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Mathematical Methods for Physics and Engineering: A Comprehensive Guide

K. F. Riley, M. P. Hobson, S. J. Bence

Chapter 26

Probability - all with Video Answers

Educators


Chapter Questions

04:02

Problem 1

By shading Venn diagrams, determine which of the following are valid relationships between events. For those that are, prove them using de Morgan's laws.
(a) $\overline{(\bar{X} \cup Y)}=X \cap \bar{Y}$.
(b) $\bar{X} \cup \bar{Y}=\overline{(X \cup Y)}$
(c) $(X \cup Y) \cap Z=(X \cup Z) \cap Y$.
(d) $X \cup \underline{(Y \cap Z)}=(X \cup Y) \cap Z$.
(e) $X \cup \overline{(Y \cap Z)}=(X \cup \bar{Y}) \cup \bar{Z}$

Zechariah Rosenthal
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Problem 2

Given that events $X, Y$ and $Z$ satisfy
$$
(X \cap Y) \cup(Z \cap X) \cup(\overline{\bar{X} \cup \bar{Y})}=\overline{(Z \cup \bar{Y})} \cup\{[\overline{[\bar{Z} \cup \bar{X})} \cup(\bar{X} \cap Z)] \cap Y\}
$$
prove that $X \supseteq Y$ and either $Y \cap Z=0$ or $Y \supseteq Z$.

Eduard Sanchez
Eduard Sanchez
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Problem 3

$26.3 A$ and $B$ each have two unbiased four-faced dice, the four faces being numbered $1,2,3,4$. Without looking, $B$ tries to guess the sum $x$ of the numbers on the bottom faces of $A$ 's two dice after they have been thrown onto a table. If the guess is correct $B$ receives $x^{2}$ euros, but if not he loses $x$ euros.

Determine $B$ 's expected gain per throw of $A$ 's dice when he adopts each of the following strategies:
(a) he selects $x$ at random in the range $2 \leq x \leq 8$;
(b) he throws his own two dice and guesses $x$ to be whatever they indicate;
(c) he takes your advice and always chooses the same value for $x$. Which number would you advise?
26.4 Use the method of induction to prove equation (26.16), the probability addition law for the union of $n$ general events.

Eduard Sanchez
Eduard Sanchez
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03:31

Problem 4

Use the method of induction to prove equation (26.16), the probability addition law for the union of $n$ general events.

Fan Yang
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Problem 5

Two duellists, $A$ and $B$, take alternate shots at each other, and the duel is over when a shot (fatal or otherwise!) hits its target. Each shot fired by $A$ has a probability $\alpha$ of hitting $B$, and each shot fired by $B$ has a probability $\beta$ of hitting A. Calculate the probabilities $P_{1}$ and $P_{2}$, defined as follows, that $A$ will win such a duel: $P_{1}, A$ fires the first shot; $P_{2}, B$ fires the first shot.

If they agree to fire simultaneously, rather than alternately, what is the probability $P_{3}$ that $A$ will win? Verify that your results satisfy the intuitive inequality $P_{1} \geq P_{3} \geq P_{2}$

Shu Naito
Shu Naito
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02:07

Problem 6

$X_{1}, X_{2}, \ldots, X_{n}$ are independent identically distributed random variables drawn from a uniform distribution on $[0,1] .$ The random variables $A$ and $B$ are defined by
$$
A=\min \left(X_{1}, X_{2}, \ldots, X_{n}\right), \quad B=\max \left(X_{1}, X_{2}, \ldots, X_{n}\right)
$$
For any fixed $k$ such that $0 \leq k \leq \frac{1}{2}$, find the probability $p_{n}$ that both
$$
A \leq k \quad \text { and } \quad B \geq 1-k
$$
Check your general formula by considering directly the cases (a) $k=0,\left(\right.$ b) $k=\frac{1}{2}$, (c) $n=1$ and $($ d) $n=2$

James Kiss
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Problem 7

A tennis tournament is arranged on a straight knockout basis for $2^{n}$ players and for each round, except the final, opponents for those still in the competition are drawn at random. The quality of the field is so even that in any match it is equally likely that either player will win. Two of the players have surnames that begin with ' $Q^{\prime}$. Find the probabilities that they play each other
(a) in the final,
(b) at some stage in the tournament.

Eduard Sanchez
Eduard Sanchez
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Problem 8

(a) Gamblers $A$ and $B$ each roll a fair six-faced die, and $B$ wins if his score is strictly greater than $A$ 's. Show that the odds are 7 to 5 in $A$ 's favour.
(b) Calculate the probabilities of scoring a total $T$ from two rolls of a fair die for $T=2,3, \ldots, 12 .$ Gamblers $C$ and $D$ each roll a fair die twice and score respective totals $T_{C}$ and $T_{D}, D$ winning if $T_{D}>T_{C} .$ Realising that the odds are not equal, $D$ insists that $C$ should increase her stake for each game. $C$ agrees to stake $£ 1.10$ per game, as compared to $D$ 's $£ 1.00$ stake. Who will show a profit?

Eduard Sanchez
Eduard Sanchez
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Problem 9

An electronics assembly firm buys its microchips from three different suppliers; half of them are bought from firm $X$, whilst firms $Y$ and $Z$ supply $30 \%$ and $20 \%$ respectively. The suppliers use different quality-control procedures and the percentages of defective chips are $2 \%, 4 \%$ and $4 \%$ for $X, Y$ and $Z$ respectively. The probabilities that a defective chip will fail two or more assembly-line tests are $40 \%, 60 \%$ and $80 \%$ respectively, whilst all defective chips have a $10 \%$ chance of escaping detection. An assembler finds a chip that fails only one test. What is the probability that it came from supplier $X$ ?

Eduard Sanchez
Eduard Sanchez
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Problem 10

As every student of probability theory will know, Bayesylvania is awash with natives, not all of whom can be trusted to tell the truth, and lost and apparently somewhat deaf travellers who ask the same question several times in an attempt to get directions to the nearest village.

One such traveller finds himself at a T-junction in an area populated by the Asciis and Bisciis in the ratio 11 to $5 .$ As is well known, the Biscii always lie but the Ascii tell the truth three quarters of the time, giving independent answers to all questions, even to immediately repeated ones.
(a) The traveller asks one particular native twice whether he should go to the left or to the right to reach the local village. Each time he is told 'left'. Should he take this advice, and, if he does, what are his chances of reaching the village?
(b) The traveller then asks the same native the same question a third time and for a third time receives the answer "left'. What should the traveller do now? Have his chances of finding the village been altered by asking the third question?

Eduard Sanchez
Eduard Sanchez
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Problem 11

A boy is selected at random from amongst the children belonging to families with. $n$ children. It is known that he has at least two sisters. Show that the probability that he has $k-1$ brothers is
$$
\frac{(n-1) !}{\left(2^{n-1}-n\right)(k-1) !(n-k) !}
$$
for $1 \leq k \leq n-2$ and zero for other values of $k$.

Eduard Sanchez
Eduard Sanchez
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Problem 12

Villages $A, B, C$ and $D$ are connected by overhead telephone lines joining $A B$, $A C, B C, B D$ and $C D .$ As a result of severe gales, there is a probability $p$ (the same for each link) that any particular link is broken.
(a) Show that the probability that a call can be made from $A$ to $B$ is
$$
1-2 p^{2}+p^{3}
$$
(b) Show that the probability that a call can be made from $D$ to $A$ is
$$
1-2 p^{2}-2 p^{3}+5 p^{4}-2 p^{5}
$$

Eduard Sanchez
Eduard Sanchez
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16:05

Problem 13

A set of $2 N+1$ rods consists of one of each integer length $1,2, \ldots, 2 N, 2 N+1$ Three, of lengths $a, b$ and $c$, are selected, of which $a$ is the longest. By considering the possible values of $b$ and $c$, determine the number of ways in which a nondegenerate triangle (i.e. one of non-zero area) can be formed (i) if $a$ is even, and (ii) if $a$ is odd. Combine these results appropriately to determine the total number of non-degenerate triangles that can be formed with the $2 N+1$ rods, and hence show that the probability that such a triangle can be formed from a random selection (without replacement) of three rods is
$$
\frac{(N-1)(4 N+1)}{2\left(4 N^{2}-1\right)}
$$

Alex Roush
Alex Roush
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Problem 14

A certain marksman never misses his target, which consists of a disc of unit radius with centre $O .$ The probability that any given shot will hit the target within a distance $t$ of $O$ is $t^{2}$ for $0 \leq t \leq 1$. The marksman fires $n$ independendent shots at the target, and the random variable $Y$ is the radius of the smallest circle with centre $O$ that encloses all the shots. Determine the PDF for $Y$ and hence find the expected area of the circle.

The shot that is furthest from $O$ is now rejected and the corresponding circle determined for the remaining $n-1$ shots. Show that its expected area is
$$
\frac{n-1}{n+1} \pi
$$

Eduard Sanchez
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Problem 15

The duration of a telephone call made from a public call-box is a random variable $T$. The probability density function of $T$ is
$$
f(t)= \begin{cases}0 & t<0 \\ \frac{1}{2} & 0 \leq t<1 \\ k e^{-2} & t \geq 1\end{cases}
$$
where $k$ is a constant. To pay for the call, 20 pence has to be inserted at the beginning, and a further 20 pence after each subsequent half-minute. Determine by how much the average cost of a call exceeds the cost of a call of average length charged at 40 pence per minute.

Eduard Sanchez
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Problem 16

Kittens from different litters do not get on with each other and fighting breaks out whenever two kittens from different litters are present together. A cage initially contains $x$ kittens from one litter and $y$ from another. To quell the fighting, kittens are removed at random, one at a time, until peace is restored. Show, by induction, that the expected number of kittens finally remaining is
$$
N(x, y)=\frac{x}{y+1}+\frac{y}{x+1}
$$

Eduard Sanchez
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Problem 17

( $A$ more ditficult question.)
If the scores in a cup football match are equal at the end of the normal period of play, a 'penalty shoot-out' is held in which each side takes up to five shots (from the penalty spot) alternately, the shoot-out being stopped if one side acquires an unassailable lead (i.e. has a lead greater than its opponents have shots remaining). If the scores are still level after the shoot-out a 'sudden death' competition takes place. In sudden death each side takes one shot and the competition is over if one side scores and the other does not; if both score, or both fail to score, a further shot is taken by each side, and so on. Team 1, which takes the first penalty, has a probability $p_{1}$, which is independent of the player involved, of scoring and a probability $q_{1}\left(=1-p_{1}\right)$ of missing; $p_{2}$ and $q_{2}$ are defined likewise.
Define $\operatorname{Pr}(i: x, y)$ as the probability that team $i$ has scored $x$ goals after $y$ attempts, and let $f(M)$ be the probability that the shoot-out terminates after a total of $M$ shots.
(a) Prove that the probability that 'sudden death' will be needed is
$$
f(11+)=\sum_{r=0}^{5}\left({ }^{5} C_{r}\right)^{2}\left(p_{1} p_{2}\right)^{\gamma}\left(q_{1} q_{2}\right)^{5-r}
$$
(b) Give reasoned arguments (preferably without first looking at the expressions involved) which show that
$$
f(M=2 N)=\sum_{r=0}^{2 N-6}\left\{\begin{array}{c}
p_{2} \operatorname{Pr}(1: r, N) \operatorname{Pr}(2: 5-N+r, N-1) \\
+q_{2} \operatorname{Pr}(1: 6-N+r, N) \operatorname{Pr}(2: r, N-1)
\end{array}\right\}
$$
for $N=3,4,5$ and
$$
f(M=2 N+1)=\sum_{r=0}^{2 N-5}\left\{\begin{array}{l}
p_{1} \operatorname{Pr}(1: 5-N+r, N) \operatorname{Pr}(2: r, N) \\
+q_{1} \operatorname{Pr}(1: r, N) \operatorname{Pr}(2: 5-N+r, N)
\end{array}\right\}
$$
for $N=3,4$.
(c) Give an explicit expression for $\operatorname{Pr}(i: x, y)$ and hence show that if the teams are so well matched that $p_{1}=p_{2}=1 / 2$ then
$$
\begin{aligned}
f(2 N) &=\sum_{r=0}^{2 N-6}\left(\frac{1}{2^{2 N}}\right) \frac{N !(N-1) ! 6}{r !(N-r) !(6-N+r) !(2 N-6-r) !} \\
f(2 N+1) &=\sum_{r=0}^{2 N-5}\left(\frac{1}{2^{2 N}}\right) \frac{(N !)^{2}}{r !(N-r) !(5-N+r) !(2 N-5-r) !}
\end{aligned}
$$
(d) Evaluate these expressions to show that, expressing $f(M)$ in units of $2^{-8}$, we have
$$
\begin{array}{lllllll}
M & 6 & 7 & 8 & 9 & 10 & 11+ \\
f(M) & 8 & 24 & 42 & 56 & 63 & 63
\end{array}
$$
Give a simple explanation of why $f(10)=f(11+)$

Victor Salazar
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Problem 18

A particle is confined to the one-dimensional space $0 \leq x \leq a$ and classically it can be in any small interval $d x$ with equal probability. However, quantum mechanics gives the result that the probability distribution is proportional to $\sin ^{2}(n \pi x / a)$, where $n$ is an integer. Find the variance in the particle's position in both the classical and quantum mechanical pictures and show that, although they differ, the latter tends to the former in the limit of large $n$, in agreement with the correspondence principle of physics.

Eduard Sanchez
Eduard Sanchez
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Problem 19

A continuous random variable $X$ has a probability density function $f(x)$; the corresponding cumulative probability function is $F(x) .$ Show that the random variable $Y=F(X)$ is uniformly distributed between 0 and 1 .

Eduard Sanchez
Eduard Sanchez
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01:22

Problem 20

For a non-negative integer random variable $X$, in addition to the probability generating function $\Phi_{X}(t)$ defined in equation (26.71) it is possible to define the probability generating function
$$
\Psi_{X}(t)=\sum_{n=0}^{\infty} g_{n} t^{n}
$$
where $g_{n}$ is the probability that $X>n$.
(a) Prove that $\Phi_{X}$ and $\Psi_{X}$ are related by
$$
\Psi_{X}(t)=\frac{1-\Phi_{X}(t)}{1-t}
$$
(b) Show that $E[X]$ is given by $\Psi_{X}(1)$ and that the variance of $X$ can be expressed as $2 \Psi_{X}^{\prime}(1)+\Psi_{X}(1)-\left[\Psi_{X}(1)\right]^{2}$
(c) For a particular random variable $X$, the probability that $X>n$ is equal to $\alpha^{n+1}$ with $0<\alpha<1$. Use the results in $(\mathrm{b})$ to show that $V[X]=\alpha(1-\alpha)^{-2}$.

Manik Pulyani
Manik Pulyani
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09:31

Problem 21

(a) In two sets of binomial trials $T$ and $t$ the probabilities that a trial has a successful outcome are $P$ and $p$ respectively, with corresponding probabilites of failure of $Q=1-P$ and $q=1-p .$ One 'game' consists of a trial $T$ followed, if $T$ is successful, by a trial $t$ and then a further trial $T .$ The two trials continue to alternate until one of the $T$ trials fails, at which point the game ends. The score $S$ for the game is the total number of successes in the t-trials. Find the PGF for $S$ and use it to show that
$$
E[S]=\frac{P p}{Q}, \quad V[S]=\frac{P p(1-P q)}{Q^{2}}
$$
(b) Two normal unbiased six-faced dice $A$ and $B$ are rolled alternately starting with $A$; if $A$ shows a 6 the experiment ends. If $B$ shows an odd number no points are scored, if it shows a 2 or a 4 then one point is scored, whilst if it records a 6 then two points are awarded. Find the average and standard deviation of the score for the experiment and show that the latter is the greater.

Chris Trentman
Chris Trentman
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02:03

Problem 22

Use the formula obtained in subsection $26.8 .2$ for the moment generating function of the negative binomial distribution to determine the CGF $K_{n}(t)$ for the number of trials needed to record $n$ successes. Evaluate the first four cumulants and use them to confirm the stated results for the mean and variance and to show that the distribution has skewness and kurtosis given respectively by
$$
\frac{2-p}{\sqrt{n(1-p)}} \quad \text { and } \quad 3+\frac{6-6 p+p^{2}}{\sqrt{n(1-p)}}
$$

Ryan Mcalister
Ryan Mcalister
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Problem 23

A point $P$ is chosen at random on the circle $x^{2}+y^{2}=1 .$ The random variable $X$ denotes the distance of $P$ from $(1,0)$. Find the mean and variance of $X$ and the probability that $X$ is greater than its mean.

Eduard Sanchez
Eduard Sanchez
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Problem 24

As assistant to a celebrated and imperious newspaper proprietor, you are given the job of running a lottery in which each of his five million readers will have an equal independent chance $p$ of winning a million pounds; you have the job of choosing $p .$ However, if nobody wins it will be bad for publicity whilst if more than two readers do so, the prize cost will more than offset the profit from extra circulation - in either case you will be sacked! Show that, however you choose $p$, there is more than a $40 \%$ chance you will soon be clearing your desk.

Eduard Sanchez
Eduard Sanchez
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Problem 25

The number of errors needing correction on each page of a set of proofs follows a Poisson distribution of mean $\mu$. The cost of the first correction on any page is $\alpha$ and that of each subsequent correction on the same page is $\beta$. Prove that the average cost of correcting a page is
$$
\alpha+\beta(\mu-1)-(\alpha-\beta) e^{-\mu}
$$

Eduard Sanchez
Eduard Sanchez
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04:46

Problem 26

In the game of Blackball, at each turn Muggins draws a ball at random from a bag containing five white balls, three red balls and two black balls; after being recorded, the ball is replaced in the bag. A white ball earns him $\$ 1$ whilst a red ball gets him $\$ 2$; in either case he also has the option of leaving with his current winnings or of taking a further turn on the same basis. If he draws a black ball the game ends and he loses all he may have gained previously. Find an expression for Muggins' expected return if he adopts the strategy to drawing up to $n$ balls if he has not been eliminated by then.

Show that, as the entry fee to play is \$3, Muggins should be dissuaded from playing Blackball, but if that cannot be done what value of $n$ would you advise him to adopt?

Natalie Anderson
Natalie Anderson
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Problem 27

Show that for large $r$ the value at the maximum of the PDF for the gamma distribution of order $r$ with parameter $\lambda$ is approximately $\lambda / \sqrt{2 \pi(r-1)}$.

Eduard Sanchez
Eduard Sanchez
Numerade Educator
02:27

Problem 28

A husband and wife decide that their family will be complete when it includes two boys and two girls - but that this would then be enough! The probability that a new baby will be a girl is $p .$ Ignoring the possibility of identical twins, show that the expected size of their family is
$$
2\left(\frac{1}{p q}-1-p q\right)
$$
where $q=1-p_{.}$

Foster Wisusik
Foster Wisusik
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Problem 29

The probability distribution for the number of eggs in a clutch is $\mathrm{Po}(\lambda)$, and the probability that each egg will hatch is $p$ (independently of the size of the clutch). Show by direct calculation that the probability distribution for the number of chicks that hatch is $\mathrm{Po}(\lambda p)$ and so justify the assumptions made in the worked example at the end of subsection 26.7.1.

Eduard Sanchez
Eduard Sanchez
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Problem 30

A shopper buys 36 items at random in a supermarket where, because of the sales tax imposed, the final digit (the number of pence) in the price is uniformly and randomly distributed from 0 to $9 .$ Instead of adding up the bill exactly she rounds each item to the nearest 10 pence, rounding up or down with equal probability if the price ends in a ' 5 '. Should she suspect a mistake if the cashier asks her for 23 pence more than she estimated?

Eduard Sanchez
Eduard Sanchez
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05:25

Problem 31

Under EU legislation on harmonisation, all kippers are to weigh $0.2000 \mathrm{~kg}$ and vendors who sell underweight kippers must be fined by their government. The weight of a kipper is normally distributed with a mean of $0.2000 \mathrm{~kg}$ and a standard deviation of $0.0100 \mathrm{~kg}$. They are packed in cartons of 100 and large quantities of them are sold.

Every day a carton is to be selected at random from each vendor and tested according to one of the following schemes, which have been approved for the purpose.
(a) The entire carton is weighed and the vendor is fined 2500 euros if the average weight of a kipper is less than $0.1975 \mathrm{~kg}$.
(b) Twenty-five kippers are selected at random from the carton; the vendor is fined 100 euros if the average weight of a kipper is less than $0.1980 \mathrm{~kg}$.
(c) Kippers are removed one at a time, at random, until one has been found that weighs more than $0.2000 \mathrm{~kg}$; the vendor is fined $n(n-1)$ euros, where $n$ is the number of kippers removed.

Carly Stoner
Carly Stoner
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Problem 32

In a certain parliament the government consists of 75 New Socialites and the opposition consists of 25 Preservatives. Preservatives never change their mind, always voting against government policy without a second thought; New Socialites vote randomly, but with probability $p$ that they will vote for their party leader's policies.

Following a decision by the New Socialites' leader to drop certain manifesto commitments, $N$ of his party decide to vote consistently with the opposition. The leader's advisors reluctantly admit that an election must be called if $N$ is such that, at any vote on government policy, the chance of a simple majority in favour would be less than $80 \%$. Given that $p=0.8$, estimate the lowest value of $N$ that wonld nrecinitate an election

Eduard Sanchez
Eduard Sanchez
Numerade Educator
05:45

Problem 33

A practical-class demonstrator sends his 12 students to the storeroom to collect apparatus for an experiment, but forgets to tell each which type of component to bring. There are three types, $A, B$ and $C$, held in the stores (in large numbers) in the proportions $20 \%, 30 \%$ and $50 \%$ respectively, and each student picks a component at random. In order to set up one experiment, one unit each of $A$ and $B$ and two units of $C$ are needed. Find an expression for the probability $\operatorname{Pr}(N)$ that at least $N$ experiments can be set up.
(a) Evaluate $\operatorname{Pr}(3)$.
(b) Show that $\operatorname{Pr}(2)$ can be written in the form
$$
\operatorname{Pr}(2)=(0.5)^{12} \sum_{i=2}^{6}{ }^{12} C_{1}(0.4)^{i} \sum_{j-2}^{8-i}{ }^{12-1} C_{j}(0.6)^{\prime}
$$
(c) By considering the conditions under which no experiments can be set up, show that $\operatorname{Pr}(1)=0.9145$

Robin Corrigan
Robin Corrigan
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01:33

Problem 34

The random variables $X$ and $Y$ take integer values $\geq 1$ such that $2 x+y \leq 2 a$ where $a$ is an integer greater than $1 .$ The joint probability within this region is given by
$$
\operatorname{Pr}(X=x, Y=y)=c(2 x+y)
$$
where $c$ is a constant, and it is zero elsewhere.
Show that the marginal probability $\operatorname{Pr}(X=x)$ is
$$
\operatorname{Pr}(X=x)=\frac{6(a-x)(2 x+2 a+1)}{a(a-1)(8 a+5)}
$$
and obtain expressions for $\operatorname{Pr}(Y=y),(\mathrm{a})$ when $y$ is even and $(\mathrm{b})$ when $y$ is odd. Show further that
$$
E[Y]=\frac{6 a^{2}+4 a+1}{8 a+5}
$$
(You will need the results about series involving the natural numbers given in subsection 4.2.5.)

Manik Pulyani
Manik Pulyani
Numerade Educator
14:47

Problem 35

The continuous random variables $X$ and $Y$ have a joint PDF proportional to $x y(x-y)^{2}$ with $0 \leq x \leq 1$ and $0 \leq y \leq 1 .$ Find the marginal distributions for $X$ and $Y$ and show that they are negatively correlated with correlation coefficient $-\frac{2}{3}$

Tatiana Graham
Tatiana Graham
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Problem 36

A discrete random variable $X$ takes integer values $n=0,1, \ldots, N$ with probabilities $p_{n} .$ A second random variable $Y$ is defined as $Y=(X-\mu)^{2}$, where $\mu$ is the expectation value of $X$. Prove that the covariance of $X$ and $Y$ is given by
$$
\operatorname{Cov}[X, Y]=\sum_{n=0}^{N} n^{3} p_{n}-3 \mu \sum_{n=0}^{N} n^{2} p_{n}+2 \mu^{3}
$$
Now suppose that $X$ takes all its possible values with equal probability and hence demonstrate that two random variables can be uncorrelated even though one is defined in terms of the other.

Eduard Sanchez
Eduard Sanchez
Numerade Educator
14:47

Problem 37

Two continuous random variables $X$ and $Y$ have a joint probability distribution
$$
f(x, y)=A\left(x^{2}+y^{2}\right)
$$
where $A$ is a constant and $0 \leq x \leq a, 0 \leq y \leq a$. Show that $X$ and $Y$ are negatively correlated with correlation coefficient $-15 / 73 .$ By sketching a rough contour map of $f(x, y)$ and marking off the regions of positive and negative correlation, convince yourself that this (perhaps counter-intuitive) result is plausible.

Tatiana Graham
Tatiana Graham
Numerade Educator
01:15

Problem 38

A continuous random variable $X$ is uniformly distributed over the interval $[-c, c]$. A sample of $2 n+1$ values of $X$ is selected at random and the random variable $Z$ is defined as the median of that sample. Show that $Z$ is distributed over $[-c, c]$ with probability density function,
$$
f_{n}(z)=\frac{(2 n+1) !}{(n !)^{2}(2 c)^{2 n+1}}\left(c^{2}-z^{2}\right)^{n}
$$
Find the variance of $Z$.

Sriparna Bhattacharjee
Sriparna Bhattacharjee
Numerade Educator
01:10

Problem 39

Show that, as the number of trials $n$ becomes large but $n p_{i}=\lambda_{i}, i=1,2, \ldots, k-1$ remains finite, the multinomial probability distribution (26.146),
$$
M_{n}\left(x_{1}, x_{2}, \ldots, x_{k}\right)=\frac{n !}{x_{1} ! x_{2} ! \cdots x_{k} !} p_{1}^{x_{1}} p_{2}^{x_{2}} \cdots p_{k}^{x_{k}}
$$
can be approximated by a multiple Poisson distribution (with $k-1$ factors)
$$
M_{n}^{\prime}\left(x_{1}, x_{2}, \ldots, x_{k-1}\right)=\prod_{i=1}^{k-1} \frac{e^{-\lambda_{i}} \lambda_{i}^{x_{i}}}{x_{i} !}
$$
(Write $\sum_{i}^{k-1} p_{i}=\delta$ and express all terms involving subscript $k$ in terms of $n$ and $\delta$, either exactly or approximately. You will need to use $n ! \approx n^{f}[(n-\epsilon) !]$ and $(1-a / n)^{n} \approx e^{-a}$ for large $\left.n_{1}\right)$
(a) Verify that the terms of $M_{n}^{\prime}$ when summed over all values of $x_{1}, x_{2}, \ldots, x_{k-1}$ add up to unity.
(b) If $k=7$ and $\lambda_{i}=9$ for all $i=1,2, \ldots, 6$, estimate, using the appropriate Gaussian approximation, the chance that at least three of $x_{1}, x_{2}, \ldots, x_{6}$ will be 15 or greater.

Manik Pulyani
Manik Pulyani
Numerade Educator
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Problem 40

The variables $X_{i}, i=1,2, \ldots, n$, are distributed as a multivariate Gaussian, with means $\mu_{i}$ and a covariance matrix $\mathrm{V} .$ If the $X_{i}$ are required to satisfy the linear constraint $\sum_{i-1}^{n} c_{i} X_{i}=0$, where the $c_{i}$ are constants (and not all equal to zero), show that the variable
$$
\chi_{n}^{2}=(\mathrm{x}-\mu)^{\mathrm{T}} \mathrm{V}^{-1}(\mathrm{x}-\mu)
$$
follows a chi-squared distribution of order $n-1 .$

Shu Naito
Shu Naito
Numerade Educator