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The document contains 10 homework questions from a probabilistic models class covering topics like sample spaces, probability of events, expected values, distributions, independence, and the central limit theorem. The questions involve problems like finding the probability of couples sitting together at a round table, the likelihood of a fair vs. unfair coin coming up heads, and using bounds or approximations to find the probability of sums of independent random variables exceeding thresholds.

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Ganesh Sutar
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87 views1 page

Set 1

The document contains 10 homework questions from a probabilistic models class covering topics like sample spaces, probability of events, expected values, distributions, independence, and the central limit theorem. The questions involve problems like finding the probability of couples sitting together at a round table, the likelihood of a fair vs. unfair coin coming up heads, and using bounds or approximations to find the probability of sums of independent random variables exceeding thresholds.

Uploaded by

Ganesh Sutar
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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IE 502: Probabilistic Models

Homework Problem Set #1

Q1 A box contains three marbles: one red, one blue and one green. Consider an experiment that consists of taking one marble from the box, then replacing it in the box and drawing a second marble from the box. What is the sample space? Q2 Ten people (five couples) are randomly seated at a round table. What is the probability that a particular couple will sit next to each other? Q4 You have two coins: a fair coin with probability of heads = 1/2) and an unfair coin with probability of heads = 1/3, but otherwise identical. A coin is selected at random and tossed, falling heads up. How likely is it that it is the fair coin? Q5 In an exam, there are 4 questions which are selected randomly from a list (problem bank) of 100 questions. To pass the exam, the student needs to answer all the 4 questions correctly. Suppose the student knows the answer to 90 questions in the list. What is the probability that the student will pass the exam? Q6 Consider three trials, each of which is either a success or not. Let X denote the number of successes. Suppose that E[X]=1.8. What is the largest & smallest possible value of P{X=3}? Q7 A coin is tossed. If it shows heads, you pay Rs.2 (i.e. lose Rs.2). If it shows tails, you spin a wheel which gives the amount you win distributed with uniform probability between Rs.0 and Rs.10. Your gain (or loss) is a random variable X. Find distribution function of X. Q8. State whether the following statements are True or False or Cannot Say. explanations to support your answer to get full marks. Let A and B be events and X, Y, Z be random variables defined on a sample space. (a) If for some constant c, P{X > c} = 1/2 then E[X] = c/2. (b) Suppose the mgf of random variable X is X(t) = [et/(1t)]15. Then E[X]=30. (c) Suppose X is normal with mean 1 and variance 4 and Y is a normal with mean 1 and variance 1. Then P{X < 0} < P{Y < 0}. (d) Suppose X is uniform between [0,1] and Y is normal with mean 0 and variance 1. Let Z = X+Y. Then Cov(X, Z) = Var(X). (e) Suppose X is Binomial(n, p) and Y is Binomial(n, 1- p). Then for any k = 0, 1, ..., n, pX (k) > pY (n - k) Q9. Suppose X & Y are jointly continuous random variables with density function Provide

c( x 2 + y ) if 0 < x and x < y < 2 f ( x, y ) = otherwise 0


(a) What is the value of c? (b) Compute P{Y < 2X } (c) Are X and Y independent?

Q10. Let X1, X2, ..., X10 be independent Poisson r.v. with mean 1. (a) Use Markov inequality to get bounds on P{ X1 + ... + X10 15} (b) Use CLT to approximate P{ X1 + ... + X10 15}

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