Stat 110 Homework 2, Fall 2012

Due: Friday 9/21 at the beginning of class. Please write your name, and staple your
homework. Show your work and explain your steps.
1. Marilyn vos Savant was asked the following question for her column in Parade:
Youre at a party with 199 other guests when robbers break in and announce that
they are going to rob one of you. They put 199 blank pieces of paper in a hat, plus
one marked you lose. Each guest must draw, and the person who draws you lose
will get robbed. The robbers oer you the option of drawing rst, last, or at any time
in between. When would you take your turn?
The draws are made without replacement, and for (a) are uniformly random.
(a) Determine whether it is optimal to draw rst, last, or somewhere in between (or
whether it does not matter), to maximize the probability of not being robbed. Give
a clear, concise, and compelling explanation.
(b) More generally, suppose that there is one you lose piece of paper, with weight
v, and there are n blank pieces of paper, each with weight w. At each stage, draws
are made with probability proportional to weight, i.e., the probability of drawing a
particular piece of paper is its weight divided by the sum of the weights of all the
remaining pieces of paper. Determine whether it is better to draw rst or second (or
whether it does not matter); here v > 0, w > 0, and n 1 are known constants.
2. The Jack of Spades (with cider), Jack of Hearts (with tarts), Queen of Spades
(with a wink), and Queen of Hearts (without tarts) are taken from a deck of cards.
These four cards are shued, and then two are dealt.
(a) Find the probability that both of these two cards are Queens, given that the rst
card dealt is a Queen.
(b) Find the probability that both are Queens, given that at least one is a Queen.
(c) Find the probability that both are Queens, given that one is the Queen of Hearts.
3. A new club, the Group for Undergraduate Statistics at Harvard (GUSH), consists
of 10 seniors, 12 juniors, and 15 sophomores. An organizing committee of size 5 is
chosen randomly (with all subsets of size 5 equally likely).
(a) Find the probability that there are exactly 3 sophomores in the committee.
(b) Find the probability that the committee has at least one representative from each
of the senior, junior, and sophomore classes.
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4. A sequence of n 1 independent trials is performed, where each trial ends in
success or failure (but not both). Let p
i
be the probability of success in the ith
trial, q
i
= 1 p
i
, and b
i
= q
i
1/2, for i = 1, 2, . . . , n. Let A
n
be the event that the
number of successful trials is even.
(a) Show that for n = 2, P(A
2
) = 1/2 + 2b
1
b
2
.
(b) Show by induction that
P(A
n
) = 1/2 + 2
n1
b
1
b
2
. . . b
n
.
(This result is very useful in cryptography. Also, note that it implies that if n coins
are ipped, then the probability of an even number of Heads is 1/2 if and only if at
least one of the coins is fair.) Hint: group some trials into a supertrial.
(c) Check directly that the result of (b) is true in the following simple cases: p
i
= 1/2
for some i; p
i
= 0 for all i; p
i
= 1 for all i.
5. A certain hereditary disease can be passed from a mother to her children. Given
that the mother has the disease, her children independently will have it with proba-
bility 1/2. Given that she doesnt have the disease, her children wont have it either.
A certain mother, who has probability 1/3 of having the disease, has two children.
(a) Find the probability that neither child has the disease.
(b) Is whether the elder child has the disease independent of whether the younger
child has the disease? Explain.
(c) The elder child is found not to have the disease. A week later, the younger child
is also found not to have the disease. Given this information, nd the probability
that the mother has the disease. Explain (in words or with a calculation) why it
does not matter if we condition all-in-one-go on the information, or in two steps,
rst updating our probabilities immediately after obtaining the data about the elder
child, and then updating again after obtaining the data about the younger child.
6. Suppose that there are 5 blood types in the population, named type 1 through
type 5, with probabilities p
1
, p
2
, . . . , p
5
. A crime was committed by two individuals.
A suspect, who has blood type 1, has prior probability p of being guilty. At the
crime scene blood evidence is collected, which shows that one of the criminals has
type 1 and the other has type 2.
Find the posterior probability that the suspect is guilty, given the evidence. Does
the evidence make it more likely or less likely that the suspect is guilty, or does this
depend on the values of the parameters p, p
1
, . . . , p
5
? If it depends, give a simple
criterion for when the evidence makes it more likely that the suspect is guilty.
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7. In the birthday problem, we assumed that all 365 days of the year are equally
likely (and excluded February 29). In reality, some days are slightly more likely as
birthdays than others. For example, scientists have long struggled to understand
why more babies are born 9 months after a holiday. Let p = (p
1
, p
2
, . . . , p
365
) be the
vector of birthday probabilities, with p
j
the probability of being born on the jth day
of the year (February 29 is still excluded, with no oense intended to Leap Dayers).
The kth elementary symmetric polynomial in the variables x
1
, . . . , x
n
is dened by
e
k
(x
1
, . . . , x
n
) =

1j
1
<j
2
<<j
k
n
x
j
1
. . . x
j
k
.
This just says to add up all of the

n
k

terms we can get by choosing and multiplying

k of the variables. For example, e
1
(x
1
, x
2
, x
3
) = x
1
+ x
2
+ x
3
, e
2
(x
1
, x
2
, x
3
) = x
1
x
2
+
x
1
x
3
+ x
2
x
3
, and e
3
(x
1
, x
2
, x
3
) = x
1
x
2
x
3
.
Now let k 2 be the number of people.
(a) Find a simple expression for the probability that there is at least one birthday
match, in terms of p and an elementary symmetric polynomial.
(b) Explain intuitively why it makes sense that P(at least one birthday match) is
minimized when p
j
=
1
365
for all j, by considering simple and extreme cases.
(c) The famous arithmetic mean-geometric mean inequality says that for x, y 0,
x + y
2

xy.
This inequality follows from adding 4xy to both sides of x
2
2xy +y
2
= (xy)
2
0.
Dene r = (r
1
, . . . , r
365
) by r
1
= r
2
= (p
1
+p
2
)/2, r
j
= p
j
for 3 j 365. Using the
arithmetic mean-geometric mean bound and the fact, which you should verify, that
e
k
(x
1
, . . . , x
n
) = x
1
x
2
e
k2
(x
3
, . . . , x
n
) + (x
1
+ x
2
)e
k1
(x
3
, . . . , x
n
) + e
k
(x
3
, . . . , x
n
),
show that
P(at least one birthday match|p) P(at least one birthday match|r),
with strict inequality if p = r, where the given r notation means that the birthday
probabilities are given by r. Using this, show that the value of p that minimizes the
probability of at least one birthday match is given by p
j
=
1
365
for all j.
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