Problem Set 8 for ECE 413: Probability Theory at University of Illinois, Spring 2005, Assignments of Statistics

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.

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University of Illinois Spring 2005
ECE 413: Problem Set 8
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
1. The dice game of craps begins with the player (called the shooter) rolling two fair dice. If the sum is 2,
3, or 12, the shooter loses the game. If the sum is a 7 or 11, the shooter wins the game. If the sum is
any of 4, 5, 6, 8, 9, 10, then the shooter has neither won nor lost (as yet). The number rolled is called
the shooter’s point, and what happens next is described in parts (b) and (c) below.
(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)).
2. Which of the following functions F(u) are valid CDFs? For those that are valid CDFs, compute the
probability that the absolute value of the random variable exceeds 0.5.
(a)F(u) =
0u < 0,
u2,0u < 1,
1, u 1.
(b)F(u) =
0u < 1,
2uu2,1u2,
1, u > 2.
(c)F(u) = 1
2exp(2u)u0,
11
4exp(3u), u > 0,(d)F(u) = 1
2exp(2u)u < 0,
11
4exp(3u), u 0,
3. The number of hours that a student spends on ECE 440 homework is a random variable Xwith CDF
FX(u) =
0, u < 0,
(1 + u)/8,0u < 1,
1/2,1u < 2,
(4 + u)/8,2u < 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].
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University of Illinois Spring 2005

ECE 413: Problem Set 8

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

  1. The dice game of craps begins with the player (called the shooter) rolling two fair dice. If the sum is 2, 3, or 12, the shooter loses the game. If the sum is a 7 or 11, the shooter wins the game. If the sum is any of 4, 5, 6, 8, 9, 10, then the shooter has neither won nor lost (as yet). The number rolled is called the shooter’s point, and what happens next is described in parts (b) and (c) below.

(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)).

  1. Which of the following functions F (u) are valid CDFs? For those that are valid CDFs, compute the probability that the absolute value of the random variable exceeds 0.5.

(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 ,

  1. The number of hours that a student spends on ECE 440 homework is a random variable X with CDF

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 ].

  1. The expectation of a nonnegative random variable X is

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.

  1. Nine functions f (u) are shown below. Note that in each case, f (u) = 0 for all u not in the interval specified. In each case,
  • determine whether f (u) is a valid probability density function (pdf).
  • If f (u) is not a valid pdf, determine if there exists a constant C such that C · f (u) is a valid pdf.

(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 ,

  1. Problem 4 on page 228 of Ross.