Spring 2006 Test 1

6.041/6.
431 Spring 2006 Quiz 1

Wednesday, March 15, 7:30-9:30 PM.
DO NOT TURN THIS PAGE OVER UNTIL
YOU ARE TOLD TO DO SO
Name: Recitation Instructor: TA: Question 0 1 2 3 Your Grade Score Out of 3 30 40 27 100
You have 120 minutes to complete the quiz. At the end of the quiz period you will turn in this quiz packet, and 2 blue books. Question 1 will be answered in the quiz packet, while question 2 and 3 will be answered in their own respective blue books. Question 1 is True False, no partial credit is given. For questions 2 and 3, you should concisely indicate your reasoning and show all relevant work. Grades will be based on our judgment of your level of understanding as reected by what you have written. You may give an answer in the form of an arithmetic expression (sums, products, ratios, factorials) of numbers that could be evaluated using a calculator. Expressions like 8 3 k or 5 (1 / 2) are also ne. k=0 This is a closed-book exam except for one double-sided, handwritten, 8.5 by 11 formula sheet. Calculators are allowed. Be neat! If we cant read it, we cant grade it.
Massachusetts Institute of Technology

Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Spring 2006)
Problem 0: (3 points) Write your name, your recitation instructors name, and TAs name on the cover of the quiz booklet and your 2 blue books. Include the question number on the cover of the blue book. Problem 1: (30 points) Each of the following statements is either True or False. There will be no partial credit given for the True False questions, thus any explanations will not be graded. Please clearly indicate True or False in the below, ambiguous marks will receive zero credit. All questions have equal weight. Consider a probabilistic model with a sample space , a collection of events that are subsets of , and a probability law P() dened on the collection of eventsall exactly as usual. Let A, B and C be events. (a) If P(A) P(B ), then A B . (b) Assuming P(B ) > 0, P(A | B ) is at least as large as P(A). True True False False
Now let X and Y be random variables dened on the same probability space as above. (c) If E[X ] > E[Y ], then E[X 2 ] E[Y 2 ]. (d) Suppose P(A) > 0. Then E[X ] = E[X | A] + E[X | AC ]. (e) If X and Y are independent and P(C ) > 0, then pX,Y |C (x, y ) = pX |C (x) pY |C (y ).
c (f) If for some constant c we have P({X > c}) = 1 2 , then E[X ] > 2 .
True True True True
False False False False
In a simple game involving ips of a fair coin, you win a dollar every time you get a head. Suppose that the maximum number of ips is 10, however, the game terminates as soon as you get a tail. (g) The expected gain from this game is 1. True False
Let X be a uniformly distributed continuous random variable over some interval [a, b]. (h) We can uniquely describe fX (x) from knowing its mean and variance. True False
Let X be an exponentially distributed random variable with a probability density function fX (x) = ex . (i) Then P ({0 X 3} {2 X 4}) = 1 e4 True False
Let X be a normal random variable with mean 1 and variance 4. Let Y be a normal random variable with mean 1 and variance 1. (j) P(X < 0) < P(Y < 0). True False

Problem 2: (40 points)
Please write all work for Problem 2 in your rst blue book. No work recorded below will be
graded. All questions have approximately the same weight.
Borders Book store has been in business for 10 years, and over that period, the store has collected transaction data on all of its customers. Various marketing teams have been busy using the data to classify customers in hopes of better understanding customer spending habits. Marketing Team A has determined that out of their customers, 1/4 are low frequency buyers (i.e., they dont come to the store very often). They have also found that out of the low frequency buyers, 1/3 are high spenders (i.e., they spend a signicant amount of money in the store), whereas out of the high frequency buyers only 1/10 are high spenders. Assume each customer is either a low or high frequency buyer, and each customer is either a high or low spender. (a) Compute the probability that a randomly chosen customer is a high spender. (b) Compute the probability that a randomly chosen customer is a high frequency buyer given that he/she is a low spender. You are told that the only products Borders sells are books, CDs, and DVDs. You are introduced to Marketing Team B which has identied 3 customer groupings. These groups are collectively exhaustive and mutually exclusive. They have also determined that each customer is equally likely to be in any group, customers are i.i.d (independent and identically distributed), and each customer buys only one item per day. They refer to the groupings as C1 , C2 , and C3 , and have determined the following conditional probabilities: P(purchases a book P(purchases a CD P(purchases a DVD P(purchases a book P(purchases a CD P(purchases a DVD P(purchases a book P(purchases a CD P(purchases a DVD | | | | | | | | | customer customer customer customer customer customer customer customer customer in in in in in in in in in C1 ) C1 ) C1 ) C2 ) C2 ) C2 ) C3 ) C3 ) C3 ) = = = = = = = = = 1/2 1/4 1/4 1/2 0 1/2 1/3 1/3 1/3
(c) Compute the probability that a customer purchases a book or a CD. (d) Compute the probability that a customer is in group C2 or C3 given he/she purchased a book. Now in addition to the data from Marketing Team B, you are told that each book costs $15, each CD costs $10, and each DVD costs $15. (e) Compute the PMF, expected value and variance of the revenue (in dollars) Borders collects from a single item purchase of one customer?

(f) Suppose that n customers shop on a given day. Compute the expected value and variance of the revenue Borders makes from these n customers. The following question is required for 6.431 Students (6.041 Students may attempt it for 5 points of Extra Credit) Skipper is very abnormal, not that theres anything wrong with that. He doesnt t into any of the marketing teams models. Every day Skipper wakes up and walks to Borders Bookstore. There he ips a fair coin repeatedly until he ips his second tails. He then goes to the counter and buys 1 DVD for each head he ipped. Let R be the revenue Borders makes from Skipper each day. (g) Whats the daily expected revenue from Skipper? Whats the variance of the daily revenue from Skipper?

Problem 3: (27 points)
Please write all work for Problem 3 in your second blue book. No work recorded below will be
graded. All questions have approximately the same weight.
We have s urns and n balls, where n s. Consider an experiment where each ball is placed in an urn at random (i.e., each ball has equal probability of being placed in any of the urns). Assume each ball placement is independent of other placements, and each urn can t any number of balls. Dene the following random variables: For each i = 1, 2, . . . , s, let Xi be the number of balls in urn i.
For each k = 0, 1, . . . , n, let Yk be the number of urns that have exactly k balls.
Note: Be sure to include ranges of variables where appropriate.
(a) Are the Xi s independent? Yes or No? Please explain your answer. (b) Find the PMF, mean, and variance of Xi . i.e. compute pXi (k ), E[Xi ], and var(Xi ). (c) For this question only assume n = 10 and s = 3. Find the probability that the rst urn has 3 balls, the second has 2, and the third has 5. i.e. compute P(X1 = 3 X2 = 2 X3 = 5) (d) Compute E[Yk ]. (e) Compute var(Yk ). You may assume n 2k . (f) This problem is required for 6.431 Students
(6.041 Students may attempt it for 5 points of Extra Credit)
What is the probability that no urn is empty? i.e. compute P (X1 > 0 X2 > 0 . . . Xs > 0)

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6.041/6.

431 Spring 2006 Quiz 1

Massachusetts Institute of Technology

True True True True

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Massachusetts Institute of Technology

Massachusetts Institute of Technology

Massachusetts Institute of Technology

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