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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 3 Fall 2001
jAssigned: Wednesday, October 10 Due: Wednesday, October 17 Reading: Ross, Chapter 4, Sections 1, 2 and 9; and Chapter 5 Noncredit Exercises: Chapter 5: Problems 1-8; Theoretical Exercises: 1, 8 Problems: 1. [“… It’s not your father’s Oldsmobile…”] A system works if and only if all of its M components (numbered 1 through M) work. Each component fails (independently) with probability p. Consider two possible means of obtaining a more reliable system. We can replicate each component N times as shown in the graph model on the left. Or, we can replicate the entire system N times as shown in the graph model on the right. In either case, the result is called a replicated system. Note that both methods use the same number N of each component.
N-ary replication of each component N-ary replication of entire system
System. System. System.
System.N
A concrete example of the question we wish to consider is: Which of the following two methods provides more reliable transportation?
2. [“Reach out and touch someone”] MiddleEast Bell, a division of Horizon Corp., has built a telephone network as shown below. Terrorists attack each of the seven links. The attacks may be considered to be independent events, and the attack on a link succeeds in severing the link with probability p. If a link is severed, switches automatically re-route calls so as to avoid the failed link (if possible). (a) What is the probability of being able to call from ORIAC to SUCSAMAD? (b) Given that it is possible to call from ORIAC to SUCSAMAD, what is the conditional probability that the ZEUS to NAMMA link is in working condition? (c) The link capacities (i.e., the numbers of telephone calls that the links can carry (in either direction)) are as marked on the diagram. Let X denote the number of calls that can be made from ORIAC to SUCSAMAD. Find the pmf and the expected value of X.
ORIAC
ZEUS
NAMMA
NONABEL
SUCSAMAD
VIVA LET
100 100
20
(^5020)
50
100
of Illinois Page 2 of 3 Fall 2001
3. Two teams A and B play in the World Series which consists of a series of baseball games (each ending in a win for one of the teams) that continues until one team has won four games. Thus, the number of games in the Series is 4 or 5 or 6 or 7. Let the random variable X denote the number of games played in the Series. Assume that the outcomes of the various games are independent. (a) Assuming that each team is equally likely to win each game, calculate the pmf of X , and the expected value of X. [Hint: it is not a binomial pmf]. Which team is more likely to win the World Series? Which team is more likely to win the World Series in five games? (b) Now suppose that a team playing in its own stadium in front of its own fans has probability 0.55 of winning the game, and that Team A has the overall home field advantage, that is, it gets to play more games at home than Team B if the Series extends to seven games. Note also that A gets to play the seventh and deciding game at home if the series extends that far. Two common formats for arranging the games are for A and B each to play two games at home, and then to alternate between cities as needed (AABBABA) or for A to play the first two games and the sixth and seventh( if necessary) at home (AABBBAA). For each format, find the pmf of X and the probability that A wins the Series. Explain why the answers would be the same if the first four games were arranged ABAB instead of AABB. Then explain why major league baseball does not use the ABABABA format. (c) Compare the answers to parts (a) and (b) to determine how much the overall home field advantage is worth. Which format gives A the best chance of winning? (d) You do not know the results of the first four games. Given that you know only that X = 5, which hypothesis (“A won the Series” or “B won the Series”) has greater a posteriori probability? The answer depends on the format AABBABA or AABBBAA, so answer the problem for both formats.
4. The number of α-particles emitted by a source during a unit time interval can be modeled as
a Poisson random variable X with parameter λ. Let An denote the event { X = n}. (a) (This one is a gimme) What is P{An}?
The α-particles are detected by means of a (imperfect) Geiger counter which detects a particle with probability p < 1. The detections of the various particles can be considered to be independent events. Thus, if event An has occurred, that is, if n particles have been emitted, the Geiger counter reading can be modeled as a binomial random variable Y with
n k p
k(1–p)n–k for 0 ≤ k ≤ n..
(b) What is the conditional mean of Y given the event An? From this, find the unconditional mean of Y. (c) What is the unconditional pmf of Y? [Hint: Y takes on all nonnegative integer values…] (d) Let Bk denote the event { Y = k}. What is the conditional pmf of X given Bk? (e) What is the conditional mean of X given Bk? (f) What is P{Bk}? Use this result together with that of part (d) to verify that the theorem of
total probability gives us that the unconditional pmf of X is Poisson with parameter λ. (g) We can observe the Geiger counter reading Y , but we wish to know the value of X? If the Geiger counter reading is k, i.e. the event { Y = k} is observed, what is the maximum- likelihood estimate of X?
5. The random variable X has the CDF shown in Figure 4.1 on p. 133 of Ross (5th edition) or Figure 4.7 on p. 168 of Ross (6th edition). Find E[ X ].
6. The random variable X has probability density function
f X (u) =
α(1 – u), 0 < u < 1 , 0, elsewhere.