Probability, Random Variables and Stochastic Processes Fourth Edition
Athanasios Papoulis Polytechnic University
S. Unnikrishna Pillai Polytechnic University
Solutions Manual to accompany
PROBABILITY, RANDOM VARIABLES AND STOCHASTIC PROCESSES, FOURTH EDITION ATHANASIOS PAPOULIS Published by McGraw-Hill Higher Education, an imprint of The McGraw-Hill Companies, Inc., 1221 Avenue of the Americas, New York, NY 10020. Copyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved. The contents, or parts thereof, may be reproduced in print form solely for classroom use with PROBABILITY, RANDOM VARIABLES AND STOCHASTIC PROCESSES, FOURTH EDITION, provided such reproductions bear copyright notice, but may not be reproduced in any other form or for any other purpose without the prior written consent of The McGraw-Hill Companies, Inc., including, but not limited to, in any network or other electronic storage or transmission, or broadcast for distance learning. www.mhhe.com
CHAPTER 2
2-1
-= AB + A% = A ( B + % ) X+6+ I+B
We u s e D e M o r g a n ' s l a w :
(a)
because
2-2
BB = I01
(01
If A = { 2 < x ; 5 )
- -
AB =
(A+B)(E) = { 2< x <- 6 1
= {2<x<3)
I f AB =
- { 3 -< x <- 5 )
B = {3<x<61
A+B = { 2 < x < 6 )
2-3
= A
[{x<31
S = {-=-<x<=-)
then
Ex>51]
{5<x<61
A c;; hence
(01 then
P (A) < P (i)
2-4
(a)
P(A) = P(AB)
P(B) = P(AB)
P(A~)
If, t h e r e f o r e , P ( A ) = P ( B ) = P(AB)
P(G)=
P(XB+AIB) (b)
~ ( h= ) 0
0 =
P(XB) +
1 = P(A+B)
= P(A)
then
hence
P(A%) =
1 = P (A) 5 P (A
If P ( A ) = P (B) = 1 then
P(B)
+ P(XB)
+ B)
P(AB) = 2
hence
P(AB)
This v i e l d s P(AB) = 1
2-5
F r o m (2-1 3) i t f o l l o w s t h a t
- P[A(B+c)]
P(A+B+C)
= P(A)
P(B+C)
= P(B)
P(BC)
- P(ABC)
P [A(B because
+ C) ]
P(B+C)
+ P(C) P (AB) + P(AC)
ABAC = ABC.
C o m b i n i n g , w e obtain the d e s i r e d r e s u l t .
U s i n g i n d u c t i o n , w e can s h o w s i m i l a r l y t h a t ?(A
t h a t i t i s t r u e f o r n. P ( A ~ I A ~ ) P ( A Suppose ~).
Since
we conclude t h a t i t must be t r u e f o r n + l .
2-11
F i r s t solution. P r o b l . 2-26). n- l (m-l) Hence
The t o t a l number of m element s u b s e t s e q u a l s (") ( s e e
m The t o t a l number of m element s u b s e t s c o n t a i n i n g 5 e q u a l s
Second s o l u t i o n .
C l e a r l y , P{C,
is i n a s p e c i f i c Am.
IA~)
= mln i s t h e p r o b a b i l i t y t h a t 5
Hence ( t o t a l p r o b a b i l i t y )
where t h e summation i s o v e r a l l sets A
m
2-12
2-13
(a)
P E 6- < t-< 8 1 = 10
(b)
~ { < 6t < 81t > 51 =
- -
From (2-27)
PE6rts81 2 P ( t , 51 = 5
it follows t h a t
Equating t h e two s i d e s and s e t t i n g t l = t O +A t w e o b t a i n
f o r every to. Hence,
D i f f e r e n t i a t i n g t h e s e t t i n g c = a ( O ) , we conclude t h a t
2-14
I f A and B a r e independent, then P (AB) = P (A)P (B)
mutually e x c l u s i v e , t h e n P(AB) = 0 ,
I f they a r e
Hence, A and B a r e mutually
e x c l u s i v e and independent i f f P(A)P(B) = 0.
C l e a r l y , A1 = A1A2
+~
I f the events A
and
~hence i i
a r e independent, t h e n
and A a r e independent. Furthermore, S i s
1 2 independent w i t h any A because SA = A. T h i s y i e l d s
hence, t h e e v e n t s A
P(SA) = P(A) = P(S)P(A)
Hence, t h e theorem i s t r u e f o r n = 2 .
induction: An+l
To prove i t i n g e n e r a l we use
..., .
Suppose t h a t A i s independent of A1, A n+l n and An+l a r e independent of B1, ,B Therefore n
... .
2.16 The desired probabilit,ies are given by (a)
(TI;)
Clearly,
2.17 Let Al A2 and Ad represent tire events
I
Al = "ball numbered less tha,n or equal to rn is drawn?
A2 = ('ball numbered rn i s drawn" AS = ('ball numbered greater tillan rn is drawn" P ( A 1 occu,rs nl
=k
1,
A2 occurs n2 = 1 and
A3
occurs
n3 =
0)
2.18 All cars are equally likely so that the first car is selected with probability p = 113. This gives the desired probability to be
&&
2.19 P{'drawing a white bad1 " } =
P("atleat one white ball i n k triu,ls ") =
1 - P("all black balls in k trials")
2.20 Let D = 2r represent the penny diameter. So long as the center
of the penny is at a distance of r away from any side of the square, the penny will be entirely inside the square. This gives the desired probability to be
2.21 Refer to Exanlple 3.14.
( a ) Using (3.391, we get
(h)
P ( " t w o one-digit and four two-digit numbers1') =
2-22
The number of equations of the form P(AiAk)
= P(Ai)P(Ak)
The number of equations involving r sets equals (:).
equals
(*I.
Hence the total
number N of such equations equals
And since
we conclude that
2-23
We denote by B1 and B2 respectively the balls in boxes 1 and 2 and
by R the set of red balls. We have (assmption)
P(B1) = P(BZ) '0.5 Hence (Bayes' theorem)
P(R\B~) 0.999
~ ( ~ 1=80.001 ~)
2-24 W e denote by B1 and B
r e s p e c t i v e l y t h e b a l l i n boxes 1 and 2 and by
2 D a l l p a i r s of d e f e c t i v e p a r t s . We have (assumption)
To f i n d P (D IB1) we proceed a s i n Example 2-10:
I n box B1 t h e r e a r e 1000x999 p a i r s .
F i r s t solution.
p a i r s with both elements d e f e c t i v e equals 1 0 0 x 9 9 .
Second s o l u t i o n .
The number of
Hence,
The p r o b a b i l i t y t h a t t h e f i r s t bulb s e l e c t e d from
The p r o b a b i l i t y t h a t t h e second i s
B1 i s d e f e c t i v e equals 100/1000.
d e f e c t i v e assuming t h e f i r s t was e f f e c t i v e equals 99/999.
Hence,
W e similarly find
(a)
P(D) = P ( D I B ~ ) P ( B+~P) ( D ~ B ~ ) P ( B0.0062
~)
(b)
p m l ID) =
e (D1 B,)P (sl)
2-25
P (Dl
= 0.80
Reasoning a s i n Example 2-13, we conclude t h a t t h e p r o b a b i l i t y t h a t t h e
bus and t h e t r a i n meet equals
Equating w i t h 0.5, we f i n d x = 60 - 1 0 6 1 .
2-26
We wish t o show t h a t t h e number Nn (k) of t h e element s u b s e t s of S
equals This i s t r u e f o r k = l because t h e number of l-element s u b s e t s equals n. Using induction i n k, w e s h a l l show t h a t
Nn ( k + 1 ) = Nn(k)
n-k Ir+l
We a t t a c h t o each k-element s u b s e t of S one of t h e remaining n - k elements
of S.
We, then, form Nn(k)(n-k)
s u b s e t s a r e not a l l d i f f e r e n t . i d e n t i c a l elements.
k+l-element
subsets.
However, t h e s e
They form groups each of which has k + l
We must, t h e r e f o r e , d i v i d e by k + l .
2 -27
In this experiment we have 8 outcomes. Each outcome is a selection of a particular coin
and a specific sequence of heads or tails; for example fhh is the outcome "we selected the fair coin and we observed hh". The event F = (the selected coin is fair) consists of the four outcomes fhh, fht, fth and fhh.
Its complement
F is
the selection of the two-
headead coin. The event HH = (heads at both tosses) consists of two outcomes. Clearly,
Our problem is to find P(F(HH). From (2-41) and (2-43) it follows that
CHAPTER 3
3.1 (a) P ( A occurs atleast twice in n trials)
= 1 - P ( A never occurs in n trials) - P ( A occurs once in n trials] = 1-(1-p)"
- np(1 - p)"-l
(b) P ( A occurs atleast thrice in n trials)
= 1 - P ( A never occurs in n trials) - P ( A occurs once in n trials) -P(A occurs twice in n trials) - 1- ( I
- p)" - np(1 - p)"-l - E k p g ( l - p)n-2
P("doub1e six atleast three times in n trials")
3-3
~f A = {seven), then
If the dice are tossed 10 times, then the probability that
10 t h e m equals (5/6)1.
w i l l occur
Hence, the probability p that {seven} w i l l show
at least once equals
1
- (5/6)1
3-4
If k is the number of heads, then
But = (q (P
+ q)n ' qn +
- 9) ' = qn -
(;:P
qn-l +("2p2q*-2
(;lp
qn-l
* * *
(p2 qne2 -
Adding, we obtain 1
3-5
(p
- q)"
2 ~{evenl
In this experiment, the total number of outcomes is the number (
N , ) of
ways of picking
n out of N objects. The number of ways of picking k out of the K good components equals (
) and the number of ways of picking n-k out of the N-K defective N-K components equals ( ,-k ). Hence, the number of ways of picking k good components K N-K and n-k deafective components equals ( ) ( ,,-k ). From this and (2-25) it follows that
N-K
~ ' ( k ) ( n - k ) / ( n )
3.6 (a)
(b)
(4
3.7 (a) Let n represent the number of wins required in 50 games so that the net gain or loss does not exceed $1. This gives the net gain t o be
50 P(net gain does not exceed $1) = (17)
(a)
17
(a)
33
= 0.432
P(net gain or loss exceeds $1) = 1 - 0.432 = 0.568
(b) Let n represent the number of wins required so that the net gain or loss does not exceed $5. This gives
P(net gain does not exceed $5) =
xn
l9= 14 (50)
(a)" ($)
P(net gain or loss exceeds $5) = 1 - 0.349 = 0.651
50-n
= 0.349
3.8 Define the events
A=" r successes in n Bernoulli trials" B="success at the ith Bernoulli trial" C= "r - 1 successes in the remaining n - 1 Bernoulli trials excluding the ith trial"
P(C) =
(C 1;)p'-'
qn-'
We need
( )
3.9 There are
ways of selecting 13 cards out of 52 cards. The number of ways to select 13 cards of any suit (out of 13 cards) equals = 1 Four such (mutually exclusive) suits give the total number of favorable outcomes to be 4. Thus the desired probability is given by
( )
3.10 Using the hint, we obtain
Let
Mkfl
= Nkfl - Nk
so that the above iteration gives
This gives
where we have used No = 0. Similarly Na+b = 0 gives
Thus
Ni
a b 1- ( q / ~ ) " -. P - q 1- (q/p)a+b P - q' p # q i(a+ b - i),
P=q
which gives for i = a
Arguing as in (3.43),we get the corresponding iteration equation
and proceed as in Example 3.15.
3.12 Suppose one bet on k
Then
1,2,-
- - ,6. 2
(A) (I)
pl
P ( k appears o n one dice) = 3
p2
3 (l6)2 P ( k appear o n t w o dice) = (2)
p3 = P ( k appear o n all the tree dice) =
(I)
(A)
po = P ( k appear none) = (56)
Thus, we get Net gain
2p1+ 3p2
+ 4p3 - po = 0.343.
CHAPTER Q
4-1
4-2
- F(x) = F(-x). From the definition of xu: u = F(xu), I - u = F(xl-,). From the evenness of f(x): 1
From (4-34), with a = 2 and P= l/h we get f(x) = c2 ~ e ' ~ ~ U ( x )
for 8 < x
F(x)
4-10
(a)
12
(1
and
zero otherwise
- e-ax )U (x-c)
2 P{l < x < 2 ) = G(?)
because ( 1
5x
2,
- G(?)1
2 1.) = ( 1
f (x)
(1
- e -a c ) 6 (x-c) +
0.1499
-< -x - <
2)
If ..x. ( t l )
5x
then ti
5y
Hence,
= G(x)
e-aX~(x-c)
4-12
4-14
(a)
P{z < 1024) = ~
(b)
P{X < 1024 1x > 961) =
(a)
1.
4-16
fx(x)=- 1
zgoO k
P{x-. > 961)
900
)s(x-k)
= ~
10 Pi435 < x < 4601 = G(T5)
(b)
4-15
( 'OoO) ~= G(1.2)~ = 0.8849
~
- G(-
15 5)
0.5888
x > b
then
{z 2 x) = S
F(x) = 1
If x < a
then
{xcx)=($41
F(x)=O
If
--
If y ( c i ) 2 w, then x ( c ) < w because x(; ) < y ( i i ) .
Hence,
Theref ore
F (w) 5 Fx(w> Y
4-17
From (4-80)
4-18
It follows frnn (2-41) with
A1 =
{X "
5 X)
A2 = {x" > x)
4-19
It follows from
4-20
We replace in (4-80) all probabilities with conditional probabilities
assuming {x i x o I .
This yields
f(xlx<x)=O
But
for
x > x
{ x = x , 5 2 x 1 = { x = = x ) for 0
and
X < X . 0
Hence,
Writing a similar equation for P(B~X < x ) we conclude that, if P(A~X = x) =
for x 5 x
0'
then P(A(X I xo) = P(B/X
5 xo)
P ( B ~ ?= r )
4-21
(a) Clearly, f(p) = 1 for 0 I p 5 1 and 0 otherwise; hence
(b) We wish to find the conditional probability P(0.3 5 p 5 0.71A) where A = (6 heads in 10 tosses). Clearly P(A)p=p) ,. = ~ ' ( l - ~ ) l .Hence, [see (4-81)]
This yields
4-22
(a) In this problem, f(p) = 5 for 0.4 I p,.. I 0.6 and zero otherwise; hence [see(4-82)] P(H) = 5
1''
pdp = 0.5
0.4
(b) With A = (60 heads in 100 tosses) it follows from (4-82) that
for 0.4 I p 5 0.6 and 0 otherwise. Replacing f(p) by f(p)A) in (4-82), we obtain
4-24
6=
For a f a i r c o i n
kl = 0.49n and k
P{kl
2 k 5 k2}
If
&/2.
= 0.52n then
+ ~(0.02&) - 1 -> 0 . 9
= ~(0.04G)
From Table 4-1 ( p a g e l 0 6 ) i t f o l l o w s that
0.026 > 1.3
n > 65
4-25 (a) Assume n = 1,000 (Note correction to the problem) P(A) = 0.6
(b)
np = 600
~(0.59n 5 k 2 0.61nl
-1
26(/%)
ZG(-) 0 Oln
k2 = 650
k1 = 550
-1
0.476 n = 9220
Hence, (Table 3-1)
-
npq = 240
.-
4 - 2 6 With a = 0, b = T I 4 it follows that
p = 1-e
k2
= 0.22
np = 220
- "P = - 9.16 6
npq = 171.6
k2 = 100
and (4-100) yields
4 - 2 7 The event
A = {k heads show at the first n tossings but not earlier)
occurs iff the following two events occur B = {k-1 heads show at the first n-1 tossing) C = {heads show at the nth tossing3 And since these two events are independent and
we conclude that P(A) = P(B)P(C)
n-1
k n-k
= (k-l)~q
M u l t i p l y i n g by
l/t/2n
and i n t e g r a t i n g from x t o =, w e o b t a i n
because
The f i r s t i n e q u a l i t y f o l l o w s s i m i l a r l y because
4 -29
I f P(A)
p t h e n P(X) = 1-p.
t h a t A does n o t o c c u r a t a l l .
4-30
C l e a r l y P1 = 1-Q1
where Q1 e q u a l s t h e p r o b a b i l i t y
If pn << 1, t h e n
q1
( I . - ~ ) ~= 1 - np
p1 = p
With p = 0.02, n = 100, k = 3, i t f o l l o w s from (4-107) that the unknown
probability equals
4-31
-j WithnZ3, r = 3 , kl=2, k2=2, k j = l , p l - p 2 - p
= 116, i t f o l l o w s
from ( 4 - 102) that the unknown probability equals
4-32
Withr.2, kl
- npl
k l = k , k2=n-k, p l S 3 , = k
- np
k2
Hence, t h e b r a c k e t i n (4- 103
p2 = 1-p = q , we o b t a i n
- nP2 = n-k-nq equals
= np
P(M) = 2/36
4-33
P($
= 34/35.
The e v e n t s M and
form a p a r t i t i o n ,
hence, [see (2- 41)l
Clearly, P(A]M) = 1 because, i f M occurs a t f i r s t t r y , X wins.
The p r o b a b i l i t y
t h a t X wins a f t e r t h e f i r s t t r y e q u a l s P ( A I ~ ) . But i n t h e ejrperiment t h a t
s t a r t s at t h e second r o l l i n g , t h e f i r s t p l a y e r is Y and t h e p r o b a b i l i t y t h a t he wins e q u a l s
P(X)
= 1-p.
Hence, P ( A I ~ )= P ( x ) = 1-p.
And s i n c e P (M) = 1/18
P@) = 17/18 ( i ) y i e l d s
4-34 Each of t h e n p a r t i c l e s can be placed i n any one of t h e m boxes. There a r e n n p a r t i c l e s , hence, t h e number of p o s s i b i l i t i e s e q u a l s N m I n the m
(a)
p r e s e l e c t e d boxes, t h e p a r t i c l e s can be placed i n NA
n mutations of n o b j e c t s ) . Hence p = n!/m
(b)
' I I
I $
1 I II I
n! ways ( a l l per-
n particles m-1 i n t e r i o r w a l l s
A l l p o s s i b i l i t i e s a r e obtained by permuting the&-1
of t h e m-1 i n t e r i o r w a l l s w i t h and n p a r t i c l e s .
objects consisting
The (m-l)!
permutations
of t h e w a l l s and t h e n! permutations of t h e p a r t i c l e s must count a s one.
Hence
(c)
Suppose t h a t S i s a set c o n s i s t i n g of t h e m boxes.
Each p l a c i n g of t h e
p a r t i c l e s s p e c i f i e s a s u b s e t of S c o n s i s t i n g of n elements (box). number of such s u b s e t s e q u a l s (m) (see Probe n
2-26).
Hence,
The
4 - 3 5 If k1
+ k,
<< n, then k,,
-- n a n d
Hence,
n! k1!k2!t3:
4 -36
kl k2 k3 PI P2 P3
k2 kl -nPl (up1) -np2 ("pi)
'
kl!
k2!
The probability p that a particular point is in the interval (0,2) equals 2/100. (a) From (3-13) it follows that the probability pl that only one out of the 200 points is in the interval (0,2) equals
(b)
With np = 200 x 0.02 = 4 and k = 1, (3-41) yields p,
