Probabilistic Systems Analysis Autumn 2016 Tse Lecture Note 6. The Coupon Collector s Problem: An Application
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1 EE 178 Probabilistic Systems Analysis Autumn 2016 Tse Lecture Note 6 The Coupon Collector s Problem: An Application We consider a simplified description of the BitTorrent peer-to-peer file-sharing protocol. When someone uploads a file to BitTorrent, it breaks up the file into many chunks, randomly selects many peers in the network, and sends each peer one chunk of the file. When another BitTorrent client wants to download the file, it repeatedly queries a random peer to return its chunk, until the client has all of the chunks of the file. Thus, in each iteration the client obtains another random chunk of the file. Lets consider an example where a movie is broken down into 10 chunks. Each of you will pretend to be a BitTorrent server and please randomly select a number from 1 to 10. This will be the random chunk that you are storing. I am now querying the servers one by one to download the chunks, so please now shout out your number: 6,7,4,1,2,8,9,6,2,3,3,8,9,10,4,4,1,7,4,7,5,8,8 The above sequence represents an outcome of our experiment. We are interested in how many servers I need to query before I can download the movie. In this outcome, it is 21. Note that it took many queries before we find the last chunk, 5. If the file consists of n chunks, and in each iteration the client obtains a random chunk, then we can expect that downloaders will have to wait a long time to obtain the whole file: they ll have to perform about n log(10n) iterations before they have a decent chance of collecting all the chunks. This is inefficient, so in practice BitTorrent is forced to go out of its way to include special mechanisms to speed up downloading: BitTorrent clients download chunks randomly until they have a large fraction of the file, then they switch to searching for the specific chunks they are missing. Random Variables: Probability Mass Function and Expectation Probability Mass Function When we introduce the basic probability model in Note 1, we defined three things: 1) the basic random variables; 2) the sample space Ω consisting of all the possible outcomes of the experiment; 2) the probability of each of the outcomes. Usually, a probability model consists of multiple random variables. If we want to focus on just one of the random variables, there are two things important about it: 1) the set of values that it can take ; 2) the probabilities with which it takes on the values. Let a be any number in the range of a random variable X. Since X = a is an event, we can talk about its probability, P(X = a). The collection of these probabilities, for all possible values of a, is known as the probability mass function or distribution of the r.v. X. Definition 6.1 (probability mass function or distribution): The probability mass function (or distribution) of a random variable X is the collection of values {(a,p X (a) = P(X = a)) : a A }, where A is the set of all possible values taken by X. EE 178, Autumn 2016, Lecture Note 6 1
2 The probability mass function of a random variable can be computed from the probabilities of the outcomes. For example, consider the experiment with two independent rolls of a dice. Let X be the result of the first roll, and Y be the result of the second roll. The sample space is shown in Figure 1 with 36 outcomes. The probability of each outcome is 1/36. Then P(X = 3) is simply the sum of the probabilities of the outcomes in the 3rd column. And P(Y = 2) is the sum of the probabilities of the outcomes in the 2nd row. Hence: P X (a) = P(X = a) = 1 6, a = 1,...,6. P X (b) = P(Y = b) = 1 6, b = 1,...,6. Figure 1: The sample space for the example of rolling two dice. The column, row and the diagonal correspond to the three events X = 3, Y = 2 and S = 4 respectively, where S = X +Y Note that the collection of events X = a, a A, satisfy two important properties: any two events X = a 1 and X = a 2 with a 1 a 2 are disjoint. the union of all these events is equal to the entire sample space Ω. The collection of events thus form a partition of the sample space. As a consequence, the sum of the probabilities P(X = a) over all possible values of a is exactly 1. So when we sum up the probabilities of the events X = a, we are really summing up the probabilities of all the outcomes. In the dice rolling examples, the events X = 1,X = 2,X = 3,X = 4,X = 5,X = 6 are the six columns of the 2-dimensional sample space and form a partition of it. In the dice rolling example, the probability mass functions of X and of Y are computed from the probability assignment to the outcome. But more often then not, things happen in reverse: a probability model is put together by first specifying the probability mass functions of the individual random variables, and then the whole model is put together by specifying the probabilistic relationship between the random variables. For example, the probabilistic model for the dice rolling example is built by assuming X and Y each has the uniform probability mass function, and the whole model is constructed by assuming X and Y are independent. EE 178, Autumn 2016, Lecture Note 6 2
3 Defining New Random Variables A probability model is built by defining certain basic random variables. But more often than not, we want to ask questions about other random variables which are not among the basic ones but can be defined in terms of the basic ones. For example, the basic random variables for the dice rolling problem is X, the result of the roll of the first die, and Y, the result of the roll of the second die. But maybe we are not interested in these random variables individually but in their sum S = X +Y. Then S is a random variable on its own right. Just like the basic random variables X and Y, the newly defined random variable S has a probability mass function p S (c) = P(S = c), and this can be computed. In our example P(S = 4) = 3 a=1 P(X = a,y = 4 a) = 3 a=1 P X (a)p Y (4 a) = The event S = 4 corresponds to the diagonal subset of outcomes in Figure 1. The entire probability mass function is shown in the table below: a P S (a) The distribution of a general random variable X, whether it is a basic random variable or a random variable defined in terms of the basic random variables, can be visualized as a bar diagram, shown in Figure 2. The x-axis represents the values that the random variable can take on. The height of the bar at a value a is the probability P(X = a). Each of these probabilities can be computed by looking at the probability of the corresponding event in the sample space. Some other examples of random variables and their distributions: 1. The binomial distribution: This is one of the most important distributions in probability. It can be defined in terms of a coin-tossing experiment. Consider n independent tosses of a biased coin with Heads probability p. Define the random variable X i = 1 if the ith flip is a Heads, and X i = 0 otherwise, Let X be the number of Heads. Note that X can be defined in terms of the basic random variables X i s: X = X X n. To compute the distribution of X, we first enumerate the possible values X can take on. They are simply 0,1,...,n. Then we compute the probability of each event X = i for i = 0,...,n. The probability of the event X = i is the sum of the probabilities of all the outcomes with i Heads. Any such outcome has a probability p i (1 p) n i. There are exactly ( n i) of these outcomes. So ( ) n P(X = i) = p i (1 p) n i i = 0,1,...n (1) i This is the binomial distribution with parameters n and p. A random variable with this distribution is called a binomial random variable (for brevity, we will say X Bin(n, p)). An example of a binomial distribution is shown in Figure 3. Although we define the binomial distribution in terms of an experiment involving tossing coins, this distribution is useful for modeling many real-world problems. Consider for example the problem of reliable data storage in the face of hard disk failure. The technology is called RAID. (See Reliability is provided by adding redundancy and using errorcorrection coding: the data is distributed across n disks and can be recovered as long as no more than EE 178, Autumn 2016, Lecture Note 6 3
4 Figure 2: Visualization of how the distribution of a random variable is defined. The bottom part of the figure refers to Example 2 to be discussed in the next lecture. EE 178, Autumn 2016, Lecture Note 6 4
5 Figure 3: The binomial distributions for two choices of (n, p). k disks fail. (The parameters n and k depend on the level of RAID used.) Assuming each disk fails independently with probability p, the number of disk failures X is binomial distributed with parameters n and p. So the probability of unrecoverability of the data is given by : P(X > k) = n i=k+1 ( n i ) p i (1 p) n i. For a given value of p, we can choose k large enough such that this probability is no less than, say, EE 178, Autumn 2016, Lecture Note 6 5
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