Probability Review for Final Exam

18.05 Spring 2014

Jeremy Orloff and Jonathan Bloom

Problem 1. (a) Four ways to fill each slot: 45 .

(b) Four ways to fill the first slot and 3 ways to fill each subsequsent slot: 4 · 34 .
(c) Build the sequences as follows:
Step 1: Choose which of the 5 slots gets the A: 5 ways to place the one A.
Step 2: 34 ways to fill the remain 4 slots. By the rule of product there are 5 · 34
such sequences.

52
Problem 2. (a) .
5
4 13 4 12
(b) Number of ways to get a full-house:
2 1 3 1
4 13 4 12
2 1 3 1
(c)
52
5

Problem 3. There are several ways to think about this. Here is one.
The 11 letters are p, r, o, b,b, a, i,i, l, t, y. We use the following steps to create a
sequence of these letters.
Step 1: Choose a position for the letter p: 11 ways to do this.
Step 2: Choose a position for the letter r: 10 ways to do this.
Step 3: Choose a position for the letter o: 9 ways to do this.
Step 4: Choose two positions for the two b’s: 8 choose 2 ways to do this.
Step 5: Choose a position for the letter a: 6 ways to do this.
Step 6: Choose two positions for the two i’s: 5 choose 2 ways to do this.
Step 7: Choose a position for the letter l: 3 ways to do this.
Step 8: Choose a position for the letter t: 2 ways to do this.
Step 9: Choose a position for the letter y: 1 ways to do this.
Multiply these all together we get:

8 5 11!
11 · 10 · 9 · ·6· ·3·2·1 =
2 2 2! · 2!

Problem 4. We are given P (E ∪ F ) = 3/4.

E c ∩ F c = (E ∪ F )c ⇒ P (E c ∩ F c ) = 1 − P (E ∪ F ) = 1/4.

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Problem 5. D is the disjoint union of D ∩ C and D ∩ C c .
So, P (D ∩ C) + P (D ∩ C c ) = P (D)
⇒ P (D ∩ C c ) = P (D) − P (D ∩ C) = .4 − .2 = .2.

Problem 6. (a) A = {HTT, THT, TTH}.

B = {HTT, THT, TTH, TTT}.
C = {HHH, HHT, HTH, HTT, TTT}
(There is some ambiguity here, we’ll also accept C = {HHH, HHT, HTH, HTT} )
D = {THH, THT, TTH, TTT}.
(b) Ac = {HHH, HHT, HTH, THH, TTT}
A ∪ (C ∩ D) = {HTT, THT, TTH, TTT}. (Also accept {HTT, THT, TTH}.)
A ∩ Dc = {HTT}.

Problem 7. (a) Slots 1, 3, 5, 7 are filled by T1 , T3 , T5 , T7 in any order: 4! ways.

Slots 2, 4, 6, 8 are filled by T2 , T4 , T6 , T8 in any order: 4! ways.
answer: 4! · 4! = 576.
(b) There are 8! ways to fill the 8 slots in any way.
Since each outcome is equally likely the probabilitiy is
4! · 4! 576
= = 0.143 = 1.43%.
8! 40320

Problem 8. Let Hi be the event that the ith hand has one king. We have the
conditional probabilities
        
4 48 3 36 2 24
1 12 1 12 1 12
P (H1 ) =   ; P (H2 |H1 ) =   ; P (H3 |H1 ∩ H2 ) =  
52 39 26
13 13 13

P (H4 |H1 ∩ H2 ∩ H3 ) = 1

P (H1 ∩ H2 ∩ H3 ∩ H4 ) = P (H4 |H1 ∩ H2 ∩ H3 ) P (H3 |H1 ∩ H2 ) P (H2 |H1 ) P (H1 )

      
2 24 3 36 4 48
1 12 1 12 1 12
=     .
26 39 52
13 13 13

Problem 9. Sample space = Ω = {(1, 1), (1, 2), (1, 3), . . . , (6, 6) } = {(i, j) | i, j =
1, 2, 3, 4, 5, 6 }.
(Each outcome is equally likely, with probability 1/36.)

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A = {(1, 3), (2, 2), (3, 1)},
B = {(3, 1), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6), (1, 3), (2, 3), (4, 3), (5, 3), (6, 3) }
P (A ∩ B) 2/36 2
P (A|B) = = = ..
P (B) 11/36 11
(b) P (A) = 3/36 = P (A|B), so they are not independent.

Problem 10. We compute all the pieces needed to apply Bayes’ rule.
We’re given P (T |B) = .7 ⇒ P (T c |B) = .3, P (T |B c ) = .1 ⇒ P (T c |B c ) = .9.
P (B) = 1.3 × 10−5 ⇒ P (B c ) = 1 − P (B) = 1 − 1.3 × 10−5 .
We use the law of total probability to compute P (T ):
P (T ) = P (T |B) P (B) + P (T |B c ) P (B c ) = .1000078.
Now we can use Bayes’ rule to answer the question:
P (T |B) P (B) P (T c |B) P (B)
P (B|T ) = = 9.10 × 10−5 , P (B|T c ) = c
= 4.33 × 10−6 ,
P (T ) P (T )

Problem 11. For a given problem let C be the event the student gets the problem
correct and K the event the student knows the answer.
The question asks for P (K|C).
P (C|K) P (K)
We’ll compute this using Bayes’ rule: P (K|C) = .
P (C)
We’re given: P (C|K) = 1, P (K) = 0.6.
Law of total prob.:
P (C) = P (C|K) P (K) + P (C|K c ) P (K c ) = 1 · 0.6 + 0.25 · 0.4 = 0.7.
0.6
Therefore P (K|C) = = .857 = 85.7%.
0.7

Problem 12.
Here is the game tree, R1 means red on the first draw etc.
7/10 3/10
R1 B1
6/9 3/9 7/10 3/10
R2 B2 R2 B2
5/8 3/8 6/9 3/9 6/9 3/9 7/10 3/10
R3 B3 R3 B3 R3 B3 R3 B3

Summing the probability to all the B3 nodes we get

7 6 3 7 3 3 3 7 3 3 3 3
P (B3 ) = · · + · · + · · + · · = .350.
10 9 8 10 9 9 10 10 9 10 10 10

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Problem 13. We have P (A ∪ B) = 1 − 0.42 = 0.58 and we know

P (A ∪ B) = P (A) + P (B) − P (A ∩ B).

Thus,

P (A∩B) = P (A)+P (B)−P (A∪B) = 0.4+0.3−0.58 = 0.12 = (0.4)(0.3) = P (A)P (B)

So A and B are independent.

Problem 14. We have

P (A ∩ B ∩ C) = 0.06 P (A ∩ B) = 0.12
P (A ∩ C) = 0.15 P (B ∩ C) = 0.2

Since P (A ∩ B) = P (A ∩ B ∩ C) + P (A ∩ B ∩ C c ), we find P (A ∩ B ∩ C c ) = 0.06.

Similarly

P (A ∩ B ∩ C c ) = 0.06
P (A ∩ B c ∩ C) = 0.09
P (Ac ∩ B ∩ C) = 0.14

Problem 15. (a) E = even numbered = {Feb, Apr, Jun, Aug, Oct, Dec}.
F = first half = {Jan, Feb, Mar, Apr, May, Jun}.
S = summer = {Jun, Jul, Aug}.
(a) E ∩ F = {Feb, Apr, Jun} ⇒ P (E|F ) = 3/6 = P (E). So, they are independent.
6 P (E). So, they are not independent.
(b) E ∩ S = {Jun, Aug} ⇒ P (E|S) = 2/3 =

Problem 16. 6
To show A and B are not independent we need to show P (A ∩ B) =
P (A) · P (B).
6 P (A) · P (B).
(a) No, they cannot be independent: A ∩ B = ∅ ⇒ P (A ∩ B) = 0 =
(b) No, they cannot be independent: same reason as in part (a).
(c) No, they cannot be independent: A ⊂ B ⇒ A ∩ B = A
⇒ P (A ∩ B) = P (A) > P (A) · P (B). The last inequality follows because P (B) < 1.
(d) No, they cannot be independent: (This one is a little tricky.)
To ease notation, write P (A) = a, P (B) = b.
A and B are independent implies P (A ∩ B) = ab.
We know P (A ∪ B) = P (A) + P (B) − P (A ∩ B) = a + b − ab.
Here’s the trickiness:
a + b − ab = a + b(1 − a) < a + (1 − a) = 1, so P (A ∪ B) < 1.

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The final bit of the proof is to show that if we assume A ∪ B and A are independent
we are lead to a contradiction. This is easy, since if they are independent then
P (A ∪ B|A) = P (A ∪ B),
but it is clear that P (A ∪ B|A) = 1.
Since we can’t have both P (A ∪ B) < 1 and P (A ∪ B) = 1 the assumption of
independence must be false.

Problem 17. We compute

[
1 2 3]15 + 1 · 4 5 2
E[X] = −2 · + −1 · +0· +2· = .
15 15 15 15 3
Thus
2 14
Var(X) = E((X − )2 ) = .
3 9

Problem 18. We first compute

1
2
E[X] = x · 2xdx =
0 3
1
1
E[X 2 ] = x2 · 2xdx =
0 2
1
1
E[X 4 ] = x4 · 2xdx = .
0 3
Thus,
1 4 1
Var(X) = E[X 2 ] − (E[X])2 = − =
2 9 18
and
2 1 1 1
Var(X 2 ) = E[X 4 ] = E[X 2 ] = − = .
3 4 12

Problem 19. (a) We have X values: -1 0 1

prob: 1/5 2/5 2/5
X2 1 0 1
So, E(X) = −1/5 + 2/5 = 1/5.

(b) y values: 0 1 ⇒ E(Y ) = 3/5.

prob: 2/5 3/5
(c) The change of variables formula just says to use the bottom row of the table in
part (a): E(X 2 ) = 1 · (1/5) + 0 · (2/5) + 1 · (2/5) = 3/5 (same as part (b)).

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(d) Var(X) = E(X 2 ) − E(X)2 = 3/5 − 1/25 = 14/25.

Problem 20. Use Var(X) = E(X 2 )−E(X)2 ⇒ 3 = E(X 2 )−4 ⇒ E(X 2 ) = 7.

Problem 21. answer:

Make a table X: 0 1
prob: (1-p) p
X2 0 1.
From the table, E(X) = 0 · (1 − p) + 1 · p = p.
Since X and X 2 have the same table E(X 2 ) = E(X) = p.
Therefore, Var(X) = p − p2 = p(1 − p).

Problem 22. Let X be the number of people who get their own hat.
Following the hint: let Xj represent whether person j gets their own hat. That is,
Xj = 1 if person j gets their hat and 0 if not.
100
1 100
1
We have, X = Xj , so E(X) = E(Xj ).
j=1 j=1
Since person j is equally likely to get any hat, we have P (Xj = 1) = 1/100. Thus,
Xj ∼ Bernoulli(1/100) ⇒ E(Xj ) = 1/100 ⇒ E(X) = 1.

Problem 23. For y = 0, 2, 4, . . . , 2n,

n 1n
 
y
P (Y = y) = P (X = ) = .
2 y/2 2

Problem 24. We have fX (x) = 1 for 0 ≤ x ≤ 1. The cdf of X is

Z x Z x
FX (x) = fX (t)dt = 1dt = x.
0 0

Now for 5 ≤ y ≤ 7, we have

y−5 y−5 y−5
FY (y) = P (Y ≤ y) = P (2X + 5 ≤ y) = P (X ≤ ) = FX ( )= .
2 2 2
Differentiating P (Y ≤ y) with respect to y, we get the probability density function
of Y, for 5 ≤ y ≤ 7,
1
fY (y) = .
2

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Problem 25. We have cdf of X,
Z x
FX (x) = λe−λx dx = 1 − e−λx .
0

Now for y ≥ 0, we have

√ √
FY (y) = P (Y ≤ y) = P (X 2 ≤ y) = P (X ≤ y) = 1 − e−λ y .

Differentiating FY (y) with respect to y, we have

λ − 1 −λ√y
fY (y) = y 2e .
2

Problem 26. (a) We first make the probability tables

X 0 2 3
prob. 0.3 0.1 0.6
Y 3 3 12
⇒ E(X) = 0 · 0.3 + 2 · 0.1 + 3 · 0.6 = 2
(b) E(X 2 ) = 0·0.3+4·0.1+9·0.6 = 5.8 ⇒ Var(X) = E(X 2 )−E(X)2 = 5.8−4 = 1.8.
(c) E(Y ) = 3 · 0.3 + 3 · 0.1 + 12 · 6 = 8.4.
L(d) FY (7) = P (Y ≤ 7) = 0.4.

Problem 27. (a) There are a number of ways to present this.

X ∼ 3 binomial(25, 1/6), so
   k  25−k
25 1 5
P (X = 3k) = , for k = 0, 1, 2, . . . , 25.
k 6 6

(b) X ∼ 3 binomial(25, 1/6).

Recall that the mean and variance of binomial(n, p) are np and np(1 − p). So,

E(X) = 3 E(textbinomial(25, 1/6)) = 3·25/6 = 75/6, and Var(X) = 9 Var(textbinomial(25, 1/6)) = 9·25(

(c) E(X + Y ) = E(X) + E(Y ) = 150/6 = 25., E(2X) = 2E(X) = 150/6 = 25.
Var(X + Y ) = Var(X) + Var(Y ) = 250/4. Var(2X) = 4Var(X) = 500/4.
The means of X + Y and 2X are the same, but Var(2X) > Var(X + Y ).
This makes sense because in X +Y sometimes X and Y will be on opposite sides from
the mean so distances to the mean will tend to cancel, However in 2X the distance
to the mean is always doubled.

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Problem 28. First we find the value of a:
Z 1 Z 1
1 a
f (x) dx = 1 = x + ax2 dx = + ⇒ a = 3/2.
0 0 2 3
The CDF is FX (x) = P (X ≤ x). We break this into cases:
(i) b < 0 ⇒ FX (b) = 0.
Z b
3 b2 b3
(ii) 0 ≤ b ≤ 1 ⇒ FX (b) = x + x2 dx = + .
0 2 2 2
(iii) 1 < x ⇒ FX (b) = 1.
Using FX we get
.52 + .53
 
13
P (.5 < X < 1) = FX (1) − FX (.5) = 1 − = .
2 16

Problem 29. Let Z = X + Y . We’ll build the probability table

Z 0 1 2
(X, Y ) (0,0) (0,1), (1,0) (1,1)
prob. (1 − p)(1 − q) (1 − p)q + p(1 − q) pq
prob. 3/8 1/2 1/8
Not binomial (probabilites for binomial are 1/4, 1/2, 1/4).

Problem 30. (a) Note: P (Y = 1) = P (X = 1) + P (X = −1).

Values a of Y : 0 1 4
PMF pY (a): 1/8 3/8 1/2
(b) To distinguish the distribution functions we’ll write Fx and FY .
Using the tables in part (a) and the definition FX (a) = P (X ≤ a) etc. we get
a: 1 3/4 π − 3
FX (a): 1/2 3/8 3/8
FY (a): 1/2 1/8 1/8

Problem 31. The jumps in the distribution function are at 0, 1/2, 3/4. The value
of p(a) at at a jump is the height of the jump:
a: 0 1/2 3/4
p(a): 1/3 1/6 1/2

Problem 32. (i) yes, discrete, (ii) no, (iii) no, (iv) no, (v) yes, continuous
(vi) no (vii) yes, continuous, (viii) yes, continuous.

Problem 33. P (1/2 ≤ X ≤ 3/4) = F (3/4)−F (1/2) = (3/4)2 −(1/2)2 = 5/16 .

Problem 34. (a) P (1/4 ≤ X ≤ 3/4) = F (3/4) − F (1/4) = 11/16 = .6875.

8
(b) f (x) = F ' (x) = 4x − 4x3 in [0,1].

Problem 35. We compute

Z 5
P (X ≥ 5) = 1 − P (X < 5) = 1 − λe−λx dx = 1 − (1 − e−5λ ) = e−5λ .
0

(b) We want P (X ≥ 15|X ≥ 10). First observe that P (X ≥ 15, X ≥ 10) = P (X ≥

15). From similar computations in (a), we know

P (X ≥ 15) = e−15λ P (X ≥ 10) = e−10λ .

From the definition of conditional probability,

P (X ≥ 15, X ≥ 10) P (X ≥ 15)
P (X ≥ 15|X ≥ 10) = = = e−5λ
P (X ≥ 10) P (X ≥ 10)

Note: This is an illustration of the memorylessness property of the exponential

distribution.

Problem 36. We have

x−1 x−1
FX (x) = P (X ≤ x) = P (3Z + 1 ≤ x) = P (Z ≤ ) = Φ( ).
3 3

(b) Differentiating with respect to x, we have

d 1 x−1
fX (x) = FX (x) = φ( ).
dx 3 3
1 x2
Since φ(x) = (2π)− 2 e− 2 , we conclude
1 (x−1)2
fX (x) = √ e− 2·32 ,
3 2π
which is the probability density function of the N (1, 9) distribution. Note: The
arguments in (a) and (b) give a proof that 3Z + 1 is a normal random variable with
mean 1 and variance 9. See Problem Set 3, Question 5.
(c) We have
2 2
P (−1 ≤ X ≤ 1) = P (− ≤ Z ≤ 0) = Φ(0) − Φ(− ) ≈ 0.2475
3 3

(d) Since E(X) = 1, Var(X) = 9, we want P (−2 ≤ X ≤ 4). We have

P (−2 ≤ X ≤ 4) = P (−3 ≤ 3Z ≤ 3) = P (−1 ≤ Z ≤ 1) ≈ 0.68.

9
Problem 37. (a) Note, Y follows what is called a log-normal distribution.
FY (a) = P (Y ≤ a) = P (eZ ≤ a) = P (Z ≤ ln(a)) = Φ(ln(a)).
Differentiating using the chain rule:

d d 1 1 2
fy (a) = FY (a) = Φ(ln(a)) = φ(ln(a)) = √ e−(ln(a)) /2 .
da da a 2π a

(b) (i) We want to find q.33 such that P (Z ≤ q.33 ) = .33. That is, we want

Φ(q.33 ) = .33 ⇔ q.33 = Φ−1 (.33) .

(ii) We want q.9 such that

−1 (.9)
FY (q.9 ) = .9 ⇔ Φ(ln(q.9 )) = .9 ⇔ q.9 = eΦ .
−1 (.5)
(iii) As in (ii) q.5 = eΦ = e0 = 1 .

Problem 38. (a) answer: Var(Xj ) = 1 = E(Xj2 ) − E(Xj )2 = E(Xj2 ). QED

Z ∞
1 2
4
(b) E(Xj ) = √ x4 e−x /2 dx.
2π −∞
2 2
(Extra credit) By parts: let u = x3 , v ' = xe−x /2 ⇒ u' = 3x2 , v = −e−x /2
∞
Z ∞
1 2 1 2
E(Xj4 ) = √ x3 e−x /2 +√ 3x2 e−x /2 dx
2π inf ty 2π −∞
The first term is 0 and the second term is the formula for 3E(Xj2 ) = 3 (by part (a)).
Thus, E(Xj4 ) = 3.
(c) answer: Var(Xj2 ) = E(Xj4 ) − E(Xj2 )2 = 3 − 1 = 2. QED
(d) E(Y100 ) = E(100Xj2 ) = 100. Var(Y100 ) = 100Var(Xj ) = 200.
The CLT says Y100 is approximately normal. Standardizing gives
√
 
Y100 − 100 10
P (Y100 > 110) = P √ )> √ ≈ P (Z > 1/ 2) = .24 .
200 200
This last value was computed using 1 - pnorm(1/sqrt(2),0,1).

Problem 39.
(a) We did this in class. Let φ(z) and Φ(z) be the PDF and CDF of Z.
FY (y) = P (Y ≤ y) = P (aZ + b ≤ y) = P (Z ≤ (y − b)/a) = Φ((y − b)/a).
Differentiating:
d d 1 1 2 2
fY (y) = FY (y) = Φ((y − b)/a) = φ((y − b)/a) = √ e−(y−b) /2a .
dy dy a 2π a

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Since this is the density for N(b, a2 ) we have shown Y ∼ N(b, a2 ).
(b) By part (a), Y ∼ N(µ, σ 2 ) ⇒ Y = σZ + µ.
But, this implies (Y − µ)/σ = Z ∼ N(0, 1). QED

Problem 40. a) E(W ) = 3E(X) − 2E(Y ) + 1 = 6 − 10 + 1 = −3

Var(W ) = 9Var(X) + 4Var(Y ) = 45 + 36 = 81

 (a) shows: W ∼ N (−3, 81).

b) Since the sum of independent normal is normal part
W +3 9
Let Z ∼ N (0, 1). We standardize W : P (W ≤ 6) = P ≤ = P (Z ≤ 1) ≈ .84.
9 9

Problem 41. Let X ∼ U(a, b). Compute E(X) and Var(X).

Method 1
1
U (a, b) has density f (x) = on [a, b]. So,
b−a

b b b
x2 b2 − a 2
Z Z
1 a+b
E(X) = xf (x) dx = x dx = = = .
a b−a a 2(b − a) a 2(b − a) 2
b b 3 b
b3 − a3
Z Z
1 x
E(X 2 ) = x2 f (x) dx = x2 dx = = .
a b−a a 3(b − a) a 3(b − a)

Finding Var(X) now requires a little algebra,

2 b3 − a3 (b + a)2
2
Var(X) = E(X ) − E(X) = −
3(b − a) 4
4(b3 − a3 ) − 3(b − a)(b + a)2 b3 − 3ab2 + 3a2 b − a3 (b − a)3 (b − a)2
= = = = .
12(b − a) 12(b − a) 12(b − a) 12

Method 2
There is an easier way to find E(X) and Var(X).
Let U ∼ U(a, b). Then the calculations above show E(U ) = 1/2 and (E(U 2 ) = 1/3
⇒ Var(U ) = 1/3 − 1/4 = 1/12.
Now, we know X = (b−a)U +a, so E(X) = (b−a)E(U )+a = (b−a)/2+a = (b+a)/2
and Var(X) = (b − a)2 Var(U ) = (b − a)2 /12.

Problem 42. In n + m independent Bernoulli(p) trials, let Sn be the number of

successes in the first n trials and Tm the number of successes in the last m trials.
(a) (a) Sn ∼ Binomial(n, p), since it is the number of successes in n independent
Bernoulli trials.
(b) (b) Tm ∼ Binomial(m, p), since it is the number of successes in m independent
Bernoulli trials.

11
(c) (c) Sn + Tm ∼ Binomial(n + m, p), since it is the number of successes in n + m
independent Bernoulli trials.
(d) (d) Yes, Sn and Tm are independent. We haven’t given a formal definition of
independent random variables yet. But, we know it means that knowing Sn gives no
information about Tm . This is clear since the first n trials are independent of the last
m.

Problem 43. Compute the median for the exponential distribution with parameter
λ. The density for this distribution is f (x) = λ e−λx . We know (or can compute)
that the distribution function is F (a) = 1 − e−λa . The median is the value of a such
that F (a) = .5. Thus, 1 − e−λa = 0.5 ⇒ 0.5 = e−λa ⇒ log(0.5) = −λa ⇒
a = log(2)/λ.

Problem 44. Let X = the number of heads on the first 2 flips and Y the number
in the last 2. Considering all 8 possibe tosses: HHH, HHT etc we get the following
joint pmf for X and Y
Y /X 0 1 2
0 1/8 1/8 0 1/4
1 1/8 1/4 1/8 1/2
2 0 1/8 1/8 1/4
1/4 1/2 1/4 1
Using the table we find
1 1 1 1 5
E(XY ) = +2 +2 +4 = .
4 8 8 8 4
We know E(X) = 1 = E(Y ) so
5 1
Cov(X, Y ) = E(XY ) − E(X)E(Y ) = −1= .
4 4
�
Since X is the sum of 2 independent Bernoulli(.5) we have σX = 2/4
Cov(X, Y ) 1/4 1
Cor(X, Y ) = = = .
σ X σY (2)/4 2

Problem 45. As usual let Xi = the number of heads on the ith flip, i.e. 0 or 1.
Let X = X1 + X2 + X3 the sum of the first 3 flips and Y = X3 + X4 + X5 the sum
of the last 3. Using the algebraic properties of covariance we have
Cov(X, Y ) = Cov(X1 + X2 + X3 , X3 + X4 + X5 )
= Cov(X1 , X3 ) + Cov(X1 , X4 ) + Cov(X1 , X5 )
+ Cov(X2 , X3 ) + Cov(X2 , X4 ) + Cov(X2 , X5 )
+ Cov(X3 , X3 ) + Cov(X3 , X4 ) + Cov(X3 , X5 )

12
 1
Because the Xi are independent the only non-zero term in the above sum is Cov(X3 X3 ) = Var(X3 ) =
4
Therefore, Cov(X, Y ) = 14 .
We get the correlation by dividing by the standard
�
p deviations. Since X is the sum of
3 independent Bernoulli(.5) we have σX = 3/4
Cov(X, Y ) 1/4 1
Cor(X, Y ) = = = .
σ X σY (3)/4 3

Problem 46.
answer: U = X + Y takes values 0, 1, 2 and V = |X − Y | takes values 0, 1.
The table is computed as follows:
P (U = 0, V = 0) = P (X = 0, Y = 0) = 1/4,
P (U = 1, V = 0) = 0,
P (U = 2, V = 0) = P (X = 1, Y = 1) = 1/4.
P (U = 0, V = 1) = 0,
P (U = 1, V = 1) = P (X = 1, Y = 0) + P (X = 0, Y = 1) = 1/2,
P (U = 2, V = 1) = 0.
V \U 0 1 2 PV
0 1/4 0 1/4 1/2
1 0 1/2 0 1/2
PU 1/4 1/2 1/4 1

Problem 47. (a) The joint distribution is given by

Y \X 1 2 3
1168 825 305 2298
1 5383 5383 5383 5383

573 1312 1200 3085

2 5383 5383 5383 5383
1741 2137 1505
5383 5383 5383
1
with the marginal distribution of X at right and of Y at bottom.
(b) X and Y are dependent because, for example,
1168
P (X = 1 and Y = 1) =
5383
is not equal to
1741 2298
P (X = 1)P (Y = 1) = · .
5383 5383

Problem 48. (a) Here we have two continuous random variables X and Y with
going potability density function
12
f (x, y) = xy(1 + y) for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1,
5
13
and f (x, y) = 0 otherwise. So
Z 1 Z 2
1 1 1 2 2 3 41
P( ≤ X ≤ , ≤ Y ≤ ) = f (x, y)dy dx = .
4 2 3 3 1
4
1
3
720

a b
(b) F (a, b) = 0 0
f (x, y)dy dx = 53 a2 b2 + 52 a2 b3 for 0 ≤ a ≤ 1 and 0 ≤ b ≤ 1.
(c) Since f (x, y) = 0 for y > 1, we have

FX (a) = lim F (a, b) = F (a, 1) = a2 .

b→∞

(d) For 0 ≤ x ≤ 1, we have

Z ∞ Z 1
fX (x) = f (x, y)dy = f (x, y)dy = 2x.
−∞ 0

d
This is consistent with (c) because dx
(x2 ) = 2x.
(e) We first compute fY (y) for 0 ≤ y ≤ 1 as
Z 1
6
fY (y) = f (x, y)dx = y(y + 1).
0 5

Since f (x, y) = fX (x)fY (y), we conclude that X and Y are independent.

Problem 49. (a) First note E(X + s) = E(X) + s, thus X + s − E(X + s) =

X − E(X).
Likewise Y + u − E(Y + u) = Y − E(Y ).
Now using the definition of covariance we get

Cov(X + s, Y + u) = E((X + s − E(X + s)) · (Y + u − E(Y + u)))

= E((X − E(X)) · (Y − E(Y )))
= Cov(X, Y ).

(b) For practice, here we’ll use the formula (see problem 11)
Cov(X, Y ) = E(XY ) − E(X)E(Y ).

Cov(rX, tY ) = E((rX)(tY )) − E(rX)E(tY )

= rt(E(XY ) − E(X)E(Y ))
= rtCov(X, Y )

(c) We have

Cov(rX + s, tY + u) = Cov(rX, tY ) = rtCov(X, Y )

14
where the first equality is by (a) and the second equality is by (b).

Problem 50. Using linearity of expectation, we have

Cov(X, Y ) = E((X − E(X))(Y − E(Y )))
= E(XY − E(X)Y − E(Y )X + E(X)E(Y ))
= E(XY ) − E(X)E(Y ) − E(Y )E(X) + E(X)E(Y )
= E(XY ) − E(X)E(Y ).

Problem 51. (a) The marginal probability PY (1) = 1/2

⇒ P (X = 0, Y = 1) = P (X = 2, Y = 1) = 0.
Now each column has one empty entry. This can be computed by making the column
add up to the given marginal probability.
Y \X 0 1 2 PY
-1 1/6 1/6 1/6 1/2
1 0 1/2 0 1/2
PX 1/6 2/3 1/6 1
(b) No, X and Y are not independent.
For example, P (X = 0, Y = 1) = 0 = 1/12 = P (X = 0) · P (Y = 1).

Problem 52. For shorthand, let P (X = a, Y = b) = p(a, b).

(a) P (X = Y ) = p(1, 1) + p(2, 2) + p(3, 3) + p(4, 4) = 34/136.
(b) P (X + Y = 5) = p(1, 4) + p(2, 3) + p(3, 2) + p(4, 1) = 34/136.
(c) P (1 < X ≤ 3, 1 < Y ≤ 3) = sum of middle 4 probabilities in table = 34/136.
(d) {1, 4} × {1, 4} = {(1, 1), (1, 4), (4, 1), (4, 4) ⇒ prob. = 34/136.

Y \X 0 1 PY
X and Y are independent, so the table is computed from 0 1/8 1/8 1/4
Problem 53. (a) the product of the known marginal probabilities. Since 1 1/4 1/4 1/2
they are independent, Cov(X, Y ) = 0. 2 1/8 1/8 1/4
PX 1/2 1/2 1

(b) The sample space is Ω = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}.
P (X = 0, Z = 0) = P ({T T H, T T T }) = 1/4.
P (X = 0, Z = 1) = P ({T HH, T HT }) = 1/4. Z\X 0 1 PZ
P (X = 0, Z = 2) = 0. 0 1/4 0 1/4
P (X = 1, Z = 0) = 0. 1 1/4 1/4 1/2
P (X = 1, Z = 1) = P ({HT H, HT T }) = 1/4. 2 0 1/4 1/4
PX 1/2 1/2 1
P (X = 1, Z = 2) = P ({HHH, HHT }) = 1/4.

15
Cov(X, Z) = E(XZ) − E(X)E(Z).
E(X) = 1/2, E(Z) = 1, E(XZ) = xi yj p(xi , yj ) = 3/4.
⇒ Cov(X, Z) = 3/4 − 1/2 = 1/4.

Problem 54. (a)

X -2 -1 0 1 2
Y
0 0 0 1/5 0 0 1/5
1 0 1/5 0 1/5 0 2/5
4 1/5 0 0 0 1/5 2/5
1/5 1/5 1/5 1/5 1/5 1
Each column has only one nonzero value. For example, when X = −2 then Y = 4,
so in the X = −2 column, only P (X = −2, Y = 4) is not 0.
(b) Using the marginal distributions: E(X) = 15 (−2 − 1 + 0 + 1 + 2) = 0.
1 2 2
E(Y ) = 0 · + 1 · + 4 · = 2.
5 5 5
(c) We show the probabilities don’t multiply:
P (X = −2, Y = 0) = 0 = P (X = −2) · P (Y = 0) = 1/25.
Since these are not equal X and Y are not independent. (It is obvious that X 2 is not
independent of X.)
(d) Using the table from part (a) and the means computed in part (d) we get:
1 1 1 1 1
Cov(X, Y ) = E(XY )−E(X)E(Y ) = (−2)(4) + (−1)(1) + (0)(0) + (1)(1) + (2)(4) = 0..
5 5 5 5 5

Z a Z b
Problem 55. (a) F (a, b) = P (X ≤ a, Y ≤ b) = (x + y) dy dx.
0 0
b a
y2 b2 x2 b2 a2 b + ab2
Inner integral: xy + = xb + . Outer integral: b+ x = .
2 0 2 2 2 0 2
2 2
x y + xy
So F (x, y) = and F (1, 1) = 1.
2
Z 1 Z 1 1
y2 1
(b) fX (x) = f (x, y) dy = (x + y) dy = xy + = x+ .
0 0 2 0 2
By symmetry, fY (y) = y + 1/2.
(c) To see if they are independent we check if the joint density is the product of the
marginal densities.
f (x, y) = x + y, fX (x) · fY (y) = (x + 1/2)(y + 1/2).
Since these are not equal, X and Y are not independent.

16
 " #
1 1 1 1 1
y2
Z Z Z Z
x 7
(d) E(X) = x(x + y) dy dx = x2 y + x dx = x2 + dx = .
0 0 0 2 0 0 2 12
Z 1 Z 1
(Or, using (b), E(X) = xfX (x) dx = x(x + 1/2) dx = 7/12.)
0 0
By symmetry E(Y ) = 7/12.
Z 1Z 1
2 2 5
E(X + Y ) = (x2 + y 2 )(x + y) dy dx = .
0 0 6
Z 1Z 1
1
E(XY ) = xy(x + y) dy dx = .
0 0 3
1 49 1
Cov(X, Y ) = E(XY ) − E(X)E(Y ) = − = − .
3 144 144
Problem 56.
Standardize:
! 1P
Xi − µ

X
n 30/n − µ
P Xi < 30 =P √ < √
i
σ/ n σ/ n
 
30/100 − 1/5
≈P Z< (by the central limit theorem)
1/30
= P (Z < 3)
= 1 − .0013 = .9987 (from the table)

Problem 57. If p < .5 your expected winnings on any bet is negative, if p = .5 it

is 0, and if p > .5 is is positive. By making a lot of bets the minimum strategy will
’win’ you close to the expected average. So if p ≤ .5 you should use the maximum
strategy and if p > .5 you should use the minumum strategy.

X1 + . . . + X144
Problem 58. Let X = ⇒ E(X) = 2, and σX = 2/12 = 1/6.
√ 144
( n = 12)
 
264

A chain of algebra gives P (X1 + . . . + X144 ) + P X > = P X > 1.8333 .
144
   
X −2 1.8333 − 2 X −2
Standardization gives P (X > 1.8333) = P > =P > −1.0
1/6 1/6 1/6
 
X −2
Now, the Central limit theorem says P > −1.0 ≈ P (Z > −1) = .84
1/6

Problem 59. This is an application of the Central Limit Theorem.

X ∼ Bin(n, p) means X is the sum of n i.i.d. Bernoulli(p) random variables.

17
 �
p
We know E(X) = np and Var(X) = np(1 − p), σX = np(1 − p).
Since X is a sum of i.i.d. random variables, the CLT theorem says X ≈ N(np, np(1 − p)).
X − np|
Standardization then gives p � ≈ N(0, 1).
np(1 − p)

Problem 60. (a) When this question was asked in a study, the number of
undergraduates who chose each option was 21, 21, and 55, respectively. This shows
a lack of intuition for the relevance of sample size on deviation from the true mean
(i.e., variance).
(b) The random variable XL , giving the number of boys born in the larger hospital
on day i, is governed by a Bin(45, .5) distribution. So Li has a Ber(pL ) distribution
with
45  
1
X 45
pL = P (X > 27) = .545 ≈ .068
k
k=28

Similarly, the random variable XS , giving the number of boys born in the smaller
hospital on day i, is governed by a Bin(15, .5) distribution. So Si has a Ber(pS )
distribution with
15  
1
X 15
pS = P (XS > 9) = .515 ≈ .151
k
k=10

We see that pS is indeed greater than pL , consistent with (ii).

(c) Note that L = 365

P P365
i=1 Li and S = i=1 Si . So L has a Bin(365, pL ) distribution
and S has a Bin(365, pS ) distribution. Thus

E(L) = 365pL ≈ 25
E(S) = 365pS ≈ 55
Var(L) = 365pL (1 − pL ) ≈ 23
Var(S) = 365pS (1 − pS ) ≈ 47

(d) mean + sd in each case:

√
For L, q.84 ≈ 25 + 23.
√
For S, q.84 ≈ 55 + 47.
(e) Since L and S are independent, their joint distribution is determined by multi­
plying their individual distributions. Both L and S are binomial with n = 365 and
pL and pS computed above. Thus
   
365 i 365−i 365
pl,s P (L = i and S = j) = p(i, j) = pL (1 − pL ) pjS (1 − pS )365−j
i j

18
Thus
364 1
1 365
P (L > S) = p(i, j) ≈ .0000916
i=0 j=i+1

(We used R to do the computations.)

19
MIT OpenCourseWare
http://ocw.mit.edu

18.05 Introduction to Probability and Statistics

Spring 2014

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