas George, independently, hits the target with a probability of 0.4.

a) Given that exactly one shot hit the target, what is the probability that it was George’s shot?
b) Given that the target is hit, what is the probability that George hit it?

3. Consider two boxes, one containing one black and one white marble, the other, two black and one white
marble. A box is selected at random and a marble is drawn at random from the selected box.

a) What is the probability that the marble is black?

b) What is the probability that the first box was the one selected given that the marble is white?

4. An urn contains 2 white and 3 blue balls. Let X denote the number of blue balls drawn. State the sample
space, compute PMF, and CDF of X for the following scenarios.

a) 3 balls are drawn with replacement.

b) 3 balls are drawn without replacement.

5. Suppose a die is rolled twice. What are the possible values that the following random variables can take
on?

a) The maximum value appears in the two rolls.

b) The minimum value appears in the two rolls.
c) The sum of the two rolls.
d) The value of the first roll minus the value of the second roll.

6. Suppose that an airplane engine will fail, when in flight, with probability 1 − p independently from the
engine to engine; suppose that the airplane will make a successful flight if at least 50 percent of its engines
remain operative. For what values of p is a four-engine plane preferable to a two-engine plane?

7. Assume that 20 parts are checked each hour and that X denotes the number of parts in the sample of 20
that require rework. Parts are assumed to be independent with respect to rework.
a) If the percentage of parts that require rework remains at 1%, what is the probability that hour 10 is
the first sample at which X exceeds 1?
b) If the rework percentage increases to 4%, what is the probability that hour 10 is the first sample at
which X exceeds 1? (c) If the rework percentage increases to 4%, what is the expected number of
hours until X exceeds 1?

8. A chocolate company starts a campaign. They place 4 different coupons in each chocolate package, and
you get one free chocolate if you collect an entire series of coupons. Each type of coupon is equally likely
to be placed. What is the expected value and variance of the number of chocolates to get one for free?

9. The number of surface flaws in plastic panels used in the interior of automobiles has a Poisson distribution
with a mean of 0.05 flaw per square foot of plastic panel. Assume that an automobile interior contains 10
square feet of a plastic panel.

a) What is the probability that there are no surface flaws in an auto’s interior?
b) If 10 cars are sold to a rental company, what is the probability that none of the 10 cars has any surface
flaws?
c) If 10 cars are sold to a rental company, what is the probability that at most 1 car has any surface
flaws?
IE 335 – Stochastic Models

10. Let X and Y be independent Poisson random variables with respective means λ1 and λ2. Calculate the
distribution of X + Y.

11. The number of customers entering a store on a given day is Poisson distributed with mean 𝜆 = 10. The
amount of money spent by a customer is uniformly distributed over (0, 100). Find the mean and variance
of the amount of money that the store takes in on a given day.

12. An airline knows that 5 percent of the people making reservations on a certain flight will not show up.
Consequently, their policy is to sell 52 tickets for a flight that can hold only 50 passengers. What is the
probability that there will be a seat available for every passenger who shows up?

13. Suppose that two teams are playing a series of games, each of which is independently won by team A
with probability p and by team B with probability 1-p. The winner of the series is the first team to win
four games. Find the expected number of games that are played and evaluate this quantity when p = 1/2.

14. Sam will read either one chapter of his probability book or one chapter of his history book. If the number
of misprints in a chapter of his probability book is Poisson distributed with a mean of 2 and if the number
of misprints in his history chapter is Poisson distributed with mean 5, then assuming Sam is equally likely
to choose either book, what is the expected number of misprints that Sam will come across?