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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 2001;
Typology: Assignments
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of Illinois Page 1 of 4 Fall 2001
Assigned: Wednesday, September 19 Due: Wednesday, September 26 Reading: Ross, Chapters 4 .8, 4.9, and Chapter 3 Noncredit Exercises: Chapter 4 Problems: 49, 51, 53, 57-59, 70; Theoretical Exercises: 16-18, 25, 26. Chapter 3 Problems: 1, 2, 5, 10, 12, 16, 31, 38, 39, 44; Exercises at the end of this problem set. Problems: 1. The Sirrah Poll wishes to assess what percentage of voters believe Governor Shrub’s claim that he was shocked, shocked to hear that the word Rats was used subliminally in one of his TV commercials. A random sample of N voters is asked for opinions. Assume that each voter decides the matter independently. Thus, the number of voters believing the Governor can be modeled as a binomial random variable X with parameters (N,p) where p is the probability that a randomly chosen voter believes the Governor. The Poll knows the value of X that it obtained, and it wishes to estimate the value of p and report this.
(a) What is the maximum-likelihood estimate of p? Call this ^p. Note that ^p is a function of X.
(b) The Poll wants to be fairly sure that its estimate ^p has a margin of error of at most 2%. The Poll thus wants to have the following inequality hold:
The Chicago Tribune then reports on its front page that the Sirrah Poll had found that 100^p% of the people believed Governor Shrub, and that the margin of error of the poll is ±2%. Use the Chebyshev inequality to determine the value of N that will guarantee a confidence interval of width 0.04 with a confidence level of 95%.
2. [“Let your communication be Yea Yea, Nay Nay, for whatsoever is more than this cometh of evil”] The bits transmitted over a communication link are in error with probability p independently of each other. Since p is too large, a simple repetition code is used in which each data bit is sent n times (i.e. sent repeatedly) over the link. Assume that n is odd. The receiver examines the n received bits and decides that the transmitter was trying to send a data bit 0 or 1 according as the majority of the n received bits received is 0 or 1. (a) Let X denote the number of errors in the n received bits corresponding to a data bit. What kind of random variable is X? What is the mean of X? What is its variance? (b) The receiver decision is in error if and only if the event { X > n/2} occurs. Express the probability that the receiver decision is in error as a function of n and p, and compute its numerical value for the case n = 3, p = 10–2. Compared to just transmitting the data bit once and receiving it with probability of error p, does the repetition code reduce the probability that the receiver decision is in error? Since there is no such thing as a free lunch, what is being given up in thus reducing the bit error probability? (c) You are asked to choose a value of n for the repetition code such that the probability that the
receiver decision is in error is at most 10–5. Estimate P{ X > n/2} using the Chebyshev inequality and use this to find the smallest value of n that meets the desired specification.
3. [“I’m leaving on a jet plane…”] Suppose that 105 passengers hold reservations for a 100–seat flight from Chicago to Champaign. The number of passengers showing up for the flight can be modeled as a binomial random variable X with parameters (105,0.9), that is, each is deciding independently of the others (with probability 0.9) to show up. Note that this simple model does not take into account things such as everyone in a family either all showing up or all failing to show. (a) Find the probability that all passengers who show up get seats, i.e. find P{ X ≤ 100}. (b) Explain why the number of no-shows can be modeled as a Poisson random variable Y , and
compute the value of the parameter λ. (c) Compute the probability that all passengers who show up get seats based on this Poisson model, i.e find P{ Y ≥ 5}, and compare to the “more exact” answer of part (a)
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(d) Now suppose that 15 passengers are arriving on a connecting flight that is on time with probability 1/3 and late with probability 2/3. If the connecting flight is on time, all 15 passengers show up for the flight to Champaign (no one stops off in a bar for a drink!); else they all are not there. The remaining 90 passengers decide independently as before. Given that the connecting flight is on time, what is the (conditional) probability that all passengers who show up get seats? Repeat for the case when the connecting flight is late.
4. [“A day at the races, a night at the opera, and room service that delivers duck soup…”] Groucho, Chico, and Harpo toss one fair coin each. If two of the coins show the same face and the third coin shows a different face, the tosser of the third coin has to woo Margaret Dumont in their next movie. Otherwise, it must be that all three coins are showing heads or they are all showing tails, in which case another round of coin tossing occurs. The rounds continue until a decision is reached. (a) What is the average number of rounds of coin tossing that occur? (b) Given that at least three rounds of coin tossing occurred, what is the conditional probability that no more than five rounds of coin tossing occurred? (c) Repeat parts (a) and (b) under the following assumption. Harpo, who is upset that Groucho has been wooing Margaret in all their previous movies, uses a two-headed coin instead of a fair coin in an effort to improve his chances. Harpo does not tell Groucho and Chico about this, and they continue to toss fair coins.
5. [The Once and Future King] You are trying to persuade a bone-headed monarch that you can foresee the future. You offer to forecast what happens on repeated independent tosses of a biased coin of the realm which you happen to know has P(Heads) = 0.11. (a) The skeptical king asks you to predict the number of heads that will occur on the next 1000 tosses and promises to execute you if your guess is wrong, just to make it more interesting. Which number should you predict and why? What is the probability that the 1000 coin tosses do result in the number of heads you predicted? (b) You luck out and guess right in part (a). The next day, the king asks you to predict how many tosses will be required to observe the next Head. Which number should you predict and why? What is the probability that a Head does occur for the first time on the toss you predicted? (c) Since you guessed right twice in a row, the king is thinking that you can indeed see into the future, and assigns a harder problem: predict the number of tosses required to observe a Head for the 105th time. Which number should you predict and why? What is the probability that a Head does occur for the 105th time on the toss you predicted?
Courtiers jealous of your growing fame substitute a coin bearing an image of the king’s father. Fortunately, this is observed by your trusty sidekick who tells you that the coin to be used tomorrow is different. Naturally you are reluctant to make further predictions about the coin. To forestall further requests for amazing demonstrations of your powers, you tell the king that you have the power to estimate probabilities from experimental data, and the king, who flunked out of ECE 313, is duly impressed. He tells you that he is going to toss the coin 1000 times and that you are to estimate P(Heads) = p.
(d) Heads occurred for the first time on the 12th toss. You consider announcing the value of p right away (without waiting for the 1000 tosses to be completed). What is the maximum- likelihood estimate of the value of p? that is, what value of p maximizes the probability of a Head occurring for the first time on the 12th toss? (e) You decide that maybe it is best to wait for the results of some more tosses before deciding on your estimate of p. The 300th head occurred on the 994th toss. What value of p maximizes the probability of a Head occurring for the 300th time on the 994th toss? (f) You sensibly decide to wait out the last 6 tosses also, and all of these result in Tails. What is your estimate of the value of p after 1000 tosses?
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chances of winning have increased to 1/2, and thus the new improved deal is indeed better. Use the theorem of total probability to determine (a) the probability of winning if you always switch. (b) the probability of winning if you would rather fight than switch. (c) whether Monty is correct in asserting that if you choose randomly betweeen the two unopened curtains, you have a probability of winning of 1/2. Note: Everybody knows that the rules of the game are that Monty always opens one of the two unchosen curtains and he always offers the “new improved deal,” i.e. he never opens a curtain to reveal the prize (saying “Oops, you lose; return to your seat”)
4. At the County Fair, you see a man sitting at a table and rapidly rolling a pea between three walnut shells. “Step right up, me bucko, and try your luck! The hand is quicker than the eye!” he says, and hides the pea under one of the shells. You have no idea which shell is covering the pea, but you point to one shell at random and bet that the pea is under it. The man picks up one of the shells that you didn’t choose, and shows you that the pea is not underneath that shell. He asks if you would like to switch your bet to the other unchosen shell. Should you accept the offer? Why or why not? How does this game differ from the one analyzed in Problem 3?