Scribd
Upload
15 views1 page

IIT Guwahati MA225 Probability Problem Set

Uploaded by

Dhruv Dengada
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
15 views1 page

IIT Guwahati MA225 Probability Problem Set

Uploaded by

Dhruv Dengada
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

Indian Institute of Technology Guwahati

Probability Theory and Random Processes (MA225)


Problem Set 10

1. In the Dark Ages, Harvard, Dartmouth, and Yale admitted only male students. Assume that, at that time, 80
percent of the sons of Harvard men went to Harvard and the rest went to Yale, 40 percent of the sons of Yale
men went to Yale, and the rest split evenly between Harvard and Dartmouth; and of the sons of Dartmouth men,
70 percent went to Dartmouth, 20 percent to Harvard, and 10 percent to Yale. Find the probability that the
grandson of a man from Harvard went to Harvard. Ans: 0.7.
2. A certain calculating machine uses only the digits 0 and 1. It is supposed to transmit one of these digits through
several stages. However, at every stage, there is a probability p that the digit that enters this stage will be
changed when it leaves and a probability q = 1 − p that it won’t. Form a Markov chain to represent the process
of transmission by taking as states the digits 0 and 1. If the initial digit is 0 with probability 2/3 and 1 with
probability 1/3, what is the probability that the machine, after two stages, produces the digit 0.
3. Smith is in jail and has 3 dollars; he can get out on bail if he has 4 dollars. A guard agrees to make a series of bets
with him. If Smith bets A dollars, he wins A dollars with probability 0.4 and loses A dollars with probability 0.6.
(a) Find the probability that he wins 4 dollars before losing all of his money if he bets 1 dollar each time (timid
strategy). Ans: 0.58
(b) Find the probability that he wins 4 dollars before losing all of his money if he bets, each time, as much as
possible but not more than necessary to bring his fortune up to 4 dollars (bold strategy). Ans: 0.64
(c) Which strategy gives Smith the better chance of getting out of jail? Ans: Bold strategy
4. A fair coin is tossed repeatedly and independently. Find the expected number of tosses till the pattern HTH
appears. Ans: 10

5. Consider an experiment of mating rabbits. We watch the evolution of a particular gene that appears in two types,
G or g. A rabbit has a pair of genes, either GG (dominant), Gg (hybrid–the order is irrelevant, so gG is the same
as Gg) or gg (recessive). In mating two rabbits, the offspring inherits a gene from each of its parents with equal
probability. Thus, if we mate a dominant (GG) with a hybrid (Gg), the offspring is dominant with probability
1/2 or hybrid with probability 1/2. Start with a rabbit of given character (GG, Gg, or gg) and mate it with a
hybrid. The offspring produced is again mated with a hybrid, and the process is repeated through a number of
generations, always mating with a hybrid.
(a) Write down the transition probabilities of the Markov chain thus defined.
(b) Assume that we start with a hybrid rabbit. Let νn be the probability distribution of the character of the
rabbit of the n-th generation. In other words, νn (GG), νn (Gg), νn (gg) are the probabilities that the n-th
generation rabbit is GG, Gg, or gg, respectively. Compute ν1 , ν2 , ν3 .
6. An urns contains two balls. Ball colors are red and blue. At each stage a ball is randomly chosen and then
replaced by a new ball, which with probability 0.8 is the same color and with probability 0.2 with opposite color,
as the ball it replaces. If initially both balls are red, find the probability that the 5th ball selected is red.

7. Find the communicating classes for Markov chains having following one-step transition probability matrices:
     
0.5 0.5 0.5 0.5 0 1
(a) P = (b) P = (c) P =
0.5 0.5 1 0 1 0
   
1/3 0 2/3 0.5 0.5 0
(d) P =  0 1 0  (e) P =  0 0.5 0.5  .
0 1/5 4/5 1/3 1/3 1/3

Common questions

Powered by AI

Communicating classes are determined from one-step transition probability matrices. For instance, a matrix with uniform probabilities across states forms a single class, while others might split depending on whether they allow transitions between each pair of states .

Starting with a hybrid rabbit, if at each generation the rabbit is mated with a hybrid, the transition probabilities must be set, and the state probabilities for ν1, ν2, and ν3 can be calculated as detailed in the evolution of the probabilities each generation .

The probability that the grandson of a man from Harvard attended Harvard is 0.7 .

The probability of maintaining the original digit decreases as the probability p of change per stage increases. The resulting outcomes depend heavily on initial conditions and the total number of stages as represented by a Markov chain model .

The process is modeled as a Markov chain with states being the digits 0 and 1. The transition probabilities depend on the probability p of a digit changing at each stage. If p is the probability of change and the initial probability of 0 is 2/3, you compute the probability of 0 after two stages using matrix multiplication of the transition matrix and the initial distribution .

Key factors include the initial genetic composition of the parents (GG, Gg, or gg), the probability of each gene type being passed on, and the continuous mating with hybrids which affects the evolution of gene dominance through generations .

If initially both balls are red, and each selected ball is replaced by a new ball with the same color with probability 0.8, the probability that the 5th ball selected is still red can be calculated by applying the rules of Markov processes and calculating the steady state after 5 steps .

A bold strategy is statistically preferable as it maximizes the probability of reaching the $4 goal before losing everything. This is due to a higher risk but also a potentially higher reward scenario in probability terms .

The expected number of tosses until the pattern HTH appears is 10 .

The probability that Smith wins 4 dollars using a timid strategy is 0.58, while it is 0.64 using a bold strategy. The bold strategy offers a better chance of getting out of jail .

You might also like