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Tutorial Sheet 2.

The document outlines a series of probability and stochastic process problems for a mathematics course at the Indian Institute of Technology Ropar. It includes questions on coin toss events, conditional independence, event suggestion, probability distributions, and expected values. The problems require mathematical proofs and calculations related to probability theory.

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2023eeb1209
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10 views2 pages

Tutorial Sheet 2.

The document outlines a series of probability and stochastic process problems for a mathematics course at the Indian Institute of Technology Ropar. It includes questions on coin toss events, conditional independence, event suggestion, probability distributions, and expected values. The problems require mathematical proofs and calculations related to probability theory.

Uploaded by

2023eeb1209
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Indian Institute of Technology Ropar

Department of Mathematics
MA-203 & 423 - Probability & Stochastic Process
Second Semester of the Academic Year 2024-2025

1. Three coins are tossed simultaneously. Consider the events:

ˆ E: “three heads or three tails”,


ˆ F : “at least two heads”, and
ˆ G: “at most two heads”.

Of the pairs (E, F ), (E, G), and (F, G), which are independent and which are de-
pendent?

2. Let A and B be events. Show that P (A ∩ B | B) = P (A | B), assuming that


P (B) > 0.

3. Let A, B, and C be independent events, with P (C) > 0. Prove that A and B are
conditionally independent given C.

4. Let A and B be events with P (A) > 0 and P (B) > 0. We say that an event B
suggests an event A if P (A | B) > P (A), and does not suggest A if P (A | B) < P (A).

(a) Show that B suggests A if and only if A suggests B.


(b) Assume that P (B c ) > 0. Show that B suggests A if and only if B c does not
suggest A.

5. Ushma is undecided as to whether to take a French course or a Chemistry course.


She estimates that her probability of receiving an A grade would be 21 in a French
course and 23 in a Chemistry course. If Ushma decides to base her decision on the
flip of a fair coin, what is the probability that she gets an A in Chemistry?

6. A random variable x has the following probability distribution:

x 0 1 2 3 4 5 6 7
p(x) 0 k 2k 2k 3k k2 2k 2 2
7k + k

(i) Find k.
(ii) Evaluate P (X < 6), P (X ≥ 6), and P (0 < X < 5).
(iii) If P (X ≤ c) > 1/2, find the minimum value of c.
(iv) Determine the distribution function of x.

7. If (
x
15
, if x = 1, 2, 3, 4, 5
p(x) =
0, elsewhere.

Find:

(i) P {x = 1 or 2}
(ii) P {1/2 < X < 5/2 | x > 1}.

8. A box contains m white balls and n black balls. If t balls are drawn, then find the
expected value of the number of white balls drawn.

9. Find the expected value in the sixth and seventh questions.

10. A random variable x has the following probability distribution:

x 0 1 2 3 4 5 6 7 8
p(x) a 3a 5a 7a 9a 11a 13a 15a 17a
. Find the expectation of x i.e. E(x).

⋆ ⋆ ⋆ ⋆ ⋆ End ⋆ ⋆ ⋆ ⋆ ⋆

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