ASSIGNMENTS-PROBABILITY THEORY (FALL 2025)

HW 1, due 19/08/25

(1) Shuffle a standard deck of cards, obtaining a permutation that is uniform over all 52! pos-
sible permutations. Find the probability of the following events
(a) The first five cards include at least one ace.
(b) The first two cards are a pair of the same rank.
(c) The first five cards form a full house (three of one rank and two of another rank).

(2) Let n ≥ 2. If A1 , A2 , ..., An are events in a probability space. Use induction to prove the
inclusion-exclusion formula

P(∪nk=1 Ak ) = S1 − S2 + S3 − ... + (−1)n−1 Sn

P
where Sk = 1≤i1 <i2 <...<ik ≤n P(Ai1 ∩ Ai2 ... ∩ Aik ) (this notation will stand for all the
relevant problems below).

(3) (Contd) More generally, show that if Bm is the event that at least m of the events A1 , A2 ..., An
occur, then

n  
X k−1
P(Bm ) = (−1)k−m Sk
k−m
k=m

(4) Prove Bonferroni’s inequalities: Let A1 , A2 , ..., An be events in a probability space.

(a) If k is odd, then show that P(∪nj=1 Aj ) ≤ S1 − S2 + ... + (−1)k−1 Sk .
(b) On the other hand if k is even, then prove P(∪nj=1 Aj ) ≥ S1 − S2 + ... + (−1)k−1 Sk .

(5) In a small town of n + 1 people, a person tells a rumor to a second person who in turn
repeats it to a third person etc. At each step, the recipient of the rumor is chosen at random
from the n people available. Find the probability that the rumor will be told k times without
(a) returning to the originator.
(b) being repeated to any person.

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HW 2, due 02/09/2025
(1) Four balls are placed successively in four urns, all arrangements being equally likely. Given
that the first two balls are in different urns, find the probability that one urn contains
exactly three balls?

(2) Let σ be a permutation chosen uniformly at random from Sn , the symmetric group. If you
are told that σ(k) > σ(1), σ(k) > σ(2), ... and σ(k) > σ(k − 1), what is the chance that
σ(k) = n?

(3) (Ballot problem) Suppose candidate X wins n votes and candidate Y wins m votes in a two
party election, where n > m. Assume that all arrangements of the m + n votes are equally
likely. Find the probability that X leads throughout the counting process.
(Hint: Condition on who wins the last vote)

(4) A coin with success probability p is tossed repeatedly. Let Pn be the probability that there
are an even number of successes in n tosses. Write down a recursion for Pn by conditioning
and hence detrmine Pn analytically for each n. Hence verify the identity k even nk = 2n−1 .
P

(5) Consider a community of m families, with ni of them having i children, where i = 1, 2, 3..., k
and ki=1 ni = m. Consider the following two methods of choosing a child:
P

(a) Choose one of the m families at random and then randomly choose a child from that
family
Pk
(b) Choose one of the i=1 ini children at random.
Show that first method is more likely than the second method to result in the choice of a
first-born child.

(6) Consider Polya’s urn scheme as done in class, with R red balls, B black balls and α being
the parameter (the number of new balls that are added at each step). Prove the following
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(a) The probability that a red ball is drawn at the nth trial is B+R for any n ∈ N.
(b) Suppose m < n. Then the probability that a black ball is drawn at the mth and nth
B(B+α)
trials is (B+R)(B+R+α) (again does not depend on m and n).

(7) A cinema theatre has n seats which are numbered 1, 2..., n and tickets are sold with seating
numbers on them. The audience start filing in and the first person (whose seat number is
1) sits at an incorrect seat selected at random from the n − 1 seats assigned to the others.
Each subsequent person who enters the theatre sit in their allotted seat if it is empty, or sit
in a randomly selected empty seat if their seat is taken. What is the probability pn that the
last audience member (whose seat number is n) sits in their assigned seat?

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HW 3, due 11/09/25

(1) Let A1 , A2 , ..., Ak be independent events with P(Aj ) = pj for j ≤ k. Prove that the proba-
bility that none of the events occur is less than or equal to exp(− kj=1 pj ).
P

(2) An experiment is repeated independently. Let A and B be disjoint events of strictly positive
P(A)
probability. Show that the probability that A occurs before B is P(A)+P(B) .

(3) Consider a collection of n people. Assume that each person’s birthday is equally likely to
be any of the 365 days of the year and also that the birthdays are independent. Let Ai,j be
the event that persons i and j have the same birthday, i ̸= j. Show that the events Ai,j and
Ak,l are pairwise independent. Are the n2 events Ai,j jointly independent?

(4) Two people are fighting over who should bat first in a backyard cricket game. They find a
coin in the house. If they knew that it was a fair coin, they could toss it and whoever wins
the toss gets to bat first. But suppose the coin has a chance p of falling heads where p is not
necessarily 1/2. Being students of probability, they decide on the following procedure.
(a) Flip the coin.
(b) Flip the coin again.
(c) If both flips land heads or both land tails, return to the first step.
(d) Let the result of the last flip be the result of the experiment.
Show that the result of the experiment is equally likely to be either heads or tails.

(5) Let S = {1, 2, 3.., n}. Suppose that A and B are, independently, equally likely to be any of
the 2n subsets of S. Find P(A ⊆ B) and P(A ∩ B = ∅).

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HW 4, due 23/09/25
(1) Let X be a Poisson rv with parameter λ > 0. Show that for r = 2, 3, 4...

E (X(X − 1)(X − 2)..(X − r + 1)) = λr

(2) Let σ be a permutation picked uniformly at random from Sn . Find the mean and variance
of the number of fixed points of σ.

 
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(3) Let X ∼ Bin(n, p). Find E .
X +1

(4) Let F be a distribution function.

(a) Prove that F can be written as a convex combination of a discrete distribution function
and a continuous one: F (x) = tFc (x) + (1 − t)Fd (x) for some t ∈ [0, 1].
R
(b) For a ∈ R, what is the value of R (F (x + a) − F (x))dx?
Hint for the first part: Subtract the size of the jumps from F and consider what is left.

(5) Let X and Y be independent random variables such that X + Y is degenerate, i.e. there
exists c ∈ R such that P(X + Y = c) = 1. Show that both X and Y are also degenerate.

(6) Let p be a prime bigger than 2. Let X and Y be independent random variables uniformly
distributed on {0, 1, 2, ..., p −1}. For each k ∈ [0, p−1], define Zk = X +kY (mod p). Prove
that Z1 , Z2 , ..., Zk are pairwise independent rv’s. Are they jointly independent? Justify all
claims.

(7) Let {An } be independent events satisfying P(An ) < 1 for all n. Prove that

∞
!
[
P An = 1 ⇐⇒ P(An i.o.) = 1.
n=1

Give an example to show that the condition P(An ) < 1 cannot be dropped.