Tenth Problem Assignment

EECS 401
Due on April 6, 2007
PROBLEM 1 (28 points) Dave is taking a multiple-choice exam. You may assume that
the number of questions is infinite. Simultaneously, but independently, his conscious and
subconscious facilities are generating answers for him, each in a Poisson manner. (His
conscious and subconscious are always working on different questions.)
Average rate at which conscious responses are generated = c responses/min
Average rate at which subconscious responses are generated = s responses/min
Each conscious response is an independent Bernoulli trial with probability pc of being
correct. Similarly, each subconscious response is an independent Bernoulli trial with
probability ps of being correct.
Dave responds only once to each question, and you can assume that his time for recording
these conscious and subconscious responses is negligible.
(a) Determine pK (k), the probability mass function for the number of conscious responses
Dave makes in an interval of T minutes.
Solution The number of conscious responses is a Poisson random variable with parameter
= c T . Thus,

pk (k) =

(c T )k ec T
k!

(b) If we pick any question to which Dave has responded, what is the probability that
his answer to that question:
(a) Represents a conscious response
Solution The probability of a conscious response is

c
c + s
(b) Represents a subconscious response
Solution The probability of a subconscious response is

s
c + s

Due on April 6, 2007

Solutions

Tenth Problem Assignment

(c) If we pick an interval of T minutes, what is the probability that in that interval Dave
will make exactly r conscious responses and exactly s subconscious responses.
Solution The probability of making r conscious and s subconscious responsed in T
minutes is

(c T )r ec T
(s T )s es T

r!
s!
(d) Determine the moment generating function for the probability density function for
random variable X, where X is the time from the start of the exam until Dave makes
his first conscious response which is preceded by at least one subconscious response.
Solution Let Ys denote the random variable when the first subconscious response is
generated and Yc denote the random time starting for the first subconscious response
when the first conscious response is generated. Then

X = Ys + Yc
Thus,

MX (s) = MYs (s) MYc (s) =

s
c

s s s c

(e) Determine the probability mass function for the total number of responses up to and
including his third conscious response.
Solution Consider the arrivals of the merged process. Each arrival belongs to the
conscious process with probability c /(c + s ). Thus, if we only count the arrivals,
then the arrivals from the conscious process form a Bernoulli process with parameter
p = c /(c + s ). Then the number of responses (trials) up to and including his third
conscious response (success) has Pascal distribution with n = 3, that is


3 
k3
s
k1
c
pK (k) =
2
c + s
c + s
(f) The papers are to be collected as soon as Dave has completed exactly N responses.
Determine:
Solution The number of responses are generated by a Poisson process with rate c + s .
The correct responses are generated by a Poisson process with rate pc c + ps s . Thus
each response is correct with probability (pc c + ps s )/(c + s ).
(i) The expected number of questions he will answer correctly

Due on April 6, 2007

Solutions

Tenth Problem Assignment

Solution The expected number of questions answered correctly is the mean of a binomial
random variable and equal to

pc c + ps s
c + s

(ii) The probability mass function for L, the number of questions he answers correctly
Solution This probability distribution of
L, the number of questions answered correctly
is Binomial N, (pc c + ps s )/(c + s ) , that is
 

 
pc c + ps s Nl
N
pc c + ps s l
1
pL (l) =
c + s
c + s
l
(g) Repeat part (f) for the case in which the exam papers are to be collected at the end of
a fixed interval T minutes.
Solution The number of correct responses in a fixed interval T is a Poisson process with
parameter (pc c + ps s )T . So the PMF of the number of correct responses is

l
(pc c + ps s )T e(pc c +ps s )T
pL (l) =
l!
with mean (pc c + ps s )T .
PROBLEM 2 (16 points) All ships travel at the same speed through a wide canal. Eastbound
ship arrivals at the canal are a Poisson process with an average arrival rate E ships per
day. Westbound ships arrive as an independent Poisson process with average arrival
rate W per day. An indicator at a point in the canal is always pointing in the direction
of travel of the most recent ship to pass it. Each ship takes t days to traverse the length
of the canal.
(a) Given that the pointer is pointing west:
(i) What is the probability that the next ship to pass it will be westbound?
Solution The direction of the next ship does not depend on the previous ships. Therefore, this is just the probability W /(E + W ) that the next ship is westbound.
(ii) What is the PDF for the remaining time until the pointer changes direction?
Solution The pointer will change directions on the next arrival of an eastbound ship. The
time until an eastbound ship arrives is an exponential random variable with parameter
E , and its PDF is

E eE t ,

t>0

Due on April 6, 2007

Solutions

Tenth Problem Assignment

(b) What is the probability that an eastbound ship will see no westbound ships during
its eastward journey through the canal?
Solution Suppose that an eastbound ship enters the canal at time t0 . This ship will meet
any westbound ship that entered the canal between times t0 t and t0 + t. Thus, the
desired probability is the probability that there are no westbound ship arrivals during an
interval of length 2t, and using the Poisson PMF, it is equal to

eW 2t
(c) We begin observing at an arbitrary time. Let V be the time we have to continue
observing until we see the seventh eastbound ship. Determine the PDF for V .
Solution The time until we see the seventh eastbound ship is an Erlang random variable
of order 7, with parameter E , of the form

7E t6 eE t
6!
PROBLEM 3 (9 points) The number of customers N who shop at a supermarket in a day
is Poisson with parameter . The number of items purchased by any customer is Poisson with parameter , and the number of items purchased by different customers are
independent of each other.
(a) Assume that the number of items purchased by each customer is independent of N.
Find E[S] and Var(S), where S is the total number of items sold.
Solution Let Xi be the number of items bought by the ith customer. Then

S=

N
X

Xi

i=0

which is the random sum of a random number of random variables. Thus,

E[S] = E[N]E[X] =
and

2
Var(S) = E[N] Var(X) + E[X] Var(N) = + 2
(b) The supermarket has two advertising strategies, one can increase by 10% and the
other increases by 10%. What are the effects of these two strategies on the mean
and variance of S? Which is the better strategy?

Due on April 6, 2007

Solutions

Tenth Problem Assignment

Solution The better strategy will be one which keeps the variance low.
(i) Increase by 10%. The variance becomes 1.1 + 1.212 .
(ii) Increase by 10%. The variance becomes 1.1 + 1.12 .
Thus we have to compare

1.1 + 1.212 1.1 + 1.12

The R.H.S. is smaller so we choose option (b), i.e., increase by 10%.
(c) Because of congestion, when there are more customers around, the amount of time
each customer spends in a store tends to be shorter and hence they will more likely
buy fewer items. To incorporate that, we can revise the above model so that where
there are n customers, = c/n, where c is some constant.
(i) Is the number of items bought by a customer independent of N?
Solution No. The rate at which each customer buys items depends on the number of
customers in the store. So, the number of items bought is dependent on N.
(ii) Find E[S] and Var(S) in this new model.
Solution
n
h



 X
ci
Xi |N] = E N
E[S] = E E[S|N] = E E[
=
N

c.

i=0

Further, as conditioned on N, Xi s are independent, we have

Var(S|N = n) = Var

n
X
i=0

n

X
c
Xi |N = n =
Var(Xi |N = n) = n = c
n
i=0

Thus,





Var(S) = E Var(S|N) + Var E[S|N] = E[c] + Var(c) =

Notice that the mean and variance are same. One would suspect that it likely that S is a
Poisson random variable. In fat it is easy to check this fact by evaluating the transform of
S.
PROBLEM 4 (18 points) The Markov chain with transition probabilities listed below is in
state 3 immediately before the first trial.

p1,1 = p2,2 = 0.4, p1,2 = p2,1 = 0.6, p3,3 = 0.2, p3,4 = 0.3, p4,5 = p5,6 = p6,4 = 1.0

Due on April 6, 2007

Solutions

Tenth Problem Assignment

(a) Draw the state-transition diagram for this Markov Chain. Indicate which states, if
any, are recurrent, transient, and periodic.

0.4

0.6

0.6

Solution
Recurrent States: 1, 2, 4, 5, 6
Transient States: 3
Periodic States: 4, 5, 6

0.4
2

0.5

0.2
3

0.3

(b) Find the probability that the process is in state 3 after n trials.
Solution If the process leaves state 3, it can never return back to it. Thus the probability
that the process is in state 3 is the same as the probability that the process remains in state
3 for all times until n. That is, the probability is 0.2n .
(c) Find the expected number of trials up to and including the trial on which the process
leaves state 3.
Solution Let N be the trial on which the process leaves state 3. From the previous part,
we know that N is a geometric random variable with success rate p = 0.8 (because given
that we are in state 3, we will leave with probability 0.8). Thus, we have for the expected
value of N:

E [N] =

n0.2n1 0.8 =

n=1

5
4

(d) Find the probability that the process never enters state 1.
Solution The process cannot stay in state 3 forever. At some finite time, it will make
a transition to either state 2 or 4. If the process jumps to state 2, it cannot stay in state 2
forever and at some finite time it will make a transition to state 1. However, if the process
makes a transition from state 3 to 4, it can never return to state 1. Thus the probability of
never entering state 1 is the same as the probability of jumping from state 3 to 4 (rather
than state 2). That is, we have:

0.3
3
=
0.3 + 0.5
8
(e) Find the probability that the process is in state 4 after 10 trials.

Due on April 6, 2007

Solutions

Tenth Problem Assignment

Solution The process will be in state 4 after 10 trials if and only if makes a jump from
state 3 to 4 in trials 1, 4, 7 or 10. The probability of this happening is:

0.3 + (0.2)3 + (0.2)6 + (0.2)9 (0.3) = 0.3

1 (0.2)1 2
= 0.3024
1 (0.2)3

(f) Given that the process is in state 4 after 10 trials, find the probability that the process
was in state 4 after the first trial.
Solution Let A be the event that the process is in state 4 after 10 trials and B be the event
that the process was in state 4 after the first trial. Observe that B A. Thus,

P(B|A) =

P(A B
P(B)
0.3
=
=
= 0.992
P(A)
P(A)
0.3024

PROBLEM 5 (20 points)

(a) Buses depart from Ann Arbor to Detroit every hour on the hour. Passengers arrive
according to a Poisson process of rate per hour. Find the expected number of
passengers on a bus. (Ignore issues of limited seating.)
Solution The expected number of passengers on a bus is the expected number of arrivals
of a Poisson process of rate per hour in an hour, hence equal to .
(b) Now suppose that the buses are no longer operating on a deterministic schedule,
but rather their interdeparture times are independent and exponentially distributed
with rate per hour. Find the PMF for the number of buses arriving in one hour.
Solution The interdeparture time between the buses is exponential process with rate ,
hence the departure process of the buses is a Poisson process with rate . Thus the PMF
for the number of buses arriving in one hour is

pK (k) =

k e
k!

(c) Let us define an event at the bus stop to be either the arrival of a passenger, or the
departure of a bus. With the same assumptions as in part 2 above, find the expected
number of events that occur in one hour.
Solution The event process is the merged process of two Poisson processes, hence a
Poisson process with rate + per hour. Thus the expected number of events in an
hour is + .

Due on April 6, 2007

Solutions

Tenth Problem Assignment

(d) If a passenger arrives at the bus stop and sees 2 people waiting, find his/her expected
time to wait until the next bus.

Due on April 6, 2007

Solutions

Tenth Problem Assignment

Solution The interarrival time between the buses is an exponential process, and hence
memoryless. The fact that there are 2 people waiting gives some information about the
past of the process. But as the arrival process is memoryless, this does not convey any
information about the future of the process and hence the waiting time is also exponential
with rate . Thus, the expected waiting time is 1/.
(e) Find the PMF for the number of people on a bus.
Solution We are interested only in the number of passengers who arrive between the
arrivals of buses. Suppose we concentrate only on arrivals and consider the arrival of
buses as sucesses and the arrival of a passenger as faliure. Thus, we are interested in
the number of failures between two successes of a Bernoulli process. This has a shifted
geometric distribution given by

n 


pN (n) =
+
+
PROBLEM 6 (9 points) For a series of dependent trials, the probability of success on any
given trial is given by (k + 1)/(k + 3), where k is the number of successes in the previous
three trials. Define a state description and a set of transition probabilities which allow
this process to be described as a Markov chain. Draw the state transition diagram. Try
to use the smallest possible number of states.
Solution Let the outcome of the previous three trials be the state. Then
1
2
1
2

1
3
2
3

000

001

1
2

100

1
2

010

1
2
1
2

101

3
5

011
3
5

1
2

2
5

2
5

3
5

110

111

2
3

1
3

Due on April 6, 2007