Spring 2021 Midterm Solutions IEORE4101 (Prob, Stats, Simulation)

Problem 1
(a) Denote F = { The first die lands on 4},

1 1 1
P (E ∩ F ) = P ( The first die lands on 4, the second die lands on 3) = · =
6 6 36

6 1 1
P (E) = = , P (F ) = , ⇒ P (E ∩ F ) = P (E) · P (F ).
36 6 6
(b) Denote G = { The second die lands on 3},

1 1 1
P (E ∩ G) = P ( The first die lands on 4, the second die lands on 3) = · = .
6 6 36
6 1 1
P (E) = = P (G) = ⇒ P (E ∩ G) = P (E) · P (G).
36 6 6

Problem 2
(a)
P (at least one head) = 1 − P (all tails) = 1 − (1 − 0.3)5 ≈ 0.832.

(b) Let X ∼ Bin(5, 0.3) denote a binomial random variable, representing the number of
heads in the experiment. Then we have
 
5
P (X = 2) = (0.3)2 (1 − 0.3)3 = 0.3087.
2

(c) Note that the first head appears on the fifth toss is the same as the only head you
get is on the fifth toss. Thus, we have

P (only head on the fifth toss) = 0.3(1 − 0.3)4 = 0.07203.

You can also model this event using a geometric random variable directly.

Problem 3
Defining H as the event of a laptop lasting over 3 hours without recharging and A, B, C
the events that laptops are type A,B and C. Then, the information provided is:

• P (A) = 0.2 P (H|A) = 0.7

• P (B) = 0.3 P (H|B) = 0.4

1
 • P (C) = 0.5 P (H|C) = 0.3
(a) We are looking for the value of P (H) by using the law of total probability:

P (H) = P (H|A) · P (A) + P (H|B) · P (B) + P (H|C) · P (C)

= 0.7 · 0.2 + 0.4 · 0.3 + 0.3 · 0.5 = 0.41. (1)

(b) We are looking for the values of P (B|H). You can apply Bayes rule directly or:

P (H|B) · P (B)
P (B ∩ H) = P (H|B) · P (B) → P (B|H) = . (2)
P (H)
Then, using (1) and (2):

0.4 · 0.3
P (B|H) = ≈ 0.293.
0.41

Problem 4
Denote Poisson Random Variable X ∼ P oi(2) as the number of accident in a day. The
probability the there will be more than 1 accident per day is
 0
21

2
P (X > 1) = 1−P (X = 0)−P (X = 1) = 1−exp(−2) + = 1−3 exp(−2) ≈ 0.594
0! 1!
Then the desired probability is
 
6
(1 − 3 exp(−2))2 (3 exp(−2))4 ≈ 0.144.
2

Problem 5
(a) Denote X ∼ exp(0.05). By memoryless property of Exponential Random Variables,
we have
P (X > 10 + 20 | X > 10) = P (X > 20) = exp(−0.05 × 20) ≈ 0.368

(b) First, we need to find the range of the Uniform Random Variable Y . We know the
means matches, so that there is
T 1
= ,
2 0.05
where the left hand side gives the mean of Y and the right hand side gives the mean
of X.Thus,
T = 40.
Then we have
R 40 1
P (X > 10 + 20, X > 10) P (X > 30) 40
dx 1
P (X > 10+20 | X > 10) = = = R30
40 = .
P (X > 10) P (X > 10) 1
dx 3
10 40

2
Problem 6
(a) Since Z 1 Z 1
y c 1
cx + dx dy = + ,
0 0 3 2 6
5
we must have c = 3
.
(b)
Z 1 Z 1
5x + y 10x + 1 5x + y 2y + 5
fX (x) = dy = , 0 < x < 1, and fY (y) = dx = , 0 < y < 1.
0 3 6 0 3 6
Otherwise, fX (x) = fY (y) = 0.
(c)
f (x, 1) 2(5x + 1)
fX|Y =1 (x) = = , 0 < x < 1, and fX|Y =1 (x) = 0, otherwise.
fY (1) 7

(d) First, we compute

Z 1 Z 1 Z 1 Z 1
(5x + y)xy 1
E[XY ] = xyf (x, y)dxdy = dxdy = ,
0 0 0 0 3 3
Z 1 Z 1
x(10x + 1) 23
E[X] = xfX (x)dx = dx = ,
0 0 6 36
Z 1 Z 1
y(2y + 5) 19
E[Y ] = yfY (y)dy = dy = .
0 0 6 36
Using the expressions above, we have
1 23 19 5
Cov[X, Y ] = E[XY ] − E[X]E[Y ] = − × =− .
3 36 36 1296

(e) They are not independent. We can see this from either the non-zero covariance or the
relationship between the marginal distribution functions and the joint distribution
functions.