P(X = x k ) = 1 = k=1

Size: px
Start display at page:

Download "P(X = x k ) = 1 = k=1"

Transcription

1 74 CHAPTER 6. IMPORTANT DISTRIBUTIONS AND DENSITIES 6.2 Problems Which are modeled with a unifm distribution? (a Yes, P(X k 1/6 f k 1,...,6. (b No, this has a binomial distribution. (c Yes, P(X k 1/38 f k 0, 00, 1,..., 36. (d Yes (e No, geometric Show that a random variable X which can take on a countably infinite set of values cannot be unifmly distributed. Suppose the outcomes are x k f k 1, 2, 3,.... If X were unifmly distributed, then we would have P(X x k p f some number p independent of k. A probability distribution also has the requirement that 1 P(X x k k1 p. k1 If p > 0 the sum is infinite, not 1. If p 0 the sum is 0. Thus there is no value of p with 0 p 1 that can be used Let X 1, X 2,...,X N be N mutually independent random variables, each of which is unifmly distributed on the integers from 1 to K. Let Y denote the minimum of the X n s. Find the distribution of Y. The possible values f Y are 1,...,K. In addition, P(X n k 1/K. Writing the event {Y j} as the union of disjoint events it follows that {Y j} {Y j} {Y j + 1}, P(Y j P(Y j + P(Y j + 1, P(Y j P(Y j P(Y j + 1. Now the probability that the minimum of the X n is at least j is the same as the probability that all of them are at least j, so by independence, P(Y j P({X 1 j} {X N j} P({X 1 j} P({X N j} (K + 1 j N /K N, j 1,...,K.

2 6.2. PROBLEMS 75 Thus P(Y j (K + 1 j N /K N (K j N /K N, j 1,..., K, with P(Y j 0 otherwise A die is rolled until the first time T that a 6 turns up. (a What is the probability distribution f T? (b Find P(T > 3. (c Find P(T > 6 T > 3 T has a geometric distribution with p 1/6. Let q 1 p 5/6. Thus P(T > 3 q k p q 3 (5/6 3, k3 and by the memyless property of the geometric distribution (page 186 we have P(T > 6 T > 3 P(T > 3, which has just been given If a coin is tossed a sequence of times, what is the probability P that the first head will occur after the fifth toss, given that it has not occurred in the first two tosses? Let T be the toss when a heads first appears. T has the geometric distribution, with p 1/2. Then by the memyless property of the geometric distribution, P P(T > 5 T > 2 P(T > 3 (1/2 3 1/ Estimate the number of trout by catching, tagging them, catching another, finding of the second group tagged. (a Give a rough estimate of the number of trout in the lake. (b Let N be the number of trout in the lake. Find an expression f the probability of getting tagged trout. (c Find the value of N maximizing the probability in (b. (a The total number should be about 0, since the tagged ones appear to be about ten percent of the total. (b The probability of catching tagged fish is P N ( ( N /.

3 76 CHAPTER 6. IMPORTANT DISTRIBUTIONS AND DENSITIES (c Following the hint, we consider the ratio of successive values of N. We find P N+1 /P N ( ( (N 99!N!(N 99!(N 1! (N 189!(N!(N + 1!(N! (N 99 2 (N 189(N + 1 We want the biggest value of N such that P N+1 /P N After some simplification we get (N 99 2 (N 189(N + 1 1, N , N 999. The biggest values of P N are achieved at N 999 N Let N be the number of people living in a certain area. The census counts n 1 people. They return to the same area f a recount, finding people the second time, of whom n 12 have been counted both times. (a Let X be the number counted both times. Find P(X k. (b Find the value of N which maximizes P(X n12. (a The first thing to notice is that this is essentially the same problem as fish tagging. The first count has tagged, painted red, n 1 of N people. We view the second count as a sample of out of N, and ask f the probability of finding k red ones, that is, people in the sample who were counted befe. This is given by the hypergeometric distribution h(n, n 1, ; k ( n1 k n1 k. (b As in problem 9, consider the ratio P N+1 /P N h(n + 1, n 1, ; k/h(n, n 1, ; k.

4 6.2. PROBLEMS 77 After preliminary cancellation, P N+1 /P N +1 n1 k +1 n1 k (N + 1 n 1! ( k!(n + 1 n 1 + k! N!!(N!!(N + 1! (N + 1! ( k!(n n 1 + k! (N n 1! (N + 1 n 1 (N + 1 (N + 1 n 1 + k (N + 1 To find the maximum of P N we want to find the biggest values of N with P N+1 /P N 1. That is, we want to solve (N + 1 n 1 (N + 1 (N + 1 n 1 + k(n + 1, (n 1 + (N + 1 n 1 (n 1 + k(n + 1. The biggest value of N is thus N n 1 k On average only 1 person in 0 has a particular rare blood type. (a Find the probability that, in a city of, 000, no one has this blood type. (b How many people would have to be tested to give a probability greater than 1/2 of finding at least one person with this blood type? (a P (.999, (b Let N be the number tested and let X be the number of people with the blood type. We approximate the distribution of X by a Poisson random variable with average number λ.001n. We want to find N so that P(X 1 > 1/2. Solve P(X 1 1 P(X 0 1 e λ 1 e.001n.5 We want e.001n.5, N 693.

5 78 CHAPTER 6. IMPORTANT DISTRIBUTIONS AND DENSITIES An operat receives on average one call every seconds. If the operat takes a 300 second break, what is the probability of missing at most one call? As suggested, use the Poisson approximation with λ 3. The probability of missing 0 1 calls is e e An advertiser drops, 000 leaflets on a city which has 2000 blocks. Assume that each leaflet has an equal chance of landing on each block. What is the probability that a particular block will receive no leaflets? Again use the Poisson approximation with λ /2 5. The probability of a block getting no leaflets is approximately e

4. Joint Distributions

4. Joint Distributions Virtual Laboratories > 2. Distributions > 1 2 3 4 5 6 7 8 4. Joint Distributions Basic Theory As usual, we start with a random experiment with probability measure P on an underlying sample space. Suppose

More information

Chapter 4 Lecture Notes

Chapter 4 Lecture Notes Chapter 4 Lecture Notes Random Variables October 27, 2015 1 Section 4.1 Random Variables A random variable is typically a real-valued function defined on the sample space of some experiment. For instance,

More information

Probability: Terminology and Examples Class 2, 18.05, Spring 2014 Jeremy Orloff and Jonathan Bloom

Probability: Terminology and Examples Class 2, 18.05, Spring 2014 Jeremy Orloff and Jonathan Bloom Probability: Terminology and Examples Class 2, 18.05, Spring 2014 Jeremy Orloff and Jonathan Bloom 1 Learning Goals 1. Know the definitions of sample space, event and probability function. 2. Be able to

More information

Chapter 3: DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS. Part 3: Discrete Uniform Distribution Binomial Distribution

Chapter 3: DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS. Part 3: Discrete Uniform Distribution Binomial Distribution Chapter 3: DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS Part 3: Discrete Uniform Distribution Binomial Distribution Sections 3-5, 3-6 Special discrete random variable distributions we will cover

More information

Toss a coin twice. Let Y denote the number of heads.

Toss a coin twice. Let Y denote the number of heads. ! Let S be a discrete sample space with the set of elementary events denoted by E = {e i, i = 1, 2, 3 }. A random variable is a function Y(e i ) that assigns a real value to each elementary event, e i.

More information

Section 5 Part 2. Probability Distributions for Discrete Random Variables

Section 5 Part 2. Probability Distributions for Discrete Random Variables Section 5 Part 2 Probability Distributions for Discrete Random Variables Review and Overview So far we ve covered the following probability and probability distribution topics Probability rules Probability

More information

Contents. TTM4155: Teletraffic Theory (Teletrafikkteori) Probability Theory Basics. Yuming Jiang. Basic Concepts Random Variables

Contents. TTM4155: Teletraffic Theory (Teletrafikkteori) Probability Theory Basics. Yuming Jiang. Basic Concepts Random Variables TTM4155: Teletraffic Theory (Teletrafikkteori) Probability Theory Basics Yuming Jiang 1 Some figures taken from the web. Contents Basic Concepts Random Variables Discrete Random Variables Continuous Random

More information

Joint Exam 1/P Sample Exam 1

Joint Exam 1/P Sample Exam 1 Joint Exam 1/P Sample Exam 1 Take this practice exam under strict exam conditions: Set a timer for 3 hours; Do not stop the timer for restroom breaks; Do not look at your notes. If you believe a question

More information

Probabilities and Random Variables

Probabilities and Random Variables Probabilities and Random Variables This is an elementary overview of the basic concepts of probability theory. 1 The Probability Space The purpose of probability theory is to model random experiments so

More information

WHERE DOES THE 10% CONDITION COME FROM?

WHERE DOES THE 10% CONDITION COME FROM? 1 WHERE DOES THE 10% CONDITION COME FROM? The text has mentioned The 10% Condition (at least) twice so far: p. 407 Bernoulli trials must be independent. If that assumption is violated, it is still okay

More information

Random variables, probability distributions, binomial random variable

Random variables, probability distributions, binomial random variable Week 4 lecture notes. WEEK 4 page 1 Random variables, probability distributions, binomial random variable Eample 1 : Consider the eperiment of flipping a fair coin three times. The number of tails that

More information

Lecture Note 1 Set and Probability Theory. MIT 14.30 Spring 2006 Herman Bennett

Lecture Note 1 Set and Probability Theory. MIT 14.30 Spring 2006 Herman Bennett Lecture Note 1 Set and Probability Theory MIT 14.30 Spring 2006 Herman Bennett 1 Set Theory 1.1 Definitions and Theorems 1. Experiment: any action or process whose outcome is subject to uncertainty. 2.

More information

E3: PROBABILITY AND STATISTICS lecture notes

E3: PROBABILITY AND STATISTICS lecture notes E3: PROBABILITY AND STATISTICS lecture notes 2 Contents 1 PROBABILITY THEORY 7 1.1 Experiments and random events............................ 7 1.2 Certain event. Impossible event............................

More information

MATH 10: Elementary Statistics and Probability Chapter 4: Discrete Random Variables

MATH 10: Elementary Statistics and Probability Chapter 4: Discrete Random Variables MATH 10: Elementary Statistics and Probability Chapter 4: Discrete Random Variables Tony Pourmohamad Department of Mathematics De Anza College Spring 2015 Objectives By the end of this set of slides, you

More information

6. Jointly Distributed Random Variables

6. Jointly Distributed Random Variables 6. Jointly Distributed Random Variables We are often interested in the relationship between two or more random variables. Example: A randomly chosen person may be a smoker and/or may get cancer. Definition.

More information

STAT 315: HOW TO CHOOSE A DISTRIBUTION FOR A RANDOM VARIABLE

STAT 315: HOW TO CHOOSE A DISTRIBUTION FOR A RANDOM VARIABLE STAT 315: HOW TO CHOOSE A DISTRIBUTION FOR A RANDOM VARIABLE TROY BUTLER 1. Random variables and distributions We are often presented with descriptions of problems involving some level of uncertainty about

More information

Chapter 5. Random variables

Chapter 5. Random variables Random variables random variable numerical variable whose value is the outcome of some probabilistic experiment; we use uppercase letters, like X, to denote such a variable and lowercase letters, like

More information

DISCRETE RANDOM VARIABLES

DISCRETE RANDOM VARIABLES DISCRETE RANDOM VARIABLES DISCRETE RANDOM VARIABLES Documents prepared for use in course B01.1305, New York University, Stern School of Business Definitions page 3 Discrete random variables are introduced

More information

1. Prove that the empty set is a subset of every set.

1. Prove that the empty set is a subset of every set. 1. Prove that the empty set is a subset of every set. Basic Topology Written by Men-Gen Tsai email: b89902089@ntu.edu.tw Proof: For any element x of the empty set, x is also an element of every set since

More information

ST 371 (IV): Discrete Random Variables

ST 371 (IV): Discrete Random Variables ST 371 (IV): Discrete Random Variables 1 Random Variables A random variable (rv) is a function that is defined on the sample space of the experiment and that assigns a numerical variable to each possible

More information

Chapter 5. Discrete Probability Distributions

Chapter 5. Discrete Probability Distributions Chapter 5. Discrete Probability Distributions Chapter Problem: Did Mendel s result from plant hybridization experiments contradicts his theory? 1. Mendel s theory says that when there are two inheritable

More information

Worked examples Basic Concepts of Probability Theory

Worked examples Basic Concepts of Probability Theory Worked examples Basic Concepts of Probability Theory Example 1 A regular tetrahedron is a body that has four faces and, if is tossed, the probability that it lands on any face is 1/4. Suppose that one

More information

+ Section 6.2 and 6.3

+ Section 6.2 and 6.3 Section 6.2 and 6.3 Learning Objectives After this section, you should be able to DEFINE and APPLY basic rules of probability CONSTRUCT Venn diagrams and DETERMINE probabilities DETERMINE probabilities

More information

Introduction to the Practice of Statistics Fifth Edition Moore, McCabe Section 4.4 Homework

Introduction to the Practice of Statistics Fifth Edition Moore, McCabe Section 4.4 Homework Introduction to the Practice of Statistics Fifth Edition Moore, McCabe Section 4.4 Homework 4.65 You buy a hot stock for $1000. The stock either gains 30% or loses 25% each day, each with probability.

More information

Math 370/408, Spring 2008 Prof. A.J. Hildebrand. Actuarial Exam Practice Problem Set 2 Solutions

Math 370/408, Spring 2008 Prof. A.J. Hildebrand. Actuarial Exam Practice Problem Set 2 Solutions Math 70/408, Spring 2008 Prof. A.J. Hildebrand Actuarial Exam Practice Problem Set 2 Solutions About this problem set: These are problems from Course /P actuarial exams that I have collected over the years,

More information

Important Distributions and Densities

Important Distributions and Densities Chapter 5 Important Distributions and Densities 5.1 Important Distributions In this chapter, we describe the discrete probability distributions and the continuous probability densities that occur most

More information

STAT 319 Probability and Statistics For Engineers PROBABILITY. Engineering College, Hail University, Saudi Arabia

STAT 319 Probability and Statistics For Engineers PROBABILITY. Engineering College, Hail University, Saudi Arabia STAT 319 robability and Statistics For Engineers LECTURE 03 ROAILITY Engineering College, Hail University, Saudi Arabia Overview robability is the study of random events. The probability, or chance, that

More information

Random variables P(X = 3) = P(X = 3) = 1 8, P(X = 1) = P(X = 1) = 3 8.

Random variables P(X = 3) = P(X = 3) = 1 8, P(X = 1) = P(X = 1) = 3 8. Random variables Remark on Notations 1. When X is a number chosen uniformly from a data set, What I call P(X = k) is called Freq[k, X] in the courseware. 2. When X is a random variable, what I call F ()

More information

Section 1.3 P 1 = 1 2. = 1 4 2 8. P n = 1 P 3 = Continuing in this fashion, it should seem reasonable that, for any n = 1, 2, 3,..., = 1 2 4.

Section 1.3 P 1 = 1 2. = 1 4 2 8. P n = 1 P 3 = Continuing in this fashion, it should seem reasonable that, for any n = 1, 2, 3,..., = 1 2 4. Difference Equations to Differential Equations Section. The Sum of a Sequence This section considers the problem of adding together the terms of a sequence. Of course, this is a problem only if more than

More information

Some special discrete probability distributions

Some special discrete probability distributions University of California, Los Angeles Department of Statistics Statistics 100A Instructor: Nicolas Christou Some special discrete probability distributions Bernoulli random variable: It is a variable that

More information

Chapter 3: DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

Chapter 3: DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS Chapter 3: DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS Part 4: Geometric Distribution Negative Binomial Distribution Hypergeometric Distribution Sections 3-7, 3-8 The remaining discrete random

More information

Binomial random variables (Review)

Binomial random variables (Review) Poisson / Empirical Rule Approximations / Hypergeometric Solutions STAT-UB.3 Statistics for Business Control and Regression Models Binomial random variables (Review. Suppose that you are rolling a die

More information

Random Variable: A function that assigns numerical values to all the outcomes in the sample space.

Random Variable: A function that assigns numerical values to all the outcomes in the sample space. STAT 509 Section 3.2: Discrete Random Variables Random Variable: A function that assigns numerical values to all the outcomes in the sample space. Notation: Capital letters (like Y) denote a random variable.

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 5 9/17/2008 RANDOM VARIABLES

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 5 9/17/2008 RANDOM VARIABLES MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 5 9/17/2008 RANDOM VARIABLES Contents 1. Random variables and measurable functions 2. Cumulative distribution functions 3. Discrete

More information

6 PROBABILITY GENERATING FUNCTIONS

6 PROBABILITY GENERATING FUNCTIONS 6 PROBABILITY GENERATING FUNCTIONS Certain derivations presented in this course have been somewhat heavy on algebra. For example, determining the expectation of the Binomial distribution (page 5.1 turned

More information

LECTURE 16. Readings: Section 5.1. Lecture outline. Random processes Definition of the Bernoulli process Basic properties of the Bernoulli process

LECTURE 16. Readings: Section 5.1. Lecture outline. Random processes Definition of the Bernoulli process Basic properties of the Bernoulli process LECTURE 16 Readings: Section 5.1 Lecture outline Random processes Definition of the Bernoulli process Basic properties of the Bernoulli process Number of successes Distribution of interarrival times The

More information

The basics of probability theory. Distribution of variables, some important distributions

The basics of probability theory. Distribution of variables, some important distributions The basics of probability theory. Distribution of variables, some important distributions 1 Random experiment The outcome is not determined uniquely by the considered conditions. For example, tossing a

More information

STAB47S:2003 Midterm Name: Student Number: Tutorial Time: Tutor:

STAB47S:2003 Midterm Name: Student Number: Tutorial Time: Tutor: STAB47S:200 Midterm Name: Student Number: Tutorial Time: Tutor: Time: 2hours Aids: The exam is open book Students may use any notes, books and calculators in writing this exam Instructions: Show your reasoning

More information

Statistical Inference. Prof. Kate Calder. If the coin is fair (chance of heads = chance of tails) then

Statistical Inference. Prof. Kate Calder. If the coin is fair (chance of heads = chance of tails) then Probability Statistical Inference Question: How often would this method give the correct answer if I used it many times? Answer: Use laws of probability. 1 Example: Tossing a coin If the coin is fair (chance

More information

2WB05 Simulation Lecture 8: Generating random variables

2WB05 Simulation Lecture 8: Generating random variables 2WB05 Simulation Lecture 8: Generating random variables Marko Boon http://www.win.tue.nl/courses/2wb05 January 7, 2013 Outline 2/36 1. How do we generate random variables? 2. Fitting distributions Generating

More information

RANDOM VARIABLES MATH CIRCLE (ADVANCED) 3/3/2013. 3 k) ( 52 3 )

RANDOM VARIABLES MATH CIRCLE (ADVANCED) 3/3/2013. 3 k) ( 52 3 ) RANDOM VARIABLES MATH CIRCLE (ADVANCED) //0 0) a) Suppose you flip a fair coin times. i) What is the probability you get 0 heads? ii) head? iii) heads? iv) heads? For = 0,,,, P ( Heads) = ( ) b) Suppose

More information

JANUARY TERM 2012 FUN and GAMES WITH DISCRETE MATHEMATICS Module #9 (Geometric Series and Probability)

JANUARY TERM 2012 FUN and GAMES WITH DISCRETE MATHEMATICS Module #9 (Geometric Series and Probability) JANUARY TERM 2012 FUN and GAMES WITH DISCRETE MATHEMATICS Module #9 (Geometric Series and Probability) Author: Daniel Cooney Reviewer: Rachel Zax Last modified: January 4, 2012 Reading from Meyer, Mathematics

More information

STAT 35A HW2 Solutions

STAT 35A HW2 Solutions STAT 35A HW2 Solutions http://www.stat.ucla.edu/~dinov/courses_students.dir/09/spring/stat35.dir 1. A computer consulting firm presently has bids out on three projects. Let A i = { awarded project i },

More information

Math 461 Fall 2006 Test 2 Solutions

Math 461 Fall 2006 Test 2 Solutions Math 461 Fall 2006 Test 2 Solutions Total points: 100. Do all questions. Explain all answers. No notes, books, or electronic devices. 1. [105+5 points] Assume X Exponential(λ). Justify the following two

More information

Probability Review. ICPSR Applied Bayesian Modeling

Probability Review. ICPSR Applied Bayesian Modeling Probability Review ICPSR Applied Bayesian Modeling Random Variables Flip a coin. Will it be heads or tails? The outcome of a single event is random, or unpredictable What if we flip a coin 10 times? How

More information

Math/Stats 425 Introduction to Probability. 1. Uncertainty and the axioms of probability

Math/Stats 425 Introduction to Probability. 1. Uncertainty and the axioms of probability Math/Stats 425 Introduction to Probability 1. Uncertainty and the axioms of probability Processes in the real world are random if outcomes cannot be predicted with certainty. Example: coin tossing, stock

More information

Math 141. Lecture 3: The Binomial Distribution. Albyn Jones 1. 1 Library 304. jones/courses/141

Math 141. Lecture 3: The Binomial Distribution. Albyn Jones 1. 1 Library 304.  jones/courses/141 Math 141 Lecture 3: The Binomial Distribution Albyn Jones 1 1 Library 304 jones@reed.edu www.people.reed.edu/ jones/courses/141 Outline Coin Tossing Coin Tosses Independent Coin Tosses Crucial Features

More information

Combinatorics: The Fine Art of Counting

Combinatorics: The Fine Art of Counting Combinatorics: The Fine Art of Counting Week 7 Lecture Notes Discrete Probability Continued Note Binomial coefficients are written horizontally. The symbol ~ is used to mean approximately equal. The Bernoulli

More information

ACMS 10140 Section 02 Elements of Statistics October 28, 2010. Midterm Examination II

ACMS 10140 Section 02 Elements of Statistics October 28, 2010. Midterm Examination II ACMS 10140 Section 02 Elements of Statistics October 28, 2010 Midterm Examination II Name DO NOT remove this answer page. DO turn in the entire exam. Make sure that you have all ten (10) pages of the examination

More information

IEOR 6711: Stochastic Models I Fall 2012, Professor Whitt, Tuesday, September 11 Normal Approximations and the Central Limit Theorem

IEOR 6711: Stochastic Models I Fall 2012, Professor Whitt, Tuesday, September 11 Normal Approximations and the Central Limit Theorem IEOR 6711: Stochastic Models I Fall 2012, Professor Whitt, Tuesday, September 11 Normal Approximations and the Central Limit Theorem Time on my hands: Coin tosses. Problem Formulation: Suppose that I have

More information

Binomial random variables

Binomial random variables Binomial and Poisson Random Variables Solutions STAT-UB.0103 Statistics for Business Control and Regression Models Binomial random variables 1. A certain coin has a 5% of landing heads, and a 75% chance

More information

2. Discrete random variables

2. Discrete random variables 2. Discrete random variables Statistics and probability: 2-1 If the chance outcome of the experiment is a number, it is called a random variable. Discrete random variable: the possible outcomes can be

More information

Chapter 15. Definitions: experiment: is the act of making an observation or taking a measurement.

Chapter 15. Definitions: experiment: is the act of making an observation or taking a measurement. MATH 11008: Probability Chapter 15 Definitions: experiment: is the act of making an observation or taking a measurement. outcome: one of the possible things that can occur as a result of an experiment.

More information

Math 150 Sample Exam #2

Math 150 Sample Exam #2 Problem 1. (16 points) TRUE or FALSE. a. 3 die are rolled, there are 1 possible outcomes. b. If two events are complementary, then they are mutually exclusive events. c. If A and B are two independent

More information

Probability Theory. Florian Herzog. A random variable is neither random nor variable. Gian-Carlo Rota, M.I.T..

Probability Theory. Florian Herzog. A random variable is neither random nor variable. Gian-Carlo Rota, M.I.T.. Probability Theory A random variable is neither random nor variable. Gian-Carlo Rota, M.I.T.. Florian Herzog 2013 Probability space Probability space A probability space W is a unique triple W = {Ω, F,

More information

Question: What is the probability that a five-card poker hand contains a flush, that is, five cards of the same suit?

Question: What is the probability that a five-card poker hand contains a flush, that is, five cards of the same suit? ECS20 Discrete Mathematics Quarter: Spring 2007 Instructor: John Steinberger Assistant: Sophie Engle (prepared by Sophie Engle) Homework 8 Hints Due Wednesday June 6 th 2007 Section 6.1 #16 What is the

More information

e.g. arrival of a customer to a service station or breakdown of a component in some system.

e.g. arrival of a customer to a service station or breakdown of a component in some system. Poisson process Events occur at random instants of time at an average rate of λ events per second. e.g. arrival of a customer to a service station or breakdown of a component in some system. Let N(t) be

More information

For a partition B 1,..., B n, where B i B j = for i. A = (A B 1 ) (A B 2 ),..., (A B n ) and thus. P (A) = P (A B i ) = P (A B i )P (B i )

For a partition B 1,..., B n, where B i B j = for i. A = (A B 1 ) (A B 2 ),..., (A B n ) and thus. P (A) = P (A B i ) = P (A B i )P (B i ) Probability Review 15.075 Cynthia Rudin A probability space, defined by Kolmogorov (1903-1987) consists of: A set of outcomes S, e.g., for the roll of a die, S = {1, 2, 3, 4, 5, 6}, 1 1 2 1 6 for the roll

More information

Topic 1 Probability spaces

Topic 1 Probability spaces CSE 103: Probability and statistics Fall 2010 Topic 1 Probability spaces 1.1 Definition In order to properly understand a statement like the chance of getting a flush in five-card poker is about 0.2%,

More information

ACMS 10140 Section 02 Elements of Statistics October 28, 2010 Midterm Examination II Answers

ACMS 10140 Section 02 Elements of Statistics October 28, 2010 Midterm Examination II Answers ACMS 10140 Section 02 Elements of Statistics October 28, 2010 Midterm Examination II Answers Name DO NOT remove this answer page. DO turn in the entire exam. Make sure that you have all ten (10) pages

More information

DETERMINE whether the conditions for a binomial setting are met. COMPUTE and INTERPRET probabilities involving binomial random variables

DETERMINE whether the conditions for a binomial setting are met. COMPUTE and INTERPRET probabilities involving binomial random variables 1 Section 7.B Learning Objectives After this section, you should be able to DETERMINE whether the conditions for a binomial setting are met COMPUTE and INTERPRET probabilities involving binomial random

More information

Exponential Distribution

Exponential Distribution Exponential Distribution Definition: Exponential distribution with parameter λ: { λe λx x 0 f(x) = 0 x < 0 The cdf: F(x) = x Mean E(X) = 1/λ. f(x)dx = Moment generating function: φ(t) = E[e tx ] = { 1

More information

PROBABILITY AND SAMPLING DISTRIBUTIONS

PROBABILITY AND SAMPLING DISTRIBUTIONS PROBABILITY AND SAMPLING DISTRIBUTIONS SEEMA JAGGI AND P.K. BATRA Indian Agricultural Statistics Research Institute Library Avenue, New Delhi - 0 0 seema@iasri.res.in. Introduction The concept of probability

More information

Fifth Problem Assignment

Fifth Problem Assignment EECS 40 PROBLEM (24 points) Discrete random variable X is described by the PMF { K x p X (x) = 2, if x = 0,, 2 0, for all other values of x Due on Feb 9, 2007 Let D, D 2,..., D N represent N successive

More information

A Simple Example. Sample Space and Event. Tree Diagram. Tree Diagram. Probability. Probability - 1. Probability and Counting Rules

A Simple Example. Sample Space and Event. Tree Diagram. Tree Diagram. Probability. Probability - 1. Probability and Counting Rules Probability and Counting Rules researcher claims that 10% of a large population have disease H. random sample of 100 people is taken from this population and examined. If 20 people in this random sample

More information

AP Statistics 7!3! 6!

AP Statistics 7!3! 6! Lesson 6-4 Introduction to Binomial Distributions Factorials 3!= Definition: n! = n( n 1)( n 2)...(3)(2)(1), n 0 Note: 0! = 1 (by definition) Ex. #1 Evaluate: a) 5! b) 3!(4!) c) 7!3! 6! d) 22! 21! 20!

More information

ECON1003: Analysis of Economic Data Fall 2003 Answers to Quiz #2 11:40a.m. 12:25p.m. (45 minutes) Tuesday, October 28, 2003

ECON1003: Analysis of Economic Data Fall 2003 Answers to Quiz #2 11:40a.m. 12:25p.m. (45 minutes) Tuesday, October 28, 2003 ECON1003: Analysis of Economic Data Fall 2003 Answers to Quiz #2 11:40a.m. 12:25p.m. (45 minutes) Tuesday, October 28, 2003 1. (4 points) The number of claims for missing baggage for a well-known airline

More information

Statistics 100A Homework 8 Solutions

Statistics 100A Homework 8 Solutions Part : Chapter 7 Statistics A Homework 8 Solutions Ryan Rosario. A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, the one-half

More information

Online Materials: Counting Rules The Poisson Distribution

Online Materials: Counting Rules The Poisson Distribution Chapter 6 The Poisson Distribution Counting Rules When the outcomes of a chance experiment are equally likely, one way to determine the probability of some event E is to calculate number of outcomes for

More information

Ch5: Discrete Probability Distributions Section 5-1: Probability Distribution

Ch5: Discrete Probability Distributions Section 5-1: Probability Distribution Recall: Ch5: Discrete Probability Distributions Section 5-1: Probability Distribution A variable is a characteristic or attribute that can assume different values. o Various letters of the alphabet (e.g.

More information

Section 6.2 Definition of Probability

Section 6.2 Definition of Probability Section 6.2 Definition of Probability Probability is a measure of the likelihood that an event occurs. For example, if there is a 20% chance of rain tomorrow, that means that the probability that it will

More information

Chapter 6: Random Variables

Chapter 6: Random Variables Chapter : Random Variables Section.3 The Practice of Statistics, 4 th edition For AP* STARNES, YATES, MOORE Chapter Random Variables.1 Discrete and Continuous Random Variables.2 Transforming and Combining

More information

The Binomial Probability Distribution

The Binomial Probability Distribution The Binomial Probability Distribution MATH 130, Elements of Statistics I J. Robert Buchanan Department of Mathematics Fall 2015 Objectives After this lesson we will be able to: determine whether a probability

More information

Notes on the Negative Binomial Distribution

Notes on the Negative Binomial Distribution Notes on the Negative Binomial Distribution John D. Cook October 28, 2009 Abstract These notes give several properties of the negative binomial distribution. 1. Parameterizations 2. The connection between

More information

Solved Problems. Chapter 14. 14.1 Probability review

Solved Problems. Chapter 14. 14.1 Probability review Chapter 4 Solved Problems 4. Probability review Problem 4.. Let X and Y be two N 0 -valued random variables such that X = Y + Z, where Z is a Bernoulli random variable with parameter p (0, ), independent

More information

Overview of Monte Carlo Simulation, Probability Review and Introduction to Matlab

Overview of Monte Carlo Simulation, Probability Review and Introduction to Matlab Monte Carlo Simulation: IEOR E4703 Fall 2004 c 2004 by Martin Haugh Overview of Monte Carlo Simulation, Probability Review and Introduction to Matlab 1 Overview of Monte Carlo Simulation 1.1 Why use simulation?

More information

Lecture 1 Introduction Properties of Probability Methods of Enumeration Asrat Temesgen Stockholm University

Lecture 1 Introduction Properties of Probability Methods of Enumeration Asrat Temesgen Stockholm University Lecture 1 Introduction Properties of Probability Methods of Enumeration Asrat Temesgen Stockholm University 1 Chapter 1 Probability 1.1 Basic Concepts In the study of statistics, we consider experiments

More information

MTH135/STA104: Probability

MTH135/STA104: Probability MTH135/STA14: Probability Homework # 8 Due: Tuesday, Nov 8, 5 Prof Robert Wolpert 1 Define a function f(x, y) on the plane R by { 1/x < y < x < 1 f(x, y) = other x, y a) Show that f(x, y) is a joint probability

More information

An Introduction to Basic Statistics and Probability

An Introduction to Basic Statistics and Probability An Introduction to Basic Statistics and Probability Shenek Heyward NCSU An Introduction to Basic Statistics and Probability p. 1/4 Outline Basic probability concepts Conditional probability Discrete Random

More information

Homework 4 - KEY. Jeff Brenion. June 16, 2004. Note: Many problems can be solved in more than one way; we present only a single solution here.

Homework 4 - KEY. Jeff Brenion. June 16, 2004. Note: Many problems can be solved in more than one way; we present only a single solution here. Homework 4 - KEY Jeff Brenion June 16, 2004 Note: Many problems can be solved in more than one way; we present only a single solution here. 1 Problem 2-1 Since there can be anywhere from 0 to 4 aces, the

More information

Discrete and Continuous Random Variables. Summer 2003

Discrete and Continuous Random Variables. Summer 2003 Discrete and Continuous Random Variables Summer 003 Random Variables A random variable is a rule that assigns a numerical value to each possible outcome of a probabilistic experiment. We denote a random

More information

P (A) = lim P (A) = N(A)/N,

P (A) = lim P (A) = N(A)/N, 1.1 Probability, Relative Frequency and Classical Definition. Probability is the study of random or non-deterministic experiments. Suppose an experiment can be repeated any number of times, so that we

More information

Generating Functions

Generating Functions Chapter 10 Generating Functions 10.1 Generating Functions for Discrete Distributions So far we have considered in detail only the two most important attributes of a random variable, namely, the mean and

More information

Ching-Han Hsu, BMES, National Tsing Hua University c 2014 by Ching-Han Hsu, Ph.D., BMIR Lab

Ching-Han Hsu, BMES, National Tsing Hua University c 2014 by Ching-Han Hsu, Ph.D., BMIR Lab Lecture 2 Probability BMIR Lecture Series in Probability and Statistics Ching-Han Hsu, BMES, National Tsing Hua University c 2014 by Ching-Han Hsu, Ph.D., BMIR Lab 2.1 1 Sample Spaces and Events Random

More information

Probabilities. Probability of a event. From Random Variables to Events. From Random Variables to Events. Probability Theory I

Probabilities. Probability of a event. From Random Variables to Events. From Random Variables to Events. Probability Theory I Victor Adamchi Danny Sleator Great Theoretical Ideas In Computer Science Probability Theory I CS 5-25 Spring 200 Lecture Feb. 6, 200 Carnegie Mellon University We will consider chance experiments with

More information

FEGYVERNEKI SÁNDOR, PROBABILITY THEORY AND MATHEmATICAL

FEGYVERNEKI SÁNDOR, PROBABILITY THEORY AND MATHEmATICAL FEGYVERNEKI SÁNDOR, PROBABILITY THEORY AND MATHEmATICAL STATIsTICs 4 IV. RANDOm VECTORs 1. JOINTLY DIsTRIBUTED RANDOm VARIABLEs If are two rom variables defined on the same sample space we define the joint

More information

MATHEMATICS 154, SPRING 2010 PROBABILITY THEORY Outline #3 (Combinatorics, bridge, poker)

MATHEMATICS 154, SPRING 2010 PROBABILITY THEORY Outline #3 (Combinatorics, bridge, poker) Last modified: February, 00 References: MATHEMATICS 5, SPRING 00 PROBABILITY THEORY Outline # (Combinatorics, bridge, poker) PRP(Probability and Random Processes, by Grimmett and Stirzaker), Section.7.

More information

Basic concepts in probability. Sue Gordon

Basic concepts in probability. Sue Gordon Mathematics Learning Centre Basic concepts in probability Sue Gordon c 2005 University of Sydney Mathematics Learning Centre, University of Sydney 1 1 Set Notation You may omit this section if you are

More information

AP Stats - Probability Review

AP Stats - Probability Review AP Stats - Probability Review Multiple Choice Identify the choice that best completes the statement or answers the question. 1. I toss a penny and observe whether it lands heads up or tails up. Suppose

More information

Math 431 An Introduction to Probability. Final Exam Solutions

Math 431 An Introduction to Probability. Final Exam Solutions Math 43 An Introduction to Probability Final Eam Solutions. A continuous random variable X has cdf a for 0, F () = for 0 <

More information

MATH 201. Final ANSWERS August 12, 2016

MATH 201. Final ANSWERS August 12, 2016 MATH 01 Final ANSWERS August 1, 016 Part A 1. 17 points) A bag contains three different types of dice: four 6-sided dice, five 8-sided dice, and six 0-sided dice. A die is drawn from the bag and then rolled.

More information

People have thought about, and defined, probability in different ways. important to note the consequences of the definition:

People have thought about, and defined, probability in different ways. important to note the consequences of the definition: PROBABILITY AND LIKELIHOOD, A BRIEF INTRODUCTION IN SUPPORT OF A COURSE ON MOLECULAR EVOLUTION (BIOL 3046) Probability The subject of PROBABILITY is a branch of mathematics dedicated to building models

More information

You flip a fair coin four times, what is the probability that you obtain three heads.

You flip a fair coin four times, what is the probability that you obtain three heads. Handout 4: Binomial Distribution Reading Assignment: Chapter 5 In the previous handout, we looked at continuous random variables and calculating probabilities and percentiles for those type of variables.

More information

6.2. Discrete Probability Distributions

6.2. Discrete Probability Distributions 6.2. Discrete Probability Distributions Discrete Uniform distribution (diskreetti tasajakauma) A random variable X follows the dicrete uniform distribution on the interval [a, a+1,..., b], if it may attain

More information

Sucesiones repaso Klasse 12 [86 marks]

Sucesiones repaso Klasse 12 [86 marks] Sucesiones repaso Klasse [8 marks] a. Consider an infinite geometric sequence with u = 40 and r =. (i) Find. u 4 (ii) Find the sum of the infinite sequence. (i) correct approach () e.g. u 4 = (40) u 4

More information

Probability is concerned with quantifying the likelihoods of various events in situations involving elements of randomness or uncertainty.

Probability is concerned with quantifying the likelihoods of various events in situations involving elements of randomness or uncertainty. Chapter 1 Probability Spaces 11 What is Probability? Probability is concerned with quantifying the likelihoods of various events in situations involving elements of randomness or uncertainty Example 111

More information

Chapter 10: Introducing Probability

Chapter 10: Introducing Probability Chapter 10: Introducing Probability Randomness and Probability So far, in the first half of the course, we have learned how to examine and obtain data. Now we turn to another very important aspect of Statistics

More information

Probability distributions

Probability distributions Probability distributions (Notes are heavily adapted from Harnett, Ch. 3; Hayes, sections 2.14-2.19; see also Hayes, Appendix B.) I. Random variables (in general) A. So far we have focused on single events,

More information

Stats Review Chapters 5-6

Stats Review Chapters 5-6 Stats Review Chapters 5-6 Created by Teri Johnson Math Coordinator, Mary Stangler Center for Academic Success Examples are taken from Statistics 4 E by Michael Sullivan, III And the corresponding Test

More information

Finite and discrete probability distributions

Finite and discrete probability distributions 8 Finite and discrete probability distributions To understand the algorithmic aspects of number theory and algebra, and applications such as cryptography, a firm grasp of the basics of probability theory

More information