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Probability Homework Assignment 1

This homework assignment contains 5 problems related to probability and statistics. Problem 1 involves computing probabilities of unions and intersections of events. Problem 2 involves finding the probability a circuit works given probabilities of individual components. Problem 3 involves computing probabilities based on a test with known false positive and false negative rates. Problem 4 defines a random variable with a piecewise cumulative distribution function and asks for computing related probabilities. Problem 5 involves computing expectations and variances for rolls of a slightly unbalanced die, as well as the sum of rolls over many trials.

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0% found this document useful (0 votes)
29 views2 pages

Probability Homework Assignment 1

This homework assignment contains 5 problems related to probability and statistics. Problem 1 involves computing probabilities of unions and intersections of events. Problem 2 involves finding the probability a circuit works given probabilities of individual components. Problem 3 involves computing probabilities based on a test with known false positive and false negative rates. Problem 4 defines a random variable with a piecewise cumulative distribution function and asks for computing related probabilities. Problem 5 involves computing expectations and variances for rolls of a slightly unbalanced die, as well as the sum of rolls over many trials.

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Eva Chung
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MA2506 / MA2510 – Probability and Statistics

Homework assignment #1
This homework assignment should be uploaded to Canvas by Friday, October 14th.

1. (i) Consider two events A and B, with P(A) = 0.3, P(B) = 1. Compute P(A∩B), P(Ac ∩B),
and P(A ∩ B c ) (where we denote by Ac = Ω \ A the complement of an event A).
(ii) We now consider three independent events A, B, and C. Using the definition of inde-
pendence, show that the two events Ac and B c ∪ C c are independent.

2. We consider the electrical circuit set up as in the figure below, with 6 elements. We denote
by Ei the event that the ith element does not work (1 ≤ i ≤ 6), and we assume that the
events (Ei )1≤i≤6 are independent. We also know that P(Ei ) = 31 for i = 1, 2, 3, P(Ei ) = 12 for
i = 4, 5, and P(E6 ) = 41 . We say that the circuit works if its left and right ends are connected
by a “path” using only elements which work (for example, the circuit works if elements 1 and
2 both work, but it does not work if 1 and 3 both do not work). Compute the probability of
the event E that the circuit does not work.
1 2

3 6

3. We can perform a test to determine if a given electronic component has a defect, which occurs
with a probability 0.001. If the component is defective, the test detects it correctly with
probability 0.99, while if the component is not defective, the test wrongly detects a defect
with probability 0.01.

(i) If the test says that a component is defective, find the probability that this component
indeed has a defect.
(ii) If the test says that a component is not defective, find the probability that this component
indeed has no defect.

1
4. Let N ≥ 1 be an integer. We consider a random variable X with cumulative distribution
function FX defined as


0 if x < 0,

2
FX (x) = Ni 2 if x ∈ [i, i + 1) (i integer, 0 ≤ i ≤ N − 1),


1 if x ≥ N.

(i) For each integer i, determine P(X ≤ i) and P(X < i).
(ii) Compute P(X = i), for each integer i with 0 ≤ i ≤ N .

5. We consider a six-sided die, which is slightly unbalanced. The numbers 2, 3, 4, 5 are equally
likely, each coming up with probability p = 0.17, while the numbers 1 and 6 are less likely,
each of them having a probability q = 0.16 to appear. We throw the die once, and we denote
by X (∈ {1, 2, 3, 4, 5, 6}) the number obtained.

(i) Compute the expectation E[X] of X.


(ii) Compute the variance Var(X) of X.

We now throw the die repeatedly 10000 times, and we denote by X1 , . . . , X10000 the numbers
so obtained. Let S10000 = X1 + . . . + X10000 be the total sum of the 10000 throws (which we
assume to be independent).

(iii) Compute E[S10000 ] and Var(S10000 ).

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The circuit does not work if no path connects its ends using only functioning components. Given P(Ei) for each component i, compute the event where the circuit fails. Since P(Ei) = 1/3 for i = 1, 2, 3 is independent, and P(Ei) = 1/2 for i = 4, 5 and P(E6) = 1/4, the probability for single paths 1 and 2 to fail is 1-P(E1*)P(E2*) = 1-[(1-1/3)(1-1/3)] = 5/9. Continue similarly for all possible combinations to find the total probability for the circuit's failure .

Given FX(x) = 0 for x < 0, i^2/N^2 for x ∈ [i, i+1), 0 ≤ i ≤ N-1, and 1 for x ≥ N, calculate P(X=i) by the difference FX(i)-FX(i-1). For a specified i, where i is an integer in the range [0, N], this probability is given by P(X=i) = i^2/N^2 - (i-1)^2/N^2 = (2i-1)/N^2 for a random variable X defined over these intervals .

The cumulative distribution function FX(x) is defined as FX(x) = 0 for x < 0, i^2/N^2 for x ∈ [i, i+1) where i is an integer and 0 ≤ i ≤ N-1, and 1 for x ≥ N. Determine P(X ≤ i) = FX(i) since FX is cumulative, which is i^2/N^2 for i in [0, N-1]. For P(X < i), compute as FX(i-1) which would be (i-1)^2/N^2 for integers in the intervals [0, i-1]. Lastly, compute P(X = i) = FX(i) - FX(i-1) which results in a difference of consecutive cumulative values .

If E[X] = 3.7 and Var(X) = 0.93 for a single biased die throw, the expectation of the sum of 10,000 throws, E[S10000] = 10,000 * E[X] = 37,000. The variance of S10000, based on independent throws, is Var(S10000) = 10,000 * Var(X) = 9,300 .

Independence allows separate probabilities to be multiplied to find joint event probabilities. In testing scenarios, an independent probability translates directly to mutual events not influencing each other’s outcome, simplifying combined probabilities to direct products of individual events. For component failures and testing accuracy, it simplifies the computation as P(E and F) = P(E)*P(F). Independence validates that the occurrence of one event gives no information on how the likelihoods adjust; thus streamlining the calculation for multiple events as in reliability of systems and error detection .

For a six-sided die where numbers 2, 3, 4, 5 have probability p = 0.17 and numbers 1 and 6 have probability q = 0.16, compute expectation E[X] as E[X] = ΣxiP(xi) = 1*0.16 + 2*0.17 + 3*0.17 + 4*0.17 + 5*0.17 + 6*0.16 = 3.7. For variance Var(X), compute E[X^2] = 1^2*0.16 + 2^2*0.17 + ... + 6^2*0.16 = 14.54, then Var(X) = E[X^2] - (E[X])^2 = 14.54 - 3.7^2 = 0.93 .

To find the probability that a component is defective given a positive test result, use Bayes' theorem. Let D be a defective component, and T be a test indicating a defect. The probability P(D|T) is given by P(D|T) = P(T|D)P(D) / [P(T|D)P(D) + P(T|D')P(D')], where P(T|D) = 0.99, P(D) = 0.001, P(T|D') = 0.01, and P(D') = 0.999. Plugging these values, P(D|T) = 0.99*0.001 / (0.99*0.001 + 0.01*0.999) ≈ 0.0902. For the second part, we need the probability that a component is not defective given a negative test, P(D'|T'). P(D'|T') = P(T'|D')P(D') / [P(T'|D)P(D) + P(T'|D')P(D')], where P(T'|D) = 0.01 and P(T'|D') = 0.99. Substituting these values, P(D'|T') = 0.99*0.999 / (0.01*0.001 + 0.99*0.999) ≈ 0.9999 .

To prove that events Ac and Bc ∪ Cc are independent, recognize that two events E and F are independent if P(E∩F) = P(E)P(F). Given that A, B, and C are independent, P(Ac) = 1-P(A), P(Bc) = 1-P(B), and P(Cc) = 1-P(C). Thus, P(Bc ∪ Cc) = P(Bc) + P(Cc) − P(Bc ∩ Cc) = (1-P(B)) + (1-P(C)) − (1-P(B))(1-P(C)). P(Ac∩(Bc ∪ Cc)) = P(Ac)P(Bc ∪ Cc) by independence, so P(Ac∩(Bc ∪ Cc)) = (1-P(A))[(1-P(B)) + (1-P(C)) − (1-P(B))(1-P(C))]. This equals P(Ac)P(Bc ∪ Cc), confirming the independence of Ac and Bc ∪ Cc .

A cumulative distribution function (CDF) provides the probability that a random variable X takes a value less than or equal to a specific value. It's integral to understanding the behavior of a probability distribution by providing a non-decreasing, right-continuous curve that encapsulates all probability below a point. This makes it essential for determining median, quantiles, and general distribution characteristics. The ability to effectively analyze probability over intervals through the CDF helps in constructing and interpreting statistical models and predictions .

To construct a decision tree, start by identifying paths that allow the circuit to function. For each path, list elements in series implying circuit functionality. Calculate the probability for each path's success by multiplying each P(Ei*) (the probability that element i works). Then accumulate probabilities for all possible functional paths, ensuring to account for potential overlaps or redundancy in path calculations across parallel connections. Each branch and calculation adheres to independence principles in the overall calculation of whether the circuit functions .

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