August 3, 2024

IE 621: Probability and Stochastic Processes 1

Assignment 1

1. How many 7-digit phone numbers are possible, assuming that the first digit can’t be a 0 or a 1?

2. Find the probability that among three random digits there appear exactly 1,2 or 3 different ones.

3. Let E, F , G be three events. Find expressions for the events that of E, F , G:

(a) only F occurs,
(b) both E and F but not G occur,
(c) at least one event occurs,
(d) at least two events occur,
(e) all three events occur,
(f) none occurs,
(g) at most one occurs,
(h) at most two occur.

4. Show that E ∩ (F ∪ G) = E ∩ F ∪ E ∩ G.

5. Show that (E ∪ F )c = E c ∩ F c .

6. A box contains three marbles: one red, one green, and one blue. 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? If, at all times, each marble in the box is equally likely to be selected,
what is the probability of each point in the sample space?

7. Repeat Exercise 6 when the second marble is drawn without replacing the first marble.

8. If P(E) = 0.9 and P(F ) = 0.8, show that P(E ∩ F ) ≥ 0.7. In general, show that

P(E ∩ F ) ≥ P(E) + P(F ) − 1

This is known as Bonferroni’s inequality.

9. Show that
n n
!
[ X
P Ei ≤ P (Ei )
i=1 i=1

This is known as Boole’s inequality.

10. A college has 10 time slots for its courses, and the assistance assigns courses to completely random
time slots, independently. The college owns exactly 3 statistics courses. What is the probability that 2
or more of the statistics courses are in the same time slot?

11. If two fair dice are tossed, what is the probability that the sum is i, i = 2, 3, . . . , 12?

Aug - Nov, 2020 IEOR@IITB

IE 621: Assignment 2

12. Let A and B be events. The symmetric difference A∆B is defined to be the set of all elements that are
in A or B but not both. Show that

P (A∆B) = P (A) + P (B) − 2P (A ∩ B).

13. Suppose that P (E) = 0.6. What can you say about P (E|F ) when
(a) E and F are mutually exclusive?
(b) E ⊂ F ?
(c) F ⊂ E?
14. Suppose we throw three red and two white dice, and dice of the same color are indistinguishable.
Describe the probability space corresponding to this (random) experiment.
15. Let Ω = {1, 2, 3, · · · } and let F be the set of all subsets of Ω. For n = 1, 2, · · · , let
(
1 1
k+1 + 2n for 1 ≤ k ≤ n
Pn,k = 2 1
2k+1
for k > n
P
and define Pn (A) = k∈A Pn,k . Show that Pn is a probability distribution of (Ω, F).
16. You toss an ordinary coin repeatedly, recording the outcome of each toss. You do this until you have
seen either two Heads or three Tails in total and then you stop.
(a) Write down the sample space.
(b) Write down the event “you toss the coin exactly four times” as a subset of the sample space.
17. Let A ∈ F. The characteristic function of A is the function χA : Ω → R defined by
(
1 if ω ∈ A
χA (ω) =
0 otherwise.

Let A1 , A2 , · · · , An ∈ F. Let χi be the characteristic function of Ai . Define

n
Y
χ(ω) = (1 − χi (ω)).
i=1
n
[
Show that χ is characteristic function of the complement of Ai .
i=1

18. There are m teachers and n children with m ≥ n. Each teacher gives one (random) child a chocolate.
What is the probability that every child gets at least one chocolate? (Hint: Use Inclusion-Exclusion
principle.)
19. For each n = 1, 2, · · · , let Pn be a probability measure on (Ω, F). Let
∞
X
Q(A) = 2−n Pn (A)
n=1

for each A ∈ F. Is Q a probability measure? Justify your answer.

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IE 621: Assignment 3

20. Let A1 , A2 , · · · , An ∈ F. SFor i = 1, 2, · · · , n, let Ei denote the set of outcomes which lie exactly i of
A1 , A2 , · · · , An . Let A = ni=1 Ai .
(a) Show that P(A) = ni=1 P(Ei ).
P

(b) If E1 is not empty, show that P(E1 ) = ni=1 P(Ai ).

P

21. A middle row on a plane seats m people. Assume that n of them order chicken and the remaining m − n
pasta. The flight attendant returns with the meals, but has forgotten who ordered what and discovers
that they are all asleep, so she puts the meals in front of them at random. What is the probability that at
least one of them receives correct order?

22. Pick an integer in [1, 1000] at random. Compute the probability that it is divisible neither by 12 nor by
15.

23. Flip a fair coin. If you toss Heads, roll 1 die. If you toss Tails, roll 2 dice. Compute the probability that
you roll exactly one 6.

24. Roll a die, then select at random, without replacement, as many cards from the deck as the number
shown on the die. What is the probability that you get at least one Ace?

25. We have a fair coin and an unfair coin, which always comes out Heads. Choose one at random, toss it
twice. It comes out Heads both times. What is the probability that the coin is fair?

26. You have 16 balls, 3 blue, 4 green, and 9 red. You also have 3 urns. For each of the 16 balls, you select
an urn at random and put the ball into it. (Urns are large enough to accommodate any number of balls.)
(a) What is the probability that no urn is empty?
(b) What is the probability that each urn contains 3 red balls?
(c) What is the probability that each urn contains all three colors?

27. Let Ω be a sample space containing n sample points. We reandomly select r independent subsets
A1 , A2 , · · · , Ar ⊆ Ω. All Ai ’s are chosen so that all 2n choices are equally likely. Compute (in a
simple closed form) the probability that the Ai ’s are pairwise disjoint.

28. An item is defective (independently of other items) with probability 0.3. You have a method of testing
whether the item is defective, but it does not always give you correct answer. If the tested item is
defective, the method detects the defect with probability 0.9 (and says it is good with probability 0.1).
If the tested item is good, then the method says it is defective with probability 0.2 (and gives the right
answer with probability 0.8). A box contains 3 items. You have tested all of them and the tests detect
no defects. What is the probability that none of the 3 items is defective?

29. Three people are going to play a cooperative game. They are allowed to strategize before the game
begins, but once it starts they cannot communicate with one another. The game goes as follows. A
fair coin is tossed for each player to determine whether that player will receive a red hat or a blue
hat, but the color of the hat (and result of the coin toss) is not revealed to the player. Then the three
players are allowed to see one another, so each player sees the other two players’ hats, but not her own.
Simultaneously, each player must either guess at the color of her own hat or ‘pass’. They win if nobody
guesses incorrectly and at least one person guesses correctly (so they can’t all pass).

Aug - Nov, 2020 IEOR@IIT Bombay

IE 621: Assignment 4

The players would like to maximize their probability of winning, so the question is what should their
strategy be? A naive strategy is for them to agree in advance that two people will pass and one person
(designated in advance) will guess either red or blue. This strategy gives them a 50% chance of winning,
but it is not optimal. Devise a strategy that gives the players a greater probability of winning.

30. A woman has 2 children, one of whom is a boy born on a Tuesday. What is the probability that both
children are boys? (You may assume that boys and girls are equally likely and independent, and that
children are equally likely to born on any given day of the week.)

31. There are two boxes: Box 1 and Box 2. Box 1 contains 4 red balls and 5 black balls. Box 2 has 12 red
balls and 15 black balls. One of the two boxes is picked at random, and then a ball is picked at random
from that box.
(a) Is the color of the ball independent of which box is chosen? Explain.
(b) What if instead there were 12 red balls and 14 black balls in Box 2? Explain.
(c) Suppose again that Box 1 contains 4 red balls and 5 black balls and Box 2 has 12 red balls and 14
black balls. Given that a red ball is selected, what is the chance that it came from Box 1?

32. Two treatments for a disease are tested on a group of 390 patients. Treatment A is given to 160 patients
of whom 100 are men and 60 are women; 20 of these men and 40 of these women recover. Treatment
B is given to 230 patients of whom 210 are men and 20 are women; 50 of these men and 15 of these
women recover.
(a) For which of A and B is there a higher probability that a patient chosen randomly from among those
given that treatment recovers? Express this as an inequality between two conditional probabilities.
(b) For which of A and B is there a higher probability that a man chosen randomly from among those
given that treatment recovers? Express this as an inequality between two conditional probabilities.
(c) For which of A and B is there a higher probability that a woman chosen randomly rrom among
those given that treatment recovers? Express this as an inequality between two conditional proba-
bilities.
(d) Compare the inequality in part (a) with the inequalities in part (b) and (c). Are you surprised by
the result?

- BC-

Aug - Nov, 2020 IEOR@IIT Bombay