

Study with the several resources on Docsity
Earn points by helping other students or get them with a premium plan
Prepare for your exams
Study with the several resources on Docsity
Earn points to download
Earn points by helping other students or get them with a premium plan
Problem set 8 for the ece 413: probability theory course offered at the university of illinois during the spring 2005 semester. The problem set includes instructions, due dates, and six problems covering topics such as the dice game of craps, continuous and discrete random variables, and expected values. Students are expected to solve problems related to probability distributions, conditional probabilities, and expected values.
Typology: Assignments
1 / 2
This page cannot be seen from the preview
Don't miss anything!


University of Illinois Spring 2005
Due: Wednesday March 16 at the beginning of class. Reading: Ross, Chapters 4 and 5 Noncredit exercises: Ross, Chapter 5, Problems 1-3, 5-8; Theoretical Exercises 1, 8. Reminders: No class on Friday March 11 on account of EOH No class on Friday March 18 (time off for first evening hour exam) No class on Monday March 28 (time off for second evening hour exam)
This Problem Set contains six problems
(a) What is the probability that the shooter wins the game on the first roll? What is the probability that the shooter loses the game on the first roll? What is the probability that the shooter’s point is i, i ∈ { 4 , 5 , 6 , 8 , 9 , 10 }? I need six answers here, folks! (b) Suppose that the shooter’s point is i. The shooter rolls the dice again. If the result is i, the shooter is said to have made the point and wins the game. If the result is 7, the shooter loses the game (craps out). If the result is anything else, the shooter rolls the dice again. This continues until the shooter either makes the point or craps out. For each i ∈ { 4 , 5 , 6 , 8 , 9 , 10 }, compute the probability that the shooter wins the game. Note that these are conditional probabilities of winning given that the shooter’s point is i. (c) Conditioned on the shooter’s point being i, what is the expected number of dice rolls till the game ends? (Note: one dice roll = rolling two dice simultaneously). What is the expected number of dice rolls in a game of craps? (d) If the shooter’s point is 8, then side-bets are offered at 10 to 1 odds that the shooter will make the point the hard way by rolling (4, 4). Is this a fair bet? (Remember that 10 to 1 odds means if you bet a dollar, you will get ten dollars back (in addition to your original dollar back)).
(a) F (u) =
0 u < 0 , u^2 , 0 ≤ u < 1 , 1 , u ≥ 1.
(b) F (u) =
0 u < 1 , 2 u − u^2 , 1 ≤ u ≤ 2 , 1 , u > 2.
(c) F (u) =
2 exp(2u)^ u^ ≤^0 , 1 − 14 exp(− 3 u), u > 0 ,
(d) F (u) =
2 exp(2u)^ u <^0 , 1 − 14 exp(− 3 u), u ≥ 0 ,
FX (u) =
0 , u < 0 , (1 + u)/ 8 , 0 ≤ u < 1 , 1 / 2 , 1 ≤ u < 2 , (4 + u)/ 8 , 2 ≤ u < 4 , 1 , u ≥ 4.
Note that this is a mixed random variable: it takes on some values with nonzero probability (like a discrete random variable) but also takes on all values in intervals of the real line (like a continuous random variable).
(a) Find P {X = 2}, P {X < 2 }, P {X > 2 }, P { 1 ≤ X ≤ 3 }, and P {X > 2 | X > 0 }. (b) Find E[X ].
0
[1 − FX (u)] du =
0
P {X > u}du.
(a) Use this result to prove that if X is a discrete random variable that takes on nonnegative integer
values, then E[X ] =
k=
P {X > k} =
i=
P {X ≥ i}. (cf. Theoretical Exercise 6, p. 180 of Ross).
(b) For k = 0, 1 , 2 ,.. ., find P {X > k} for a geometric random variable with parameter p. Use these results together with the result of part (a) to provide a different proof of the fact that E[X ] = p−^1. (c) Theoretical Exercise 7 on page 180 of Ross.
(a) f (u) = 2u, 0 < u < 1. (b) f (u) = |u|, |u| < (^12) (c) f (u) = 1 − |u|, |u| < 1 , (d) f (u) = ln u, 0 < u < 1. Hint: ln u can be integrated by parts. (e) f (u) = ln u, 0 < u < 2 , (f) f (u) = 23 (u − 1), 0 < u < 3 , (g) f (u) = exp(− 2 u), u > 0. (h) f (u) = 4 exp(− 2 u) − exp(−u), u > 0 , (i) f (u) = exp(−|u|), |u| < 1 ,