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    HW 5

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    HW 5

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    HW 5

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    2024Fall Probability & Statistics for EECS 2024/10/30

    Homework 5
    Professor: Ziyu Shao Due: 2024/11/03 10:59pm

    1. A building has n floors, labeled 1, 2, ..., n. At the first floor, k people enter the elevator,
    which is going up and is empty before they enter. Independently, each decides which
    of floors 2, 3, ..., n to go to and presses that button (unless someone has already pressed
    it).

    (a) Assume for this part only that the probabilities for floors 2, 3, ..., n are equal. Find
    the expected number of stops the elevator makes on floors 2, 3, ..., n.
    (b) Generalize (a) to the case that floors 2, 3, ..., n have probabilities p2 , ..., pn (respec-
    tively); you can leave your answer as a finite sum.

    2. Suppose there are n types of toys, which you are collecting one by one, with the goal of
    getting a complete set. When collecting toys, the toy types are random (as is sometimes
    the case, for example, with toys included in cereal boxes or included with kids’ meals
    from a fast food restaurant). Assume that each time you collect a toy, it is equally
    likely to be any of the n types. Let N denote the number of toys needed until you
    have a complete set. Find Var(N ).

    3. Given a six-sided dice, let X denote the number obtained by rolling the dice one time.
    The PMF of X is: P (X = 1) = P (X = 2) = 17 , P (X = 3) = P (X = 4) = 15 ,
    2 9
    P (X = 5) = 35 , P (X = 6) = 35 . Now the dice is rolled five times independently.
    What is more likely: a sum of 24 or a sum of 25?

    4. Given a random variable X ∼ Pois(λ) where λ > 0, show that for any non-negative
    integer k, we have the following identity:
    !" #$
    X λk
    E = .
    k k!

    5. (a) Use LOTUS to show that for X ∼ Pois(λ) and any function g,

    E (Xg(X)) = λE (g(X + 1)) .

    This is called the Stein-Chen identity for the Poisson.


    (b) Find the moment E(X 4 ) for X ∼ Pois(λ) by using the identity from (a) with the
    fact that X has mean λ and variance λ.

    1
    6. Suppose a fair coin is tossed repeatedly, and we obtain a sequence of H and T (H
    denotes Head and T denotes Tail). Let N denote the number of tosses to observe the
    first occurrence of the pattern “HTHT”. Find E(N ) and Var(N ).

    7. (Optional Challenging Problem)

    (a) Let W be a bounded non-negative integer-valued random variable. If for all


    integer k ≥ 0, !" #$
    W λk
    E ≈ .
    k k!
    Show that
    λk
    P (W = k) ≈ e−λ .
    k!
    (b) Consider independent trials in which each trial is equally likely to result in any of
    r possible outcomes, where r is very large. Let X denote the number of outcomes
    that have occurred at least m times in the first n trials. Find the approximate
    distribution of X.
    (c) There are n people in a room. Assume each person’s birthday is equally likely to
    be any of the 365 days of the year (we exclude February 29), and that peoples
    birthdays are independent (we assume there are no twins in the room). When
    the probability that three or more people in the group have the same birthday is
    1/2, find n.

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