NATIONAL UNIVERSITY OF SINGAPORE

EXAMINATION
ST2131/MA2216 PROBABILITY
(Semester 2: AY 2010–2011)
April/May 2011 — Time allowed: 2 hours

INSTRUCTIONS TO CANDIDATES

1. This examination paper contains SIX (6) questions and comprises THIRTEEN (13)
printed pages.

2. Answer ALL questions. Marks for each question are indicated. The total marks for this
paper is 70.

3. Candidates may use any calculator. However, they should lay out systematically the
various steps in the calculations.

4. Candidates may bring in ONE (1) two-sided, A4 size help sheet.

5. Write down your matriculation number and seat number neatly in the boxes provided
below. Answers should be written on this booklet. This booklet will be collected at the
end of the examination.

Matriculation Number :

Seat Number :

Question 1 2 3 4 5 6 Total

Score
 PAGE 2 ST2131/MA2216

Question 1
Players A and B play a sequence of independent games in which the two players take turn in
rolling a fair die of 6 faces. The 6 faces are labeled as 1, 2, 3, 4, 5 and 6. Player A rolls the die
once in game 1. Then, player A wins and the sequence stops if the die lands on 6, or otherwise
they proceed to game 2. In game 2, the die is rolled for the second time, but by player B. Then,
player B wins and the sequence stops if the die lands on either 6 or 5, or otherwise they proceed
to game 3. In game 3, the die is rolled for the third time, but by player A. Then, player A wins
and the sequence stops if the die lands on any one of 6, 5 or 4, or otherwise they proceed to
game 4. The sequence continues in this manner until the end of game 6.

(i) Find the probability that player A wins at game 5. [4 marks]

Solution
Let Wk , k = 1, . . . , 6, denote the event that the player who rolls the die in game k becomes the winner.

Player A can win in game 5 if

A did not get a ‘6’ in game #1. Then, B did not get either a ‘6’ or a ‘5’ in game #2. In game #3, A did not
get any one of {6, 5, 4}. In game #4, B did not get any one of {6, 5, 4, 3}. In game #5, A is able to get any
one of {6, 5, 4, 3, 2}. This (compound) event is represented by the intersection of the five events W1c , W2c ,
W3c , W4c and W5 .
The required probability
25
P(W1cW2cW3cW4cW5 ) = (5/6)(4/6)(3/6)(2/6)(5/6) = .
324

... – 3 –
 PAGE 3 ST2131/MA2216

(ii) Suppose player A wins the sequence. Find the probability that player A wins at game 3.
[4 marks]

Solution
The required probability is the conditional probability,

P({W1cW2cW3 } ∩ E)
P(W1cW2cW3 |E) =
P(E)
P(W1cW2cW3 )
=
P({W1 } ∪ {W1 W2cW3 } ∪ {W1cW2cW3cW4cW5 })
c

P(W1cW2cW3 )
=
P({W1 }) + P(W1cW2cW3 ) + P(W1cW2cW3cW4cW5 )
(5/6)(4/6)(3/6)
=
(1/6) + (5/6)(4/6)(3/6) + (5/6)(4/6)(3/6)(2/6)(5/6)
90
= .
169

... – 4 –
 PAGE 4 ST2131/MA2216

Question 2
Suppose that a certain disease is present in 10% of the population in a region, and that there is a
screening test designed to detect the presence of the disease in this population. Unfortunately,
the test does not work perfectly; it is possible that the test shows a negative result for a person
who has the disease, or it shows a positive result for a person who has no disease, or sometimes
the result is indecisive (that is, neither positive nor negative). The following table shows the
proportion of times that the test produces various results after diagnosing every person in this
population. For instance, it shows that 2% of the population have the disease and the test
showed a negative result.

Test Result
Positive (P) Indecisive (I) Negative (N)
Disease present (D) a 0.05 0.02
Disease absent (Dc ) b 0.01 d

(i) Find the value of a. [3 marks]

Solution
By law of total probability,
P(D) = P(D ∩ P) + P(D ∩ I) + P(D ∩ N),

that is, 0.1 = a + 0.05 + 0.02, which yields a = 0.03.

(ii) Suppose the events N and D are independent, show that d = 0.18. [3 marks]

Solution
Given that N and D are independent, then we have

P(N ∩ D) = P(N)P(D), or 0.02 = P(N) × 0.1.

Hence, P(N) = 0.2. As N and D are independent, N and Dc are also independent, and hence,

d = P(N ∩ Dc ) = P(N)P(Dc ) = 0.2 × (1 − 0.1) = 0.18.

... – 5 –
 PAGE 5 ST2131/MA2216

(iii) If a person selected at random from this population has no disease, what is the probability
that the test shows a positive result? [3 marks]

Solution
P(P ∩ Dc ) b 1 − 0.1 − 0.01 − 0.18 71
P(P|Dc ) = c
= = = .
P(D ) 0.9 0.9 90

(iv) If the values of a, b and d in the table are all known, can you find the total number of
cases in which the test gives a correct result in detecting the disease in this population? In
one short sentence, give a reason to support your answer. [3 marks]

Solution
The total number of cases in which the test gives correct detection of the disease is equal to

z = population size × (a + d).

However, the “population size” is not given by the question. So, z cannot be found.

... – 6 –
 PAGE 6 ST2131/MA2216

Question 3
An urn contains N balls numbered 1 through N. A sample of n balls (where n < N) are randomly
selected. Let X and Y be the minimum and maximum of the chosen numbers respectively.

(i) If the balls are selected without replacement, find the probability mass function of Y .
[3 marks]

Solution

(ii) If the balls are selected with replacement, find the probability mass function of Y .
[3 marks]

Solution

... – 7 –
 PAGE 7 ST2131/MA2216

(iii) If the balls are selected without replacement, find P(Y − X = 5) for N = 50, n = 5. Round
the answer to 6 decimal accuracy. [4 marks]

Solution

(iv) If the balls are selected with replacement, find P(Y − X = 1) for N = 50, n = 5. Round
the answer to 6 decimal accuracy. [4 marks]

Solution

... – 8 –
 PAGE 8 ST2131/MA2216

Question 4
Let R be a random variable with the probability density function
2
f (r) = 0.5642e−r , −∞ < r < ∞.

(i) Let W be the absolute value of R. Find the probability density function of W .
[3 marks]

Solution

(ii) Let X = R2 . Find the probability density function of X. [3 marks]

Solution

... – 9 –
 PAGE 9 ST2131/MA2216

(iii) Let Y be a random variable such that ln(Y ) has the same distribution as R. Find the
probability density function of Y . [3 marks]

Solution

(iv) Rank the 3 probabilities P(0 < W < u), P(0 < X < u) and P(0 < Y < u) from the smallest
to the largest, where u is a constant such that 0 < u < 1. [7 marks]

Solution

. . . – 10 –
 PAGE 10 ST2131/MA2216

Question 5

(a) Bus A arrives at the Computer Center bus stop at a time that is uniformly distributed
between 9:00 am and 10:00 am. Bus B arrives at the same bus stop at a time that is
uniformly distributed between 9:00 am and the arrival time of bus A. If you have been
waiting for bus B since 9:00 am, how long would you expect to wait? [6 marks]

Solution
Let X and Y denote the number of minutes past 9:00 am that bus A and bus B arrive at the bus stop,
respectively.

Then X is uniformly distributed over (0, 60) and its probability density function is given as

1
fX (x) = , 0 < x < 60.
60

x
Given that X = x, Y is uniformly distributed over (0, x), which means that E(Y |X = x) = .
2
Thus
E(Y ) = E[E(Y |X)]
Z
= E(Y |X = x) fX (x) dx
Z 60
x 1
= · dx
0 2 60
= 15.

Thus the expected waiting time for bus B is 15 minutes.

. . . – 11 –
 PAGE 11 ST2131/MA2216

(b) Let X and Y be two continuous random variables with finite expectations. The joint
probability density function of X and Y , f (x, y), is defined such that f (x, y) = 0, for x > y
and f (x, y) ≥ 0, for x ≤ y. Show that E(X) ≤ E(Y ). [4 marks]

Solution
Z ∞Z ∞
E(X) = x f (x, y) dx dy
−∞ −∞
Z ∞Z y
= x f (x, y) dx dy
−∞ −∞
Z ∞Z y
≤ y f (x, y) dx dy
−∞ −∞
Z ∞Z ∞
= y f (x, y) dx dy = E(Y ).
−∞ −∞

. . . – 12 –
 PAGE 12 ST2131/MA2216

Question 6

(a) The popular restaurant chain Hairy Jones has two branches in the cities of Tam-Pines
and Bee-Sam. The probability density function of the weekly profit of each branch, in
thousands of dollars, is given by
(
x/6, if 2 < x < 4,
f (x) =
0, otherwise.

Assuming that the profit of each branch is independent of the other, what is the probability
that one branch makes at least $1000 more than the other in the coming week?
[5 marks]

Solution
Let X and Y denote next week’s profit of the branch at Tam-Pines and Bee-Sam respectively. The required
probability is P(X > Y + 1) + P(Y > X + 1) which, by symmetry, is the same as 2P(Y > X + 1).

We know that X and Y are independent, so the joint density function is given by
(
xy/36, if 2 < x < 4, 2 < y < 4,
f (x, y) = f (x) f (y) =
0, otherwise.

The region satisfying the conditions {y > x + 1, 2 < x < 4, 2 < y < 4} = {2 < x < 3, x + 1 < y < 4} is shown
in the figure below:

The required probability is then given as

Z 3Z 4
xy
2P(Y > X + 1) = 2 dy dx
2 x+1 36
Z 3 2 4

xy
=2 dx
2 72 x+1
Z 3 x(15 − x2 − 2x)
=2 dx
2 72
3
1 15x2 x4 2x3

= − −
36 2 4 3 2
 
1 75 65 38
= − −
36 2 4 3
103
= .
432

. . . – 13 –
 PAGE 13 ST2131/MA2216

(b) Let X be a discrete random variable with probability mass function given by
 k
1
P(X = k) = 2 , k = 1, 2, 3, . . .
3

Compute MX (t), the moment generating function of X. Using MX (t), or otherwise, com-
pute E(X). [5 marks]

Solution
The moment generating function of X is given by

MX (t) = E etX

∞  k
1
tk
= ∑e 2
k=1 3
∞  t k
e
=2∑
k=1 3
et
3
= 2· t
1 − e3
2et
= ,
3 − et
for t < ln 3.

Note that
6et
MX0 (t) = ,
(3 − et )2
3
which means that E(X) = MX0 (0) = .
2

END OF PAPER