44 PROBABILITYANDRANDOMVARIABLES

foreverym =0, 1; 2, ....Therefore,bytheindependenceoftheevents AI, A

2
, . , weget
n+m )
P(Bn):5 P Dn Ak
(
n+m )
=(l - Pn) ...(1 - Pn+m) :5 exp - L Pk (2-77)
(
k=n
where we have made use ofthe inequality 1- x :5e-
X
, x O. Notice that ifAI, A
2
, is a
sequence ofindependentevents, then so is the sequence ofcomplementary events AI, A
2
, ...
Butfrom (2-70)
n+m
LPk --+ 00 as m --+ 00
(2-78)
k=n
Therefore,passingtothelimitm --+ 00in(2-77),wefindthatP(B
n
) = 0foreveryn = 1,2,....
Thususing(2-76)
PCB) :5 L P(Bn ) =0
n
andhence
PCB) =1 - p(lf) =1 (2-79)
thatis,the probabilityofinfinitelymanyoftheevents AI, A
2
, .occurringis 1. Noticethatthe
secondpartoftheBorel-Cantellilemma,whichrepresentsaconversetothefirstpart,requiresthe
additionalassumptionthattheeventsinvolvedbeindependentofeachother. .....
Asanexample,considertheevent"HH ...H" occurring ina sequenceofBernoulli
trials. To determinetheprobabilitythatsuchan "all success" sequenceoflengthn ap-
pears infinitely let A
k
stand for the event "Head appears on the kth toss," imd y
define B
i
= Ai n A
i
+
1
n A
i
+
n
-
1
, i 1. Wehave P(B
i
) = Pi = pn. Theevents B
i
arenotindependent,however, theevents B1, B
n
+1, B
2n
+1, ...areindependent,andthe
series2::f:,oPkn+l diverges.Hence,fromthesecondpartoftheBorel-Cantellilemma,it
followsthatwithprobabilityonethepattern"H H ...H" (aswellasanyotherarbitrary
pattern)willoccurinfinitelyoften. To summarize, ifthe sumoftheprobabilitiesofan
infinite set ofindependent events diverge, then W\th probability 1, infinitely many of
thoseeventswilloccurinthelongrun.
PROBLEMS
2-1 Showthat(a) AUB UAU B =A; (b) (A UB)(AB) =AB UBA.
2-2 IfA ={2 :5 x :5 5} andB ={3 :5 x :5 6}, find A UB, AB, and (A UB)(AB).
2-3 ShowthatifAB= {0}, then peA) :5 PCB).
peA) =PCB) =P(AB), thenP(ABUBA) =0;(b) ifpeA) =PCB) =i,
then P(AB) =1.
2-5 Proveandgeneralizethefollowingidentity
peA U B U C) =peA) + PCB) + P(C) - P(AB) - P(AC) - P(BC) + P(ABC)
2-6 ShowthatifSconsistsofacountablenumberofelements andeachsubset isanevent,
thenallsubsetsofSareevents.
2-7 if'S={1, 2,3,4}, find thesmallestfield thatcontainsthesets{1} and{2,3}.
-I
77)
ls a
78)
'9)
he
he
11i
)-
d
I
'i
e
t
{
CHAPTER2 TIlEAXIOMSOFPROBABILITY 45
2-8 If A C B, P(A) =1/4, andP(B) =1/3, find P(A 1B) and P(B I A).
2-9 Showthat P(AB 1C) =P(A I BC)P(B 1C) andP(ABC) =P(A I BC)P(B I C)P(C).
2-10 (Chain rule) Showthat
2-11 Weselectatrandomm objectsfromasetSofn objectsandwedenotebyAm thesetofthe
selectedobjects.Showthattheprobabilityp thataparticularelement of S isinAm equals
min.
Hint: p equalstheprobabilitythatarandomlyselectedelementofSisin Am.
2-12 Acalloccursattimet, wheret isarandompoinrintheinterval(0,10).(a) FindP{6 :5 t :5 8}.
(b) FindP{6 :5 t :5 81 t > 5}.
013l ThespaceSisthesetofallpositivenumberst. ShowthatifP {to :5 t :5 to +tIl t ::: to} =
'-=7 P {t :5 tJl foreveryto andt}, then P {t :5 tJl =1 - e-C'l, wherecisaconstant.
2-14 TheeventsA andB aremutuallyexclusive. Cantheybeindependent?
2-15 Show thatifthe events AI, ... ,An areindependentand Bj equals Ai or;;e orS, then the
eventsB
l
, .., B
n
arealsoindependent.
2-16 A box contains n identical balls numbered I through n. Suppose k balls are drawn in
succession.(a) Whatistheprobabilitythatm isthelargestnumberdrawn?(b) Whatisthe
probabilitythatthelargestnumberdrawnislessthanorequaltom?
217 Supposek identical boxes containn balls numbered I through n. Oneballis drawn from
eachbox.Whatistheprobabilitythatm is thelargestnumberdrawn?
2-18 Tenpassengersgetintoatrainthathasthreecars.Assumingarandomplacementofpassen-
gers,whatistheprobabilitythatthefirst carwillcontainthreeofthem?
219 A boxcontainsm whiteandn blackballs. Supposek ballsaredrawn.Findtheprobability
ofdrawingatleastonewhiteball.
2-20 A playertosses a penny from a distance onto the surface ofa square table ruled in I in.
squares.If thepennyis 3/4 in. indiameter, whatis theprobability thatitwillfall entirely
insideasquare(assumingthatthepennylandsonthetable).
2-21 In the New York State lottery, six numbers are drawn from the sequenceofnumbers 1 through
51.Whatistheprobabilitythatthesixnumbersdrawnwillhave(a) allonedigitmpnbers?
(b) twoone-digitandfourtwo-digitnumbers?
2-22 Showthat2
n
- (n +1) equationsareneededtoestablishtheindependenceofn events.
2-23 Box1contains 1whiteand999redballs. Box2 contains 1redand999whiteballs.A ball
ispickedfromarandomlyselectedbox.Iftheballisredwhatistheprobabilitythatitcame
fromboxI?
2-24 BoxI contains 1000bulbsofwhich10%aredefective.Box2contains2000bulbsofwhich
5%aredefective.Twobulbsarepickedfromarandomlyselectedbox.(a) Findtheprobability
thatbothbulbsaredefective. (b) Assumingthatbotharedefective,find tileprobabilitythat
theycamefrombox 1.
2-25 A trainandabusarriveatthestationatrandombetween9A.M. and10A.M. Thetrainstops
for 10minutesandthebusforx minutes.Findx sothattheprobabilitythatthebusandthe
trainwillmeetequals0.5.
2-26 ShowthatasetS withn elementshas
n(n-1)(n-k+1) n!
12k k!(n-k)!
/(f)"k-elementsubsets.
V , . We have two coins; the first is fair and the second two-headed. We pickoneofthe coins
" atrandom, we tossittwiceandheadsshowsbothtimes. Findtheprobability thatthecoin
pickedisfair.
CHAPTER3 REPEATEDTRIALS 11
PROBLEMS
3-1 Let p representtheprobability ofan event A. Whatis the probability that(a) A occurs at
l)
leasttwiceinn independenttrials; (b) A occursatleastthriceinn independenttrials?
3-2 A pairofdiceis rolled50times.Findthepro!;Jability ofobtainingdouble sixatleastthree
Jr
times.
3-3 A pairoffair dice is rolled 10 times. Findtheprobability that "seven" will show at least
once.
J.e
,er
3-4 Acoinwithp{h} = p = 1 - q istossedn times.Showthattheprobabilitythatthenumber
ofheadsisevenequals0.5[1 +(q _ p)n].
3-5 (Hypergeometric series) A shipmentcontains K goodand N - K 'defectivecomponents.
Wepickatrandomn ::: K componentsandtestthem. Showthattheprobability p thatkof
thetestedcomponentsaregoodequals(comparewith(3-39))
re,
Ike
ne.
p=
fS.)
r3-6\ronsiderthefollowing threeevents: (a)Atleast1sixisobtainedwhensixdiceare rolled,
ber
C/(b)atleast2sixesareobtained)Vhen 12dicearerolled,and(c) least3sixesareobtained
when18 dicearerolled.Whichoftheseeventsismorelikely?
ign 3-7 A player wins $1 ifhe throws two heads in succession, otherwise heloses two quarters.
:ted Ifthe gameis repeated50times, whatis the probability that the net gainorless exceeds
and
(a)$1?(b)$5?
3-8 Supposetherearer successesinn independentBernoullitrials.Findtheconditionalproba-
bilityofasuccessontheithtrial.

ents
3-9 A standard packofcards has 52 cards, 13 ineachof4 suits. Suppose4players are dealt
lave
13 cards eachfrom awell shuffledpack. Whatis theprobabilityofdealing aperfecthand
eof
(13 ofanyonesuit)?
17 is
toExample3-15(Gambler'sruinproblem).LetN
a
denotetheaveragedUflltionofthe
1the
V gameforplayerA startingwithcapitala. Showthat
:cted
one
b a+b p=j:.q
;cess
N = 2p- 1 - 2p- 11 _
a
lould
{ 1
ab p =q ="2
(Hint: Show that N
k
satisfies the iteration N
k
= 1+pNk+1 +qNk-l under the initial
conditions No = N
a
+
b
= 0.) 1
3-11 RefertoExample3-15.SupposethestakesofA and B areIX and{3, andrespectivecapitals
areaandb,asbefore.Findtheprobabilitiesfor A orB toberuined.
3-12 Threedicearerolledandtheplayermaybetonanyoneofthefacevalues 1,2,3,4,5,and6.
If theplayer'snumberappearsonone,two,orallthreedice,theplayerreceivesrespectively
one,two,orthreetimeshisoriginalstakeplushisownmoneyback.Determinetheexpected
lossperunitstakefortheplayer.
120 PROBABILITYANDRANDOMVARIABLES
;0erandomvariableis xis N(1), cr) andP{1) -kcr <x<1)+kcr}= Pk. (a) FindPk fork:::::
Q2, and3. (b) Findk forPk =0.9,0.99,and0.999.(c) IfP{1) -zucr < x < 1)+zucr} =y,
expressZu in termsofy.
4-5 Find Xu for u =0.1,0.2,...,0.9 (a) ifx is uniform in the interval (0, 1); (b) ifJ(x) :::::
2e-
2x
U(x).
G WemeasureforresistanceRof eachresistorinaproductionlineandweacceptonlytheunits
theresistance ofwhich is between96 and 104ohms. Findthe percentageofthe accepted
units (a) ifR is uniformbetween95 and 105 ohms; (b) ifR is normal with1) =100and
cr =2ohms.
4-7 Show that if the random variable x has an Erlang density with n = 2, then Fx(x) :::::
(1 - e-
cx
- cxe-CX)U(x).
4-8 Therandomvariablexis N(10; 1).FindJ(x I (x- 10)2 < 4).
4-9 Find J(x) ifF(x) = (1 - e-aX)U(x - c).
4-10 Ifx is N(O, 2) find (a) P{I x 2} and(b) P{I x 21 x::: 1}.
.;.:.::.;.... .-'
f'4-ii"'ThespaceSconsistsofall points tj intheinterval (0, 1) and P{O tj y} =y forevery
'--../y 1. The function G(x) is increasing from G(-oo) =0 to G(oo) = 1; hence it has
an inverse G(-l)(y) =H(y). Therandomvariablexis suchthatx(tj) =H(tj). Showthat
Fx(x) =G(x).
4-12 If x is N(10oo; 20) find (a) P{x < 1024}, (b) P{x < 10241x> 96I}, and (c) P{31 <
v'x 32}.
4-13 Afaircoinis tossedthreetimesandtherandomvariablexequalsthetotalnumberofheads.
FindandsketchFx(x) and Jx(x).
4-14 Afaircoinis tossed900times and therandomvariablexequalsthetotal numberofheads.
(a) FindJx(x): 1; exactly2;approximatelyusing(4-34). (b) FindP{435 x 460}.
4-15 Show that, ifa x(n b for every SE S, then F(x) =1for X > bandF(x) =0for
x < a.
4-16 Showthatifx(n yenforeveryS E S, then Fx(w) ::: Fy(w) forevery w.
4-17 Showthatiff3(t) =J(t Ix > t) is theconditionalfailurerateoftherandomvariablexand
f3(t) =ft, then J(x) isaRayleighdensity(seealsoSec. 6-6).
4-18 ShowthatpeA) =peA Ix x)F(x) + peA Ix>x)[l- F(x)].
4-19 Showthat
peA Ix x)Fx(x)
Fx(x I A) = peA)
4-20 ShowthatifP(AIx =x) =PCB Ix =x) foreveryx Ix xo) =PCB
xo). Hint: Replacein(4-80) peA) and J(x) by peA Ix xo) and J(x Ix xo).
4-21 Theprobabilityofheads ofarandomcoinisarandomvariablep uniformintheinterval(0,
1). (a) Find P{0.3 P 0.7}. (b) Thecoinis tossed 10 times and heads shows 6 times.
Findtheaposterioriprobabilitythatp is between0.3 and0.7.
4-22 The probability ofheads ofarandom coin is arandom variable p uniform in the interval
(004, 0.6). (a) Find the probability that at the next tossing ofthe coin heads will show.
(b) Thecoin is tossed 100timesandheads shows60times. Findtheprobabilitythatatthe
nexttossingheads willshow.
4-23 Afaircoinistossed900times.Findtheprobabilitythatthenumberofheadsisbetween420
and465.
Answer: 0(2)+ 0(1)- 1:::: 0.819.
4-24 A fair coinis tossed n times. Findn such thatthe probability thatthenumberofheadsis
betweenOA9n and0.52n is atleast0.9.
Answer: 0(0.04"fii) +G(0.02"fii) ::: 1.9; hencen > 4556.
-._-- -----