This action might not be possible to undo. Are you sure you want to continue?

**P(A brown-eyed, and a blue-eyed parent have a blue-eyed child) =
**

1

2

_

γ

γ +α

_

.

Problem 25. (Communication through a noisy channel) A transmitter wishes

to send one of two alternative messages, “a” or “b”. Because of the way these messages

originate, it is known that “b” messages are twice as likely as “a” messages. These mes-

sages are encoded into binary messages (codewords), in order to be transmitted over

a digital channel. Assume that the two codewords are 0110 and 1000, respectively.

However, the channel is noisy and each bit transmitted may be received incorrectly,

according to the probabilities shown below. For example, if a zero is sent, there is prob-

ability 0.2 that a 1 is received. Assume that errors during the transmission of diﬀerent

bits are statistically independent. Given that the receiver received the sequence 0001,

ﬁnd the probability that message “a” was transmitted.

Problem 26. We are given three coins. The ﬁrst coin is a fair coin painted blue

on the head side and white on the tail side. The other two coins are biased so that the

probability of a head is p. They are painted blue on the tail side and red on the head

side. Two of the three coins are to be selected at random and tossed. Describe the

outcomes in the sample space. It was experimentally determined that the probability

that the sides that land face up are of the same color is 29/96. What are the possible

values of p?

Solution. There are two stages to the experiment: the selection of the two coins and

the ﬂipping of the coins. There are three diﬀerent ways that two coins can be selected:

the 1st and 2nd, the 1st and 3rd, and the 2nd and 3rd. Each of these pairs are equally

likely to be selected. For each pair, the ﬂips have four possible outcomes: (heads,

heads), (heads, tails), (tails, heads), (tails, tails). The sample space can be described

as follows:

The probability that the sides that land face up are the same is then:

P(same) = P

_

(blue,blue)

_

+P

_

(red,red)

_

=

1

3

_

1

2

(1 −p) +

1

2

(1 −p) +p

2

+ (1 −p)

2

_

=

1

3

(2p

2

−3p + 2).

Setting this equal to

29

96

and solving the quadratic equation for p yields p = 5/8 or

p = 7/8.

Problem 27. A certain test for a disease is only 60% accurate. In order to arrive

at a somewhat trustworthy result, a blood sample is repeatedly tested until there are

4 test outcomes that indicate the same result. Given that a particular blood sample

came from a patient carrying the disease, ﬁnd the probability that in exactly i tests,

for i = 4, 5, 6, 7, the patient’s blood will be found to have the disease.

14

Homework 3.2

1/3

1/3

1 & 2

1/3

1 & 3

heads, tails

tails, heads

(1/2)p

(1/2)(1-p)

white, red

(1/2)(1-p)

(1/2)p

tails, tails

heads, heads

2 & 3

heads, tails

tails, heads

heads, heads

tails, tails

p(1-p)

(1-p)p

(1-p)(1-p)

pp

blue, red

blue, blue

red, blue

red, red

heads, tails

tails, heads

(1/2)p

(1/2)(1-p)

white, red

(1/2)(1-p)

(1/2)p

heads, heads

tails, tails white, blue

blue, blue

blue, red

white, blue

blue, blue

blue, red

*

*

*

*

Figure 0.7:

15

Solution.We use the binomial probabilities:

P(correct diagnosis in 4 tests) =

_

4

4

_

· (0.6)

4

= 0.1296,

P(correct diagnosis in 5 tests) =

_

5

4

_

· (0.6)

4

· (0.4)

1

= 0.2592,

P(correct diagnosis in 6 tests) =

_

6

4

_

· (0.6)

4

· (0.4)

2

= 0.31104,

P(correct diagnosis in 7 tests) =

_

7

4

_

· (0.6)

4

· (0.4)

3

= 0.29.

Problem 28. A new robot is equipped with the brains to solve any kind of problem

set! Due to bugs in the design, however, and independent of the diﬃculty of problems,

this robot gets problems right with probability 0.65, independently for each problem.

This robot is very expensive, and you have to decide whether to keep it or not. You

decide that if at any point the number of wrong problems exceeds the number of

correct problems by more than 15, you will return the robot. If, however, at any point

the number of correct problems exceeds the number of incorrect problems by 15, then

you will keep the robot. What are the chances that you will return the robot? Hint:

Use the solution to the gambler’s ruin problem.

Solution. We can reduce this problem to the gambler’s ruin problem with N = 30, k =

15, and p = 0.65. The event equivalent to returning the robot is that of G1 winning.

The probability of this event is

P15 =

1 −(0.35/0.65)

15

1 −(0.35/0.65)

30

≈ 9.3 ×10

−5

.

Problem 29. A particular jury consists of 7 jurors. Each juror has a 0.2 chance of

making the wrong decision, independently of the others. If the jury reaches a decision

by majority rule, what is the probability that it will reach a wrong decision?

Solution.The number of jurors that make the “wrong” decision can be modeled as a

binomial random variable with parameters n = 7 and p = .2. The jury as a whole

will make the wrong decision if 4, 5, 6, or 7 jurors make the wrong decision. Denote

these events by A, B, C, D, respectively. Since these events are mutually exclusive,

the probability of their union is the sum of their probabilities, so

P(Jury Error) = P(A) +P(B) +P(C) +P(D)

=

_

7

4

_

(0.2)

4

· (0.8)

3

+

_

7

5

_

(0.2)

5

· (0.8)

2

+

_

7

6

_

(0.2)

6

· (0.8)

1

+

_

7

7

_

(0.2)

7

· (0.8)

0

= 0.033.

16

Homework 3.3

Problem 30. Galton’s quincunx: Consider a mechanical device in which balls are

dropped through a triangular array of nails, starting at the top. The nails are placed

in rows, with each nail having two nails symmetrically placed in the row underneath

it. There is a total of n rows. Every time a ball hits a nail it has a probability 0.5 to

fall to the left of the nail and a probability of 0.5 to fall to the right of the nail. The

ball comes to rest at the nth row. What is the probability that the ball rests to the

left of the kth nail of the nth row?

Problem 31. Calculating the odds. Let A be an event such that 0 < P(A) < 1.

The odds in favor of A are deﬁned to be

O(A) =

P(A)

P(A

c

)

,

while the odds against A are deﬁned to be the reciprocal of O(A). [To connect the term

“odds” with its common usage, note for example that if the probability that a given

horse wins a race at the track is 1/3, the odds against the horse winning are 2 to 1. A

“fair” racetrack would then pay $2 for every $1 bet on the horse (plus the original $1

bet), if the horse wins; “fair” here means that the racetrack would break even on the

average – this will become more precise in Chapter 2, when we will discuss the notion of

expected value.] This problem deals with a formula for calculating “conditional odds,”

that is, odds based on some partial information. If A and B are events with P(A) > 0

and P(B) > 0, the odds in favor of A given B are deﬁned as

O(A| B) =

P(A| B)

P(A

c

| B)

.

Show that

O(A| B) = L(B| A)O(A),

where L(B| A) is the so called likelihood ratio of B given A, deﬁned as

L(B| A) =

P(B| A)

P(B| A

c

)

.

Solution.By deﬁnition, O(A| B) is equal to

P(A| B)

P(A

c

| B)

=

P(A∩ B)/P(B)

P(A

c

∩ B)/P(B)

=

P(A∩ B)

P(A

c

∩ B)

=

P(B| A)P(A)

P(B| A

c

)P(A

c

)

= L(B| A)O(A).

Problem 32. Hypothesis testing. May B. Lucky is a compulsive gambler who

is convinced that on any given day she is either “lucky,” in which case she wins each

red/black bet she makes in the roulette with probability pL > 1/2, or she is “unlucky,”

in which case she wins each red/black bet she makes in the roulette with probability

pU < 1/2. May visits the casino every day, and believes that she knows the a priori

probability that any one given visit is a “lucky” one (i.e., corresponds to pL rather

than pU). To improve her chances, May adopts a system whereby she estimates on-line

whether she is lucky or unlucky on a given day, by keeping a running count of the

numbers of bets that she wins and loses. In particular, she continues to play until the

17

conditional odds in favor of the event {lucky on the current day}, given the number

of wins and losses so far, fall below a certain threshold (see the preceding problem).

As soon as this happens, she stops playing. Provide a simple algorithm for updating

May’s conditional odds with each play. Note: This example is typical of reasoning in

sequential hypothesis testing systems, where the probability of correctness of a certain

hypothesis, given some evidence, is calculated and sequentially updated.

Solution.Let A be the event that May is lucky on the current day, and let Bm,n be the

event that m wins and n losses have occurred so far. We assume independence of the

results of diﬀerent spins/plays. Then we have, using the odds formula of the preceding

problem and the binomial formula,

O(A| Bm,n)

O(A)

= L(Bm,n | A) =

P(Bm,n | A)

P(Bm,n | A

c

)

=

_

m+n

m

_

p

m

L

(1 −pL)

n

_

m+n

m

_

p

m

U

(1 −pU)

n

=

_

pL

pU

_

m

_

1 −pL

1 −pU

_

n

From this formula, a convenient recursive algorithm is obtained. After m+n plays, in

which m wins and n losses occurred, we have

O(A| Bm+1,n) = O(A| Bm,n)

pL

pU

, if she wins in the next play,

O(A| Bm,n+1) = O(A| Bm,n)

1 −pL

1 −pU

, if she loses in the next play.

The initial condition is O(A| B0,0) is equal to the initial (unconditional) odds O(A)

(which May knows by assumption).

Problem 33. * Let A and B be events such that A ⊂ B. Can A and B be

independent?

Solution.The events A and B are independent if and only if P(A)P(B) = P(A∩ B) =

P(A), where the last equality follows from the fact that A ⊂ B. This can be the case

if and only if P(A) = 0 or P(B) = 1.

Problem 34. * Alice starts by ﬂipping a coin until she obtains tails for the ﬁrst time.

After that, Bob starts ﬂipping until he obtains tails for the ﬁrst time, and they keep

alternating similarly. Assume that coin ﬂips are independent and that the probability

of heads at each ﬂip is p. The game ends when either Alice has accumulated m heads,

in which case she wins, or when Bob has accumulated n heads, in which case he wins,

whichever comes ﬁrst. Show that the probability qm,n that Alice wins satisﬁes

qm,n = pqm−1,n + (1 −p)(1 −qn,m).

Solution.

SECTION 1.6. Counting

Problem 35. A parking lot contains 100 cars that all look quite nice from the

outside. However, K of these cars happen to be lemons. The number K is known to

lie in the range {0, 1, . . . , 9}, with all values equally likely.

18

Homework 3.4

(a) We testdrive 20 distinct cars chosen at random, and to our pleasant surprise, none

of them turns out to be a lemon. Given this knowledge, what is the probability

that K = 0?

(b) Repeat part (a) when the 20 cars are chosen with replacement; that is, at each

testdrive, each car is equally likely to be selected, including those that were

selected earlier.

Solution.(a) Let A be the event that all 20 cars tested are good. We are asked to ﬁnd

P(K = 0 | A). Using Bayes’ rule, we have

P(K = 0 | A) =

P(K = 0)P(A| K = 0)

9

i=0

P(K = i)P(A| K = i)

.

It is given that P(K = i) = 1/10 for all i. To compute P(A| K = i), we condition

on the event of exactly i lemons, and reason as follows. The ﬁrst selected car has

probability (100 −i)/100 of being good. Having succeeded in the ﬁrst selection, we are

left with 99 cars out of which i are lemons; thus, the second selected car has probability

(99 −i)/99 of being good. Continuing similarly, and using the multiplication rule, we

obtain

P(A| K = i) =

(100 −i)(99 −i) · · · (81 −i)

100 · 99 · 81

,

from which we can then obtain P(K = 0 | A).

(b) We use the exact same argument as in part (a), except that we need to recalculate

P(A| K = i). Since the cars are chosen with replacement, we are dealing with 20

independent Bernoulli trials. The probability of ﬁnding a good car in any one trial is

(100 −i)/100. The probability of ﬁnding good cars in all 20 trials is

P(A| k = i) =

_

100 −i

100

_

20

,

from which we can then obtain P(K = 0 | A).

Problem 36. A certain department oﬀers 8 lower level courses: {L1, L2, . . . , L8}

and 10 higher level courses: {H1, H2, . . . , H10}. A valid curriculum consists of 4 lower

level courses, and 3 higher level courses.

(a) How many diﬀerent curricula are possible?

(b) Suppose that {H1, . . . , H5} have L1 as a prerequisite and {H6, . . . H10} have L2

and L3 as prerequisites, i.e., any curricula which involve, say, one of {H1, . . . , H5}

must also include L1. How many diﬀerent curricula are there?

Solution.(a) There are

_

8

4

_

ways to pick 4 lower level classes, and

_

10

3

_

ways to choose

3 higher level classes, so there are

_

8

4

__

10

3

_

valid curricula.

(b) This part is more involved. We need to consider several diﬀerent cases

19

(i) Suppose we do not choose L1. Then both L2 and L3 must be chosen; otherwise

no higher level courses would be allowed. Thus, we need to choose 2 more lower

level classes out of the remaining 5, and 3 higher level classes from the available

5. We then obtain

_

5

2

__

5

3

_

valid curricula.

(ii) If we choose L1 but choose neither L2 nor L3, we have

_

5

3

__

5

3

_

choices.

(iii) If we choose L1 and choose one of L2 or L3, we have 2 ·

_

5

2

__

5

3

_

choices. This is

because there are two ways of choosing between L2 and L3,

_

5

2

_

ways of choosing

2 lower level classes from L3, . . . , L8, and

_

5

3

_

ways of choosing 3 higher level

classes from H1, . . . , H5.

(iv) Finally, if we choose L1, L2, and L3, we have

_

5

1

__

10

3

_

choices.

Note that we are not double counting, because there is no overlap in the cases we are

considering, and furthermore we have considered every possible choice. The total is

obtained by adding the counts for the above four cases.

Problem 37. How many 6-word sentences can be made using each of the 26 letters

of the alphabet exactly once? A word is deﬁned as a nonempty (possibly jibberish)

sequence of letters.

Solution.Think of a 6-word sequence using the 26 letters as a sequence of length 31:

there are 26 letters, plus ﬁve blanks to separate one word from the next. Note that

the blanks cannot be at the beginning or the end of the sequence, which only leaves 29

available positions. Thus, there are

_

29

5

_

possible choices for the locations of the blanks.

Then, the 26 letters can be placed in arbitrary order (permutation) in the remaining

26 locations (26! choices). Thus, the number of possible sentences is 26!

_

29

5

_

.

Problem 38. A candy factory has an endless supply of red, orange, yellow, green,

blue, and violet jelly beans. The factory packages the jelly beans into jars of 100 jelly

beans each. One possible color distribution, for example, is a jar of 56 red, 22 yellow,

and 20 green jelly beans. As a marketing gimmick, the factory guarantees that no two

jars have the same color distribution. What is the maximum number of jars the factory

can produce?

Solution.Think of lining up the jelly beans, by ﬁrst placing the red ones, then the orange

ones, etc. We also place 5 dividers to indicate where one color ends and another starts.

(Note that two dividers can be adjacent if there are no jelly beans of some color.) By

considering both jelly beans and dividers, we see that there is a total of 105 positions.

Choosing the number of jelly beans of each color is the same as choosing the positions

of the dividers. Thus, there are

_

105

5

_

possibilities, and this is the number of possible

jars.

Problem 39. We have m married couples (2m individuals). After a number of

years, each person has died, independently, with probability p. Let N be the number

of surviving individuals. Let C be the number of couples in which both individuals are

alive. Find the conditional probability P(C = c | N = n).

Solution.Use Bayes rule. Find P(N = n| C = c) ﬁrst. The c couples give 2c alive

individuals. Then ﬁnd the number of ways that we can have n − 2c alive ones in the

remaining couples without having any alive couples.NEEDS TO BE WORKED OUT

- TRICKY

20

Problem 40. Consider three independent rolls of a fair six-sided die.

(a) What is the probability that the sum of the three rolls is 11?

(b) What is the probability that the sum of the three rolls is 12?

(c) In the seventeenth century, Galileo explained the experimental observation that

a sum of 10 is more frequent than a sum of 9, even though both 10 and 9 can be

obtained in six distinct ways. Can you retrace Galileo’s thinking?

Solution. (a) The number of outcomes that leads to a sum of 11 is the number of

outcomes of the ﬁrst two rolls that lead to a sum greater than or equal to 11 − 6 = 5

and less than or equal to 11 − 1 = 10. The number of outcomes of the ﬁrst two rolls

that leads to sum less than 5 or greater than 10 is 9. So the desired probability is

6

2

−9

6

3

.

(b) The number of outcomes that leads to a sum of 12 is the number of outcomes of

the ﬁrst two rolls that lead to a sum greater or equal to 12 − 6 = 6 and less than or

equal to 12 −1 = 11. The number of outcomes of the ﬁrst two rolls that leads to sum

less than 6 or greater than 11 is 11. So the desired probability is

6

2

−11

6

3

.

(c) Each of the sums 9 and 10 can be obtained in six distinct ways:

9 = 1 + 2 + 6 = 1 + 3 + 5 = 1 + 4 + 4 = 2 + 2 + 5 = 2 + 3 + 4 = 3 + 3 + 3,

10 = 1 + 3 + 6 = 1 + 4 + 5 = 2 + 2 + 6 = 2 + 3 + 5 = 2 + 4 + 4 = 3 + 3 + 4.

However, the number of outcomes that sum to 9 is 25, while the number of outcomes

that sum to 10 is 27. Thus, a sum of 10 has probability 27/6

3

and is more frequent

than a sum of 9, which has probability 25/6

3

.

Problem 41. The weather on any given day can be sunny, cloudy, rainy, or snowy.

Assume that a snowy day can happen only during the winter, that a rainy day cannot

happen in the summer, and that each season has 90 days. What is the number of all

possible distinct 360-day weather sequences?

Solution. The number of possible sequences is (4 −1)

90

4

90

(4 −1)

90

(4 −2)

90

.

Problem 42. Consider a backgammon match with 25 games, each of which can have

one of two outcomes: win (1 point), or loss (0 points). Find the number of all possible

distinct score sequences under the following alternative assumptions.

(a) All 25 games are played.

(b) The match is stopped when one player reaches 13 points.

Solution. (a) 2

25

.

(b) First note that under this rule, each match will be stopped after a number of games

ranging from 13 to 25. If a match will be stopped at the k’th game with player 1 having

21

Homework 3.5

13 points, then the last game was a win and k − 13 of the previous games was a loss.

So, there are

_

k−1

k−13

_

matches that ends at the k’th game with player 1 having a score

of 13. Taking player 2 into consideration and summing over k, we obtain

2

25

k=13

_

k −1

k −13

_

possible distinct score sequences.

Problem 43. Alice and Bob each have a deck of playing cards. Each turns over a

randomly selected card. Determine the following:

(a) The probability that the two cards are of the same suit.

(b) The probability that at least one card is a spade.

(c) The probability that neither card is a diamond.

(d) The probability that both cards are hearts or spades.

Solution. (a)

P(the two cards are of the same suit) = 4

_

13

52

_

2

= 4

_

1

4

_

2

.

(b)

P(at least one card is a spade) = 1 −P(neither card is a spade)

= 1−

_

3 · 13

52

_

2

= 1−

_

3

4

_

2

(c)

P(neither card is a diamond) =

_

3 · 13

52

_

2

=

_

3

4

_

2

.

(d)

P(both cards are hearts or spades) =

_

2 · 14

52

_

2

=

_

1

2

_

2

.

Problem 44. A parking lot contains 100 cars, k of which happen to be lemons. N

of these cars are randomly selected and taken for a testdrive. Find the probability that

n of these cars turn out to be lemons.

Solution.Clearly if n > N or if n > k the probability must be zero. If n ≤ N and n ≤ k,

then we can ﬁnd the probability that the testdrive found n of the 100 cars defective by

counting the total number of size N subsets, and then the number of size N subsets

that contain n lemons. Clearly, there are

_

100

N

_

diﬀerent subsets of size N. To count the

number of size N subsets with n lemons, we ﬁrst choose the lemons from the k total

lemons, and then choose the N − n good cars from the remaining 100 − k cars. Thus

the number of ways to choose a subset of size N from 100 cars, and get n lemons, is

_

k

n

_

·

_

100 −k

N −n

_

22

Homework 3.6

Homework 3.7

and thus the desired probability is

_

k

n

_

·

_

100−k

N−n

_

_

100

N

_

Problem 45. Ninety students, including Joe and Jane, are to be split into three

classes of equal size, and this is to be done at random. What is the probability that

Joe and Jane end up in the same class?

Solution. Suppose we label the classes A, B, and C. The probability that Joe and

Jane will both be in class A is the number of possible combinations for class A that

involve both Joe and Jane, divided by the total number of combinations for class A.

Therefore the desired probability is

_

88

28

_

_

90

30

_.

Since there are three classrooms, the probability that Joe and Jane end up in the same

classroom is simply three times the answer we found above:

3 ·

_

88

28

_

_

90

30

_.

Problem 46. Find the probability of winning in the following lottery. You choose

5 distinct integers in the range from 1 to 100. Then, the lottery operator chooses

randomly 10 distinct integers in the same range (all outcomes being equally likely).

You win if all of your 5 numbers are among those chosen by the operator.

Problem 47. A bank has a vault with a combination lock. The lock has a combina-

tion that consists of 10 integers in increasing order ranging from 1 to 90, but will open

if any 8 of the numbers are entered. Find the probability that a burglar will open the

vault on the ﬁrst try.

Solution.To ﬁnd the probability, we will ﬁnd the number of favorable outcomes, and

divide by the total number of possible outcomes. There are

_

10

8

_

favorable outcomes,

i.e., successful combinations that will open the lock. There are

_

90

8

_

total number of

ways to choose 8 numbers out of 90, and therefore the probability that the burglar will

open the vault on his ﬁrst try is

_

10

8

_

_

90

8

_.

Problem 48. A standard 52-card deck is distributed between 4 players (as in bridge).

Find the probability that:

(a) Player 1 gets all 13 spades.

(b) Some player gets all 13 spades.

Solution.(a) P(A) =

1

(

52

13

)

= 1.57 ×10

−12

.

(b) P(B) = 4P(A) =

4

(

52

13

)

.

23

Homework 3.8

Homework 3.9

red white. tails tails. blue white. tails tails. red blue. tails blue. heads heads. blue * * pp p(1-p) 2&3 (1-p)p (1-p)(1-p) heads. tails * * Figure 0. tails heads.7: 15 . red blue. red blue. red red. heads heads. heads heads. heads tails. blue blue. heads tails. heads tails. blue red. red white. blue blue. blue white.(1/2)p (1/2)(1-p) 1&2 (1/2)p (1/2)(1-p) 1/3 (1/2)p (1/2)(1-p) 1/3 1&3 (1/2)p (1/2)(1-p) 1/3 heads. tails tails.

Since these events are mutually exclusive.4)3 = 0.6)4 · (0.8)1 + 6 7 (0. respectively. k = 15.35/0. this robot gets problems right with probability 0. Solution. If. and you have to decide whether to keep it or not. If the jury reaches a decision by majority rule.1296. We can reduce this problem to the gambler’s ruin problem with N = 30.2 chance of making the wrong decision.65)15 ≈ 9. then you will keep the robot.4)2 = 0. Denote these events by A.2)7 · (0.65. however.6)4 · (0.31104. · (0. A particular jury consists of 7 jurors. A new robot is equipped with the brains to solve any kind of problem set! Due to bugs in the design. at any point the number of correct problems exceeds the number of incorrect problems by 15. you will return the robot. what is the probability that it will reach a wrong decision? Solution. C.8)3 + 4 7 (0.3 × 10−5 . · (0. What are the chances that you will return the robot? Hint: Use the solution to the gambler’s ruin problem. and p = 0. B. 5. and independent of the diﬃculty of problems.2)4 · (0. independently of the others.8)2 5 7 (0.We use the binomial probabilities: 4 4 5 4 6 4 7 4 · (0. 6. P(correct diagnosis in 4 tests) = P(correct diagnosis in 5 tests) = P(correct diagnosis in 6 tests) = P(correct diagnosis in 7 tests) = Problem 28. the probability of their union is the sum of their probabilities.Solution. Each juror has a 0.65. The event equivalent to returning the robot is that of G1 winning. · (0.6)4 · (0.2592. or 7 jurors make the wrong decision. The probability of this event is P15 = 1 − (0. 16 . You decide that if at any point the number of wrong problems exceeds the number of correct problems by more than 15. 1 − (0. however.8)0 7 = 0.3 Problem 29.2)5 · (0. This robot is very expensive. independently for each problem. so P(Jury Error) = P(A) + P(B) + P(C) + P(D) = + 7 (0.2. D. The jury as a whole will make the wrong decision if 4.35/0.2)6 · (0.6)4 = 0.29.4)1 = 0.65)30 Homework 3.The number of jurors that make the “wrong” decision can be modeled as a binomial random variable with parameters n = 7 and p = .033.

Hypothesis testing. the odds in favor of A given B are deﬁned as O(A | B) = Show that O(A | B) = L(B | A)O(A). Every time a ball hits a nail it has a probability 0. Let A be an event such that 0 < P(A) < 1.5 to fall to the right of the nail.5 to fall to the left of the nail and a probability of 0. If A and B are events with P(A) > 0 and P(B) > 0. P(Ac | B) 17 . Lucky is a compulsive gambler who is convinced that on any given day she is either “lucky. and believes that she knows the a priori probability that any one given visit is a “lucky” one (i. Galton’s quincunx: Consider a mechanical device in which balls are dropped through a triangular array of nails. note for example that if the probability that a given horse wins a race at the track is 1/3.Problem 30.. A “fair” racetrack would then pay $2 for every $1 bet on the horse (plus the original $1 bet). Calculating the odds. she continues to play until the P(B | A) . “fair” here means that the racetrack would break even on the average – this will become more precise in Chapter 2. [To connect the term “odds” with its common usage. corresponds to pL rather than pU ). the odds against the horse winning are 2 to 1. if the horse wins. P(Ac ) while the odds against A are deﬁned to be the reciprocal of O(A). In particular.” in which case she wins each red/black bet she makes in the roulette with probability pL > 1/2.” in which case she wins each red/black bet she makes in the roulette with probability pU < 1/2. with each nail having two nails symmetrically placed in the row underneath it. May B. deﬁned as L(B | A) = Solution. or she is “unlucky.” that is. starting at the top. odds based on some partial information.] This problem deals with a formula for calculating “conditional odds.e. May visits the casino every day. P(B | Ac ) P(A | B) . O(A | B) is equal to P(A | B) P(A ∩ B)/P(B) P(A ∩ B) P(B | A)P(A) = = = = L(B | A)O(A). The odds in favor of A are deﬁned to be O(A) = P(A) .By deﬁnition. To improve her chances. by keeping a running count of the numbers of bets that she wins and loses. May adopts a system whereby she estimates on-line whether she is lucky or unlucky on a given day. What is the probability that the ball rests to the left of the kth nail of the nth row? Problem 31. There is a total of n rows. where L(B | A) is the so called likelihood ratio of B given A. The ball comes to rest at the nth row. The nails are placed in rows. when we will discuss the notion of expected value. P(Ac | B) P(Ac ∩ B)/P(B) P(Ac ∩ B) P(B | Ac )P(Ac ) Problem 32.

we have O(A | Bm+1. 18 .n = pqm−1. a convenient recursive algorithm is obtained.n + (1 − p)(1 − qn. fall below a certain threshold (see the preceding problem). or when Bob has accumulated n heads. in which m wins and n losses occurred. A parking lot contains 100 cars that all look quite nice from the outside. Then we have. Solution. where the last equality follows from the fact that A ⊂ B.n | A) = = O(A) P(Bm. Solution. whichever comes ﬁrst. Homework 3.0 ) is equal to the initial (unconditional) odds O(A) (which May knows by assumption). using the odds formula of the preceding problem and the binomial formula. O(A | Bm.n ) pL . with all values equally likely. * Alice starts by ﬂipping a coin until she obtains tails for the ﬁrst time. After m + n plays. Show that the probability qm. However.n | A) = L(Bm. * independent? Let A and B be events such that A ⊂ B. As soon as this happens.conditional odds in favor of the event {lucky on the current day}. This can be the case if and only if P(A) = 0 or P(B) = 1. Provide a simple algorithm for updating May’s conditional odds with each play. We assume independence of the results of diﬀerent spins/plays. Can A and B be Solution.n be the event that m wins and n losses have occurred so far.n | Ac ) m+n m m+n m pm (1 − pL )n L pm (1 − pU )n U = pL pU m 1 − pL 1 − pU n From this formula. Problem 34. she stops playing. pU if she wins in the next play. . where the probability of correctness of a certain hypothesis. Counting Problem 35. is calculated and sequentially updated. 1. Assume that coin ﬂips are independent and that the probability of heads at each ﬂip is p. and they keep alternating similarly.m ). After that. O(A | Bm. SECTION 1. .Let A be the event that May is lucky on the current day. in which case she wins. The initial condition is O(A | B0. . 9}. The number K is known to lie in the range {0.4 Problem 33.n ) 1 − pL . in which case he wins.n+1 ) = O(A | Bm.n ) = O(A | Bm.n ) P(Bm. and let Bm. Bob starts ﬂipping until he obtains tails for the ﬁrst time. given some evidence.6. The game ends when either Alice has accumulated m heads. . 1 − pU if she loses in the next play.The events A and B are independent if and only if P(A)P(B) = P(A ∩ B) = P(A). given the number of wins and losses so far. K of these cars happen to be lemons.n that Alice wins satisﬁes qm. Note: This example is typical of reasoning in sequential hypothesis testing systems.

we have P(K = 0 | A) = P(K = 0)P(A | K = 0) 9 i=0 P(K = i)P(A | K = i) . . Since the cars are chosen with replacement. It is given that P(K = i) = 1/10 for all i. ways to choose 19 . H2 . what is the probability that K = 0? (b) Repeat part (a) when the 20 cars are chosen with replacement. L8 } and 10 higher level courses: {H1 . . The ﬁrst selected car has probability (100 − i)/100 of being good. at each testdrive. except that we need to recalculate P(A | K = i). and using the multiplication rule. the second selected car has probability (99 − i)/99 of being good.. Problem 36. Using Bayes’ rule. To compute P(A | K = i). How many diﬀerent curricula are there? Solution. A certain department oﬀers 8 lower level courses: {L1 . none of them turns out to be a lemon. . . H5 } must also include L1 . A valid curriculum consists of 4 lower level courses. . . that is. . we obtain (100 − i)(99 − i) · · · (81 − i) P(A | K = i) = . The probability of ﬁnding a good car in any one trial is (100 − i)/100. . Given this knowledge.e. Continuing similarly. and 3 higher level courses. . and 4 3 higher level classes. thus. . We need to consider several diﬀerent cases 10 3 10 3 100 − i 100 20 . . . .(a) There are 8 ways to pick 4 lower level classes. The probability of ﬁnding good cars in all 20 trials is P(A | k = i) = from which we can then obtain P(K = 0 | A). each car is equally likely to be selected. . we are left with 99 cars out of which i are lemons. (b) This part is more involved. 100 · 99 · 81 from which we can then obtain P(K = 0 | A). we condition on the event of exactly i lemons. we are dealing with 20 independent Bernoulli trials. . We are asked to ﬁnd P(K = 0 | A). i. so there are 8 4 valid curricula. and to our pleasant surprise.(a) Let A be the event that all 20 cars tested are good. . . one of {H1 . L2 . . say. any curricula which involve. (a) How many diﬀerent curricula are possible? (b) Suppose that {H1 . Solution. H10 }. and reason as follows. including those that were selected earlier.(a) We testdrive 20 distinct cars chosen at random. (b) We use the exact same argument as in part (a). . H5 } have L1 as a prerequisite and {H6 . H10 } have L2 and L3 as prerequisites. Having succeeded in the ﬁrst selection.

Problem 37. Problem 39. Solution. . 5 Then. We also place 5 dividers to indicate where one color ends and another starts.(i) Suppose we do not choose L1 .Think of lining up the jelly beans. What is the maximum number of jars the factory can produce? Solution. and 3 higher level classes from the available 5. Find the conditional probability P(C = c | N = n). plus ﬁve blanks to separate one word from the next. Note that we are not double counting. and this is the number of possible 5 jars. is a jar of 56 red. Thus. One possible color distribution. we need to choose 2 more lower level classes out of the remaining 5. This is (iii) If we choose L1 and choose one of L2 or L3 . (Note that two dividers can be adjacent if there are no jelly beans of some color. yellow. Thus. . choices. (iv) Finally. for example. 2 3 (ii) If we choose L1 but choose neither L2 nor L3 . and furthermore we have considered every possible choice. We then obtain 5 5 valid curricula. . we have 5 1 10 3 choices. As a marketing gimmick.) By considering both jelly beans and dividers. there are 29 possible choices for the locations of the blanks. A candy factory has an endless supply of red. 5 Problem 38. Then both L2 and L3 must be chosen. etc. we have 5 3 5 2 5 3 5 3 5 2 choices. otherwise no higher level courses would be allowed. and L3 . and 5 ways of choosing 3 higher level 3 classes from H1 . . Let C be the number of couples in which both individuals are alive. with probability p. L8 . by ﬁrst placing the red ones. .NEEDS TO BE WORKED OUT .TRICKY 20 . Choosing the number of jelly beans of each color is the same as choosing the positions of the dividers. H5 . orange. independently. if we choose L1 . and violet jelly beans. blue. . green. because there is no overlap in the cases we are considering. and 20 green jelly beans. the factory guarantees that no two jars have the same color distribution. Thus. each person has died. we see that there is a total of 105 positions. . there are 105 possibilities. We have m married couples (2m individuals). the 26 letters can be placed in arbitrary order (permutation) in the remaining 26 locations (26! choices). The factory packages the jelly beans into jars of 100 jelly beans each. L2 . 22 yellow. Note that the blanks cannot be at the beginning or the end of the sequence. Thus. The c couples give 2c alive individuals. How many 6-word sentences can be made using each of the 26 letters of the alphabet exactly once? A word is deﬁned as a nonempty (possibly jibberish) sequence of letters. then the orange ones. Then ﬁnd the number of ways that we can have n − 2c alive ones in the remaining couples without having any alive couples. which only leaves 29 available positions. we have 2 · because there are two ways of choosing between L2 and L3 .Think of a 6-word sequence using the 26 letters as a sequence of length 31: there are 26 letters. The total is obtained by adding the counts for the above four cases. Let N be the number of surviving individuals.Use Bayes rule. the number of possible sentences is 26! 29 . Solution. Find P(N = n | C = c) ﬁrst. . After a number of years. ways of choosing 2 lower level classes from L3 .

Problem 41. (b) The match is stopped when one player reaches 13 points. even though both 10 and 9 can be obtained in six distinct ways. and that each season has 90 days. the number of outcomes that sum to 9 is 25. 63 (b) The number of outcomes that leads to a sum of 12 is the number of outcomes of the ﬁrst two rolls that lead to a sum greater or equal to 12 − 6 = 6 and less than or equal to 12 − 1 = 11. The number of outcomes of the ﬁrst two rolls that leads to sum less than 5 or greater than 10 is 9. If a match will be stopped at the k’th game with player 1 having 21 . So the desired probability is 62 − 11 . (a) All 25 games are played. (b) First note that under this rule. or snowy. Consider three independent rolls of a fair six-sided die. Can you retrace Galileo’s thinking? Solution. each of which can have one of two outcomes: win (1 point). a sum of 10 has probability 27/63 and is more frequent than a sum of 9. Problem 42. (a) What is the probability that the sum of the three rolls is 11? (b) What is the probability that the sum of the three rolls is 12? (c) In the seventeenth century. cloudy. Galileo explained the experimental observation that a sum of 10 is more frequent than a sum of 9. What is the number of all possible distinct 360-day weather sequences? Solution. 63 (c) Each of the sums 9 and 10 can be obtained in six distinct ways: 9 = 1 + 2 + 6 = 1 + 3 + 5 = 1 + 4 + 4 = 2 + 2 + 5 = 2 + 3 + 4 = 3 + 3 + 3. that a rainy day cannot happen in the summer.Homework 3. The number of possible sequences is (4 − 1)90 490 (4 − 1)90 (4 − 2)90 . So the desired probability is 62 − 9 . The weather on any given day can be sunny. Thus. each match will be stopped after a number of games ranging from 13 to 25. Find the number of all possible distinct score sequences under the following alternative assumptions. (a) 225 . However. or loss (0 points). The number of outcomes of the ﬁrst two rolls that leads to sum less than 6 or greater than 11 is 11.5 Problem 40. Solution. which has probability 25/63 . while the number of outcomes that sum to 10 is 27. Assume that a snowy day can happen only during the winter. 10 = 1 + 3 + 6 = 1 + 4 + 5 = 2 + 2 + 6 = 2 + 3 + 5 = 2 + 4 + 4 = 3 + 3 + 4. Consider a backgammon match with 25 games. (a) The number of outcomes that leads to a sum of 11 is the number of outcomes of the ﬁrst two rolls that lead to a sum greater than or equal to 11 − 6 = 5 and less than or equal to 11 − 1 = 10. rainy.

= 3 4 2 2 . and then choose the N − n good cars from the remaining 100 − k cars. (d) The probability that both cards are hearts or spades. Each turns over a randomly selected card. there are 100 diﬀerent subsets of size N . 2 · 14 52 = 1 2 2 . Determine the following: (a) The probability that the two cards are of the same suit. (b) The probability that at least one card is a spade. k of which happen to be lemons. To count the N number of size N subsets with n lemons. (c) The probability that neither card is a diamond. we ﬁrst choose the lemons from the k total lemons. If n ≤ N and n ≤ k. A parking lot contains 100 cars. there are k−13 matches that ends at the k’th game with player 1 having a score of 13. then we can ﬁnd the probability that the testdrive found n of the 100 cars defective by counting the total number of size N subsets. Homework 3. Alice and Bob each have a deck of playing cards.6 Problem 43. (a) P(the two cards are of the same suit) = 4 (b) P(at least one card is a spade) = 1 − P(neither card is a spade) 3 · 13 2 3 2 = 1− = 1− 52 4 (c) P(neither card is a diamond) = (d) P(both cards are hearts or spades) = 3 · 13 52 2 13 52 2 =4 1 4 2 . Solution. and then the number of size N subsets that contain n lemons. we obtain 25 2 k=13 k−1 k − 13 possible distinct score sequences. N of these cars are randomly selected and taken for a testdrive. k−1 So.Clearly if n > N or if n > k the probability must be zero. and get n lemons. Thus the number of ways to choose a subset of size N from 100 cars. Clearly.13 points. is k n · 100 − k N −n 22 . Solution.7 Problem 44. then the last game was a win and k − 13 of the previous games was a loss. Homework 3. Find the probability that n of these cars turn out to be lemons. Taking player 2 into consideration and summing over k.

8 i. Problem 47. Homework 3. You choose 5 distinct integers in the range from 1 to 100. the probability that Joe and Jane end up in the same classroom is simply three times the answer we found above: 3· 88 28 90 30 . and C. Problem 46. the lottery operator chooses randomly 10 distinct integers in the same range (all outcomes being equally likely). Solution. Solution.e. You win if all of your 5 numbers are among those chosen by the operator.9 Problem 48. The probability that Joe and Jane will both be in class A is the number of possible combinations for class A that involve both Joe and Jane. . A standard 52-card deck is distributed between 4 players (as in bridge). Then. Find the probability that a burglar will open the vault on the ﬁrst try.57 × 10−12 . A bank has a vault with a combination lock. but will open if any 8 of the numbers are entered.and thus the desired probability is k n · 100−k N −n 100 N Homework 3.(a) P(A) = (b) P(B) = 4P(A) = 1 (52) 13 4 = 1.8 Problem 45. Ninety students. Therefore the desired probability is 88 28 90 30 . including Joe and Jane. The lock has a combination that consists of 10 integers in increasing order ranging from 1 to 90. and divide by the total number of possible outcomes. and therefore the probability that the burglar will open the vault on his ﬁrst try is 10 8 90 8 . divided by the total number of combinations for class A. and this is to be done at random. are to be split into three classes of equal size.To ﬁnd the probability. (b) Some player gets all 13 spades. (52) 13 23 . we will ﬁnd the number of favorable outcomes. There are 90 total number of 8 ways to choose 8 numbers out of 90. successful combinations that will open the lock. Find the probability that: (a) Player 1 gets all 13 spades. What is the probability that Joe and Jane end up in the same class? Solution. Find the probability of winning in the following lottery.. Since there are three classrooms. There are 10 favorable outcomes. B. Suppose we label the classes A.

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