IEOR 3106: Stochastic systems and applications.

Fall 2017, Professor Possama.

Homework assignment 1: Tuesday, September 5, 2017 (due on Tuesday,
September 12).

Exercise 1
A coin is to be tossed until a head appears twice in a row.
1) What is the sample space for this experiment?
2) If the coin is fair, what is the probability that it will be tossed exactly four times?
3) With X denoting the random variable corresponding to the number of tosses necessary
for the two heads to first appear, compute E[X].

Exercise 2
Suppose that 5% of men and 0.25% of women are colourblind. A colourblind person is
chosen at random. What is the probability of this person being male? (Assume that there
are an equal number of males and females.)
Exercise 3
Show that for any sequence of events (En )n1 , one has
[n  X n
P Ei P[Ei ].
i=1 i=1

Exercise 4
Suppose we have 10 special coins, which are such that if the ith coin is flipped, the heads
will appear with probability i/10, for 1 i 10. Suppose that one of the ten coins is
selected at random, with each one equally likely to be selected. Suppose that this randomly
selected coin is flipped. What is the conditional probability that the randomly flipped coin
is coin i = 5 given that the randomly selected coin showed heads?
Exercise 5 We consider a class of n people. What is the probability (as a function of n)
to have at least two persons with the same birthday (for simplicity, leap years are assumed
to not exist). Compute numerically the smallest value of n which makes this probability
larger than 1/2.
Exercise 6
Suppose that you buy a lottery ticket in 50 different lotteries, in each of which your chance
of winning a prize is 1/100. What is the approximate probability that you will win a prize
(a) at least once, (b) exactly once, (c) at least twice? (Give numerical answers if possible.)

Exercise 7
Let the probability density function (pdf) of a random variable X be
f (x) := c(4x 2x2 ), for 0 x 2, f (x) := 0, otherwise,
1
2

where c is some constant.

What is the value of c? What is P[1/2 < X < 3/2]?

Exercise 8
Let X be a uniform random variable on [0, 1]? Prove that Y := log(1 X) is also a
continuous random variable, and give its probability density function.