Fall 2009 Test 1

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6.041/6.

431 Fall 2009 Quiz 1


Tuesday, October 13, 12:05 - 12:55 PM.
DO NOT TURN THIS PAGE OVER UNTIL
YOU ARE TOLD TO DO SO

Question A B.1 B.2 (a) B.2 (b i) B.2 (b ii) B.2 (c) B.3 (a) B.3 (b) B.3 (c) B.3 (d i) B.3 (d ii) Your Grade Score Out of 2 10 10 12 12 10 10 12 12 5 5 100

Name: Recitation Instructor:


TA:

This quiz has 2 problems, worth a total of 100 points. You may tear apart pages 3 and 4, as per your convenience. Write your solutions in this quiz booklet, only solutions in this quiz booklet will be graded. Be neat! You will not get credit if we cant read it. You are allowed one two-sided, handwritten, 8.5 by 11 formula sheet. Calculators are not allowed. Parts B.2 and B.3 can be done independently. You may give an answer in the form of an arithmetic expression (sums, products, ratios, or factorials) of numbers that could be evaluated using a calculator. Expressions like 8 3 5 k k=0 (1/2) are also ne. You have 50 minutes to complete the quiz. Graded quizzes will be returned in recitation on Thursday 10/15.

a linear function, Y = aX + b, the means and the variances of X and Y are related by

Massachusetts Institute of Technology


Department of Electrical Engineering & Computer Science We also discussed several special random variables, and derived their PMF, 6.041/6.431: Probabilistic Systems Analysis mean, and variance, as summarized (Fall in the table that follows. 2009)

E[Y ] = aE[X ] + b,

var(Y ) = a2 var(X ).

Summary of Results for Special Random Variables Discrete Uniform over [a, b]: pX (k ) = a+b , 2 1 , if k = a, a + 1, . . . , b, ba+1 0, otherwise, var(X ) = (b a)(b a + 2) . 12

E[X ] =

Bernoulli with Parameter p: (Describes the success or failure in a single trial.) p, if k = 1, pX (k ) = 1 p, if k = 0, E[X ] = p, var(X ) = p(1 p). Binomial with Parameters p and n: (Describes the number of successes in n independent Bernoulli trials.) pX (k ) = n k p (1 p)nk , k k = 0, 1, . . . , n,

E[X ] = np,

var(X ) = np(1 p).

Geometric with Parameter p: (Describes the number of trials until the rst success, in a sequence of independent Bernoulli trials.) pX (k ) = (1 p)k1 p, E[X ] = 1 , p k = 1, 2, . . . , 1p . p2

var(X ) =

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Massachusetts Institute of Technology


Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)
Problem B: (98 points) As a way to practice his probability skills, Bob goes apple picking. The orchard he goes to grows two varieties of apples: gala and honey crisp. The proportion of the gala apples in the orchard is p (0 < p < 1), the proportion of the honey crisp apples is 1 p. The number of apples in the orchard is so large that you can assume that picking a few apples does not change the proportion of the two varieties. Independent of all other apples, the probability that a randomly picked gala apple is ripe is g and the probability that a randomly picked honey crisp apple is ripe is h. 1. (10 points) Suppose that Bob picks an apple at random (uniformly) and eats it. Find the probability that it was a ripe gala apple. Note: Parts 2 and 3 below can be done independently. 2. Suppose that Bob picks n apples at random (independently and uniformly). (a) (10 points) Find the probability that exactly k of those are gala apples. (b) Suppose that there are exactly k gala apples among the n apples Bob picked. Caleb comes by and gives Bob a ripe gala apple to add to his bounty. Bob then picks an apple at random from the n + 1 apples and eats it. (i) (12 points) What is the probability that it was a ripe apple? (ii) (12 points) What is the probability that it was a gala apple if it was ripe? (c) (10 points) Let n = 20, and suppose that Bob picked exactly 10 gala apples. What is the probability that the rst 10 apples that Bob picked were all gala? 3. Next, Bob tries a dierent strategy. He starts with a tree of the gala variety and picks apples at random from that tree. Once Bob picks an apple o the tree, he carefully examines it to make sure it is ripe. Once he comes across an apple that is not ripe, he moves to another gala tree. He does this until he encounters an unripe apple on that second tree. Assume that each tree has a very large, essentially innite, number of apples. (a) (10 points) Let Xi be the number of apples Bob picks o the ith tree, (i = 1, 2). Write down the PMF, expectation, and variance of Xi . (b) (12 points) For i = 1, 2, let Yi be the total number of ripe apples Bob picked from the rst i trees. Find the expectation and the variance of Y2 . (Note that Y1 = X1 1 and Y2 = (X1 1) + (X2 1).) (c) (12 points) Find the joint PMF of Y1 and Y2 . (d) In the following, answer just yes or no. (Explanations will not be taken into account in grading.) (i) (5 points) Are X1 and Y2 independent? (ii) (5 points) Are X2 and Y1 independent?

Each question is repeated in the following pages. Please write your answer on the appropriate page.

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Massachusetts Institute of Technology


Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)
1. (10 points) Suppose that Bob picks an apple at random (uniformly) and eats it. Find the probability that it was a ripe gala apple.

Note: Parts 2 and 3 can be done independently. 2. Suppose that Bob picks n apples at random (independently and uniformly). (a) (10 points) Find the probability that exactly k of those are gala apples.

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Massachusetts Institute of Technology


Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)
(b) Suppose that there are exactly k gala apples among the n apples Bob picked. Caleb comes by and gives Bob a ripe gala apple to add to his bounty. Bob then picks an apple at random from the n + 1 apples and eats it. (i) (12 points) What is the probability that it was a ripe apple?

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Massachusetts Institute of Technology


Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)
(ii) (12 points) What is the probability that it was a gala apple if it was ripe?

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Massachusetts Institute of Technology


Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)
(c) (10 points) Let n = 20, and suppose that Bob picked exactly 10 gala apples. What is the probability that the rst 10 apples that Bob picked were all gala?

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Massachusetts Institute of Technology


Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)
3. Next, Bob tries a dierent strategy. He starts with a tree of the gala variety and picks apples at random from that tree. Once Bob picks an apple o the tree, he carefully examines it to make sure it is ripe. Once he comes across an apple that is not ripe, he moves to another gala tree. He does this until he encounters an unripe apple on that second tree. Assume that each tree has a very large, essentially innite, number of apples. (a) (10 points) Let Xi be the number of apples Bob picks o the ith tree, (i = 1, 2). Write down the PMF, expectation, and variance of Xi .

(b) (12 points) For i = 1, 2, let Yi be the total number of ripe apples Bob picked from the rst i trees. Find the expectation and the variance of Y2 . (Note that Y1 = X1 1 and Y2 = (X1 1) + (X2 1).)

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Massachusetts Institute of Technology


Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)
(c) (12 points) Find the joint PMF of Y1 and Y2 .

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Massachusetts Institute of Technology


Department of Electrical Engineering & Computer Science 6.041/6.431: Probabilistic Systems Analysis (Fall 2009)
(d) In the following, answer just yes or no. (Explanations will not be taken into account in grading.) (i) (5 points) Are X1 and Y2 independent?

(ii) (5 points) Are X2 and Y1 independent?

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6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability


Fall 2010

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