Spring 2015 – Main Exam

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37161 Probability and Random Variables
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Faculty of Science – School of Mathematical and Physical Sciences Page 1 of 9
37161 Probability and Random Variables – Main Exam

Rough work space

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 37161 Probability and Random Variables – Main Exam

Question 1 ((2+1+1+2+2) + (2+1+2+1) + (2+2+2) = 20 marks)

Start a new answer booklet

a) Let X ~ Bin(10,0.4) .

i) Write down the probability mass function for X.

That is, write down P( X  k ) for all real values of k.

Calculate:

ii) E( X ) ; iii) P( X  3) ;

iv) P( X  9) ; v) P( X  0.25  1.75) .

b) Let Y ~ Geo(0.1) . That is, Y has probability mass function

0.1(0.9)k 1 k  {1,2,3,...}
P (Y  k )  
 0 otherwise

Calculate:

i) E (Y ) ; ii) P(Y  4) ;

iii) P(Y  11) ; iv) P(Y  0) .

c) For each of the following variables, state whether it could reasonably be modelled by a
Bernoulli variable, a Binomial variable, a Geometric variable or a Poisson variable. In
each case, state the parameter(s) needed.

Where none of these distributions is appropriate, briefly explain why not.

i) The number of birthdays a person has during the next month, assuming that the
person is chosen uniformly at random from the population and that an equal
proportion of the population is born in each of the 12 months of the year;

ii) The number of times a person rolls a regular fair six-sided die if he/she rolls
repeatedly until he/she first obtains a 5.

iii) The number of times a student enrols in a university subject if he/she enrols in the
subject repeatedly until he/she first passes the subject assuming that, on average,
75% of students taking the subject during each enrolment period pass during that
enrolment.

Over…

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37161 Probability and Random Variables – Main Exam

Question 2 ((3+2+3+4) + (2+2+4)= 20 marks)

Start a new answer booklet

a) An exponential random variable W ~ exp( λ) has probability density function

 λe  λw w  [0, )
f (w )   .
 0 otherwise
λ
i) Show that the generating function of W is gW ( z )  E ( zW )  .
λ  log( z )

1
ii) By differentiating the generating function, show that E (W )  .
λ

A geometric random variable Y ~ Geo( p) has probability mass function

 p(1  p)k 1 k  {1,2,3,...}

P (Y  k )   .
 0 otherwise

iii) Find the generating function of Y, gY (z)  E( zY ) .

iv) Show that, if W1,W2 ,W3 ,... are independent random variables such that each
Y
Wi ~ exp( λ) and if Y ~ Geo( p) and S  Wi , then S is exponentially distributed.
i 1
State its rate parameter.

Y
Hint: You may use without proof the result that, if S  Wi , gS (z)  gY (gWi (z )) .
i 1

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 37161 Probability and Random Variables – Main Exam

Question 2 (Continued)

b) Sam records the results of his favourite football team over the past 18 months. He
divides the results into those in derby matches and those in non-derby matches.

2 13
During the period, of games noted are derby games and are non-derby games.
15 15
4 1
He observes that his team has drawn of its non-derby matches and of its derby
13 4
matches.

i) Show that, if he selects one game at uniformly random from this period, the
3
probability that the game is a draw is .
10
5 1
He observes further that the team has lost of its non-derby matches and of its total
26 6
(derby and non-derby) matches.

ii) He selects one game uniformly at random from this period.

What is the probability that he selects a derby game which his team loses?

1 3
He observes further that the team has won of its non-derby matches and of its
2 4
derby matches.

iii) He selects one game uniformly at random and notes that his team wins the
selected game.

Show that the probability that he selects a derby game is  19% .

Over…

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37161 Probability and Random Variables – Main Exam

Question 3 ((1+2+1+2+2+2+2) + (2+1+4+1) = 20 marks)

Start a new answer booklet

a) A 24 hour maternity ward models the births of babies by independent Poisson processes
such that, on average, 6 boys and 6 girls are born on the ward each day. 90% of births
are classified as happening without complication and 10% are complicated. Whether or
not complications arise is assumed to be independent of the sex of the baby.

Calculate the probability that:

i) During one whole day, exactly four girls are born;

ii) During one whole day, exactly four babies are born and all are girls;

iii) During a 12 hour shift, no babies are born from births with complications;

iv) From a selection of 10 births selected uniformly at random, all 10 have no

complications;

v) During one whole day, at least 11 babies are born given that 6 boys are born
without complications and 9 girls are born, of which two were complicated births.

Find the distributions of the following variables:

vi) The number of boys born during one hour;

vii) The time (in days) between successive births with complications.

b) One player plays a game which involves rolling a regular fair six-sided die repeatedly.
Each time the die lands on a 1 or a 3, the player subtracts one point from his/her total.
Each time the die lands on a 5, the player adds one point to his/her total and each time it
lands on an even number, his/her points total does not change.

The player starts with 15 points and rolls the die repeatedly until he/she either first
reaches 20 points (wins) or first reaches 0 points (loses.)

Let Wk be the probability that the player wins the game given that he/she has k points at
a given time.

i) Show that Wk satisfies 3Wk  Wk 1  2Wk 1 .

Clearly explain your calculation in your own words.

ii) Write down the boundary conditions. That is, write down the values of W0 and W20
.
iii) Solve the difference equation to find the value of Wk for any k  {0,1,2,...,20} .

iv) Hence or otherwise, show that W15  3.12%

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 37161 Probability and Random Variables – Main Exam

Question 4 ((1+1+2+2+2+1+1) + (1+1+1+1+1+1+2+2) = 20 marks)

Start a new answer booklet

a) Let X be a discrete random variable with probability mass function

0.05 k 0
 1

P( X  k )   k  {3,4,5,6}
 k
 0 otherwise
and let Y be a continuous random variable with probability mass function

2y  20 y  [10,11]
f (y )   .
 0 otherwise
Verify that:


i) k
P( X  k )  1; ii)

f ( y )dy  1.

Calculate:

iii) E( X ) ; iv) E (Y ) ;

v) 
E 3Y  7 X  ln(14) ;  vi) P(Y  10.3)

vii) P( X  Y ) .

b) Let A and B be events in a sample space Ω such that

P( A)  0.5, P( A B)  0.3 and P( A B)  0.8 .

Calculate:

i) P ( Ac ) ; ii) P (B ) ;

iii) P( A B) ; iv) P (B A ) ;

v) P(B AC Bc ) ; vi) P(( A B)c ) .

Let the event C in Ω be independent of A and such that B and C are mutually exclusive.

Calculate:

vii) P( A C ) ; viii) P( A B C ) .

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37161 Probability and Random Variables – Main Exam

Question 5 ((4+2+2+2+2) + (3+2+3) = 20 marks)

Start a new answer booklet

a) Let X 0 , X1, X 2,... be a Markov Chain which is represented by the state diagram

i) Find the transition matrix for this chain.

An absorbing state is one such that, if the system ever enters that state, the
probability that it is ever in a different state is zero.

A persistent state is one such that, if the system is ever in that state and moves to
another state, the probability that it never returns is zero.

A transient state is one such that, if the system is ever in that state and moves to another
state, the probability that it eventually returns is less than one.

A state i is periodic with period d  1if P( X n k  i X n  i )  0 for all n unless k is divisible

by d.

Which of the states for this chain are:

ii) absorbing; iii) persistent; iv) transient?

v) Which states are periodic with period d  1? For each of these states, find the
period.

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 37161 Probability and Random Variables – Main Exam

Question 5 (Continued)

 0.8 0.1 0.1 0 

 
0.3 0.4 0.3 0 
b) Let Y0 ,Y1,Y2 ,... be a Markov Chain with transition matrix P  [ pij ]  
 0.3 0.3 0.4 0 
 
 0 0.05 0.05 0.9 
where pij  P(Yn 1  j Yn  i )

i) Draw the state diagram for this chain.

ii) Calculate the 2-step transition probability P(Yn 2  2 Yn  3) .

iii) Calculate the equilibrium distribution for this chain.

Hint: You might find some of the following information useful.

 0.8 0.3 0.3 0  0   0   0.8 0.3 0.3 0  2   1 

         
 0.1 0.4 0.3 0.05  1    0.1  ,  0.1 0.4 0.3 0.05  1   0.5  ,
 0.1 0.3 0.4 0.05  1  0.1  0.1 0.3 0.4 0.05  1  0.5 
         
 0 0 0 0.9  0   0   0 0 0 0.9  0   0 

 0.8 0.3 0.3 0  3   3   0.8 0.3 0.3 0  6   5.4 

         
 0.1 0.4 0.3 0.05  1    1  and  0.1 0.4 0.3 0.05  1    0.9 
 0.1 0.3 0.4 0.05  1   1   0.1 0.3 0.4 0.05  1   0.9 
         
 0 0 0 0.9  0   0   0 0 0 0.9  8   7.2 

End of Paper

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