Example 1.

11
A class consisting of 4 graduate and 12 undergraduate students is randomly divided into 4 groups of 4. Use a sequential
approach

 What is the probability two graduate students are in different groups?

 What is the probability three graduate students are in different groups?
 What is the probability each group includes a graduate student? #card
The first graduate student has probability one of being in any given group. Let

A 1 = two students in dif f erent groups

A 2 = three ...

A 3 = f our ...

P (A 3 ) = P (A 1 ∩ A 2 ∩ A 3 )

= P (A 1 )P (A 2 ∣ A 1 )P (A 3 ∣ A 1 ∩ A 2 )

Once the first grad student is accounted for, there are 15 remaining students and 12 remaining spots for the second
student, and so on. Thus,

12 8 4
P (A 1 ) = , P (A 2 ∣ A 1 ) = , P (A 3 ∣ A 1 ∩ A 2 ) =
15 14 13

Example 1.23a
A class consisting of 4 graduate and 12 undergraduate students is randomly divided into 4 groups of 4. Use a counting approach

 What is the size of the sample space?

 How many ways can the graduate students be distributed? The undergrads?
 What is the probability each group includes a graduate student? #card
The sample space has size:

16 16!
( ) =
4, 4, 4, 4 4!4!4!4!

There are 4! ways to distribute the four graduate students. The 12 undergraduates are distributed into four groups of three,
which can be done in

12 12!
( ) =
3, 3, 3, 3 3!3!3!3!

different ways. The probability each group contains a graduate student is:

12
4! ( )
3, 3, 3, 3

16
( )
4, 4, 4, 4

Example 1.23b
You have n , n , n CDs of three types. How many ways can you arrange them so that CDs of the same type stay together? What if
1 2 3

you give away k of each type? #card

i

3! ways to arrange the types of CDs, e.g. type 1 / type 2 / type 3.

n ! permutations within each group of CDs.

i

Total ways:

3!n 1 !n 2 !n 3 !

If you give away k of each type, then we have (n

i i − k i )! permutations, so we use the n Pr formulae:
n! n! n!
= =
(n − r)! (n − (n − k))! k!

Thus,

n1 ! n2 ! n3 !
3!
k1 ! k2 ! k3 !

1.8
In a best of 3 tournament, show that is optimal to play the weakest opponent second. #card
Let p be the probability of winning the i-th game. Let
i
 A = win the second game and win the f irst, or lose the f irst and win the third

p(A) = p 2 p 1 + (1 − p 1 )p 2 p 3 = p 2 (p 1 + p 3 − p 1 p 3 )

B = win the f irst game and win either the second or third

p(B) = p 1 p 2 + p 1 (1 − p 2 )p 3 = p 1 (p 2 + p 3 − p 2 p 3 )

C = win the third and either the f irst or second

p(C) = p 2 p 3 + p 1 (1 − p 2 )p 3 = p 3 (p 2 + p 1 − p 1 p 2 )

Compute A − B and A − C . Note that the p 1

p2 p3 terms cancel out.

1.9a
If S form partition of Ω = ⋃
i
n

i
Si , show that
n

P (A) = ∑ P (A ∩ S i )
i=1

#card
Since S partition Ω, we have
i

A = ⋃ (A ∩ S i )
i=1

n
P (A) = P (∪ A ∩ S i ) = ∑ P (A ∩ S i )
i=1

i=1

1.9b
Show that, for any A, B, C , we have
c c
P (A) = P (A ∩ B) + P (A ∩ C) + P (A ∩ B ∩ C ) − P (A ∩ B ∩ C)

#card
c
P (A) = P (A ∩ B ∩ C) + P (A ∩ B ∩ C )
c c c
+ P (A ∩ B ∩ C) + P (A ∩ B ∩ C )
c
A ∩ B = (A ∩ B ∩ C) ∪ (A ∩ B ∩ C )

1.11
Show that

P (A 1 ∩ A 2 ∩ … A n ) ≥ P (A 1 ) + P (A 2 ) ⋯ + P (A n ) − (n − 1)

#card
n n c
1 − P (∩ A i ) = P ((∩ Ai ) )
i i
n c
= P (∪ A )
i i
n

c
≤ ∑ P (A )
i

i
n

= ∑(1 − P (A i ))
i
n

= n − ∑ P (A i )
i

1.13a
A n ⊂ A n+1 for all n. Let A = ∪ ∞
An . Show that

P (A) = lim P (A n )
n→∞

#card
Let B i = A i+1 ∩ A i and B 1 = A1 . Then, ∪ ∞
Bi = A . Thus,

P (A) = P (∪B i ) = ∑ P (B i )
n

= lim ∑ P (B i )
n→∞
n
= lim P (∪ B i ) = lim P (A n )
n n

1.13b
Let A i+1 ⊂ Ai and A = ∩ ∞
An . Show that

P (A) = lim P (A n )
n→∞

#card
Let C i
= A
c
i
. Then,
 c n c
A = ∪ Ci ⟹ C = A
n i

c ∞ c
C = A = (∩ An )
n
∞ c ∞
= ∪ A = ∪ Cn
n n n

Then,
c
1 − P (A) = P (A ) = P (C)
n c
= lim P (∪ C i ) = lim P (A )
i n
n n

= lim (1 − P (A n ))
n

1.15
A coin is tossed twice. Alice claims that the event of two heads is at least as likely if we know that the first toss is a head than if
we know that at least one of the tosses is a head. Is she right? #card
Let A be the event that the first toss is a head and B the event that the second toss is a head. The two probabilities are

P ((A ∩ B) ∩ A)
P (A ∩ B ∣ A) =
P (A)

P (A ∩ B)
=
P (A)

P (((A ∩ B) ∩ (A ∪ B)))
P (A ∩ B ∣ A ∪ B) =
P (A ∪ B)

P (A ∩ B)
=
P (A ∪ B)

We have

P (A ∩ B) 1/4 1
= =
P (A) 1/2 2

P (A ∩ B) 1/4 1
= =
P (A ∪ B) 3/4 3

1.17
100 items are inspected by testing four random items. If one of four is defective, the batch is rejected. What is the probability that
the batch is accepted if it contains five defectives? #card

P (A) = P (A 1 )P (A 2 ∣ A 1 )P (A 3 ∣ A 1 ∩ A 2 )P (A 4 ∣ A 1 ∩ A 2 ∩ A 3 )

95 94
= …
100 99

1.21
Two players take turns removing a ball from a jar that initially contains m white and n black balls. The first to remove a white ball
wins. Develop a recursive formula that gives the probability that the starting player wins. #card
let p(m, k) be the probability that the starting player wins when the jar initially contains m white and k black balls. This happens
when player one draws a white ball with probability . m

m+k

Alternatively, player one draws black and player two draws black on the next turn:

k
(1 − p(m, k − 1))
m + k

. Combining these,

m k
p(m, k) = + (1 − p(m, k − 1))
m + k m + k

1.22
Each of k jars contains m white and n black balls. A ball is randomly chosen and transferred from jar 1 to jar 2, then jar 2 to jar 3,
etc. The probability that the last ball from jar k is white has probability m/(m + n). #card
The probability that a white ball is chosen from the i-th jar is

m + 1 m
p i+1 = pi + (1 − p i )
m + n + 1 m + n + 1

. Then, substitute p 1
= m/(m + n) .

1.24
A prisoner knows two of three inmates will be released. He thinks that there is 2/3 probability of him being released, and that this
becomes 1/2 after asking the guard who one of the other inmates will be. Why is this wrong? #card
The model is incomplete - doesn't account for the guard's decision of which inmate to disclose. If A is released, then guard has
only one choice for who to disclose
 P ((B disclosed ) ∩ (A ∩ B released )) = 1/3

. Then, compute

P (A released  ∣  guard says ⋅)

for when guard says B or C .

1.25
There are two envelopes with different amounts of money. After picking one, you can switch. Strategy: flip a coin repeatedly and
let

X = 1/2 +  number of times to obtain heads f or the f irst time

. Then, switch envelopes if the amount in the envelope you picked is less than X. Does this strategy improve your probability of
finding the envelope with more money? #card
Let m and m be the lower and higher envelopes.
l h

Consider three events:

A = {X < m l } B = {m l < X < m h } C = {m h < X}

Let W be the event we get the larger envelope. Let A and A be the event that A occurs and we start with the lower or higher
l h

envelope, resp.

1
P (W ∣ A) = (P (W ∣ A h ) + P (W ∣ A l ))
2
1 1
= (1 + 0) =
2 2
1
P (W ∣ B) = 1 P (W ∣ C) =
2
P (W ) = P (A)P (W ∣ A) + P (B)P (W ∣ B) + P (C)P (W ∣ C)

1 1 1
= + P (B) ⟹ P (W ) >
2 2 2

1.27
Alice and Bob have 2n + 1 fair coins. Bob tosses n + 1 coins and Alice tosses the remaining n coins. Assuming independent tosses,
show that Bob will have more heads than Alice with probability 1/2. #card
1 Since Bob tosses an additional coin, he either tosses one more head or one more tail. These events are equally likely by
symmetry.
2 Let B be the event that Bob tosses more heads. After each have tossed n times, let X be the event that Bob has more heads,
Y that Alice has more heads, and Z that they have the same number of heads. The coins are fair, so

P (X) = P (Y ), P (Z) = 1 − P (X) − P (Y )

Next,

1
P (B ∣ X) = 1, P (B ∣ Y ) = 0, P (B ∣ Z) =
2

. By the total probability thm,

P (B) = P (X)P (B ∣ X) + P (Y )P (B ∣ Y ) + P (Z)P (B ∣ Z)

1
= P (X) + P (B ∣ Z)
2

1.28
Let C be disjoint events that partition the sample space. Show that
i

P (A ∣ B) = ∑ P (C i ∣ B)P (A ∣ B ∩ C i )
i=1

#card

P (A ∩ B)
P (A ∣ B) =
P (B)
n

P (A ∩ B) = ∑ P ((A ∩ B) ∩ C i )
i=1

P ((A ∩ B) ∩ C i ) = P (B)P (C i ∣ B)P (A ∣ B ∩ C i )

n
P (B) ∑ P (C i ∣ B)P (A ∣ B ∩ C i )
i
P (A ∣ B) =
P (B)

1.29
Show that P (A ∣ B) > 0 i.f.f. P (A ∣ B c
) < 0 . #card
 c c c
P (A) = P (B)P (A ∣ B) + P (B )P (A ∣ B ) = P (B)P (A) + P (B )P (A)
c c
P (B)(P (A ∣ B) − P (A)) = P (B )(P (A) − P (A ∣ B ))

1.33
Show that a biased coin can be used to make an unbiased decision. #card
Let p be the probability of heads. We have that

p ≠ 1 − p

, so

p(1 − p) = (1 − p)p

, i.e. sequences of HT and TH are equally likely. We repeat tosses until HT or TH. Let A be the event that HT or TH happens on the k

k-th round and X the event that a decision is made.

HT and TH are equally likely, so P (X ∣ A ) = . Then,

k
1

P (X) = ∑ P (A k )P (X ∣ A k )
k=1

∞ ∞
1 1
= ∑ P (A k ) = since  ∑ P (A k ) = 1
2 2
k=1 k

1.36
There are n power plants. Each fail with probability p , independent of the others.
i

What is the probability that a city experiences a blackout?

What if two plants are necessary to prevent a blackout? #card
Let A be the event that there is a blackout.
n

P (A) = ∏ p i
i=1

. If two are required to prevent a blackout, then a blackout happens if n or n − 1 plants fail. The former is given above. The latter is
given by
n

P (all but plant i f ails) = (1 − p i ) ∏ pj

j=1, j≠i

n n n

P (A) = ∏ p i + ∑ ((1 − p i ) ∏ pj )
i=1 i=1 j=1, j≠i

1.37
n users need a voice connection and n data users need a data occasion. Each type of user has probability p (voice) and p (data)
1 2 1 2

of needing a connection. The data rate for voice is r and for data, r . The maximum rate of the system is c. What is the probability
1 2

that user demand exceeds capacity? #card

Let p (k ) be the probability that k users of each type need a connection. There are n Ck ways to choose k users, and among
i i i i i i

them, they either need a connection or not. Each individual's probability is Bernoulli, and so p (k ) is binomial: i i

ni
ki n i −k i
p i (k i ) = ( )p (1 − p i ) , i = 1, 2
i
ki

Total demand is given by ∑ 2

i=1
ki ri . If demand exceeds supply,

∑ ki ri > c
i=1

The probability of this event is the probability of all k1 and k such that total demand exceeds supply. Thus,
2

∑ p 1 (k 1 )p 2 (k 2 )
(k 1 ,k 2 )∣k 1 r 1 +k 2 r 2 >c, k 1 ≤n 1 , k 2 ≤n 2

1.39
A teacher does not teach unless k of n students show up. Each student has independent probabilities of attending: p if the g

weather is good, and p if the weather is bad. What is the probability that the teacher will teach on a given day? #card
b

Let B be the event of bad weather, and A the event that the teacher teaches. For each attending number i, k ≥ i ≥ n, the students
have binomial probabilities of attendance depending on the weather. The total probability of teaching P (A) is the union of
teaching with bad and good weather, which is a sum, since a day cannot have both good and bad weather:
c
B + B = 1
Then,
c c
P (A) = P (B)P (A ∣ B) + P (B )P (A ∣ B )
n
n
i n−i
P (A ∣ B) = ∑ ( )p (1 − p b )
b
i
i=k

n
n
c i n−i
P (A ∣ B ) = ∑ ( )p (1 − p g )
g
i
i=k

n
n
i n−i
P (A) = P (B) ∑ ( )p (1 − p b )
b
i
i=k

n
n
i n−i
+(1 − P (B)) ∑ ( )p (1 − p g )
g
i
i=k

1.41
There is a game with infinite contestants. At each round i, the i-th contestant spins a wheel. The contestant with the smallest
number thus far survives. Let N be the round at which the first contestant is eliminated. Assume no ties. For any n, find P (N = n).
#card
Let A be the event that contestant i has the smallest number among j contestants. There are no ties, so the minimum is unique,
ij

i.e. P (A ) = 1/j. If a contestant is eliminated in the n-th round: (1 contestant i was the minimum up to round n − 1, and 2
ij

contestant n drew the new minimum. Thus,

P (N = n) = P (A 1, n−1 ∩ A n,n ) = P (A 1, n−1 )P (A n,n ∩ A 1, n−1 )

1
P (A 1, n−1 ) =
n − 1
1
P (A n,n ∣ A 1, n−1 ) = P (A n,n ) =  by independence
n
P (A n,n ∣ A i, n−1 ) = P (A n,n ∣ A i, n−1 )  by symmetry
n−1

P (A n,n ) = ∑ P (A i,n−1 )P (A n,n ∣ A i,n−1 )

i=1

1
= P (A n,n ∣ A 1,n−1 ) =
n

1.50
There are n people with equal and independent probability of being born on any day. What is the probability that each person has
a different birthday? #card
There are w = 365 ⋅ 364 ⋅ 363 … 365 − (n − 1) ways for n people to have distinct birthdays. The probability of distinct birthdays is
w
n
365

1.52
Given a 52 card deck, what is the probability that the 13th card dealt is the first king to be dealt? #card
48
The probability of choosing a king is 1

13
, and there are 4 ways to choose a particular king. 12 non-king cards can be dealt in ( )
12

52
ways. There are ( ) ways to deal any arrangement of 13 cards. Thus,
13

48
( )
1 12
4 ⋅
13 52
( )
13

1.53
Ninety students are split into 3 groups of equal size. What is the probability that two students are in the same class? #card
90
There are ( ) ways to obtain the 3 groups. If we keep the two students together in a single group, the rest of the students in
30

90 − 2 = 88
that group can be chosen in ( ) ways. There are three groups, so
30 − 2 = 28

88
( )
30
3 ⋅
90
( )
30

1.54
There are twenty cars, ten US and ten foreign. There are twenty parking spaces, all in a row.

 How many ways can the cars be arranged?

 What is the probability that the cars will alternate so that no two cars of the same type are adjacent? #card
 There are 20! permutations of 20 cars.
  Generate two sequences of 10 cars each, then interleave them. There are 10! permutations of each separate sequence.
There are 2 ways to interleave them (first car can be US or foreign). Thus,

10!10!
2 ⋅
20!

1.57
How many 6 word sentences can eb made using each of the 26 letters exactly once? #card
A word is defined by two groups of letters separated by a space. 6 words have 5 spaces. Thus,

 generate all sequences of 26 letters = 26!

25
 compute the number of ways to insert 5 spaces = ( ) , since spaces can only go between letters, not at the end.
5

25
26! ⋅ ( )
5

1.61
An urn contains n balls of which m are red. We select k at random without replacement. What is the probability that i of the
selected balls are red? #card
n m n − m
There are ( ) ways to select k balls. There are ( ) ways to select i red balls, and ( ) to select the remaining, non-red
k i k − i

balls. Thus,

m n − m
( )( )
i k − i

n
( )
k