Probability with Engineering Applications - Problem Set 3 | ECE 313, Assignments of Statistics

Material Type: Assignment; Class: Probability with Engrg Applic; Subject: Electrical and Computer Engr; University: University of Illinois - Urbana-Champaign; Term: Spring 2008;

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University of Illinois Spring 2008
ECE 313: Problem Set 3
Axioms of Probability
This Problem Set contains six problems
Due: Wednesday February 6 at the beginning of class.
Reading: Ross, Chapter 2, Sections 1-5, and Chapter 4
Noncredit Exercises: DO NOT turn these in.
Chapter 1: Problems 1-5, 7, 9;
Theoretical Exercises 4, 6, 13; Self-Test Problems 1-15.
Chapter 2: Problems 3, 4, 9, 10,11,12,14;
Theoretical Exercises 1-3, 6, 10, 11, 16, 19, 20; Self-Test Problems 1-8
1. For α > 0, the Gamma function Γ(α) is defined as Γ(α) = Z
0
tα1exp(t)dt.
(a) Show by integration that Γ(1) = 1.
(b) Use integration by parts to show that Γ(α+ 1) = αΓ(α), and use this to deduce
that Γ(n+ 1) = n!.
(c) If αis not an integer, show that Γ(α+ 1) = α(α1)(α2) ···Γ(αbαc) where
bαcis the integer part of α. Note that 0 < α bαc<1. For 0 < β < 1, Γ(β)
must be evaluated by numerical integration, except. . .
(d) show that Γ(1
2) = π. Hint: make the change of variables 2t=x. Then show
that
Γ1
2=2Z
0Z
0
exp([x2+y2]/2) dx dy1/2
where the double integral can be evaluated by a change to polar coordinates as
in Problem 4(b) of Problem Set 1.
2. The binomial coefficient n
k=n!
k!(nk)! denotes the number of subsets of size k
drawn from a set of size n.
(a) Give a combinatorial proof that m+n
k=
k
X
i=0 m
i n
ki. Hint: How many
committees of size kcan be formed from a group of mmen and nwomen?
(b) What is the coefficient of xkin the polynomial (1 + x)m+n?
Now write (1 + x)m+n= (1 + x)m(1 + x)nand find the coefficient of xkon the
right hand side in terms of the coefficients of (1 + x)mand (1 + x)n. If you have
taken ECE 410, you might recognize a discrete convolution here . . . .
(c) Use the result of part (a) to show that 2n
n=
n
X
i=0 n
i2
.
3. Ross, Chapter 2, Problem 13 (page 57).
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University of Illinois Spring 2008

ECE 313: Problem Set 3

Axioms of Probability

This Problem Set contains six problems

Due: Wednesday February 6 at the beginning of class. Reading: Ross, Chapter 2, Sections 1-5, and Chapter 4 Noncredit Exercises: DO NOT turn these in. Chapter 1: Problems 1-5, 7, 9; Theoretical Exercises 4, 6, 13; Self-Test Problems 1-15. Chapter 2: Problems 3, 4, 9, 10,11,12,14; Theoretical Exercises 1-3, 6, 10, 11, 16, 19, 20; Self-Test Problems 1-

  1. For α > 0, the Gamma function Γ(α) is defined as Γ(α) =

0

tα−^1 exp(−t) dt.

(a) Show by integration that Γ(1) = 1. (b) Use integration by parts to show that Γ(α + 1) = αΓ(α), and use this to deduce that Γ(n + 1) = n!. (c) If α is not an integer, show that Γ(α + 1) = α(α − 1)(α − 2) · · · Γ(α − bαc) where bαc is the integer part of α. Note that 0 < α − bαc < 1. For 0 < β < 1, Γ(β) must be evaluated by numerical integration, except... (d) show that Γ( 12 ) =

π. Hint: make the change of variables

2 t = x. Then show that

Γ

0

0

exp(−[x^2 + y^2 ]/2) dx dy

where the double integral can be evaluated by a change to polar coordinates as in Problem 4(b) of Problem Set 1.

  1. The binomial coefficient

n k

n! k!(n − k)!

denotes the number of subsets of size k

drawn from a set of size n.

(a) Give a combinatorial proof that

m + n k

∑^ k

i=

m i

n k − i

. Hint: How many

committees of size k can be formed from a group of m men and n women? (b) What is the coefficient of xk^ in the polynomial (1 + x)m+n? Now write (1 + x)m+n^ = (1 + x)m(1 + x)n^ and find the coefficient of xk^ on the right hand side in terms of the coefficients of (1 + x)m^ and (1 + x)n. If you have taken ECE 410, you might recognize a discrete convolution here....

(c) Use the result of part (a) to show that

2 n n

∑^ n

i=

[(

n i

)] 2

  1. Ross, Chapter 2, Problem 13 (page 57).
  1. Find P (A ∪ (Bc^ ∪ Cc)c) in each of the following four cases:

(a) A, B, and C are mutually exclusive events and P (A) = 1/3. (b) P (A) = 2P (B ∩ C) = 4P (A ∩ B ∩ C) = 1/2. (c) P (A) = 1/ 2 , P (B ∩ C) = 1/3, and P (A ∩ C) = 0. (d) P (Ac^ ∩ (Bc^ ∪ Cc)) = 0.6.

  1. [“Eat your broccoli, dear; it’s good for you”]

(a) Your mother has bought three servings of broccoli and two servings of cauliflower for next week (Monday through Friday) and will serve one vegetable each day. i. Define an appropriate sample space that includes all possible outcomes of this experiment (which you don’t get to perform: it is performed on you!). Assume that all the outcomes are equally likely. ii. What is the probability of having broccoli on Monday? iii. What is the probability of having broccoli on Monday and Friday? iv. What is the probability of having broccoli on Monday, Wednesday, and Fri- day? (b) Suppose instead that A, B, and C denote the events that your mother serves asparagus, broccoli or cauliflower for dinner. From (bitter?) experience, you know that these events are mutually exclusive and that P (A) = 0.2, P (B) = 0.5, and P (C) = 0.3. Each day is an independent trial, that is, your mother, a lady of formidable temperament albeit limited culinary skills, makes independent decisions as to which vegetable to serve without taking into account your opinion that Cheetos is a vegetable that goes well with any entree. Over a three day period, what is the probability that i. she serves the same vegetable on all three days? ii. she serves the same vegetable exactly two days out of three? iii. she serves different vegetables on the three days? (c) Optional for 0 Comp II credit: Write a 500-word essay on why you like dorm food so much.

  1. (a) Ω = { 0 , 1 , 2 ,.. .} is a countably infinite sample space with P (n) =

(ln 2)n 2(n!)

for all

n ≥ 0. Remember that 0! = 1. i. Show that P (Ω) = 1 for this probability assignment. ii. Prove that the probability that the outcome is an even number is 5/8. Re- member that 0 is an even number. (b) Bob & Carol & Ted & Alice take turns (in that order) tossing a coin with P (H) = p, 0 < p < 1. The first one to toss a Head wins the game. Calculate their win probabilities P (B), P (C), P (T ), and P (A) and show that i. P (B) > P (C) > P (T ) > P (A). ii. P (B) + P (C) + P (T ) + P (A) = 1.