Hassania School of Public Works Probability and Statistics

Fall 2024 Dr Khalil Amine

Solution to Group Work 1 on Probability and Random Variables

Part I
Basics of Probability
Exercise 1
Let A, B, and C be three events in a random experiment.

1. Translate the event expressed in set notation A ∩ B ∩ C into verbal expression :

⊗
All the three events A, B, and C occur
⃝ None of the three events A, B, or C occurs
⃝ At most one of the three events A, B, or C occurs
⃝ At least two of the three events A, B, or C occur
2. Translate the event expressed in set notation A ∩ B ∩ C into verbal expression :
⃝
⊗
All the three events A, B, and C occur
None of the three events A, B, or C occurs
⃝ At most one of the three events A, B, or C occurs
⃝ At least two of the three events A, B, or C occur
3. Translate the event expressed in set notation ( A ∩ B) ∪ ( A ∩ C ) ∪ ( B ∩ C ) into verbal expression :
⃝ All the three events A, B, and C occur
⃝
⊗
None of the three events A, B, or C occurs
At most one of the three events A, B, or C occurs
⃝ At least two of the three events A, B, or C occur
4. What is the equivalent set notation for the event ( A ∩ B) ∪ ( A ∩ C ) ∪ ( B ∩ C )
( ) ( ) ( )
⃝ A∪B∪C ∩ A∪B∪C ∩ A∪B∪C
( ) ( ) ( )
⃝ A∩B∩C ∪ A∩B∩C ∪ A∩B∩C
⊗ ( ) ( ) ( ) ( )
A∩B∩C ∪ A∩B∩C ∪ A∩B∩C ∪ A∩B∩C
( ) ( ) ( ) ( )
⃝ A∪B∪C ∩ A∪B∪C ∩ A∪B∪C ∩ A∪B∪C

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Exercise 2
Consider a family with 2 children. Assume that the likelihood of having a girl is equal to that of having a
boy.

1. What is the probability that both children are boys, given that the eldest is a boy?

Let consider the two events:

G: "having a girl"
B: "having a boy"
In a family with 2 children, there are 4 possible outcomes: { BB, BG, GB, GG }. These outcomes are
1
independent and equiprobable with probability .
4
The event "both children are boys, given that the eldest is a boy" can be expressed as
{ BB | BG ∪ BB}, thus
1
P ( BB | BG ∪ BB) = 1
4

4 + 14
1
=
2

2. What is the probability that both children are boys, given that at least one of the children is a boy?

The event "both children are boys, given that at least one of the children is a boy" can be expressed
as { BB | BG ∪ GB ∪ BB}, thus:
1
P ( BB | BG ∪ GB ∪ BB) = 1
4

4 + + 14
1
4
1
=
3

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Exercise 3
A certain system has 5 components. A system failure is caused by a failure in components A, B, C, D,
and E with probabilities of 35%, 30%, 20%, 10%, and 5%, respectively. It is assumed that simultaneous
failures in more than one component are so rare that they can be ignored.

1. If a system failure is not caused by A, what is the probability that it is caused by B?

Let consider the five events:

A: "the failure originates from component A" with probability 0.35.
B: "the failure originates from component B" with probability 0.3.
C: "the failure originates from component C" with probability 0.2.
D: "the failure originates from component D" with probability 0.1.
E: "the failure originates from component { E" with}probability 0.05.
The task is to find the probability of the event B | A :
( )
( )
P B∩A
P B|A = ( )
P A
P ( B) ( )
= Since B ∩ A = B, because A ∩ B = ∅
1 − P ( A)
0.3
=
1 − 0.35
35
=
60
≈ 0.46

2. If a system failure is caused by neither A nor B, what is the probability that it is caused by C or D?

{ }
The task is to find the probability of the event C ∪ D | A ∩ B :
( )
( )
P B∩A
P B|A = ( )
P A
P ( B) ( )
= Since B ∩ A = B, because A ∩ B = ∅
1 − P ( A)
0.3
=
1 − 0.35
35
=
60
≈ 0.46

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Exercise 4
There are 50, 75, and 100 employees in three warehouses A, B, and C respectively, with the proportions of
female employees being 50%, 60%, and 70%, respectively. A resignation is equally likely to occur among
all employees, regardless of gender.
A female employee resigns. What is the probability that she is from warehouse C?

Let consider the three events:

50 2
A: "the resignee is from warehouse A" with probability = .
50 + 75 + 100 9
75 1
B: "the failure originates from component B" with probability = .
50 + 75 + 100 3
100 4
C: "the failure originates from component C" with probability = .
50 + 75 + 100 9
and let consider the two events:
1
F: "the resignee is a female" with probability .
2
1
M: "the resignee is a man" with probability .
2
The task is to find the probability of the event {C | F }. Noting that { A, B, C } is a complete system,
the Bayes’ formula provides:

P ( F | C ) P (C )
P (C | F ) =
P ( F | A) P ( A) + P ( F | B) P ( B) + P ( F | C ) P (C )
7 4
×
= 10 9
1 2 3 1 7 4
× + × + ×
2 9 5 3 10 9
1
=
2

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Part II
Discrete Random Variable
In each of the following situations, identify the common distribution of the given random variable, and
provide its density (mass) function.

1. A factory produces light bulbs, and it is known that 5% of them are defective. A quality control
inspector randomly selects 10 bulbs from the production line. Let X be the number of defective bulbs
in this sample.

Distribution: Binomial
Explanation: Each bulb has a fixed probability of being defective, and the selection of bulbs is
independent.
Mass Function: P ( X = k) = Ckn pk (1 − p)n−k , where n = 10 and p = 0.05.

2. A fair six-sided die is rolled repeatedly until a six appears. Let Y be the number of rolls needed to
get the first six.

Distribution: Geometric
Explanation: This models the number of trials required for the first success in a sequence of
independent trials with a constant success probability.
Mass Function: P (Y = k ) = (1 − p)k−1 p, where p = 16 .

3. An urn contains 5 red balls and 8 blue balls. Four balls are randomly selected without
replacement. Let W be the number of red balls in the selection.

Distribution: Hypergeometric
Explanation: This involves sampling without replacement, where the probability of selecting a red
ball changes with each draw.
Crk CnN−−kr
Mass Function: P (W = k ) = CnN , where r = 5, N = 13, and n = 4.

4. A call centre receives an average of 6 calls per hour. Let V be the number of calls received in a
randomly selected hour.

Distribution: Poisson
Explanation: The number of calls occurs randomly over a fixed interval, with a constant average
rate and independence between events.
k −λ
Mass Function: P (V = k ) = λ k!e , where λ = 6.

5. In a multiple-choice quiz, each question has four choices, only one of which is correct. Each
question is guessed without any prior knowledge. Let Z be the number of questions answered
correctly out of 20.

Distribution: Binomial
Explanation: Each question has two outcomes (correct or incorrect) with a fixed probability of
success, and the results are independent.
Mass Function: P ( Z = k) = Ckn pk (1 − p)n−k , where n = 20 and p = 41 .

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Part III
Continuous Random Variable
In a ceramics workshop, small square tiles are produced with width W. This value W is a random variable
whose density function is defined as follows:
{
6x (1 − x ) if 0 < x < 1,
fW ( x) =
0 otherwise.

1. Calculate the density function of the surface area A of a tile.

Considering the random variable A = W 2 , the probability density function of A can be calculated
from the cumulative distribution function of A:

F A (x) = P ( A < x)
( )
= P W2 < x
( √ )
=P W< x
√
= F W ( x ),

which leads to:

d
f A (x) = F A (x)
dx
d (√ )
= FW x
dx
√ d √
= fW ( x) · ( x)
dx
1 √
= √ fW ( x)
2 x

for 0 < x < 1, and 0 otherwise. Substituting f W ( x ) = 6x (1 − x ), it follows:

1 √ √
f A ( x ) = √ · 6 x (1 − x )
2 x
√
= 3(1 − x ), 0 < x < 1

In conclusion: { √
3(1 − x) if 0 < x < 1,
f A (x) =
0 otherwise.

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2. Calculate the expected value of the random variable A.

The expectation of A is given by:

∫ +∞
E( A ) = x f A ( x ) dx
−∞
∫ 1 √
= x · 3(1 − x ) dx
0
∫ 1
=3 ( x − x3/2 ) dx
0
[ ]1
x2 2x5/2
=3 −
2 5
0
3
=
10

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Part IV
Covariance and Correlation
Definition 1 (Covariance) Let X and Y be two discrete random variables. The covariance of X and Y is
defined by
cov ( X, Y ) = E [( X − E[ X ]) (Y − E[Y ])]

Definition 2 (Correlation) Let X and Y be two discrete random variables. The correlation between X and
Y is defined by
cov ( X, Y )
cor ( X, Y ) =
σ ( X ) σ (Y )
where σ ( X ) and σ (Y ) are the standard deviation of X and Y.

Let X, Y, and Z be three random variables, and a, b and c be three real numbers. Prove the following
expressions:

1. Using only the linearity of the expected value, show that:

var [ aX + bY ] = a2 var[ X ] + b2 var[Y ] + 2ab cov( X, Y )

and deduce the expression for: var [ aX + bY + cZ ]

[ ]
2
var [ aX + bY ] = E ( aX + bY − E [ aX + bY ])
[ ]
= E ( aX + bY − a E [ X ] + b E [Y ])2
[ ]
= E ( a ( X − E [ X ]) + b (Y − E [Y ]))2
[ ]
= E a2 ( X − E [ X ])2 + b2 (Y − E [Y ])2 + 2ab ( X − E [ X ]) (Y − E [Y ])
[ ] [ ]
= a2 E ( X − E [ X ])2 + b2 E (Y − E [Y ])2 + 2ab E [( X − E [ X ]) (Y − E [Y ])]
= a2 var[ X ] + b2 var[Y ] + 2ab cov( X, Y )

Therefore,

var [ aX + bY + cZ ] = var [ aX + (bY + cZ )]

= a2 var[ X ] + var[bY + cZ ] + 2a cov( X, bY + cZ )
= a2 var[ X ] + b2 var[Y ] + c2 var[ Z ]
+ 2bc cov(Y, Z ) + 2a cov( X, bY + cZ )
= a2 var[ X ] + b2 var[Y ] + c2 var[ Z ]
+ 2bc cov(Y, Z ) + 2a cov( X, bY ) + 2a cov( X, cZ )
= a2 var[ X ] + b2 var[Y ] + c2 var[ Z ]
+ 2bc cov(Y, Z ) + 2ab cov( X, Y ) + 2ac cov( X, Z )
= a2 var[ X ] + b2 var[Y ] + c2 var[ Z ]
+ 2ab cov( X, Y ) + 2ac cov( X, Z ) + 2bc cov(Y, Z )

Note that division by a, b, or c is not possible here, as they may be zero!

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2. cov ( aX, Y ) = a cov ( X, Y )

cov ( aX, Y ) = E [( aX − E[ aX ]) (Y − E[Y ])]

= E [( aX − a E[ X ]) (Y − E[Y ])]
= E [ a( X − E[ X ]) (Y − E[Y ])]
= a E [( X − E[ X ]) (Y − E[Y ])]
= a cov ( X, Y )

3. cov ( X + b, Y ) = cov ( X, Y )

cov ( X + b, Y ) = E [(( X + b) − E[ X + b]) (Y − E[Y ])]

= E [( X + b − (E[ X ] + b)) (Y − E[Y ])]
= E [( X − E[ X ]) (Y − E[Y ])]
= cov ( X, Y )

4. cov ( X + Y, Z ) = cov ( X, Z ) + cov (Y, Z )

cov ( X + Y, Z ) = E [(( X + Y ) − E[ X + Y ]) ( Z − E[ Z ])]

= E [( X + Y − E[ X ] − E[Y ]) ( Z − E[ Z ])]
= E [(( X + E[ X ]) + (Y − E[ X ])) ( Z − E[ Z ])]
= E [( X + E[ X ]) ( Z − E[ Z ]) + (Y − E[ X ]) ( Z − E[ Z ])]
= E [( X + E[ X ]) ( Z − E[ Z ])] + E [(Y − E[ X ]) ( Z − E[ Z ])]
= cov ( X, Z ) + cov (Y, Z )

( )
X − E [ X ] Y − E [Y ]
5. cor ( X, Y ) = cov ,
σ( X ) σ (Y )

Using cov ( X, Y ) = cov(Y, X ) it follows cov ( X, aY ) = a cov ( X, Y ) and cov ( X, Y + b) =

cov ( X, Y ), then:
( ) ( )
X − E [ X ] Y − E [Y ] 1 Y − E [Y ]
cov , = cov X − E[ X ],
σ( X ) σ (Y ) σ( X ) σ (Y )
1 1
= cov ( X − E[ X ], Y − E[Y ])
σ ( X ) σ (Y )
1 1
= cov ( X, Y − E[Y ])
σ ( X ) σ (Y )
1 1
= cov ( X, Y )
σ ( X ) σ (Y )
= cor ( X, Y )

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