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Homework on Probability Exercises

The document discusses probability concepts through examples of permutations and combinations. It provides solutions to exercises on topics like independent and conditional probability, Bayes' theorem, and expected value. Formulas and reasoning are used to calculate probabilities and check relationships between events.

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0% found this document useful (0 votes)
4 views5 pages

Homework on Probability Exercises

The document discusses probability concepts through examples of permutations and combinations. It provides solutions to exercises on topics like independent and conditional probability, Bayes' theorem, and expected value. Formulas and reasoning are used to calculate probabilities and check relationships between events.

Uploaded by

mario
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

Homework Probability

Trần Đức Mạnh - 2312035 - Lớp L03

Ngày 1 tháng 5 năm 2024

Section 7.2
Exercise 7

We exploit symmetry in answering many of these.


a) Since 1 has either to precede 4 or to follow it, and there is no reason that one
of these should be any more likely than the other, we immediately see that the
answer is 1 /2. We could also use brute force here, list all 24 permutations, and
count that 12 of them have 1 preceding 4.
b) By the same reasoning as in part (a), the answer is again 1/2.
c) We could list all 24 permutations, and count that 8 of them have 4 preceding
both 1 and 2. But here is a better argument. Among the numbers 1, 2, and 4,
each is just as likely as the others to occur first. Thus by symmetry the answer
is 1 /3.
d) We could list all 24 permutations, and count that 6 of them have 4 preceding
1, 2, and 3 (i.e., 4 occurring first); or we could argue that there are 3! = 6 ways
to write down the rest of a permutation beginning with 4. But here is a better
argument. Each of the four numbers is just as likely as the others to occur first.
Thus by symmetry the answer is 1/4.
e) We could list all 24 permutations, and count that 6 of them have 4 preceding
3. and 2 preceding 1. But here is a better argument. Between 4 and 3, each is
just as likely to precede the other, so the probability that 4 precedes 3 is 1/2.
Similarly, the probability that 2 precedes 1 is 1/2. The relative position of 4 and
3 is independent of the relative position of 2 and 1, so the probability that both
happen is the product (1/2)(1/2) = 1/4.

Exercise 10
Note that there are 26! permutations of the letters, so the denominator in all of
our answers is 26!. To find the numerator, we have to count the number of ways
that the given event can happen. Alternatively, in some cases we may be able
to exploit symmetry.
a) There are 13! possible arrangements of the first 13 letters of the permutation,
and in only one of these are they in alphabetical order. Therefore the answer is
1/13!.

1
b) Once these two conditions are met, there are 24! ways to choose the remain-
ing letters for positions 2 through 25. Therefore the answer is 24!/26! = 1/650.
c) In effect we are forming a permutation of 25 items—the letters b through y
and the double letter combination az or za. There are 25! ways to permute these
items, and for each of these permutations there are two choices as to whether a
or z comes first. Thus there are 2 · 25! ways for form such a permutation, and
therefore the answer is 2 · 25!/26! = 1/13.
d) By part (c), the probability that a and b are next to each other is 1/13.
Therefore the probability that a and b are not next to each other is 12/13.
e) There are six ways this can happen: ax24z , zx24a, xax23z , xzx23a, ax23zx,
and zx23ax, where x stands for any letter other than a and z (but of course all
the x’s are different in each permutation). In each of these there are 24! ways to
permute the letters other than a and z , so there are 24! permutations of each
type. This gives a total of 6 · 24! permutations meeting the conditions, so the
answer is (6 · 24!)/26! = 3/325.
f) Looking at the relative placements of z , a, and b, we see that one third of
the time, z will come first. Therefore the answer is 1/3.
Exercise 11
Clearly p(E U F) >= p(E) = 0.7. Also, p(E U F) <= 1. We can rewrite this as
p(E) + p(F) - p(E n F) <= 1, or 0.7 + 0.5 - p(E n F) <= 1. Solving for p(E n
F) gives p(E n F) >= 0.2.
Exercise 12
Clearly p(E U F) >= p(E) = 0.8 Also, p(E U F) <= 1. We can rewrite this as
p(E) + p(F) - p(E n F) <= 1, or 0.8 + 0.6 - p(E n F) <= 1. Solving for p(E n
F) gives p(E n F) >= 0.4.
Exercise 13
The items in this inequality suggest that it may have something to do with the
formula for the probability of the union of two events given in this section:
p(E u F) = p(E) + p(F) - p(E n F)
We know that p(E U F) <= 1, since no event can have probability exceeding 1.
Thus we have
1 >= p(E) + p(F) - p(E n F).
A little algebraic manipulation easily transforms this to the desired inequality.
Exercise 26
Intuitively the answer should be yes, because the parity of the number of 1’s is
a fifty-fifty proposition totally determined by any one of the flips (for example,
the last flip). What happened on the other flips is really rather irrelevant. Let
us be more rigorous, though. There are 8 bit strings of length 3, and 4 of them
contain an odd number of 1’s (namely 001, 010, 100, and 111). Therefore p(E)
= 4/8 = 1/2. Since 4 bit strings of length 3 start with a 1 (namely 100, 101,
110, and 111), we see that p(F) = 4/8 = 1/2 as well. Furthermore, since there
are 2 strings that start with a 1 and contain an odd number of 1’s (namely 100
and 111), we see that p(E n F ) = 2/8 = 1/4. Then since p(E) · p(F) = (1/2)
· (1/2) = 1/4 = p(E n F ), we conclude from the definition that E and F are
independent.
Exercise 31

2
In each case we need to calculate the probability of having five girls. By the
independence assumption, this is just the product of the probabilities of having
a girl on each birth.
a) Since the probability of a girl is 1/2, the answer is (1/2) (1/2) (1/2) (1/2)
(1/2) = 1/32 = 0.031.
b) The is the same as part (a), except that the probability of a girl is 0.49.
Therefore the answer is 0.495 = 0.028.
c) Plugging in i = 1, 2, 3, 4, 5, we see that the probability of having boys on the
successive births are 0.50, 0.49, 0.48, 0.47, and 0.46. Therefore the probability
of having girls on the successive births are 0.50, 0.51, 0.52, 0.53, and 0.54. The
answer is thus 0.50 · 0.51 · 0.52 · 0.53 · 0.54 = 0.038.

Section 7.3
Exercise 1
We know that p(F |E) = p(F n E)/p(E), so we need to find those two quantities.
We are given p(E) = 1/3.
To compute p(F n E), we can use the fact that p(F n E) = p(F) p(E|F ). We are
given that p(F) = 1/2 and that p(E|F ) = 2/5; therefore p(F n E) = (1/2)(2/5)
= 1/5. Putting this together, we have p(F |E)= (1/5)/(1/3) = 3/5.
Exercise 2
. We know that p(E|F ) = p(E n F)/p(F), so we need to find those two quanti-
ties. We are given p(F) = 3/4. To compute p(E n F), we can use the fact that
p(E n F) = p(E) p(F |E). We are given that p(E) = 2/3 and that p(F |E) =
5/8; therefore p(F n E) = (2/3)(5/8) = 5/12. Putting this together, we have
p(E|F ) = (5/12)/(3/4) = 5/9.
Exercise 3
Let F be the event that Frida picks the first box. Thus we know that p(F) =
p(F̄ ) = 1/2. Let B be the event that Frida picks a blue ball. Because of the
contents of the boxes, we know that p(B|F ) = 3/5 (three of the five balls in the
first box are blue) and p(B|F̄ )= 1/5. We are asked for p(F |B). We use Bayes’
theorem:
p(F |B) = (p(B|F ). p(F)) : (p(B|F ). p(F) + p(B|F̄ ). p(F̄ ))
= ((3/5).(1/2)) : ((3/5).(1/2) + (1/5).(1/2))
= 3/4
Exercise 11
Let S be the event that a randomly chosen product actually is a success. We are
told that p(S) = 0.6 and therefore p(¯) = 0.4. Let P be the event that a randomly
chosen product is predicted to be successful. We are told that p(P |S)= 0.7 and
p(P |S̄)= 0.4. We are asked for p(S|P ). We use Bayes’ theorem:
p(S|P ) = (p(P |S). p(S)) : (p(P |S). p(S) + p(P |S̄). p(S̄))
= ((0.7)(0.6)) : ((0.7).(0.6) + (0.4).(0.4))
= 0.724
Exercise 13

3
Bayes’ theorem:
p(F 1|E) = (p(E|F 1). p(F1)) : (p(E|F 1). p(F1) + p(E|F 2). p(F2) + p(E|F 3).
p(F3))
= ((1/8).(1/4)) : ((1/8).(1/4) + (1/4).(1/4) + (1/6).(1/2))
= 3/17
Exercise 21
We follow the procedure in Example 4. We first compute that p(enhancement) =
1500/10000 = 0.15, q(enhancement) = 20/5000 = 0.004, p(herbal) = 800/10000
= 0.08, and q(herbal) = 200/5000 = 0.04. Then, assuming the necessary inde-
pendence, we compute
r(enhancement, herbal) = (p(enhancement). p(herbal)) : (p(enhancement). p(herbal)
+ q(enhancement). q(herbal)
= ((0.15)(0.08)) : ((0.15).(0.08) + (0.004).(0.04))
= 0.987
Because r( enhancement, herbal) is greater than the threshold 0.9, an incoming
message containing "enhancement” and "herbal"will be rejected.

Section 7.4
Exercise 6
There are C(50, 6) equally likely possible outcomes when the state picks its
winning numbers. The probability of winning 10 is therefore 1/C(50, 6) and the
probability of winning 0 dollar is 1 - (1/C(50, 6)).
By definition, the expectation is therefore 10,000,000 · 1/C(50, 6) + 0 = 10,000,000/15,890,700
= 0.63.
Exercise 7
By Theorem 3 we know that the expectation of a sum is the sum of the expec-
tations. In the current exercise we can let X be the random variable giving the
score on the true-false questions and let Y be the random variable giving the
score on the multiple choice questions. In order to compute the expectation of
X and of Y, let us for a moment ignore the point values, and instead just look
at the number of true-false or multiple choice questions that Linda gets right.
The expected number of true-false questions she gets right is the expectation of
the number of successes when 50 Bernoulli trials are performed with p = 0.9.
By Theorem 2 the expectation for the number of successes is np = 50 · 0.9 =
45. Since each problem counts 2 points, the expectation of X is 45 · 2 = 90.
Similarly, the expected number of multiple choice questions she gets right is the
expectation of the number of successes when 25 Bernoulli trials are performed
with p = 0.8, namely 25 · 0.8 = 20. Since each problem counts 4 points, the
expectation of Y is 20 · 4 = 80. Therefore her expected score on the exam is
E(X + Y) = E(X) + E(Y) = 90 + 80 = 170.
Exercise 9
In Example 8 we found that the answer to this question when the probability
that x is in the list is p is p(n + 2) + (2n + 2)(1 - p). Plugging in p = 2/3 we

4
have
(2/3).(n+2)+(2n+2).(1/3) = (4n+6)/3
Exercise 38
It is interesting to note that Markov was Chebyshev’s student in Russia. One
caution—the variance is not1000 cans; it is 1000 square cans (the units for the
variance of X are the square of the units for X ). So a measure of how much the
number of cans filled per day varies is about the square root of this, or about
31 cans.
a) We have E(X) = 10,000 and we take a = 11,000. Then p(X >= 11,000) <=
10,000/11,000 = 10/11. This is not a terribly good estimate.
b) We apply Theorem 8, with r = 1000. The probability that the number of
cans filled will differ from the expectation of 10,000 by at least 1000 is at most
1000/10002 = 0.001. Therefore the probability is at least 0.999 that the plant
will fill between 9,000 and 11,000 cans. This is also not a very good estimate,
since if the number of cans filled per day usually differs by only about 31 from
the mean of 10,000, it is virtually impossible that the difference would ever be
over 30 times this amount—the probability is much, much less than 1 in 1000.

Common questions

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Bayes' Theorem allows the calculation of the posterior probability p(F|E) by incorporating new evidence (E) and updating the prior belief about an event (F). It combines the likelihood of the evidence given the event, p(E|F), with prior probabilities to determine updated beliefs about the event, p(F|E) = (p(E|F) * p(F)) / p(E). This effectively modifies the probability estimates as new data becomes available .

Markov's studies, influenced by Chebyshev, laid significant groundwork for understanding stochastic processes, including variance's role in these systems. His work extended probability theory to incorporate dependencies over time and introduced concepts like Markov chains that allow variance applications to model more complex realities. These developments have broadened practical probability applications, such as in predictive modeling, reflecting an evolution from simple probability measures to intricate system-dependent calculations, all the way from calculating exact can production variabilities .

Computing intersections allows verification of whether the occurrence of one event affects the probability of another—independence requires that p(E n F) equals the product of individual probabilities, p(E) * p(F). This indicates that having one event does not supply any information about the occurrence of the other, confirming true independence through measurement of overlap. Without understanding these intersections, mistakenly dependent or related events could be incorrectly tested .

Permutation calculations must adapt to accommodate constraints like adjacency which reduce the total number of feasible arrangements. For instance, when calculating the probability of specific letters being adjacent in a permutation, one must count configurations wherein adjacency happens, and adjust the permutation setup (e.g., considering the whole pair as a single unit, which affects adjacency counts). This shifts the problem from involving n separate items to n−1 since two items are treated as one .

The inclusion-exclusion principle for two events E and F states that the probability of the union p(E U F) is calculated as p(E) + p(F) - p(E n F). This method considers that the overlap between E and F (p(E n F)) is subtracted, ensuring that it is not counted twice in the overall probability .

The reasoning stems from the principle that each element in a set of elements is equally likely to appear in any position during random permutation. For example, when assessing the probability of one element preceding another, symmetry implies there is no intrinsic preference for one arrangement over its reverse. Thus for sequences, elements linked symmetrically, like having element 1 precede element 4, are just as probable as the reverse, resulting in a probability of 1/2 .

Chebyshev's inequality provides an upper bound on the probability that a random variable deviates from its mean by more than a specified number of standard deviations. It is useful for providing general bounds without assuming a specific distribution form. However, these bounds can be too loose, offering poor precision, as seen in scenarios where daily can production varies—Chebyshev's inequality implies very high probabilities for certain ranges but doesn't account for practical variability limits that might be much tighter .

Symmetry offers a powerful and efficient method to derive probabilities without enumerating each possibility. By leveraging symmetrical properties inherent to many standard probability problems, one can quickly establish equal likelihoods for mutually exclusive orderings, thus simplifying calculations. This contrasts greatly with the exhaustive enumeration process which is prone to errors and is computationally demanding with large data sets; hence, symmetry allows swift, accurate determination of probabilities .

Variance in a probability distribution quantifies how much outcomes are spread out or deviate from the expectation, impacting reliability and predictability in manufacturing. A high variance means greater unpredictability, affecting estimates for quantities like daily production. In a plant with a mean expectation of filling 10,000 cans per day, variance can inform the likelihood of deviations from this goal. Markov's Chebyshev's student would note insufficient predictive or guarantee power for precise forecasts when variability isn't tightly controlled, as evidenced by daily deviations being greater than expected 31 cans .

Considering independent events ensures that the probability calculation correctly reflects the scenario without unintended influence from correlations between events. For instance, if two events like 4 preceding 3, and 2 preceding 1 are independent, calculating the probability as the product of their individual probabilities (1/2 each) ensures they are considered in isolation, thus resulting in a correct combined probability of 1/4 .

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