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Material Type: Assignment; Class: Probability with Engrg Applic; Subject: Electrical and Computer Engr; University: University of Illinois - Urbana-Champaign; Term: Fall 2008;
Typology: Assignments
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University of Illinois Fall 2008
0
exp(−t) dt = − exp(−t)
∞
0
(b) For α > 0, Γ(α + 1) =
0
tα^ exp(−t) dt = tα[− exp(−t)]
∞
0
0
αtα−^1 [− exp(−t)] dx
= 0 + α
0
tα−^1 exp(−t) dt = αΓ(α). Hence Γ(n + 1) = nΓ(n) = n(n − 1)Γ(n − 1) = · · · = n(n − 1) · · · 2 · 1 · Γ(1) = n!. (c) Similarly, Γ(α + 1) = αΓ(α) = α(α − 1)Γ(α − 1) = · · · = α(α − 1)(α − 2) · · · Γ(α − bαc) where bαc is the integer part of α, and 0 < α − bαc < 1. (d) Using the substitution x =
2 t, dt/
t =
2 dx and the suggested change to polar coordinates,
Γ
0
t−^1 /^2 exp(−t) dt =
0
exp(−x^2 /2) dx =
0
exp(−y^2 /2) dy
0
0
exp(−[x^2 + y^2 ]/2) dx dy
r=
∫ (^) π/ 2
θ=
exp(−r^2 /2) · r dθ dr
π
r=
r exp(−r^2 /2)dr
π via the result of Problem 5(b) of Problem Set 1.
m + n k
committees of size k can be drawn from a set of m men and n women. Of these, ( m i
n k − i
committees have i men and k − i women. Summing over all possible values of i, we
conclude that
m + n k
∑^ k i=
m i
n k − i
(b) The coefficient of xk^ in the polynomial (1 + x)m+n^ is
m + n k
. Now, if h(x) = f (x)g(x), then the coefficient hk of h(x) is the discrete convolution of the coefficients of f (x) and g(x): viz., hk =
i figk−i.^ Applying this to^ f^ (x) = (1 +^ x) m (^) and g(x) = (1 + x)n, we get that ( m + n k
∑^ k i=
m i
n k − i
as before.
(c) With m = k = n,
2 n n
∑^ n i=
n i
n n − i
∑^ n i=
n i
since
n n − i
n i
(d) P {read no newspapers} = P (AcBcCc) = 0. 68 ⇒ 68 , 000 people read no newspapers. (e) P {read exactly one of I and III and also read II} = P ((A ⊕ C) ∩ B) = 0. 1 ⇒ 10 , 000 people read exactly one of I and III and also read II.
(b) P (B) =
(c) P (A ∪ B) = P (A) + P (Ac^ ∩ B)) = 12 + (^12)
5
2
4
2
35 256 ≈^0.^1367. P^ (A^ ⊕^ B) = (A^ ∪^ B)^ −^ P^ (A^ ∩^ B)^ ≈^0.^4453.
3
= 10 ways and hence |Ω| = 10. ii. P (broccoli on Monday) =
2
2
iii. P (broccoli on Monday and Friday) =
2
2
iv. P (broccoli on Monday, Wednesday, and Friday) = 1/
2
(b) We now have 3 independent trials of an experiment. i. P (same veg on three days) = P (AAA)+P (BBB)+P (CCC) = (0.2)^3 +(0.5)^3 +(0.3)^3 = 0.16. ii. Let Ac^ = B ∪ C. Then, P (same veg on two days) = 3[P (AAAc) + P (BBBc) + P (CCCc)] = 3[(0.2)^2 × 0 .8 + (0.5)^2 × 0 .5 + (0. 32 ) × 0 .7] = 0.66. Why the factor 3? iii. P (three different) = 3!P (A)P (B)P (C) = 0.18. But why 3!?? Alternatively, we can compute this as 1 − 0. 16 − 0 .66 = 0.18. Why?
n=
(ln 2)n 2(n!)
n=
(ln 2)n n!
exp(ln 2) = 1.
ii. P (n is even) =
n=
(ln 2)^2 n 2(2n)!
. Now, exp(x) + exp(−x) = 2 cosh(x) = 2
n=
x^2 n (2n)!
. Hence, P (n is even) = (1/4)[exp(ln 2) + exp(− ln 2)] = 5/8. (b) P (B) = P (H) + P (T T T T H) + P (T T T T T T T T H) + · · · = p + q^4 p + q^8 p + · · · = p 1 − q^4
P (C) = P (T H) + P (T T T T T H) + P (T T T T T T T T T H) + · · · = q[p + q^4 p + q^8 p + · · · ] = pq 1 − q^4
Similarly, we have that P (T ) = pq^2 1 − q^4 and P (A) = pq^3 1 − q^4
A nicer way of expressing these results is to note that 1 − q^4 = (1 − q)(1 + q + q^2 + q^3 ) and therefore P (B) =
1 + q + q^2 + q^3
q 1 + q + q^2 + q^3
q^2 1 + q + q^2 + q^3
q^3 1 + q + q^2 + q^3. Since^ q <^ 1, we have that^ P^ (B)^ > P^ (C)^ > P^ (T^ )^ > P^ (A) which perhaps explains why Alice doesn’t live here anymore. Also, quite obviously, P (B) + P (C) + P (T ) + P (A) = 1.