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A problem set from the university of illinois at urbana-champaign's electrical and computer engineering 413 course, focusing on probability theory and statistics. It includes five problems covering topics such as poisson random variables, binomial distributions, conditional probabilities, and independent events. Students are expected to read chapters 3, 4, and 5 of ross's textbook and use the class webpage notes on decision-making for reference.
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University of Illinois Fall 2006
Due: Wednesday October 25 at the beginning of class. Reading: Ross, Chapters 3, 4, 5, and the notes on decision-making on the class web page Reminder: No class on Friday October 27 Cancelled class will be made up on Monday October 30, 7-8 pm
This Problem Set contains five problems
pY|X =n(k|X = n) = P {Y = k|X = n} =
n k
pk(1 − p)n−k, for 0 ≤ k ≤ n.
(a) What is the conditional mean of Y given the event {X = n}? (b) From the result of part (a), find the unconditional mean of Y. (c) What is the unconditional pmf of Y? [Hint: if Y = k, then X must have taken on some value ≥ k; X cannot possibly be smaller than k.] (d) What is the conditional pmf of X given that Y = k? (e) What is the conditional mean of X given that Y = k? (f) 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?
(a) Let A, B, C, and D respectively denote the events that the four groups vote to eliminate all income taxes on capital gains. Suppose that the probabilities of these independent events are P (A) = 0. 9 , P (B) = 0. 6 , P (C) = 0.5 and P (D) = 0.2. What is the probability that the bill passes? (b) The President vetoes the bill as a budget-breaker. Let E, F, G, and H respectively denote the independent events that the four groups support the motion to override the veto. If these events have probabilities P (E) = 0. 99 , P (F ) = 0. 4 , P (G) = 0.6, and P (H) = 0.1, what is the probability that the motion to override the veto passes? Political innocents are reminded that a simple majority (51 or more votes) is required to pass a bill, and a two-thirds majority (67 or more votes) to override a veto.
(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? What is the (unconditional) probability of winning at 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 either lose the dollar, or you will win ten dollars (and will also get your original dollar back, of course!)).
NAMMA
VIVA LET
ZEUS NONABEL SUCSAMAD 100 50
20 100 20
50 ORIAC 100
If a link fails, 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
Each car is made of M different types of parts, and (at least) one part of each different type must work for the car to work. Each part fails with probability p and all the failures are independent events.
(a) For each method, find the probability of system failure (we have no transportation!) in terms of p, N and M (b) Suppose that M = 5 and p = 0.2. If it is desired that the system failure probability be less than 0.001, what should N be with each method? (c) Repeat part (b) assuming that M = 1000.