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MA10211. Statistics and Probability I. Example Sheet Six Hand in ...

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<strong>MA10211.</strong> <strong>Statistics</strong> <strong>and</strong> <strong>Probability</strong> I.<br />

<strong>Example</strong> <strong>Sheet</strong> <strong>Six</strong><br />

H<strong>and</strong> <strong>in</strong> your solutions by noon, Wednesday week 8 or earlier if you<br />

tutor so requests.<br />

1. Suppose each page of a typed article conta<strong>in</strong>s at least one mistake with<br />

<strong>in</strong>dependent probability p. Let X be the total number of pages with<br />

mistakes on them <strong>in</strong> an n page article. State the exact distribution<br />

for X <strong>and</strong> the average number of pages <strong>in</strong> the article that conta<strong>in</strong><br />

mistakes, E(X). If n is large <strong>and</strong> p small, state an approximation for<br />

the distribution of X<br />

Suppose, on average, a typist makes mistakes on one <strong>in</strong> every 60 pages.<br />

In a 20 page article, f<strong>in</strong>d the exact probability there are (i) no mistakes<br />

(ii) at least two mistakes. Re-calculate these probabilities us<strong>in</strong>g the<br />

approximation. Is the approximation any good here<br />

2. Professor U.N.Ethical conducted the follow<strong>in</strong>g cruel experiment: A rat<br />

has to choose between four similar doors, only one of which is ‘correct’.<br />

A correct choice is rewarded with food <strong>and</strong> an <strong>in</strong>correct choice is punished<br />

by a small electric shock. If an <strong>in</strong>correct choice is made, the rat is<br />

returned to the start<strong>in</strong>g-po<strong>in</strong>t <strong>and</strong> chooses aga<strong>in</strong>, this cont<strong>in</strong>u<strong>in</strong>g until<br />

the correct response is made. The food is not moved between successive<br />

trials. Let the r<strong>and</strong>om variable X be the number of trials required<br />

until the first correct response is made, X thus tak<strong>in</strong>g values 1, 2, . . . .<br />

F<strong>in</strong>d the distribution <strong>and</strong> mean of X under the follow<strong>in</strong>g different hypotheses:<br />

(i) each door is equally likely to be chosen on each trial, <strong>and</strong><br />

all choices are made <strong>in</strong>dependently of others; (ii) the rat chooses with<br />

equal probability between the doors that have not so far been tried, no<br />

choice ever be<strong>in</strong>g repeated; (iii) ∗ the rat never chooses the same door<br />

on two successive trials, but otherwise chooses at r<strong>and</strong>om with equal<br />

probabilities. [Check: Means are (i) 4 (ii) 2.5 (iii) 3 1 4 .]<br />

3. Let Y be the score on roll<strong>in</strong>g a fair die. Write down the distribution of<br />

Y . Calculate E(Y ), E(Y 2 ) <strong>and</strong> E(α Y ), where α is some constant.<br />

If X is a discrete r<strong>and</strong>om variable with P(X = i) = 1/n for each<br />

i ∈ {1, 2, . . . , n} then X is said to have the discrete uniform distribution<br />

on the set {1, 2, . . . , n}, written X ∼ Unif{1, 2, . . . , n}. Calculate<br />

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E(X), E(X 2 ) <strong>and</strong> E(α X ), simplify<strong>in</strong>g your expressions <strong>in</strong> each case.<br />

[H<strong>in</strong>t: Recall, 1 2 + 2 2 + 3 2 + · · · + n 2 = n(n + 1)(2n + 1)/6.]<br />

4. A penny is tossed four times. Let X be the number of tails <strong>in</strong> the first<br />

two tosses <strong>and</strong> let Y be the number of tails <strong>in</strong> the last two tosses.<br />

F<strong>in</strong>d the distribution of X <strong>and</strong> the distribution of Y . Deduce, with<br />

reasons, the jo<strong>in</strong>t distribution for (X, Y ).<br />

Let Z to be the number of tails <strong>in</strong> the last three tosses. F<strong>in</strong>d the jo<strong>in</strong>t<br />

distribution of (X, Z) [H<strong>in</strong>t: its easiest to draw a table of probabilities,<br />

check they add to 1]. F<strong>in</strong>d the marg<strong>in</strong>al distribution of Z. Show that<br />

X <strong>and</strong> Z are dependent RVs.<br />

F<strong>in</strong>d the conditional distribution of X given that Z = 3, that is the<br />

probabilities P(X = i | Z = 3).<br />

5. Suppose that discrete r<strong>and</strong>om variables X, Y have jo<strong>in</strong>t distribution<br />

P(X = x; Y = y) = k(x + y) for x ∈ {0, 1, 2}, y ∈ {1, 2, 3}, where k is<br />

a suitable constant. F<strong>in</strong>d the value of k.<br />

F<strong>in</strong>d the marg<strong>in</strong>al distributions for X <strong>and</strong> Y . Are X <strong>and</strong> Y <strong>in</strong>dependent<br />

r<strong>and</strong>om variables<br />

Calculate E(X) <strong>and</strong> E(Y ). Deduce E(2X + 3Y + 4) <strong>and</strong> E(X − Y ).<br />

Calculate E(X − Y ) directly from the jo<strong>in</strong>t distribution us<strong>in</strong>g the ‘law<br />

of the unconscious statistician’ <strong>and</strong> verify that this agrees with your<br />

previous answer.<br />

By a suitable summation, calculate P(X ≥ Y ).<br />

6. Flaws <strong>in</strong> the plat<strong>in</strong>g of large sheets of metal occur at r<strong>and</strong>om with, on<br />

the average, one <strong>in</strong> each section of area 10m 2 . What is the probability<br />

that a sheet 5m by 8m will have no flaws At most one flaw An even<br />

number of flaws ∗ <br />

http://www.maths.bath.ac.uk/∼ak257/probstat1.html<br />

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