Probability and Stochastic Processes (ENCS 6161)

SOLUTIONS – ASSIGNMENT NO. 1

Problem No 2.28
A character considers of 3 binary bits. This is equivalent to tossing a coin 3 times and noting the
sequence of heads and tails.
The sample space 𝑆 could be
𝑆 = {000, 001, 010, 011, 100, 101, 110, 111}
1
There are 8 outcomes and each outcome has probability 8

(a)
4 1
𝑃[𝐴1 ] = 𝑃[{100, 101, 110, 111}] = =
8 2
2 1
𝑃[𝐴1 ⋂𝐴3 ] = 𝑃[{ 101, 111}] = =
8 4
1
𝑃[𝐴1 ⋂𝐴2 ⋂𝐴3 ] = 𝑃[{111}] =
8
𝑃[𝐴1 ⋃𝐴2 ⋃𝐴3 ] = 1 − 𝑃[(𝐴1 ⋃𝐴2 ⋃𝐴3 )𝑐 ] = 1 − 𝑃[𝐴1𝑐 ⋂𝐴𝑐2 ⋂𝐴𝑐3 ]
7
= 1 − 𝑃[{000}] =
8

(b) The coin is biased 𝑃[𝑏𝑖𝑡 = 1] = 𝑝, 𝑃[𝑏𝑖𝑡 = 0] = 1 − 𝑝

𝑃[𝐴1 ] = 𝑃[{100}] + 𝑃[{101}] + 𝑃[{110}] + 𝑃[{111}]

= 𝑝(1 − 𝑝)2 + 𝑝2 (1 − 𝑝) + 𝑝2 (1 − 𝑝) + 𝑝3
= 𝑝(1 − 𝑝)2 + 2𝑝2 (1 − 𝑝) + 𝑝3
𝑃[𝐴1 ⋂𝐴3 ] = 𝑝2 (1 − 𝑝) + 𝑝3
𝑃[𝐴1 ⋂𝐴2 ⋂𝐴3 ] = 𝑝3
𝑃[𝐴1 ⋃𝐴2 ⋃𝐴3 ] = 1 − (1 − 𝑝)3

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Problem No 2.38
Two numbers (𝑥, 𝑦) selected from the interval [0, 1]
(a) 𝑥, 𝑦 inside the unit circle
Area inside the circle
𝜋 𝜋
𝑃[𝑥 2 + 𝑦 2 ≤ 1] = (1)2 =
4 4

(b) Probability 𝑦 > 2𝑥

Area of the right triangle
1 1 1
𝑃[𝑦 > 2𝑥] = ( ) ( ) =
2 2 4

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Problem No 2.80
𝑃[𝐴] = 0.5, 𝑃[𝐵] = 0.1, 𝑃[𝐶] = 0.4
𝑃[def. |𝐴] = 0.005, 𝑃[def. |𝐵] = 0.001, 𝑃[def. |𝐶] = 0.01
Required: (a) 𝑃[𝐴|def. ], and (b) 𝑃[𝐶|def. ]
𝑃[Chip defective] = 𝑃[def. |𝐴]𝑃[𝐴] + 𝑃[def. |𝐵]𝑃[𝐵] + 𝑃[def. |𝐶]𝑃[𝐶]
= (0.005)(0.5) + (0.001)(0.1) + (0.01)(0.4)
= 6.6 × 10−3

𝑃 [def. |𝐴]𝑃[𝐴] (0.005)(0.5)

(a) 𝑃[𝐴|def. ] = = = 0.3788
𝑃[Chip defective] 6.6 × 10−3
𝑃[def. |𝐶]𝑃[𝐶] (0.01)(0.4)
(b) 𝑃[𝐶|def. ] = = = .6061
𝑃[Chip defective] 6.6 × 10−3

Problem No. 2.82

𝑆 = {1, 2, 3, 4}, 𝐴 = {1, 2}, 𝐵 = {1, 3}, 𝐶 = {1, 4}
1 1 1
𝑃[𝐴⋂𝐵] = 𝑃[{1}] = = 𝑃[𝐴]𝑃[𝐵] = (𝑃[{1}] + 𝑃[{2}])(𝑃[{1}] + 𝑃[{3}]) = ( ) ( )
4 2 2
1 1 1
𝑃[𝐴⋂𝐶] = 𝑃[{1}] = = 𝑃[𝐴]𝑃[𝐶] = ( ) ( )
4 2 2
1 1 1
𝑃[𝐵⋂𝐶] = 𝑃[{1}] = = 𝑃[𝐵]𝑃[𝐶] = ( ) ( )
4 2 2
However,
1 1 1 1 1
𝑃[𝐴⋂𝐵⋂𝐶] = 𝑃[{1}] = ≠ 𝑃[𝐴]𝑃[𝐵]𝑃[𝐶] = ( ) ( ) ( ) =
4 2 2 2 8

Therefore, 𝐴, 𝐵 and 𝐶 are not independent.

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Problem No. 2.88
We use a tree to show the sequence of events. First, we choose an urn so 𝐴 or 𝐴𝑐 occur. Then,
the event that we select a ball 𝐵 or 𝐵 𝑐 occurs.
From the theorem on total probability:
𝑃[𝐵] = 𝑃[𝐵|𝐴]𝑃[𝐴] + 𝑃[𝐵|𝐴𝐶 ]𝑃[𝐴𝑐 ]

Then, 𝐴 and 𝐵 are independent events,

if 𝑃[𝐵|𝐴] = 𝑃[𝐵]
i.e., if 𝑃[𝐵|𝐴] = 𝑃[𝐵|𝐴]𝑃[𝐴] + 𝑃[𝐵|𝐴𝐶 ]𝑃[𝐴𝑐 ]

⏟− 𝑃[𝐴]) = 𝑃[𝐵|𝐴𝐶 ]𝑃[𝐴𝑐 ]

i.e., if 𝑃[𝐵|𝐴] (1
𝑃[𝐴𝑐 ]

Thus, 𝐴 and 𝐵 are independent if 𝑃[𝐵|𝐴] = 𝑃[𝐵|𝐴𝑐 ]

Probability of 𝐵 is the same given 𝐴 or 𝐴𝑐 , that is, the probability of 𝐵 is the same for both urns.

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Problem No. 2.98
Let 𝑁 be the number of defective items in a batch of 𝑛 items. Then 𝑁 has binomial probability
with parameters 𝑛 and 𝑝:
𝑛 𝑛!
𝑃[𝑁 = 𝑘] = ( ) 𝑝𝑘 (1 − 𝑝)𝑛−𝑘 = 𝑝𝑘 (1 − 𝑝)𝑛−𝑘
𝑘 𝑘! (𝑛 − 𝑘)!
(a)
𝑃[𝑁 > 1] = 1 − 𝑃[𝑁 ≤ 1] = 1 − 𝑃[𝑁 = 0] − 𝑃[𝑁 = 1]
= 1 − (1 − 𝑝)𝑛 − 𝑛(1 − 𝑝)𝑛−1 𝑝
(b)
𝑃 = 10−1 = 0.1, 𝑃[𝑁 > 0] = 1 − 𝑃[𝑁 ≤ 0] = 1 − (1 − 𝑝)𝑛 = 0.99. That is,
0.99 = 1 − (1 − 0.1)𝑛
0.01 = 0.9𝑛
ln 0.01 = 𝑛 ln 0.9
ln 0.01
𝑛= = 44 items
ln 0.9

Problem No. 2.102

(a)
𝑛
𝑃[𝑘 𝑖𝑡𝑒𝑚𝑠] = ( ) 𝑝𝑘 (1 − 𝑝)𝑛−𝑘
𝑘
(b) Type 1 errors occur with probability 𝑝𝛼 and do not occur with probability 1 − 𝑝𝛼
𝑛
𝑃[𝑘1 𝑡𝑦𝑝𝑒 1 𝑒𝑟𝑟𝑜𝑟𝑠] = (𝑘 ) (𝑝𝛼)𝑘1 (1 − 𝑝𝛼)𝑛−𝑘1
1

(c) Type 2 errors occur with probability 𝑝(1 − 𝛼)

𝑛
𝑃[𝑘2 𝑡𝑦𝑝𝑒 2 𝑒𝑟𝑟𝑜𝑟𝑠] = (𝑘 ) (𝑝(1 − 𝛼))𝑘2 (1 − 𝑝(1 − 𝛼))𝑛−𝑘1
2

(d) There are three outcomes: type 1 error, type 2 error and no error. From multinomial
probability law:
𝑛! 𝑘
𝑃[𝑘1 , 𝑘2 , 𝑛 − 𝑘1 − 𝑘2 ] = (𝑝𝛼)𝑘1 (𝑝(1 − 𝛼)) 2 (1 − 𝑝)𝑛−𝑘1−𝑘2
𝑘1 ! 𝑘2 ! (𝑛 − 𝑘1 − 𝑘2 )!

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