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Probabilistic Systems Analysis Homework Help

Problem
1.Professor May B. Right often has her science facts wrong, and answers
each of her students’ questions incorrectly with probability 1/4,
independently of other questions. In each lecture Professor Right is
asked either 1 or 2 questions with equal probability.
(a)What is the probability that Professor Right gives wrong answers
to all the questions she gets in a given lecture?
(b)Given that Professor Right gave wrong answers to all the questions
she was asked in a given lecture, what is the probability that she
got two questions?
(c)Let X and Y be the number of questions asked and the number of
questions answered correctly in a lecture, respectively. What are the
mean and variance of X and the mean and the variance of Y ?
(d)Give a neatly labeled sketch of the joint PMF pX,Y (x, y).
(e)Let Z = X + 2Y . What are the expectation and variance of Z?
For the remaining parts of this problem, assume that Professor
Right has 20 lectures each semester and each lecture is independent
of any other lecture.
(f)The university where Professor Right works has a peculiar
compensation plan. For each lecture, she gets paid a base salary of
$1, 000 plus $40 for each question she answers and an additional
$80 for each of these she answers correctly. In terms of random
variable Z, she gets paid $1000 + $40Z per lecture. What are the
expected value and variance of her semesterly salary?
(f)Determined to improve her reputation, Professor Right decides to teach
an additional 20-lecture class in her specialty (math), where she
answers questions incorrectly with probability 1/10 rather than 1/4.
What is the expected number of questions that she will answer
wrong in a randomly chosen lecture (math or science).
1.The joint PMF of discrete random variables X
and Y is given by
Here, C is some constant. What is E [ X Y 3]?
Hint : This question admits a short answer/explanation. Don’t spend
time doing calculations.
3.Joe Lucky plays the lottery on any given week with probability p,
independently of whether he played on any other week. Each time he
plays, he has a probability q of winning, again independently of
everything else. During a fixed time period of n weeks, let X be the
number of weeks that he played the lottery and Y the number of weeks
that he won.
4.What is the probability that he played the lottery any particular week,
given that he did not win anything that week?
(a)F ind the conditional PMF pY |X (y | x).
(c)F ind the joint PMF pX ,Y (x, y).
(d)Find the marginal PMF pY (y). Hint: One possibility is to start with
the answer to part (c), but the algebra can be messy. But if you think
intuitively about the procedure that generates Y , you may be able
to guess the answer.
(e)Find the conditional PMF pX|Y (x | y). Do this algebraically using
previous answers.
(f)Rederive the answer to part (e) by thinking as follows: For each one
of the n − Y weeks that he did not win, the answer to part (a)
should tell you somethingns needed.)
 In all parts of this problem, make sure to indicate the range of values for
which your PMF formula applies.
4.Let X and Y be independent random variables that take values in
the set {1, 2, 3}. Let
V = 2X + 2Y and W = X − Y .
(a)Assume that P ( { X = k}) and P({Y = k}) are positive for any k ∈ {1,
2, 3}. Can V and
W be independent? Explain. (No calculatio
For the remaining parts of this problem, assume that X and Y are uniformly
distributed on
{ 1, 2, 3} .
(b)Find and plot pV (v). Also, determine E[V ] and var(V ).
(c)F ind and show in a diagram pV,W (v, w).
(d)F ind E [V | W > 0].
(e)Find the conditional variance of W given the event {V =
8}. (f) Find and plot the conditional PMF pX|V (x | v), for
all values.
5. Suppose the waiting time until the next bus at a particular
bus stop is exponentially dis
tributed, with parameter
1 λ=
1
. Suppose that a bus pulls out just
as you arrive at the stop.
5
Find the probability that:
(a) You wait more than 15 minutes
for a bus.
(b)You wait between 15 and 30
minutes for a bus.
G1† . Clark is a news reporter who lives in Metropolis. Every morning he
drives from his apartment at point A to The Daily Planet office at
point B for work. He travels only in the north and east directions, and
he chooses each path with equal probability. The heavy line in the
diagram indicates one such valid path.

(a)Determine the probability that the path in the diagram is the one he
actually picked this morning.
(b)There is a phone booth at point C, the intersection of 4th St. and 3rd
Ave. Find the probability that he drove past this phone booth on his
way to work this morning.
(c)Find the probability that he drove past the phone booth, given that he
was seen on the portion of 3rd St. between 2nd and 3rd Ave. (point D).
(d)Repeat part (b) for the general case where his apartment is located at the
intersection of Main and Broadway, The Daily Planet is located at the
intersection of wth St. and hth Ave., and the phone booth is located at
the intersection of xth St. and yth Ave. Assume the same numbering
scheme for the streets. (Note that this problem is of interest only if x ≤
w and y ≤ h.) Does your answer make sense for the special cases
i. w = 0, i.e., the office is on Main St.; and
ii.h = 0, i.e., the office is on Broadway?
 Solution
1. (a) Use the total probability theorem by conditioning on the number of
questions that Professor Right has to answer. Let A be the event
that she gives all wrong answers in a given lecture, let B 1 be the
event that she gets one question in a given lecture, and let B 2 be
the event that she gets two questions in a given lecture. Then

P(A) = P(A|B 1 )P(B 1 ) + P(A|B 2 )P(B 2 ).

From the problem statement, she is equally likely to get one or two
questions in a given
because of independence,
2
P(A|B2) = ( 1 )2 = 1 . Thus4 we have
lecture, so P(B1) = P(B2)4 = 1 16. Also, from the problem statement, P(A|
B1) = 1 , and,

(b) Let events A and B 2 be defined as in the previous part. Using

Bayes’s Rule:
P(B | P (A | .
2 B 2 )P (
A) =
B 2)
From the previous part, we said P(B 2 ) = 1 , P(A|B 2 ) = 1 , and
P(A)
P(A) = 5 . Thus
2 16
P(B 2 |A) 1= 16 1
32
2 = 1 . 5
5 ·
3
2
As one would expect, given that Professor Right answers all the
questions in a given lecture, it’s more likely that she got only one
question rather than two.
(c) We start by finding the PMFs for X and Y . The PMF p X (x) is
given from the problem statement:
The PMF for Y can be found by conditioning on X for each value that Y
can take on. Because Professor Right can be asked at most two questions
in any lecture, the range of Y is from 0 to 2. Looking at each possible
value of Y , we find
she answers the first question correctly or she answers the second
question correctly.

Note that when calculating P(Y = 1|X = 2), we got 2 · 3 · 1 because there
are two ways
she answers the first question correctly or she answers the second question
correctly.

Now the mean and variance can be calculated explicitly from the PMFs:

(d) The joint PMF pX,Y (x,y) is plotted below. There are only five possible
(x,y) pairs. For each point, pX,Y (x,y) was calculated by pX,Y (x,y) = pX(x)pY
|X(y|x)
(e) By linearity of expectations,

E [Z ] = E [X + 2Y ] = E [X ] + 2E [Y ] = 3
+ 2·9= 15
.
2 8 4
Calculating var(Z) is a little bit more tricky because X and Y are not
independent; therefore we cannot add the variance of X to the variance of
2Y to obtain the variance of Z. ( X and Y are clearly not independent
because if we are told, for example, that X = 1, then we know that Y
cannot equal 2, although normally without any information about X , Y
could equal 2.)
To calculate var(Z), first calculate the PMF for Z from the joint PDF for
X and Y . For each (x, y) pair, we assign a value of Z. Then for each
value z of Z, we calculate p Z (z) by summing over the probabilities of all
(x, y) pairs that map to z. Thus we get


In this example, each (x, y) mapped to exactly one value of Z, but this
does not have to be the case in general. Now the variance can be
calculated as:
2 2 2 2
1 15 1 15 3 15 9 15
var(Z )8= 1 4 + 3 2 15 + 83 3 4 + 16 4 −4 + 6 4 = .
− −2 4 − −32
(f)For each lecture i, let Z i be the random variable associated with the
number of questions Professor Right gets asked plus two times the
number she gets right. Also, for each lecture i, let D i be the random
variable 1000 + 40Z i . Let S be her semesterly salary. Because she
teaches a total of 20 lectures, we have
Σ20 Σ20 Σ20
S = D i = 1000 + 40Z i = 20000 + 40 Zi .
i=1 i=1 i=1

By linearity of expectations,
Σ 20
E [S ] = 20000 + 40E [ Z i ] = 20000 + 40(20)E [Z i ] = 23000.
i=1

Since each of the D i are independent, we have

Σ20
var(S ) = var(D i ) = 20var(D i ) = 20var(1000 + 40Z i ) = 20(402
var(Z i )) = 36000.
i=1

(g)Let Y be the number of questions she will answer wrong in a

randomly chosen lecture. We can find E[Y ] by conditioning on
whether the lecture is in math or in science. Let M be the event that
the lecture is in math, and let S be the event that the lecture is in
science. Then
E [Y ] = E [Y |M ]P (M ) + E [Y |S ]P (S ).
Since there are an equal number of math and science lectures and
we are choosing
randomly among them, P(M ) = P(S ) = 1 . Now we need to
calculate E[Y |M ] and 2
E[Y |S] by finding the respective conditional PMFs first. The PMFs
can be determined
in an manner analagous to how we calculated the PMF for the
number of correct answers in part (c).

Therefo
re

2. The key to the problem is the even symmetry with respect to x of p X , Y

(x, y) combined with the odd symmetry with respect to x of xy 3 .
By definition,
Σ5 Σ10
E [X Y 3 ] = xy 3 pX ,Y (x, y).
x=−5 y=0
 All the x = 0 terms make no contribution to sum above
because xy p
The term for any pair (x, y) with x =/ 0 can be paired with the term for
(−x, y). These terms cancel, so the summation above is zero. Thus,
without making in more detailed computations we can conclude
E[ X Y 3] = 0.
3. (a) Let L i be the event that Joe played the lottery on week i, and
let W i be the event that he won on week i. We are asked to find

(b) Conditioned on X , the random variable Y is

binomial:

(c) Realizing that X has a binomial PMF, we have

(d) Using the result from (c), we could compute

Σn
pY (y) = pX ,Y (x, y) ,
x=y
but the algebra is messy. An easier method is to realize that Y is
just the sum of n independent Bernoulli random variables, each
having a probability pq of being 1. Therefore Y has a binomial PMF:
(f) Given Y = y, we know that Joe played y weeks with certainty. For each of
the remaining
n − y weeks that Joe did not win there are x − y weeks where he played. Each
of these
events occured with probability P( L i | W c ) (the answer from part (a) ). Using
i
this logic
we see that that X conditioned on Y is binomial:

After some algebraic manipulation, the answer to (e) can be

shown to be equal to the one above.
4. (a) V and W cannot be independent. Knowledge of one random
variable gives information about the other. For instance, if V =
12 we know that W = 0.
(b) We begin by drawing the joint PMF of X and Y .
X and Y are uniformly distributed so each of the nine grid points has
probability 1/9. The lines on the graph represent areas of the sample space in
which V is constant. This constant value of V is indicated on each line. The
PMF of V is calculated by adding the probability associated with each grid
point on the appropriate line.
By symmetry (or direct calculation),
. The variance is:
E[V ]
= 8

Alternatively, note that V is twice the sum of two independent random

variables, V = 2(X + Y ), and hence
var(V ) = var 2(X + Y ) = 2 2 var(X + Y ) = 4 var(X)+var(Y ) = 4·2
var(X) = 8 var(X).
(Note the use of independence in the third equality; in the fourth one we
use the fact that X and Y are identically distributed, therefore they have
the same variance). Now, by the distribution of X , we can easily calculate
that

so that in total var(V ) = 16 , as

before. 3
(c) We start by adding lines corresponding to constant values of W to our
first graph in part (b):

Again, each grid point has probability 1/9. Using the above graph,
we get pV,W (v, w).
(d) The event W > 0 is shaded below:

By symmetry (or an easy calculation), E[V | W > 0] = 8 .

(e) The event {V = 8} is shaded below:
 When V = 8, W can take on values in the set {−2, 0, 2} with equal
probability. By symmetry (or an easy calculation), E[W | V = 8] = 0.
The variance is:
var(W1 | V = 8) = (−2 − 0) · + (0 − 0)8 · + (2 −
2 1 2 1
0) · =
2
3.
3 3
3
(f) Please refer to the first graph in part (b). When V = 4, X = 1 with
probability 1. When V = 6, X can take on values in the set {1, 2} with
equal probability. Continuing this reasoning for the other values of V ,
we get the following conditional PMFs, which we plot on one set of
axes.

Note that each column of the graph is a separate conditional PMF and
that the proba- bility of each column sums to 1. This part of the
problem illustrates an important point. p X | V (x | v) is actually not a
single PMF but a family of PMFs.
(a) The probability that you wait more than 15 minutes is:

(b) The probability that you wait between 15 and thirty minutes is:

G1† . (a) Clark must drive 12 block lengths to work, and each path is
uniquely defined by saying which 7 of those 12 block lengths is
1 path indicated by
traveled East. For instance, the
5
the heavy line is (E,E,E,E,E,N,N,N,N,N,E,E). There are a total of

(b) Out of 792 paths, the7ones of4int er est travel

5 from point A to C a
7
nd then from point C
9
to point B. Paths from A to 2C: = 35. Paths from C to B:
= 10. Paths from A
(c) If Clark was seen at point D, he must have reached the intersection
of 3rd St. and 3rd
to C to B: 350. Thus, the probability of passing through C is 350
.
Ave. T h e reasoning from this point is similar to that a bove. Paths
from intersection
to B: = 15. Paths from intersection to C to B:= 10. Thus the
conditional
probability of passing through C after being sighted at D is 2 .
The probability of picking any one path is 2

. 6 5
(d) Paths from Main and Broadway to wth and hth: w+h w .
Paths from Main and Broadway to xth and yth: x+y x .
Paths from x and y to wth and hth: (w−x)+(h−y) (w−x) .
Thus the probability of passing by the phone booth is ( x+y x )((w−x)+
(h−y) (w−x) ) ( w+h w ) . i.
If w = 0, then x = 0. The probability is ( y 0 )((h−y) 0 ) ( h 0 ) = 1, which is
reasonable since
Clark must pass by the phone booth if there’s only one route to work. ii. If
h = 0, then y = 0. Similarly, the probability is