Question text is in black, solutions in blue.
Q1: 10 points Q2: 10 points Q3: 10 points Q4: 10 points Q5: 10 points Q6: 30 points Q7: 20 points Total: 100 points
TRUE. This event is the union of three events: (1) first and second throws are the same, (2) second and third are the same, and (3) third and fourth are the same. Each of these has probability 1/6, so their union has probability at most 3(1/6) or 1/2. The actual probability is less because of double-counting, it is 3(1/6) - 3(1/36) + 1(1/216) = 89/216, but you don't need to compute it to answer the question.
TRUE. Both Pr(A|B) and Pr(A|C) are equal to Pr(A) because of the independence. For example, Pr(A|B) = Pr(A∩B)/Pr(B) by definition and Pr(A∩B) = Pr(A)Pr(B) by independence, so Pr(A|B) = Pr(A). Similarly, Pr(A|C) = Pr(A).
TRUE. The chance that I do not get type 1 is (1 - 1/n)2n, which is about equal to 1/e2 and in fact is slightly more than that. The chance of missing any of the n types is clearly still greater, so the chance of not missing any type cannot be greater than 1 - 1/e2.
FALSE. Suppose X is 1 or -1 with equal probability. Then E(X) is 0, and E(X2) = 1 because X2 is always 1. So Var(X) = 1 - 0 = 1 and the standard deviation is the square root of the variance, also 1. Thus this X is always exactly one standard deviation from its mean.
FALSE. We might try to prove this with the Markov bound, letting Y = -1 - X so that Y is never negative. Then E(Y) = 1 and we are asked whether Pr(Y ≥ 4) could be 10%. This does not violate the Markov bound, so we expect we could construct such a variable. It's easier to first construct Y. We let Y = 4 with probability 0.1, then determine what value Y should have the rest of the time so that E(Y) = 1. If this value is z, we have that E(Y) = (0.1)(4) + (0.9)z = 1, so that (0.9)z = 0.6 and z = 2/3. Converting back, we have that X = -5/3 with probability 0.9 and X = -5 with probability 0.1.
To get two points she makes the first (2/3) and the second (2/3), with probability 4/9. To get one point she makes the first (2/3) and misses the second (1/3), with probability 2/9. To get no points she misses the first (1/3) for probability 1/3. The three probabilities add to 4/9 + 2/9 + 3/9 = 1, which is good.
2(4/9) + 1(2/9) + 0(1/3) = 10/9.
E(X2) = 4(4/9) + 1(2/9) + 0(1/3) = 18/9 = 2. Thus Var(X) = 2 - (10/9)2 = 62/81.
The probability of two points is still 4/9. There are now two ways to get one point (make-miss and miss-make) with 2/9 probability each, for 4/9 total. This leaves 1/9 probability of no points (miss-miss, 1/3 times 1/3).
The expected number of points from each shot is 2/3, making 4/3 total. We could also calculate 2(4/9) + 1(4/9) + 0(1/9) = 4/3.
The two shots are now independent random variables, so their variances add. The variance of a single shot is 2/9, using the formula p(1-p) or directly, so the variance of the total points is 4/9. (We could get this by the formula np(1-p) for the variance of n Bernoulli trials with success probability p.) We could of course compute E(X2) as we did in part (c), getting 4(4/9) + 1(4/9) + 0(1/9) = 20/9, and subtract E(X)2 = 16/9 to get 4/9.
Base case: Let k=0, then B(0,0.5,0) = 1 because in no trials we must get no successes. The base case is true because 1 ≥ 2-0 = 1. Now assume that B(2k,0.5,k) ≥ 2-k and look at B(2k+2,0.5,k+1). One way to get k+1 successes in 2k+2 trials is to get exactly k in the first 2k trials and then exactly one of the last two. The chance of the first event is at least 2-k by the IH, and the chance of the second is 1/2 (because B(2,0.5,1) = (2 choose 1)(1/2)1(1-1/2)1). So the chance of k+1 successes is at least 2-k(1/2) = 2-(k+1), which completes the inductive case.
Last modified 13 March 2007