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B555: Homework 1

1. Let (, F, P) be a probability space. Using only the set operations and axioms of probability, show that for
any two events A and B
P (A B) = P (A) + P (B) P (A B)
2. Prove the following expression or provide a counterexample if it does not hold
P (A) = P (A|B) + P (A|B c )
3. Your neighbors have two children. Assuming that the gender of a child is equivalent to a flip of a fair coin,
answer the following questions:
(a) Suppose you ask your neighbors whether they have any boys and they say yes. What is the probability
that one child is a girl?
(b) Suppose instead that you see that one of their children is a boy. What is the probability that the other
child is a girl?
4. A biased four-sided die is rolled and the down face is a random variable N described by the following pmf:

n/10 if n = 1, 2, 3, 4
p(n) =
0
otherwise
Given the random variable N , a biased coin is flipped and the random variable X is 1 or zero according to
whether the coin shows heads or tails. The conditional pmf is
x 
1x

n+1
n+1
1
p(x|n) =
2n
2n
where x {0, 1}. In interpreting p(x|n) we take 00 = 1.
(a) Find the expectation E[N ] and variance V [N ] of N
(b) Find the conditional pmf for N given X. p(n|x).
(c) Find the conditional expectation E[N |X = 1], i.e. the expectation with respect to the conditional pmf
p(N = n|X = 1)
5. Suppose you have three coins. Coin A has a probability of heads of 0.75, Coin B has a probability of heads of
0.5, and Coin C has a probability of heads of 0.25.
(a) Suppose you flip all three coins at once, and let X be the number of heads you see (which will be between
0 and 3). What is the expected value of X, E[X]?
(b) Suppose instead you put all three coins in your pocket, select one at random, and then flip that coin 5
times. You notice that 3 of the 5 flips result in heads while the other 2 are tails. What is the probability
that you chose Coin C?
6. Consider rolling two dice 24 times. A player wins if two sixes occur at least once. Otherwise, the house wins.
(a) Derive the probability that the player wins.
(b) Approximate the probability using the Poisson approximation to the Binomial distribution.
7. Two players perform a series of coin tosses. Player one wins a toss if the coin turns heads and player two wins
a toss if it turns tails. The game is played until one player wins n times. However, the game is interrupted
when player one had m wins and player two had l wins, where 0 m < n and 0 l < n.
(a) Assuming n = 8, m = 4, and l = 6, what is the probability that player one would win the game if the
game was to be continued later?
1

(b) Derive the general expression or write an algorithm that player one will win the game if the game is to be
continued later. Your expression should be a function of m, l, and n. If you are providing an algorithm,
implement it and submit your code along with your pseudo-code. You may not simulate the game as your
solution.
8. The cumulative distribution funcion for a random variable, X, (discrete or continuous) is defined to be
F (x) = P (X x)
The median of a distriubtion, xm solves F (xm ) = 1/2. Find the median of the random variables with the
following density functions.
(a) f (x) = ex , x > 0.
(b) f (x) = 1, 0 x 1.
9. Let X, Y , and Z be discrete random variables. Prove or disprove the following expression
X
P (X = x|Y = y) =
P (X = x|Y = y, Z = z)P (Z = z|Y = y)
z

10. Let X1 , . . . , XK have a Multinomial(n, p1 , . . . pK ) distribution.


(a) What is the marginal pmf for X1 .
(b) What is P (Xi = xi |X1 = x1 . . . , Xi1 = xi1 )
(c) Are X1 and X2 independent? Why or why not?

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