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Soumendu Majee

MA20106 (Probability and Stochastic Processes) Assignments 1-3 2010-11

Assignment-1
1. Let E, F and G be three events. Find the expressions for the events so that of E, F and G: (a) only E occurs (b) both E and G but not F occurs (c) at least one of the events occurs (d) at least two of the events occurs (e) all three occurs (f ) none of the events occurs (g) at most one of them occurs (h) at most two of them occurs (i) exactly two of them occurs (j) at most three of them occurs. 2. Find the simple expression for the following events : (a) (E F )(E F c ) (b) (E F )(E c F )(E F c ) (c) (E F )(F G) 3. Show that the probability that exactly one of the events E or F occurs equal P (E) + P (F ) 2P (EF ). 4. Prove that P (E c F c ) = 1 P (E) P (F ) + P (EF ). 5. An urn contains 5 red, 6 blue, and 8 green balls. If a set of 3 balls is randomly selected, what is the probability that each of the balls will be of the same colour? Of dierent colour? Repeat under the assumption that whenever a ball is selected, its colour is noted and it is then replaced in the urn before the next selection. 6. Urn A contains 3 red and 3 black balls, whereas urn B contains 4 red and 6 black balls. If a ball is randomly selected from each urn, what is the probability that the balls will be of same colour? 7. There are 5 hotels in a certain town. If 3 people check into hotels in a day, what is the probability they each check into a dierent hotels? 8. If a die is rolled 4 times, what is the probability of 6 coming up at least once? 9. A group of 6 men and 6 women is randomly divided into two groups of size 6 each. What is the probability that both groups will have the same number of men? 10. Suppose that n balls are randomly distributed in N compartments. Find the probability that m balls will fall in the rst compartment. Assume that all N n arrangements equally likely. 11. The XY Z company replaces the gearbox on its turbine every 2 years. The probability that the gearbox lasts 2 years without failures is 0.80. Two types of failure, say A and B can occur, and A occurs three times as often as that of type B. What are the probabilities of two types of failures? 12. A single bolt is selected at random from a box of 10,000. Three dierent kinds of defects A, B and C are known to occur in these bolts. Type A occurs 1% of time, type B defects occurs 0.5% of the time, and type C occurs 0.75%. In addition, it is estimated that 0.25% have both A and B defects, 0.30% have both A and C, 0.20% have B and C and 0.10% have all three defects. What is the probability that the sample bolt has at least one of the three types of defects?

Assignment-2
1. Urn I contains 2 white and 4 red balls, whereas urn II contains 1 white and 1 red balls. A ball is randomly selected from urn I and put into urn II, and a ball is then randomly selected from urn II (a) What is the probability that the ball selected from urn II is white? (b) What is the conditional probability that transferred ball was white, given that a white ball is selected from urn II. 2. An urn contains 5 white and 10 black balls. A fair die is rolled and that number of balls are chosen from the urn. What is the probability that all the balls selected are white? What is the conditional probability that the die landed 3 if all balls selected are white? 3. Prove directly that P (E/F ) = P (E/F G)P (G/F ) + P (E/F Gc )P (Gc /F ). 4. Prove or give counter examples to the following statements: (a) If E is independent of F and E is independent of G, then E is independent F G. (b) If E is independent of F , and E is independent of G, and F G = , then E is independent of F G. (c) If E is independent of F , and F is independent of G, and E is independent of F G, then G is independent of EF . 5. In successive rolls of a pair of fair dice, what is the probability of getting 2 sevens before 6 even numbers? 6. For any event A and B, show that P (A B) 1 P (Ac )P (B c ). 7. If P (A) = a, P (B) = b, show that P (A/B) a+b1 b

(8). A man has n keys on a key ring, one of which opens the door to his apartment. Having a celebrated a bit too much one evening, he returns home only to nd himself unable to distinguish one key from another. Resourceful, he works out a endishly eleven plan: he will chose a key at random and try it. If it fails to open the door, he will discard it and choose at random one of the remaining n 1 keys, and so on. Find the probability that the door opens with the third key he tries. (9). If n people are present in a room, what is the probability that no two of them celebrate their birthday on the same day of the year? (10). An urn contains b black balls and r red balls. One of the ball is drawn at random, but when it is put back in the urn, c additional suppose that we draw another balls of the same color are put in it. Now suppose that we draw another ball. Show that the probability that the rst ball was black, given that the second ball drawn was red, is b/(b + r + c). 2

Assignment-3
(1). Suppose that n independent tosses of a coin having probability p of coming up heads are made. Show that the probability that an even number of heads result is 1 [1 + (q pn) ] 2 (2). Let X P (), show that 1 P (X is even) = [1 + e2k ] 2 (3). If you buy a lottery ticket in 50 lotteries, in each of which your chance of winning a prize is 1/100, what is the probability that you will win a prize (a) at least once (b) exactly once, and (c) at least twice. (4). The number times an individual contracts a cold in a given year is a Piosson r.v with = 5. Suppose a new drug has just been marketed that produces the Piosson parameter to = 3 for 75% the population. For the other 25% of the population the drug has no appreciable eect on colds. If an individual tries the drug for year and has 2 colds in that time, how likely is it that the drug is benecial for him or her? (5). People enter a gambling casino at a rate of 1 for every 2 minutes. (a) What is the probability that no one enters between 12:00 and 12:05 (b) What the probability that at least 4 people enter the casino during that time. (6). A purchaser of transistor buys them in lot of 20. If is his policy to inspect 4 components from a lot randomly and to accept the lot only if all the 4 are non defective. If each component in a lot is, independently defective with probability 0.1, what proportion of lots is rejected? (7). Let f (x) be the pdf of r.v X. Find the distribution function F (x) of X and sketch its graph if (a) f (x) = 1, x 0, zero elsewhere. (c) f (x) = x/15, x = 1, 2, 3, 4, 5, zero elsewhere. (d) f (x) = 3/(1 x)2 , 0 < x < 1, zero elsewhere. (e) f (x) = 1/x2 , 1 < x < , zero elsewhere. (f ) f (x) = 1/3, 0 < x < 1 or 2 < x < 4, zero elsewhere. (8). Given the distribution function F (x) = 0, x < 1 x+2 , 1 x 1 = 4 = 1, 1 x Sketch the graph F (x) and then compute (a) P (1/2 < X 1/2), (b) P (X = 0), (c) P (X = 1) (d)P (2 < X 3) (9). Find the mean and variance of the distribution that has the distribution function F (x) = 0, x < 0 3 where q =1p

x , 0x<2 8 x2 = , 2x<4 16 = 1, 4 < x =

(10). Find the moments of the distribution that has the mgf M (t) = (1 t)3 , t < 1 (11). If the mgf of the r.v X is ( 1 + 2 et )5 , nd P (X = 2 or 3). 3 3 2 (12). IF MX (t) = ( 3 + 1 et )9 , show that 3 P ( 2 < X < + 2) = (13). The mgf of r.v X is e4(e
t 1)

5 x=1

( )( ) ( ) x 9x

9 x

1 3

2 3

show that

P ( 2 < X < + 2) = 0.931.