Problem Set 4: Solutions - Probability with Engineering Application | 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: Summer 2003;

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University Problem Set #4: Solutions ECE 313
of Illinois Page 1 of 3 Summer 2003
5. Let A2, A3, . . . , A12 denote the events that 2, 3, 4, . . . , 12 is rolled with two fair dice.
(a) P(winning on first roll) = P(A7A11) = P(A7) + P(A11) = 6/36 + 2/36 = 2/9.
P(losing on the first roll) = P(A2A3A12) = 1/36 + 2/36 + 1/36 = 1/9.
(b) P(shooter’s point is 4) = P(A4) = 3/36 = 1/12 = P(A10) = P(shooter’s point is 10).
P(shooter’s point is 5) = P(A5) = 4/36 = 1/9 = P(A9) = P(shooter’s point is 9).
P(shooter’s point is 6) = P(A6) = 5/36 = P(A8) = P(shooter’s point is 8).
(c) For disjoint events A and B, P(event A occurs before B) = P(A)/(P(A) + P(B)). Hence,
P(shooter makes point|shooter’s point is 4) = 3/(3+6) = 1/3 = P(shooter makes point|shooter’s point is 10)
P(shooter makes point|shooter’s point is 5) = 4/(4+6) = 2/5 = P(shooter makes point|shooter’s point is 9)
P(shooter makes point|shooter’s point is 6) = 5/(5+6) = 5/11 = P(shooter makes point|shooter’s point is 8)
(d) P(winning at craps) = P(winning on first roll)+
i
P(making point|point is i)P(shooter’s point is i)
= (8/36) + 2×[(3/36)×(1/3) + (4/36)×(2/5) + (5/36)×(5/11)] = (8/36) + (2/36)×[1 + 8/5 + 25/11]
= (8/36) + (2/36)×[55 + 88 + 125]/55 = (440 + 536)/(36×55) = 244/495 = 0.49292929…
(e) P(making 8 the hard way) = P(rolling 4-4 before rolling 7 or rolling 8 the easy way)
= (1/36)/(1/36 + (6/36 + 4/36)) = 1/11. Thus, in a long sequence of trials when the shooter’s point is 8,
one-eleventh of the time you win $10 while ten-eleventh of the time you lose your $1. Thus, in the long
run, you neither make nor lose money on the average, and the bet is perfectly fair.
6.(a) The game winner wins the last point in the game, i.e., a score of 4-x or x-4 (with 0 x < 3) means that the
x points won by the loser must have been among the first 3+x points. Thus,
P(4-x) = ()
3+x
x p3qxp, P(x-4) = ()
3+x
x q3pxq, giving P(4-0) = p4; P(4-1) = 4p4q; P(4-2) = 10p4q2;
P(0-4) = q
4; P(1-4) = 4pq4; P(2-4) = 10p2q4.
(b) Deuce is reached with probability ()
6
3 p3q3 = 20p3q3. To show that the sum is 1, just multiply it all out
and hope you don't make an error (or use Mathematica).
(c) P(A wins next two points|deuce) = p2. P(B wins next two points|deuce) = q2.
P(each wins one point|deuce) = P(deuce again) = 2pq (why 2 ?)
(d) P(A wins the game|deuce) = p2 + (2pq)p2 + (2pq)2p2 + … = p2/(1 – 2pq). Similarly,
P(B wins the game|deuce) = q2 + (2pq)q2 + (2pq)2q2 + … = q2/(1-2pq). As a sanity check, we note that
1 = (p+q)2 = p2 + q2 + 2pq so that 1 – 2pq = p2+q2 implying that p2/(1-2pq) + q2/(1-2pq) = 1, i.e. one of A
and B does ultimately win the game.
7.(a) The bill passes if the Conservative Republicans and at least one other group votes for it, i.e. the event
A(BCD) occurs, or if all groups except the Conservative Republicans vote for it, i.e. the event
AcBCD occurs. Note that these are disjoint events (Why?). Now, (BCD)c = BcCcDc by
DeMorgan's theorem, and thus we can partition A into two disjoint events as follows:
A = A(BCD) ABcCcDc. Hence, we see that
P(A(BCD)) = P(A) – P(ABcCcDc) = P(A) – P(A)P(Bc)P(Cc)(Dc) by independence. Thus,
P(bill passes) = P(A(BCD)) + P(AcBCD) = P(A) – P(A)P(Bc)P(Cc)P(Dc) +
P(Ac)P(B)P(C)P(D) (independence again!) = 0.9×[1 – 0.4×0.5×0.8] + 0.1×0.6×0.5×0.2 = 0.756 + 0.006 =
0.762.
(b) The Conservative Republicans must be in favor for the motion to override to pass. Furthermore, since
politics makes strange bedfellows, either the Liberal Democrats must also be in favor or both the other
groups must also be in favor. Hence,
P(motion to override passes) = P[E(H FG)] = P(E)×P(H FG) by independence of E and H FG)
= P(E)×[P(H)+P(FG) – P(FGH)] = P(E)×[P(H) + P(F)P(G) – P(F)P(G)P(H)] (by independence again!)
= 0.99×[0.1 + 0.4×0.6 – 0.6×0.4×0.1] = 0.31284.
6.(a) With N-ary replication of each component, each replicated component has probability of failure pN since
all the N copies of the component must fail for the replicated component to fail. The probability that all M
replicated components are in working order is thus (1 – pN)M, and the probability of failure for the system
pf3

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of Illinois Page 1 of 3 Summer 2003

5. Let A 2

, A

3

,... , A

12

denote the events that 2, 3, 4,... , 12 is rolled with two fair dice.

(a) P(winning on first roll) = P(A 7

∪A

11

) = P(A

7

) + P(A

11

P(losing on the first roll) = P(A 2

∪A

3

∪A

12

(b) P(shooter’s point is 4) = P(A 4

) = 3/36 = 1/12 = P(A

10

) = P(shooter’s point is 10).

P(shooter’s point is 5) = P(A 5

) = 4/36 = 1/9 = P(A

9

) = P(shooter’s point is 9).

P(shooter’s point is 6) = P(A 6

) = 5/36 = P(A

8

) = P(shooter’s point is 8).

(c) For disjoint events A and B, P(event A occurs before B) = P(A)/(P(A) + P(B)). Hence,

P(shooter makes point|shooter’s point is 4) = 3/(3+6) = 1/3 = P(shooter makes point|shooter’s point is 10)

P(shooter makes point|shooter’s point is 5) = 4/(4+6) = 2/5 = P(shooter makes point|shooter’s point is 9)

P(shooter makes point|shooter’s point is 6) = 5/(5+6) = 5/11 = P(shooter makes point|shooter’s point is 8)

(d) P(winning at craps) = P(winning on first roll)+ ∑

i

P(making point|point is i)P(shooter’s point is i)

= (8/36) + 2×[(3/36)×(1/3) + (4/36)×(2/5) + (5/36)×(5/11)] = (8/36) + (2/36)×[1 + 8/5 + 25/11]

= (8/36) + (2/36)×[55 + 88 + 125]/55 = (440 + 536)/(36×55) = 244/495 = 0.49292929…

(e) P(making 8 the hard way) = P(rolling 4-4 before rolling 7 or rolling 8 the easy way)

= (1/36)/(1/36 + (6/36 + 4/36)) = 1/11. Thus, in a long sequence of trials when the shooter’s point is 8,

one-eleventh of the time you win $10 while ten-eleventh of the time you lose your $1. Thus, in the long

run, you neither make nor lose money on the average, and the bet is perfectly fair.

6.(a) The game winner wins the last point in the game, i.e., a score of 4-x or x-4 (with 0 ≤ x < 3) means that the

x points won by the loser must have been among the first 3+x points. Thus,

P(4-x) =

3+x

x

p

3 q

x p, P(x-4) =

3+x

x

q

3 p

x q, giving P(4-0) = p

4 ; P(4-1) = 4p

4 q; P(4-2) = 10p

4 q

2 ;

P(0-4) = q

4 ; P(1-4) = 4pq

4 ; P(2-4) = 10p

2 q

4 .

(b) Deuce is reached with probability

6

3

p

3 q

3 = 20p

3 q

3

. To show that the sum is 1, just multiply it all out

and hope you don't make an error (or use Mathematica).

(c) P(A wins next two points|deuce) = p

2

. P(B wins next two points|deuce) = q

2 .

P(each wins one point|deuce) = P(deuce again) = 2pq (why 2 ?)

(d) P(A wins the game|deuce) = p

2

  • (2pq)p

2

  • (2pq)

2 p

2

  • … = p

2 /(1 – 2pq). Similarly,

P(B wins the game|deuce) = q

2

  • (2pq)q

2

  • (2pq)

2 q

2

  • … = q

2 /(1-2pq). As a sanity check, we note that

1 = (p+q)

2 = p

2

  • q

2

  • 2pq so that 1 – 2pq = p

2 +q

2 implying that p

2 /(1-2pq) + q

2 /(1-2pq) = 1, i.e. one of A

and B does ultimately win the game.

7.(a) The bill passes if the Conservative Republicans and at least one other group votes for it, i.e. the event

A∩(B∪C∪D) occurs, or if all groups except the Conservative Republicans vote for it, i.e. the event

A

c ∩B∩C∩D occurs. Note that these are disjoint events (Why?). Now, (B∪C∪D)

c = B

c ∩C

c ∩D

c by

DeMorgan's theorem, and thus we can partition A into two disjoint events as follows:

A = A∩(B∪C∪D) ∪ A∩B

c ∩C

c ∩D

c

. Hence, we see that

P(A∩(B∪C∪D)) = P(A) – P(A∩B

c ∩C

c ∩D

c ) = P(A) – P(A)P(B

c )P(C

c )(D

c ) by independence. Thus,

P(bill passes) = P(A∩(B∪C∪D)) + P(A

c ∩B∩C∩D) = P(A) – P(A)P(B

c )P(C

c )P(D

c ) +

P(A

c )P(B)P(C)P(D) (independence again!) = 0.9×[1 – 0.4×0.5×0.8] + 0.1×0.6×0.5×0.2 = 0.756 + 0.006 =

(b) The Conservative Republicans must be in favor for the motion to override to pass. Furthermore, since

politics makes strange bedfellows, either the Liberal Democrats must also be in favor or both the other

groups must also be in favor. Hence,

P(motion to override passes) = P[E(H ∪ FG)] = P(E)×P(H ∪ FG) by independence of E and H ∪ FG)

= P(E)×[P(H)+P(FG) – P(FGH)] = P(E)×[P(H) + P(F)P(G) – P(F)P(G)P(H)] (by independence again!)

= 0.99×[0.1 + 0.4×0.6 – 0.6×0.4×0.1] = 0.31284.

6.(a) With N-ary replication of each component, each replicated component has probability of failure p

N since

all the N copies of the component must fail for the replicated component to fail. The probability that all M

replicated components are in working order is thus (1 – p

N )

M , and the probability of failure for the system

of Illinois Page 2 of 3 Summer 2003

in the left-hand figure is thus 1 – (1 – p

N )

M

On the other hand, suppose that the entire system is replicated N times as shown in the right-hand figure.

Since each copy of the entire system fails with probability 1 – (1–p)

M , the probability of failure for the

system in the right-hand figure is [1 – (1–p)

M ]

N .

(b) 1 – (1 – 0.

N )

5 ≤ 0.001 ⇒ (1 – 0.

N )

5 ≥ 0.999 ⇒ (1 – 0.

N ) ≥ 0.99979992 ⇒ 0.

N ≤ 0.

⇒ N ≥ 6. More generally, N ≥

ln(1 – (1–α)

1/M )

ln p

where α is the desired maximum failure probability.

[1 – (1 – 0.2)

5 ]

N ≤ 0.001 ⇒ 0.

N ≤ 0.001 ⇒ N ≥ 18. More generally, N ≥

ln α

ln(1 – (1–p)

M )

Put another way, in our car example, having a single gigantic car with 6 engines, 6 transmissions, 6 brakes,

… will provide more reliable transportation than having 17 separate cars. This may (or may not!) explain

why people buy one large SUV rather than 18 compact cars!

(c) If M = 1000, we get N ≥ 9 in the one case. The other case blows up on many calculators because the

quantity 1 – (1–p)

M ≈ 1 – exp(–Mp) (huh?) = 1 – exp(–200) is very nearly 1. The Unix high-precision

utility bc gives its value as 0.999…99861610344 where there are 87 9’s preceding the 8616…. Since most

cars have 1000 (or more!) parts, the number of separate cars required to provide reliable transportation is

far larger than the number of cars in this world! On the other hand, a car with nine engines, nine

transmissions etc will provide the necessary reliability but it will be difficult to squeeze into most parking

spaces!

Moral: Replicate at the component level, instead of replicating entire systems. It's a lot cheaper!

9. Linguistic innocents are reminded that both Arabic and Hebrew are read from right to left. Number the

links as shown. Let V i

denote the event that the i-th link is viable (i.e. working) and let A denote the event

that it is possible to call from ORIAC to SUCSAMAD.

ORIAC

ZEUS

NAMMA

NONABEL

SUCSAMAD

VIVA LET

(a) If V

c

4

has occurred, i.e. the VIVA LET to NAMMA link has been severed, then,

P(A|V

c

4

) = P(V

1

V

2

V

5

V

7

∪ V

1

V

3

V

6

V

7

|V

c

4

) = P(V

1

V

2

V

5

V

7

∪ V

1

V

3

V

6

V

7

) by independence!

= P(V

1

V

2

V

5

V

7

) + P(V

1

V

3

V

6

V

7

) – P(V

1

V

2

V

3

V

5

V

6

V

7

) = 2(1 – p)

4

  • (1 – p)

6 by independence! On the

other hand, if V 4

has occurred, i.e the VIVA LET to NAMMA link is viable, then

P(A|V

4

) = P(V

1

(V

2

∪V

3

)(V

5

∪V

6

)V

7

|V

4

) = P(V

1

(V

2

∪ V

3

)(V

5

∪V

6

)V

7

) by independence!

= P(V

1

)×P(V

2

∪ V

3

)× P (V

5

∪ V

6

)×P(V

7

) = (1 – p)

2 ×[(1 – p) + (1 – p) – (1 – p)

2 ]

2 = (1 – p)

2 (1 – p

2 )

2

= (1 – p)

4 (1 + p)

2 by repeated use of the independence of events. Hence,

P(A) = p×[2(1 – p)

4

  • (1 – p)

6 ] + (1 –p)×(1 – p)

4 (1 + p)

2 = (1 – p)

4 ×(1 + 2p + p

2

  • 2p

3 )

(b) P(V

c

3

|A) = P(A∩ V

c

3 )/P(A). But, P(A∩V

c

3

) = P[V

1

V

2

(V

5

∪V

4

V

6

)V

7

V

c

3

= {(1 – p)

2 ×[(1 – p) + (1 – p)

2

  • (1–p)

3 ]×(1 – p)×p = (1 –p )

4 ×(1 + p – p

2 )×p. Hence,

P(V

3

|A) = 1 – P(V

c

3

|A) = 1 –

4 2 3

4 2

p p p p

p p p p

− × + + −

− × + − ×

(1 + p – p

3 )

1 + 2p + p

2

  • 2p

3

(c) Clearly X is nonnegative, and cannot exceed 70. Also, X = 0 if either link #1 or link #7 has been severed

i.e. if V

c

1

∪ V

c

7

occurs. Thus, assume that V 1

V

7

has occurred. As in part(a), we can calculate the

capacity given that V

c

4

has occurred and also given that V 4

has occurred. Thus, given that V 1

V

c

4

V

7

has

occurred, the capacity from ORIAC to SUCSAMAD is 20 if only one of the paths from ZEUS to

NONABEL is working, and 40 if both are working, etc.. These capacities are indicated on the two

“Karnaugh” maps shown on the next page.