Exercise #2

Solution to problem 4
Define:
Ai = choose exit i, i=1,2,3
T = time it takes to leave the room  expected time to live the room = E(T)
Note:
when choosing exit 2 it take 5 minutes to get back to the room and the mouse starts from the
beginning with expected time to live the room = E(T)
when choosing exit 3 it take 7 minutes to get back to the room and the mouse starts from the
beginning with expected time to live the room = E(T)

E (T )  E (T | A1) P( A1)  E (T | A2) P( A2)  E (T | A3) P( A3) 

1 1 1
 3    5  E (T )     7  E (T )   
3 3 3
5 1 7 1
 1   E (T )    E (T )  
3 3 3 3
2
E (T )  5  E (T )   E (T )  15
3

Solution to problem 5
a.
b.

1 1 1
PX (0)   
62 62
0 0
3
1 1 1 4
PX (i )  i 1
   , i  1, 2,
62 6  2 6  2 6  2i
i i

c.

P  ( X  Y )  X  2)  P ( X  0, Y  0)  P ( X  1, Y  1)
P ( X  Y | X  2)   
P ( X  2) P ( X  0)  P ( X  1)
1 1 1
 
 62 62 62 
0 1 i 1
1 1 2

3 3

d.

P(1  X 2  Y 2  5)  P( X  0, Y  1)  P ( X  1, Y  0)  P ( X  1, Y  1)  P ( X  2, Y  1)  P ( X  1, Y  2) 
1 1 1 1 1 7
     
6  2 6  2 6  2 6  2 6  2 12
0 0 1 1 1

e.

1 1  1 1 1 1
P( X  Y )       
i 0 6  2 6 i 0 2 6 1  1 3
i i

f.

4 1
Due to symmetry: PY (2)  PX (2)  
62 2
6

E ( X | Y  2)   iP( X  i | Y  2)  1 P( X  1| Y  2)  2  P( X  2 | Y  2)  3  P( X  3 | Y  2) 
i 0
 P( X  1, Y  2) P( X  2, Y  2) P( X  3, Y  2) 1/ 6  2 1/ 6  2 2 1/ 6  2 2 7
 1  2  3   2  3 
P(Y  2) P(Y  2) P(Y  2) 1/ 6 1/ 6 1/ 6 4

g.

4 1
Due to symmetry: PY (2)  PX (2)  
62 2
6

E ( X 2 | Y  2)   i 2 P( X  i | Y  2)  12  P( X  1| Y  2)  22  P( X  2 | Y  2)  32  P( X  3 | Y  2) 
i 0

1/ 6  2 1/ 6  22 1/ 6  22 15
 12   22   32  
1/ 6 1/ 6 1/ 6 4
2
15  7  11
V ( X | Y  2)  E ( X | Y  2)  E ( X | Y  2)     
2 2

4  4  16