Tutorial 2
Tutorial 2
Notation: The symbol , is read “is defined to equal”. Wherever needed, (S, F , P )
will denote a probability space.
(1) From an ordinary deck of 52 cards, five are drawn randomly (without re-
placement). What is the probability of drawing exactly three face cards?
(2) Suppose that two fair dice have been tossed and the total of their top faces
is found to be divisible by 3. What is the probability that neither have
(individually) landed a number divisible by 3?
(3) An urn contains five white and three red chips. Each time we draw a chip,
we look at its colour. If it is red, we replace it (i.e., put it back in the urn)
along with one new red chip, and if it is white, we replace it along with
two new white chips. What is the probability that, in successive drawing
of chips, the colours of the first four alternate?
(4) Two cards from an ordinary deck of 52 cards are missing. What is the
probability that a random card drawn from this deck is a spade?
(5) A fair die is rolled six times. If on the i-th roll, 1 6 i 6 6, the outcome is
i, we say that a match has occurred. What is the probability that at least
one match occurs?
(6) Show that if an event A is independent of itself, then either P (A) = 0 or
P (A) = 1.
(7) On a multiple-choice exam with four choices for each question, a student
either knows the answer to a question or marks it at random. If the prob-
ability that he or she knows the answer is 2/3, what is the probability that
an answer that was marked correctly was not marked randomly?
(8) We draw cards, at random and successively from an ordinary deck of 52
cards with replacement. What is the probability that an ace appears before
a face card? (Note that the drawing of cards continues indefinitely)
(9) An urn contains five red and three blue chips. Suppose that four of these
chips are selected at random and transferred to a second urn, which was
originally empty. If a random chip drawn from this second urn is blue,
what is the probability that two red and two blue chips were transferred
from the first urn to the second urn?
(10) Let {An }∞n=1 be a sequence of events of a random experiment. Show that
∞ ∞
!
\ X
P An > 1 − P (Acn ).
n=1 n=1
(12) Determine
( whether or not the function F below is a distribution function:
1 − π1 e−t , if t ≥ 0
F (t) =
0 if t < 0
(13) The cumulative distribution function of a random variable X is given by
0
if x < 0,
x/4 if 0 6 x < 1,
F (x) = 1/2 if 1 6 x < 2,
x/12 + 1/2 if 2 6 x < 3,
1 if x > 3.
Compute P (X < 2), P (X = 2), P (1 6 X < 3), P (X > 3/2), P (X = 5/2),
P (2 < X 6 7).
(14) Determine the value of k for which
( x
k 91 x = 1, 2, 3, . . .
p(x) =
0 else
is a probability mass function.
(15) A fair coin is flipped indefinitely. Find the probability of
(a) at least one head in the first n flips,
(b) exactly k heads in the first n flips,
(c) getting heads in all of the flips indefinitely. [Hint: It can be shown
(you do NOT need to show this) that if we have a sequence of events
A1 ⊃ A2 ⊃ A3 . . . , then P (∩∞ n=1 An ) = limn→∞ P (An ).]
(16) A fair coin is flipped indefinitely. Let the r.v. X denote the number of
times the coin is flipped till the first head appears; e.g., if one gets tails on
the first and second tosses and a head on the third, set X = 3.
(a) Determine the probability mass function of X.
(b) Compute the expected number of tosses till the first head appears.
(c) Determine the cumulative distribution function (c.d.f.) of X.
(17) Let X be a discrete random variable with p.m.f. p(x), and let n ∈ N. Show
that if E[|X|n+1 ] exists, then E[|X|n ] exists.
(18) Let X be a Poisson random variable with parameter λ > 0, i.e., X takes
values in Z+ = {0, 1, 2, . . . } and has p.m.f.
( x
e−λ λx! if x ∈ Z+
p(x) ,
0 else.
Compute E[X], E[X 2 ], Var(X) and σX .