Department of Mathematics MAL 250 (Probability and Stochastic Processes) Tutorial Sheet No. 1

Department of Mathematics
MAL 250 (Probability and Stochastic Processes)

Tutorial Sheet No. 1
1. Items coming o a production line are marked defective (D) or non-defective (N). Items are observed and
their condition noted. This is continued until two consecutive defectives are produced or four items have
been checked, which ever occurs rst. Describe the sample space for this experiment.
2. State True or False with valid reasons for the following statements.
(a) The probability that exactly one of the events A or B occurs is equal to P(A) +P(B) 2P(A B).
(b) Let A and B two events with P(A) =
1
2
and P(B
c
) =
1
4
. Then, A and B can be mutually exclusive
events.
(c) If A and B are two independent events, then A
c
and B
c
are independent events.
(d) Let = {a, b, c}. If F
1
= {, {a}, {b, c}, } and F
2
={, {a, b}, {c}, } are two -elds on ,
then F
1
F
2
and F
1
F
2
are -elds on .
(e) Consider a parallel system with identical components each with reliability 0.8. If the reliability of the
system is to be at least 0.99, then the minimum number of components in this system is 3.
3. Let = {a, b, c, d}. Find three dierent -elds {F
n
} for n = 0, 1, 2 such that F
0
F
1
F
2
.
4. Let w be a complex cube root of unity with w = 1. A fair die is thrown three times. If x, y and z are the
numbers obtained on the die. Find the probability that w
x
+w
y
+w
z
= 0.
5. An urn contains balls numbered from 1 to N. A ball is randomly drawn.
(a) What is the probability that the number on the ball is divisible by 3 or 4?
(b) What happens to the probability in the previous question when N ?
6. Consider a lottery that sells N tickets and awards n prizes. If one buys n
1
tickets, what is the probability of
winning a prize?
7. Six persons among whom are A and B, are arranged at random (i) in a row (ii) on a circle. What is the
probability that A and B will be separated by one and only one person.
8. A and B throw a pair of unbiased dice alternatively with A starting the game. The game ends when either
A or B wins. A wins if he throws 6 before B throws 7. B wins if he throws 7 before A throws 6. What is
the probability that A wins the game? Note that A throws 6 means the sum of values of the two dice is
6. Similarly B throws 7.
9. In a meeting at the UNO 40 members from under-developed countries and 4 from developed ones sit in a
row. What is the probability no two adjacent members are representatives of developed countries.
10. The coecients a, b and c of the quadratic equation ax
2
+ bx + c = 0 are determined by rolling a fair die
three times in a row. What is the probability that both the roots of the equation are real? What is the
probability that both roots of the equation are complex?
11. A person wrote n letters, sealed them in n envelopes and wrote the n dierent addresses randomly one on
each of them. Find the probability that at least one of the letters reaches its correct destination.
12. 15 distinguishable power plants are distributed at random among 4 states. What is the probability that
exactly 2 states will receive none.
13. Suppose there are n distinguishable particles, each of which is equally likely to be in any of N cells (N n).
Find the probability that (a) there will be one particle in each of rst n cells (b) there will be one particle in
each of n arbitrary cells.
1
14. Let A and B are two independent events. Prove or disprove that A and B
c
, A
c
and B
c
are independent
events.
15. Pick a number x at random out of the integers 1 through 30. Let A be the event that x is even, B that x is
divisible by 3 and C that x is divisible by 5. Are the events A, B and C independent?
16. An electronic assembly consists of two subsystems, say A and B. From previous testing procedures, the fol-
lowing probabilities assumed to be known: P(A fails)=0.20, P(A and B both fail)=0.15, P(B fails alone)=0.15
. Evaluate the following probabilities (a) P(A fails/B has failed) (b) P(A fails alone /A or B fail)
17. Let (, F, P) be a probability space. Let {A
n
} be a nondecreasing sequence of elements in F. Prove that
P
(
lim
n
A
n
)
= lim
n
P(A
n
).
18. Suppose that in answering a question on a multiple choice test an examinee either knows the answer or he
guesses. Let p be the probability that he will know the answer, and let 1 p be the probability that he will
guess. Assume that the probability of answering a question correctly is unity for an examinee who knows the
answer and
1
m
for an examinee who guesses where m is the number of multiple choice alternatives. Find the
conditional probability that an examinee knew answer to a question, given that he has correctly answered it.
19. Along a line segment ab two points l and m are randomly marked. Find the probability that l is closer to a
than m, (al < am).
20. The base and altitude of a right triangle are obtained by picking points randomly from [0, a] and [0, b]
respectively. Find the probability that the area of the triangle so formed will be less than ab/4?
21. Two dice are thrown n times in succession. What is the probability of obtaining a double six at least once?
22. For any n events in a probability space , show that
P(A
1
A
2
. . . A
n
)
n
i=1
P(A
i
) (n 1).
23. Suppose that n non identical balls are distributed in n urns, in such a way that all the n
n
possible arrange-
ments are equally likely. Find the probability that ONLY the rst urn is empty.
24. Find the probability that the sum of two randomly chosen positive real numbers(both 1) will not exceed
1 and that their product will be 2/9.
25. A batch of N transistors is dispatched from a factory. To control the quality of the batch the following
checking procedure is used; a transistor is chosen at random from the batch, tested and placed on one side.
This procedure is repeated until either a pre-set number n(n < N) of transistors have passed the test (in
which case the batch is accepted) or one transistor fails (in this case the batch is rejected). Suppose that the
batch actually contains exactly D faulty transistors. Find the probability that the batch will be accepted.
26. The rst generation of particles is the collection of o-springs of a given particle. The next generation is
formed by the o-springs of these members. If the probability that a particle has k o springs (splits into
k parts) is p
k
, where p
0
= 0.4, p
1
= 0.3, p
2
= 0.3, nd the probability that there is no particle in second
generation. Assume particles act independently and identically irrespective of the generation.
27. An aircraft has four engines in which two engines in each wing. The aircraft can land using atleast two
engines. Assume that the reliability of each engine is R = 0.93 to complete a mission, and that engine
failures are independent.
a) Obtain the mission reliability of the aircraft.
b) If at least one functioning engine must be on each wing, what is the mission reliability?
2

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