Autumn Semester August 23, 2023
IE605:Engineering Statistics
Tutorial 3
Exercise 1 A bag contains 3 white, 6 red and 5 blue balls. A ball is selected at
random, it’s color is noted and is then replaced in the bag before making the next
selection. In all 6 selections are made. Let X = the number of white balls selected
and Y = number of blue balls selected. Find E[X|Y = 3].
Exercise 2 If X1 and X2 are independent binomial random variables with respec-
tive parameters (n1 , p) and (n2 , p). Calculate the conditional probability mass func-
tion of X1 given that X1 + X2 = m.
Exercise 3 The joint density of X and Y is given by
(
1 −xy , 0 < x < ∞, 0 < y < 2
f (x, y) = 2 ye
0, otherwise
What is eX/2 |Y = 1?
Exercise 4 Let X, Y, Z be random variables, and g : R → R. Assuming that the
expectations exist, prove:
1. E[X|Y ] = E[X] if X and Y are independent.
2. E[E[X|Y ]] = E[X]
3. E[Xg(Y )|Y ] = g(Y )E[X|Y ]. In particular, E[g(Y )|Y ] = g(Y ).
Exercise 5 Given a communication system, where each data packet consists of 1000
bits. Due to the noise, each bit may be received in error with probability 0.1. It is
assumed bit errors occur independently. Using Central Limit Theorem, find the
probability that there are more than 120 errors in a certain data packet?
Exercise 6 The lifetime of a special type of battery is a random variable with mean
40 hours and standard deviation 20 hours. A battery is used until it fails, at which
point it is replaced by a new one. Assuming a stockpile of 25 such batteries, the
lifetimes of which are independent, approximate the probability that over 1100 hours
of use can be obtained.
Exercise 7 Let X1 , X2 , . . . , X25 be i.i.d. with the following PMF.
0.6 if k = 1,
PX (k) = 0.4 if k = −1,
0
otherwise
And let Y = X1 + X2 + . . . + X25 . Using the CLT, estimate P (3.5 ≤ Y ≤ 6.5).
Exercise 8 You have invited 64 guests to a party. You need to make sandwiches for
the guests. You believe that a guest might need 0, 1 or 2 sandwiches with proba-
bilities 0.25, 0.5, and 0.25 respectively. You assume that the number of sandwiches
each guest needs is independent from other guests. How many sandwiches should
you make so that you are 95% sure that there is no shortage?
Exercise 9 There are 100 men on a plane. Let Xi be the weight (in pounds) of the
ith man on the plane. Suppose that the Xi ’s are i.i.d., with mean 170 and standard
deviation 30. What is the probability that the total weight of the men on the plane
exceeds 18,000 pounds.
Exercise 10 Show that
n
X nk 1
lim e−n = .
n→∞ k! 2
k=0
Exercise 11 Let X ∼ Binomial(n, p). Using Chebyshev’s inequality, find an up-
per bound on P (X ≥ θn), where p < θ < 1. Evaluate the bound for p = 1/2 and
θ = 3/4
Exercise 12 A coin is weighted so that its probability of landing on heads is 20%.
Suppose the coin is flipped 20 times. Using Markov’s inequality, find a bound for
the probability it lands on heads at least 16 times. Compare this bound with actual
probability.