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hw11

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shiyuexu
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CS 70 Discrete Mathematics and Probability Theory

Fall 2024 Hug, Rao HW 11


Due: Saturday, 11/16, 4:00 PM
Grace period until Saturday, 11/16, 6:00 PM

Sundry
Before you start writing your final homework submission, state briefly how you worked on it. Who
else did you work with? List names and email addresses. (In case of homework party, you can just
describe the group.)

1 Coupon Collector Variance

Note 19 It’s that time of the year again—Safeway is offering its Monopoly Card promotion. Each time you
visit Safeway, you are given one of n different Monopoly Cards with equal probability. You need
to collect them all to redeem the grand prize.
Let X be the number of
 visits you have to make before you can redeem the grand prize. Show that
2 n
Var(X) = n ∑i=1 i −2 − E[X].

2 Diversify Your Hand

Note 15 You are dealt 5 cards from a standard 52 card deck. Let X be the number of distinct values in your
Note 16 hand. For instance, the hand (A, A, A, 2, 3) has 3 distinct values.
(a) Calculate E[X]. (Hint: Consider indicator variables Xi representing whether i appears in the
hand.)
(b) Calculate Var(X). The answer expression will be quite involved; you do not need to simplify
anything.

3 Double-Check Your Intuition Again

Note 16 (a) You roll a fair six-sided die and record the result X. You roll the die again and record the
result Y .
(i) What is cov(X +Y, X −Y )?
(ii) Prove that X +Y and X −Y are not independent.

CS 70, Fall 2024, HW 11 1


For each of the problems below, if you think the answer is "yes" then provide a proof. If you think
the answer is "no", then provide a counterexample.
(b) If X is a random variable and Var(X) = 0, then must X be a constant?
(c) If X is a random variable and c is a constant, then is Var(cX) = c Var(X)?
(d) If A and B are random variables with nonzero standard deviations and Corr(A, B) = 0, then
are A and B independent?
(e) If X and Y are not necessarily independent random variables, but Corr(X,Y ) = 0, and X and
Y have nonzero standard deviations, then is Var(X +Y ) = Var(X) + Var(Y )?
(f) If X and Y are random variables then is E[max(X,Y ) min(X,Y )] = E[XY ]?
(g) If X and Y are independent random variables with nonzero standard deviations, then is

Corr(max(X,Y ), min(X,Y )) = Corr(X,Y )?

4 Dice Games

Note 20 (a) Alice rolls a die until she gets a 1. Let X be the number of total rolls she makes (including
the last one), and let Y be the number of rolls on which she gets an even number. Compute
E[Y | X = x], and use it to calculate E[Y ].
(b) Bob plays a game in which he starts off with one die. At each time step, he rolls all the dice
he has. Then, for each die, if it comes up as an odd number, he puts that die back, and adds
a number of dice equal to the number displayed to his collection. (For example, if he rolls a
one on the first time step, he puts that die back along with an extra die.) However, if it comes
up as an even number, he removes that die from his collection.
Compute the expected number of dice Bob will have after n time steps. (Hint: compute the
value of E[Xk | Xk−1 = m] to derive a recursive expression for Xk , where Xi is the random
variable representing the number of dice after i time steps. )

5 Iterated Expectation

Note 20 In this question, we will try to achieve more familiarity with the law of iterated expectation.
(a) You lost your phone charger! It will take D days for the new phone charger you ordered
to arrive at your house (here, D is a random variable). Suppose that on day i, the amount
of battery you lose is Bi , where E[Bi ] = β . Let B = ∑D
i=1 Bi be the total amount of battery
drained between now and when your new phone charger arrives. Apply the law of iterated
expectation to show that E[B] = β E[D].
(Here, the law of iterated expectation has a very clear interpretation: the amount of battery
you expect to drain is the average number of days it takes for your phone charger to arrive,
multiplied by the average amount of battery drained per day.)

CS 70, Fall 2024, HW 11 2


(b) Consider now the setting of independent Bernoulli trials, each with probability of success p.
Let Si be the number of successes in the first i trials. Compute E[Sm | Sn = k].
(You will need to consider three cases based on whether m > n, m = n, or m < n. Try using
your intuition rather than proceeding by calculations.)

CS 70, Fall 2024, HW 11 3

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