INDU371/4X- Stochastic Models in Industrial Engineering

Brief Solutions to Assignment Questions

Assignment #1

Exercises 1

Problem 6.
An example partition will be A={(a),(b,c),(d,e)}. You are required to present 3 such partitions.

Problem 11.
Similar to that shown in Figure 2.3, Page 31.

Problem 14.
(I)
(a) [5, 100]; (b) [10,50]; (c) [0,25); (d) [10,100]; (e) empty; (f) [5,10); (g) [10,100]
(h) [0,100], (i) empty, (j) {[5,10),(90,100]}
(II)
One solution could be {(0, 0.5], (0.5, 0.75), [0.75, 1)}

Exercises 2

Problem 14.
Let R and N represent regular and two-headed pennies, respectively. Let T and H represent tail and head,
respectively. We have:

Pr[ N H ] Pr[ N ] 1 / 3 1
Pr[ N | H ] = = = =
Pr[ H ] Pr[ H ] 2 / 3 2

Problem 16.
Use Bayes formula to determine that

Pr[B | A] Pr[ A]
Pr[ A | B] = = 0.99
Pr[B | A] Pr[ A] + Pr[B | A ] Pr[ A ]

Pr[ A | B ] = 1 Pr[ A | B ] = 0.01

Pr[ B | A] Pr[ A]
Pr[ A | B ] = = 0.01
Pr[ B | A] Pr[ A] + Pr[ B | A ] Pr[ A ]

Pr[ A | B ] = 1 Pr[ A | B ] = 0.99

Problem 17.
0.01 p 0.01(1 p )
(a) Pr[T | O ] = , (b) Pr[T | O ] =
0.01 p + 0.99(1 q) 0.01(1 p ) + 0.99q
(c) Pr[T O ] = 0.01 p , (d) Pr[T O ] = 0.01(1 p )

1
Problem 21.

Since Pr[ A B ] = Pr[ A] Pr[ B ] > 0 , we must have A B .

Optional Questions.

Exercises 1

Problem 7.
(a) A ( B C )
(b) ( A B ) C
(c) ( A B ) C
(d) ( A B C )
(e) ( A B C )
The following sub-problem solutions are for your information.
(f) ( A B C ) ( A B C ) ( A B C )
(g) ( A B C ) ( A B C ) ( A B C )
(h) ( A B C ) ( A B C ) ( A B C ) ( A B C )
(i) ( A B C ) ( A B C ) ( A B C ) ( A B C )
(j) ( A B C ) ( A B C ) ( A B C ) ( A B C )

Exercises 2

Problem 18.
Pr[ A | H 1 ] Pr[ H 1 ] .75 .4
Pr[ H 1 | A] = = = 0.382
Pr[ A | H 1 ] Pr[ H 1 ] + Pr[ A | H 2 ] Pr[ H 2 ] + Pr[ A | H 3 ] Pr[ H 3 ] .75 .4 + .80 .5 + .85 .1

Pr[ H 2 | A] = .509 Pr[H 3 | A] = .108

Problem 19.

Let Ai be the event i defectives in sample of 10. If the batch has exactly 1% defective, we have:
10!
Pr[ Ai ] = (0.01) i (0.99)10i = 0.0042 . Since 2 out of 10 is 20%, this indicates that the batch may be
i! (10 i )!
more than 1% defective.

Problem 20.
For A and B to be independent, we should have Pr[ A B ] = Pr[ A] Pr[ B ] . Since A B = , we
have Pr[ A] Pr[ B ] = 0 . Since Pr[ B ] 0 , then Pr[ A] = 0 is the required condition.