Discussion Problems 1

(Discussion date: October 3, 2013) Problem 1. Two players each toss their own symmetric coins, independently. Show that the probabilk 2 ity that each has the same number of heads after n tosses is 22n n k=0 (Cn ) . Hence deduce the equation n k 2 n k=0 (Cn ) = C2n . Let n be the rst time when the number of heads for the rst player coincides with the number of heads for second player (if this happens within n tosses; n = n + 1 if there is no such time). Find E min(n , n).
n pairs of contestants Problem 2. A round-robin tournament of n contestants is one in which each of the C2 plays each other exactly once, with the outcome of any play being that one of the contestants wins and the other loses. Suppose the players are initially numbered 1, 2, . . . , . The permutation i1 , . . . , in is called a Hamiltonian permutation if i1 beats i2 , i2 beats i3 , . . . , and in1 beats in . Show that there is an outcome of the round-robin for which the number of Hamiltonians is at least n!/2n1 .

Problem 3. Let N (0, 2 ). Show that, for every p 1, E| |p = Cp p , where Cp = and (s) =
x s1 dx 0 e x

2p/2 p+1 2 1/2

is the gamma function. In particular, for each integer n 1, E 2n = (2n 1)!! 2n .

Problem 4. Consider the following method of shuing a deck of n playing cards, numbered 1 through n. Take the top card from the deck and then replace it so that it is equally likely to be put under exactly k cards, for k = 0, 1, . . . , n 1. Continue doing this operation until the card that was initially on the bottom of the deck is now on top. Then do it one more time and stop. 1. Suppose that at some point there are k cards beneath the one that was originally on the bottom of the deck. Given this set of k cards explain why each of the possible k ! orderings is equally likely to be the ordering of the last k cards. 2. Conclude that the nal ordering of the deck is equally likely to be any of the N ! possible orderings. 3. Find the expected number of times the shuing operations is performed.

Problem 5. Let f (x) and g (x) be probability density functions, and suppose that for some constant c, f (x) cg (x) for all x. Suppose we can generate random variables having density function g , and consider the following algorithm. Step 1: Generate Y , a random variable having density function g . Step 2: Generate U , a uniform (0, 1) random variable. Step 3: If U
f (Y ) cg (Y )

set X = Y . Otherwise, go back to Step 1.

Assuming that successively generated random variables are independent, show that: (a) X has density function f . (b) the number of iterations of the algorithm needed to generate X is a geometric random variable with mean c. 1