SlideShare a Scribd company logo
Probability and Stochastic Processes
A Friendly Introduction for Electrical and Computer Engineers
Third Edition
INSTRUCTOR’S SOLUTION MANUAL
Roy D. Yates, David J. Goodman, David Famolari
September 8, 2014
Comments on this Solutions Manual
• This solution manual is mostly complete. Please send error reports, suggestions, and
comments to ryates@winlab.rutgers.edu.
• To make solution sets for your class, use the Solution Set Constructor at the instruc-
tors site www.winlab.rutgers.edu/probsolns.
• Send email to ryates@winlab.rutgers.edu for access to the instructors site.
• Matlab functions written as solutions to homework problems can be found in the
archive matsoln3e.zip (available to instructors). Other Matlab functions used in
the text or in these homework solutions can be found in the archive matcode3e.zip.
The .m files in matcode3e are available for download from the Wiley website. Two
other documents of interest are also available for download:
– A manual probmatlab3e.pdf describing the matcode3e .m functions
– The quiz solutions manual quizsol.pdf.
• This manual uses a page size matched to the screen of an iPad tablet. If you do
print on paper and you have good eyesight, you may wish to print two pages per
sheet in landscape mode. On the other hand, a “Fit to Paper” printing option will
create “Large Print” output.
1
Probability and Stochastic Processes A Friendly Introduction for Electrical and Com
Full Download: https://alibabadownload.com/product/probability-and-stochastic-processe
This is sample only, Download all chapters at: AlibabaDownload.com
Problem Solutions – Chapter 1
Problem 1.1.1 Solution
Based on the Venn diagram on the right, the complete Gerlandas
pizza menu is
• Regular without toppings
• Regular with mushrooms
• Regular with onions
• Regular with mushrooms and onions
• Tuscan without toppings
• Tuscan with mushrooms
M O
T
Problem 1.1.2 Solution
Based on the Venn diagram on the right, the answers are mostly
fairly straightforward. The only trickiness is that a pizza is either
Tuscan (T) or Neapolitan (N) so {N, T} is a partition but they
are not depicted as a partition. Specifically, the event N is the
region of the Venn diagram outside of the “square block” of event
T. If this is clear, the questions are easy.
M O
T
(a) Since N = Tc, N ∩ M = φ. Thus N and M are not mutually exclusive.
(b) Every pizza is either Neapolitan (N), or Tuscan (T). Hence N ∪ T = S so
that N and T are collectively exhaustive. Thus its also (trivially) true that
N ∪ T ∪ M = S. That is, R, T and M are also collectively exhaustive.
(c) From the Venn diagram, T and O are mutually exclusive. In words, this
means that Tuscan pizzas never have onions or pizzas with onions are never
Tuscan. As an aside, “Tuscan” is a fake pizza designation; one shouldn’t
conclude that people from Tuscany actually dislike onions.
(d) From the Venn diagram, M ∩ T and O are mutually exclusive. Thus Ger-
landa’s doesn’t make Tuscan pizza with mushrooms and onions.
(e) Yes. In terms of the Venn diagram, these pizzas are in the set (T ∪ M ∪ O)c.
2
Problem 1.1.3 Solution
At Ricardo’s, the pizza crust is either Roman (R) or Neapolitan
(N). To draw the Venn diagram on the right, we make the fol-
lowing observations:
R N
M
OW
• The set {R, N} is a partition so we can draw the Venn diagram with this
partition.
• Only Roman pizzas can be white. Hence W ⊂ R.
• Only a Neapolitan pizza can have onions. Hence O ⊂ N.
• Both Neapolitan and Roman pizzas can have mushrooms so that event M
straddles the {R, N} partition.
• The Neapolitan pizza can have both mushrooms and onions so M ∩O cannot
be empty.
• The problem statement does not preclude putting mushrooms on a white
Roman pizza. Hence the intersection W ∩ M should not be empty.
Problem 1.2.1 Solution
(a) An outcome specifies whether the connection speed is high (h), medium (m),
or low (l) speed, and whether the signal is a mouse click (c) or a tweet (t).
The sample space is
S = {ht, hc, mt, mc, lt, lc} . (1)
(b) The event that the wi-fi connection is medium speed is A1 = {mt, mc}.
(c) The event that a signal is a mouse click is A2 = {hc, mc, lc}.
(d) The event that a connection is either high speed or low speed is A3 =
{ht, hc, lt, lc}.
3
(e) Since A1 ∩ A2 = {mc} and is not empty, A1, A2, and A3 are not mutually
exclusive.
(f) Since
A1 ∪ A2 ∪ A3 = {ht, hc, mt, mc, lt, lc} = S, (2)
the collection A1, A2, A3 is collectively exhaustive.
Problem 1.2.2 Solution
(a) The sample space of the experiment is
S = {aaa, aaf, afa, faa, ffa, faf, aff, fff} . (1)
(b) The event that the circuit from Z fails is
ZF = {aaf, aff, faf, fff} . (2)
The event that the circuit from X is acceptable is
XA = {aaa, aaf, afa, aff} . (3)
(c) Since ZF ∩ XA = {aaf, aff} = φ, ZF and XA are not mutually exclusive.
(d) Since ZF ∪ XA = {aaa, aaf, afa, aff, faf, fff} = S, ZF and XA are not
collectively exhaustive.
(e) The event that more than one circuit is acceptable is
C = {aaa, aaf, afa, faa} . (4)
The event that at least two circuits fail is
D = {ffa, faf, aff, fff} . (5)
(f) Inspection shows that C ∩ D = φ so C and D are mutually exclusive.
(g) Since C ∪ D = S, C and D are collectively exhaustive.
4
Problem 1.2.3 Solution
The sample space is
S = {A♣, . . . , K♣, A♦, . . . , K♦, A♥, . . . , K♥, A♠, . . . , K♠} . (1)
The event H that the first card is a heart is the set
H = {A♥, . . . , K♥} . (2)
The event H has 13 outcomes, corresponding to the 13 hearts in a deck.
Problem 1.2.4 Solution
The sample space is
S =



1/1 . . . 1/31, 2/1 . . . 2/29, 3/1 . . . 3/31, 4/1 . . . 4/30,
5/1 . . . 5/31, 6/1 . . . 6/30, 7/1 . . . 7/31, 8/1 . . . 8/31,
9/1 . . . 9/31, 10/1 . . . 10/31, 11/1 . . . 11/30, 12/1 . . . 12/31



. (1)
The event H defined by the event of a July birthday is given by the following et
with 31 sample outcomes:
H = {7/1, 7/2, . . . , 7/31} . (2)
Problem 1.2.5 Solution
Of course, there are many answers to this problem. Here are four partitions.
1. We can divide students into engineers or non-engineers. Let A1 equal the
set of engineering students and A2 the non-engineers. The pair {A1, A2} is a
partition.
2. To separate students by GPA, let Bi denote the subset of students with GPAs
G satisfying i − 1 ≤ G < i. At Rutgers, {B1, B2, . . . , B5} is a partition. Note
that B5 is the set of all students with perfect 4.0 GPAs. Of course, other
schools use different scales for GPA.
3. We can also divide the students by age. Let Ci denote the subset of students
of age i in years. At most universities, {C10, C11, . . . , C100} would be an event
space. Since a university may have prodigies either under 10 or over 100, we
note that {C0, C1, . . .} is always a partition.
5
4. Lastly, we can categorize students by attendance. Let D0 denote the number
of students who have missed zero lectures and let D1 denote all other students.
Although it is likely that D0 is an empty set, {D0, D1} is a well defined
partition.
Problem 1.2.6 Solution
Let R1 and R2 denote the measured resistances. The pair (R1, R2) is an outcome
of the experiment. Some partitions include
1. If we need to check that neither resistance is too high, a partition is
A1 = {R1 < 100, R2 < 100} , A2 = {R1 ≥ 100} ∪ {R2 ≥ 100} . (1)
2. If we need to check whether the first resistance exceeds the second resistance,
a partition is
B1 = {R1 > R2} B2 = {R1 ≤ R2} . (2)
3. If we need to check whether each resistance doesn’t fall below a minimum
value (in this case 50 ohms for R1 and 100 ohms for R2), a partition is
C1, C2, C3, C4 where
C1 = {R1 < 50, R2 < 100} , C2 = {R1 < 50, R2 ≥ 100} , (3)
C3 = {R1 ≥ 50, R2 < 100} , C4 = {R1 ≥ 50, R2 ≥ 100} . (4)
4. If we want to check whether the resistors in parallel are within an acceptable
range of 90 to 110 ohms, a partition is
D1 = (1/R1 + 1/R2)−1
< 90 , (5)
D2 = 90 ≤ (1/R1 + 1/R2)−1
≤ 110 , (6)
D2 = 110 < (1/R1 + 1/R2)−1
. (7)
6
Problem 1.3.1 Solution
(a) A and B mutually exclusive and collectively exhaustive imply P[A]+P[B] = 1.
Since P[A] = 3 P[B], we have P[B] = 1/4.
(b) Since P[A ∪ B] = P[A], we see that B ⊆ A. This implies P[A ∩ B] = P[B].
Since P[A ∩ B] = 0, then P[B] = 0.
(c) Since it’s always true that P[A ∪ B] = P[A] + P[B] − P[AB], we have that
P[A] + P[B] − P[AB] = P[A] − P[B]. (1)
This implies 2 P[B] = P[AB]. However, since AB ⊂ B, we can conclude that
2 P[B] = P[AB] ≤ P[B]. This implies P[B] = 0.
Problem 1.3.2 Solution
The roll of the red and white dice can be assumed to be independent. For each
die, all rolls in {1, 2, . . . , 6} have probability 1/6.
(a) Thus
P[R3W2] = P[R3] P[W2] =
1
36
.
(b) In fact, each pair of possible rolls RiWj has probability 1/36. To find P[S5],
we add up the probabilities of all pairs that sum to 5:
P[S5] = P[R1W4] + P[R2W3] + P[R3W2] + P[R4W1] = 4/36 = 1/9.
Problem 1.3.3 Solution
An outcome is a pair (i, j) where i is the value of the first die and j is the value of
the second die. The sample space is the set
S = {(1, 1), (1, 2), . . . , (6, 5), (6, 6)} . (1)
with 36 outcomes, each with probability 1/36 Note that the event that the absolute
value of the difference of the two rolls equals 3 is
D3 = {(1, 4), (2, 5), (3, 6), (4, 1), (5, 2), (6, 3)} . (2)
Since there are 6 outcomes in D3, P[D3] = 6/36 = 1/6.
7
Problem 1.3.4 Solution
(a) FALSE. Since P[A] = 1 − P[Ac] = 2 P[Ac] implies P[Ac] = 1/3.
(b) FALSE. Suppose A = B and P[A] = 1/2. In that case,
P [AB] = P [A] = 1/2 > 1/4 = P [A] P [B] . (1)
(c) TRUE. Since AB ⊆ A, P[AB] ≤ P[A], This implies
P [AB] ≤ P [A] < P [B] . (2)
(d) FALSE: For a counterexample, let A = φ and P[B] > 0 so that A = A∩B = φ
and P[A] = P[A ∩ B] = 0 but 0 = P[A] < P[B].
Problem 1.3.5 Solution
The sample space of the experiment is
S = {LF, BF, LW, BW} . (1)
From the problem statement, we know that P[LF] = 0.5, P[BF] = 0.2 and
P[BW] = 0.2. This implies P[LW] = 1 − 0.5 − 0.2 − 0.2 = 0.1. The questions
can be answered using Theorem 1.5.
(a) The probability that a program is slow is
P [W] = P [LW] + P [BW] = 0.1 + 0.2 = 0.3. (2)
(b) The probability that a program is big is
P [B] = P [BF] + P [BW] = 0.2 + 0.2 = 0.4. (3)
(c) The probability that a program is slow or big is
P [W ∪ B] = P [W] + P [B] − P [BW] = 0.3 + 0.4 − 0.2 = 0.5. (4)
8
Problem 1.3.6 Solution
A sample outcome indicates whether the cell phone is handheld (H) or mobile (M)
and whether the speed is fast (F) or slow (W). The sample space is
S = {HF, HW, MF, MW} . (1)
The problem statement tells us that P[HF] = 0.2, P[MW] = 0.1 and P[F] = 0.5.
We can use these facts to find the probabilities of the other outcomes. In particular,
P [F] = P [HF] + P [MF] . (2)
This implies
P [MF] = P [F] − P [HF] = 0.5 − 0.2 = 0.3. (3)
Also, since the probabilities must sum to 1,
P [HW] = 1 − P [HF] − P [MF] − P [MW]
= 1 − 0.2 − 0.3 − 0.1 = 0.4. (4)
Now that we have found the probabilities of the outcomes, finding any other prob-
ability is easy.
(a) The probability a cell phone is slow is
P [W] = P [HW] + P [MW] = 0.4 + 0.1 = 0.5. (5)
(b) The probability that a cell hpone is mobile and fast is P[MF] = 0.3.
(c) The probability that a cell phone is handheld is
P [H] = P [HF] + P [HW] = 0.2 + 0.4 = 0.6. (6)
Problem 1.3.7 Solution
A reasonable probability model that is consistent with the notion of a shuffled deck
is that each card in the deck is equally likely to be the first card. Let Hi denote
the event that the first card drawn is the ith heart where the first heart is the ace,
9
the second heart is the deuce and so on. In that case, P[Hi] = 1/52 for 1 ≤ i ≤ 13.
The event H that the first card is a heart can be written as the mutually exclusive
union
H = H1 ∪ H2 ∪ · · · ∪ H13. (1)
Using Theorem 1.1, we have
P [H] =
13
i=1
P [Hi] = 13/52. (2)
This is the answer you would expect since 13 out of 52 cards are hearts. The point
to keep in mind is that this is not just the common sense answer but is the result
of a probability model for a shuffled deck and the axioms of probability.
Problem 1.3.8 Solution
Let si denote the outcome that the down face has i dots. The sample space is
S = {s1, . . . , s6}. The probability of each sample outcome is P[si] = 1/6. From
Theorem 1.1, the probability of the event E that the roll is even is
P [E] = P [s2] + P [s4] + P [s6] = 3/6. (1)
Problem 1.3.9 Solution
Let si equal the outcome of the student’s quiz. The sample space is then composed
of all the possible grades that she can receive.
S = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10} . (1)
Since each of the 11 possible outcomes is equally likely, the probability of receiving
a grade of i, for each i = 0, 1, . . . , 10 is P[si] = 1/11. The probability that the
student gets an A is the probability that she gets a score of 9 or higher. That is
P [Grade of A] = P [9] + P [10] = 1/11 + 1/11 = 2/11. (2)
The probability of failing requires the student to get a grade less than 4.
P [Failing] = P [3] + P [2] + P [1] + P [0]
= 1/11 + 1/11 + 1/11 + 1/11 = 4/11. (3)
10
Problem 1.3.10 Solution
Each statement is a consequence of part 4 of Theorem 1.4.
(a) Since A ⊂ A ∪ B, P[A] ≤ P[A ∪ B].
(b) Since B ⊂ A ∪ B, P[B] ≤ P[A ∪ B].
(c) Since A ∩ B ⊂ A, P[A ∩ B] ≤ P[A].
(d) Since A ∩ B ⊂ B, P[A ∩ B] ≤ P[B].
Problem 1.3.11 Solution
Specifically, we will use Theorem 1.4(c) which states that for any events A and B,
P [A ∪ B] = P [A] + P [B] − P [A ∩ B] . (1)
To prove the union bound by induction, we first prove the theorem for the case of
n = 2 events. In this case, by Theorem 1.4(c),
P [A1 ∪ A2] = P [A1] + P [A2] − P [A1 ∩ A2] . (2)
By the first axiom of probability, P[A1 ∩ A2] ≥ 0. Thus,
P [A1 ∪ A2] ≤ P [A1] + P [A2] . (3)
which proves the union bound for the case n = 2.Now we make our induction
hypothesis that the union-bound holds for any collection of n − 1 subsets. In this
case, given subsets A1, . . . , An, we define
A = A1 ∪ A2 ∪ · · · ∪ An−1, B = An. (4)
By our induction hypothesis,
P [A] = P [A1 ∪ A2 ∪ · · · ∪ An−1] ≤ P [A1] + · · · + P [An−1] . (5)
This permits us to write
P [A1 ∪ · · · ∪ An] = P [A ∪ B]
≤ P [A] + P [B] (by the union bound for n = 2)
= P [A1 ∪ · · · ∪ An−1] + P [An]
≤ P [A1] + · · · P [An−1] + P [An] (6)
which completes the inductive proof.
11
Problem 1.3.12 Solution
It is tempting to use the following proof:
Since S and φ are mutually exclusive, and since S = S ∪ φ,
1 = P [S ∪ φ] = P [S] + P [φ] .
Since P[S] = 1, we must have P[φ] = 0.
The above “proof” used the property that for mutually exclusive sets A1 and A2,
P [A1 ∪ A2] = P [A1] + P [A2] . (1)
The problem is that this property is a consequence of the three axioms, and thus
must be proven. For a proof that uses just the three axioms, let A1 be an arbitrary
set and for n = 2, 3, . . ., let An = φ. Since A1 = ∪∞
i=1Ai, we can use Axiom 3 to
write
P [A1] = P [∪∞
i=1Ai] = P [A1] + P [A2] +
∞
i=3
P [Ai] . (2)
By subtracting P[A1] from both sides, the fact that A2 = φ permits us to write
P [φ] +
∞
n=3
P [Ai] = 0. (3)
By Axiom 1, P[Ai] ≥ 0 for all i. Thus, ∞
n=3 P[Ai] ≥ 0. This implies P[φ] ≤ 0.
Since Axiom 1 requires P[φ] ≥ 0, we must have P[φ] = 0.
Problem 1.3.13 Solution
Following the hint, we define the set of events {Ai|i = 1, 2, . . .} such that i =
1, . . . , m, Ai = Bi and for i > m, Ai = φ. By construction, ∪m
i=1Bi = ∪∞
i=1Ai.
Axiom 3 then implies
P [∪m
i=1Bi] = P [∪∞
i=1Ai] =
∞
i=1
P [Ai] . (1)
12
For i > m, P[Ai] = P[φ] = 0, yielding the claim P[∪m
i=1Bi] = m
i=1 P[Ai] =
m
i=1 P[Bi].
Note that the fact that P[φ] = 0 follows from Axioms 1 and 2. This problem is
more challenging if you just use Axiom 3. We start by observing
P [∪m
i=1Bi] =
m−1
i=1
P [Bi] +
∞
i=m
P [Ai] . (2)
Now, we use Axiom 3 again on the countably infinite sequence Am, Am+1, . . . to
write
∞
i=m
P [Ai] = P [Am ∪ Am+1 ∪ · · ·] = P [Bm] . (3)
Thus, we have used just Axiom 3 to prove Theorem 1.3:
P [∪m
i=1Bi] =
m
i=1
P [Bi] . (4)
Problem 1.3.14 Solution
Each claim in Theorem 1.4 requires a proof from which we can check which axioms
are used. However, the problem is somewhat hard because there may still be
a simpler proof that uses fewer axioms. Still, the proof of each part will need
Theorem 1.3 which we now prove.
For the mutually exclusive events B1, . . . , Bm, let Ai = Bi for i = 1, . . . , m and
let Ai = φ for i > m. In that case, by Axiom 3,
P [B1 ∪ B2 ∪ · · · ∪ Bm] = P [A1 ∪ A2 ∪ · · ·]
=
m−1
i=1
P [Ai] +
∞
i=m
P [Ai]
=
m−1
i=1
P [Bi] +
∞
i=m
P [Ai] . (1)
13
Now, we use Axiom 3 again on Am, Am+1, . . . to write
∞
i=m
P [Ai] = P [Am ∪ Am+1 ∪ · · ·] = P [Bm] . (2)
Thus, we have used just Axiom 3 to prove Theorem 1.3:
P [B1 ∪ B2 ∪ · · · ∪ Bm] =
m
i=1
P [Bi] . (3)
(a) To show P[φ] = 0, let B1 = S and let B2 = φ. Thus by Theorem 1.3,
P [S] = P [B1 ∪ B2] = P [B1] + P [B2] = P [S] + P [φ] . (4)
Thus, P[φ] = 0. Note that this proof uses only Theorem 1.3 which uses only
Axiom 3.
(b) Using Theorem 1.3 with B1 = A and B2 = Ac, we have
P [S] = P [A ∪ Ac
] = P [A] + P [Ac
] . (5)
Since, Axiom 2 says P[S] = 1, P[Ac] = 1 − P[A]. This proof uses Axioms 2
and 3.
(c) By Theorem 1.8, we can write both A and B as unions of mutually exclusive
events:
A = (AB) ∪ (ABc
), B = (AB) ∪ (Ac
B). (6)
Now we apply Theorem 1.3 to write
P [A] = P [AB] + P [ABc
] , P [B] = P [AB] + P [Ac
B] . (7)
We can rewrite these facts as
P[ABc
] = P[A] − P[AB], P[Ac
B] = P[B] − P[AB]. (8)
Note that so far we have used only Axiom 3. Finally, we observe that A ∪ B
can be written as the union of mutually exclusive events
A ∪ B = (AB) ∪ (ABc
) ∪ (Ac
B). (9)
14
Once again, using Theorem 1.3, we have
P[A ∪ B] = P[AB] + P[ABc
] + P[Ac
B] (10)
Substituting the results of Equation (8) into Equation (10) yields
P [A ∪ B] = P [AB] + P [A] − P [AB] + P [B] − P [AB] , (11)
which completes the proof. Note that this claim required only Axiom 3.
(d) Observe that since A ⊂ B, we can write B as the mutually exclusive union
B = A ∪ (AcB). By Theorem 1.3 (which uses Axiom 3),
P [B] = P [A] + P [Ac
B] . (12)
By Axiom 1, P[AcB] ≥ 0, hich implies P[A] ≤ P[B]. This proof uses Axioms 1
and 3.
Problem 1.4.1 Solution
Each question requests a conditional probability.
(a) Note that the probability a call is brief is
P [B] = P [H0B] + P [H1B] + P [H2B] = 0.6. (1)
The probability a brief call will have no handoffs is
P [H0|B] =
P [H0B]
P [B]
=
0.4
0.6
=
2
3
. (2)
(b) The probability of one handoff is P[H1] = P[H1B] + P[H1L] = 0.2. The
probability that a call with one handoff will be long is
P [L|H1] =
P [H1L]
P [H1]
=
0.1
0.2
=
1
2
. (3)
(c) The probability a call is long is P[L] = 1 − P[B] = 0.4. The probability that
a long call will have one or more handoffs is
P [H1 ∪ H2|L] =
P [H1L ∪ H2L]
P [L]
=
P [H1L] + P [H2L]
P [L]
=
0.1 + 0.2
0.4
=
3
4
. (4)
15
Problem 1.4.2 Solution
Let si denote the outcome that the roll is i. So, for 1 ≤ i ≤ 6, Ri = {si}. Similarly,
Gj = {sj+1, . . . , s6}.
(a) Since G1 = {s2, s3, s4, s5, s6} and all outcomes have probability 1/6, P[G1] =
5/6. The event R3G1 = {s3} and P[R3G1] = 1/6 so that
P [R3|G1] =
P [R3G1]
P [G1]
=
1
5
. (1)
(b) The conditional probability that 6 is rolled given that the roll is greater than
3 is
P [R6|G3] =
P [R6G3]
P [G3]
=
P [s6]
P [s4, s5, s6]
=
1/6
3/6
. (2)
(c) The event E that the roll is even is E = {s2, s4, s6} and has probability 3/6.
The joint probability of G3 and E is
P [G3E] = P [s4, s6] = 1/3. (3)
The conditional probabilities of G3 given E is
P [G3|E] =
P [G3E]
P [E]
=
1/3
1/2
=
2
3
. (4)
(d) The conditional probability that the roll is even given that it’s greater than
3 is
P [E|G3] =
P [EG3]
P [G3]
=
1/3
1/2
=
2
3
. (5)
Problem 1.4.3 Solution
Since the 2 of clubs is an even numbered card, C2 ⊂ E so that P[C2E] = P[C2] =
1/3. Since P[E] = 2/3,
P [C2|E] =
P [C2E]
P [E]
=
1/3
2/3
= 1/2. (1)
The probability that an even numbered card is picked given that the 2 is picked is
P [E|C2] =
P [C2E]
P [C2]
=
1/3
1/3
= 1. (2)
16
Problem 1.4.4 Solution
Let Ai and Bi denote the events that the ith phone sold is an Apricot or a Banana
respectively. Our goal is to find P[B1B2], but since it is not clear where to start,
we should plan on filling in the table
A2 B2
A1
B1
This table has four unknowns: P[A1A2], P[A1B2], P[B1A2], and P[B1B2]. We start
knowing that
P [A1A2] + P [A1B2] + P [B1A2] + P [B1B2] = 1. (1)
We still need three more equations to solve for the four unknowns. From “sales of
Apricots and Bananas are equally likely,” we know that P[Ai] = P[Bi] = 1/2 for
i = 1, 2. This implies
P [A1] = P [A1A2] + P [A1B2] = 1/2, (2)
P [A2] = P [A1A2] + P [B1A2] = 1/2. (3)
The final equation comes from “given that the first phone sold is a Banana, the sec-
ond phone is twice as likely to be a Banana,” which implies P[B2|B1] = 2 P[A2|B1].
Using Bayes’ theorem, we have
P [B1B2]
P [B1]
= 2
P [B1A2]
P [B1]
=⇒ P [B1A2] =
1
2
P [B1B2] . (4)
Replacing P[B1A2] with P[B1B2]/2 in the the first three equations yields
P [A1A2] + P [A1B2] +
3
2
P [B1B2] = 1, (5)
P [A1A2] + P [A1B2] = 1/2, (6)
P [A1A2] +
1
2
P [B1B2] = 1/2. (7)
Subtracting (6) from (5) yields (3/2) P[B1B2] = 1/2, or P[B1B2] = 1/3, which is
the answer we are looking for.
17
At this point, if you are curious, we can solve for the rest of the probability table.
From (4), we have P[B1A2] = 1/6 and from (7) we obtain P[A1A2] = 1/3. It then
follows from (6) that P[A1B2] = 1/6. The probability table is
A2 B2
A1 1/3 1/6
B1 1/6 1/3
.
Problem 1.4.5 Solution
The first generation consists of two plants each with genotype yg or gy. They are
crossed to produce the following second generation genotypes, S = {yy, yg, gy, gg}.
Each genotype is just as likely as any other so the probability of each genotype is
consequently 1/4. A pea plant has yellow seeds if it possesses at least one dominant
y gene. The set of pea plants with yellow seeds is
Y = {yy, yg, gy} . (1)
So the probability of a pea plant with yellow seeds is
P [Y ] = P [yy] + P [yg] + P [gy] = 3/4. (2)
Problem 1.4.6 Solution
Define D as the event that a pea plant has two dominant y genes. To find the
conditional probability of D given the event Y , corresponding to a plant having
yellow seeds, we look to evaluate
P [D|Y ] =
P [DY ]
P [Y ]
. (1)
Note that P[DY ] is just the probability of the genotype yy. From Problem 1.4.5,
we found that with respect to the color of the peas, the genotypes yy, yg, gy, and
gg were all equally likely. This implies
P [DY ] = P [yy] = 1/4 P [Y ] = P [yy, gy, yg] = 3/4. (2)
Thus, the conditional probability can be expressed as
P [D|Y ] =
P [DY ]
P [Y ]
=
1/4
3/4
= 1/3. (3)
18
Problem 1.4.7 Solution
The sample outcomes can be written ijk where the first card drawn is i, the second
is j and the third is k. The sample space is
S = {234, 243, 324, 342, 423, 432} . (1)
and each of the six outcomes has probability 1/6. The events E1, E2, E3, O1, O2,
O3 are
E1 = {234, 243, 423, 432} , O1 = {324, 342} , (2)
E2 = {243, 324, 342, 423} , O2 = {234, 432} , (3)
E3 = {234, 324, 342, 432} , O3 = {243, 423} . (4)
(a) The conditional probability the second card is even given that the first card
is even is
P [E2|E1] =
P [E2E1]
P [E1]
=
P [243, 423]
P [234, 243, 423, 432]
=
2/6
4/6
= 1/2. (5)
(b) The conditional probability the first card is even given that the second card
is even is
P [E1|E2] =
P [E1E2]
P [E2]
=
P [243, 423]
P [243, 324, 342, 423]
=
2/6
4/6
= 1/2. (6)
(c) The probability the first two cards are even given the third card is even is
P [E1E2|E3] =
P [E1E2E3]
P [E3]
= 0. (7)
(d) The conditional probabilities the second card is even given that the first card
is odd is
P [E2|O1] =
P [O1E2]
P [O1]
=
P [O1]
P [O1]
= 1. (8)
(e) The conditional probability the second card is odd given that the first card
is odd is
P [O2|O1] =
P [O1O2]
P [O1]
= 0. (9)
19
Problem 1.4.8 Solution
The problem statement yields the obvious facts that P[L] = 0.16 and P[H] = 0.10.
The words “10% of the ticks that had either Lyme disease or HGE carried both
diseases” can be written as
P [LH|L ∪ H] = 0.10. (1)
(a) Since LH ⊂ L ∪ H,
P [LH|L ∪ H] =
P [LH ∩ (L ∪ H)]
P [L ∪ H]
=
P [LH]
P [L ∪ H]
= 0.10. (2)
Thus,
P [LH] = 0.10 P [L ∪ H] = 0.10 (P [L] + P [H] − P [LH]) . (3)
Since P[L] = 0.16 and P[H] = 0.10,
P [LH] =
0.10 (0.16 + 0.10)
1.1
= 0.0236. (4)
(b) The conditional probability that a tick has HGE given that it has Lyme
disease is
P [H|L] =
P [LH]
P [L]
=
0.0236
0.16
= 0.1475. (5)
Problem 1.5.1 Solution
From the table we look to add all the mutually exclusive events to find each prob-
ability.
(a) The probability that a caller makes no hand-offs is
P [H0] = P [LH0] + P [BH0] = 0.1 + 0.4 = 0.5. (1)
(b) The probability that a call is brief is
P [B] = P [BH0] + P [BH1] + P [BH2] = 0.4 + 0.1 + 0.1 = 0.6. (2)
(c) The probability that a call is long or makes at least two hand-offs is
P [L ∪ H2] = P [LH0] + P [LH1] + P [LH2] + P [BH2]
= 0.1 + 0.1 + 0.2 + 0.1 = 0.5. (3)
20
Problem 1.5.2 Solution
(a) From the given probability distribution of billed minutes, M, the probability
that a call is billed for more than 3 minutes is
P [L] = 1 − P [3 or fewer billed minutes]
= 1 − P [B1] − P [B2] − P [B3]
= 1 − α − α(1 − α) − α(1 − α)2
= (1 − α)3
= 0.57. (1)
(b) The probability that a call will billed for 9 minutes or less is
P [9 minutes or less] =
9
i=1
α(1 − α)i−1
= 1 − (0.57)3
. (2)
Problem 1.5.3 Solution
(a) For convenience, let pi = P[FHi] and qi = P[V Hi]. Using this shorthand, the
six unknowns p0, p1, p2, q0, q1, q2 fill the table as
H0 H1 H2
F p0 p1 p2
V q0 q1 q2
. (1)
However, we are given a number of facts:
p0 + q0 = 1/3, p1 + q1 = 1/3, (2)
p2 + q2 = 1/3, p0 + p1 + p2 = 5/12. (3)
Other facts, such as q0+q1+q2 = 7/12, can be derived from these facts. Thus,
we have four equations and six unknowns, choosing p0 and p1 will specify the
other unknowns. Unfortunately, arbitrary choices for either p0 or p1 will lead
21
to negative values for the other probabilities. In terms of p0 and p1, the other
unknowns are
q0 = 1/3 − p0, p2 = 5/12 − (p0 + p1), (4)
q1 = 1/3 − p1, q2 = p0 + p1 − 1/12. (5)
Because the probabilities must be nonnegative, we see that
0 ≤ p0 ≤ 1/3, (6)
0 ≤ p1 ≤ 1/3, (7)
1/12 ≤ p0 + p1 ≤ 5/12. (8)
Although there are an infinite number of solutions, three possible solutions
are:
p0 = 1/3, p1 = 1/12, p2 = 0, (9)
q0 = 0, q1 = 1/4, q2 = 1/3. (10)
and
p0 = 1/4, p1 = 1/12, p2 = 1/12, (11)
q0 = 1/12, q1 = 3/12, q2 = 3/12. (12)
and
p0 = 0, p1 = 1/12, p2 = 1/3, (13)
q0 = 1/3, q1 = 3/12, q2 = 0. (14)
(b) In terms of the pi, qi notation, the new facts are p0 = 1/4 and q1 = 1/6.
These extra facts uniquely specify the probabilities. In this case,
p0 = 1/4, p1 = 1/6, p2 = 0, (15)
q0 = 1/12, q1 = 1/6, q2 = 1/3. (16)
22
Problem 1.6.1 Solution
This problems asks whether A and B can be independent events yet satisfy A = B?
By definition, events A and B are independent if and only if P[AB] = P[A] P[B].
We can see that if A = B, that is they are the same set, then
P [AB] = P [AA] = P [A] = P [B] . (1)
Thus, for A and B to be the same set and also independent,
P [A] = P [AB] = P [A] P [B] = (P [A])2
. (2)
There are two ways that this requirement can be satisfied:
• P[A] = 1 implying A = B = S.
• P[A] = 0 implying A = B = φ.
Problem 1.6.2 Solution
From the problem statement, we learn three facts:
P [AB] = 0 (since A and B are mutually exclusive) (1)
P [AB] = P [A] P [B] (since A and B are independent) (2)
P [A] = P [B] (since A and B are equiprobable) (3)
Applying these facts in the given order, we see that
0 = P [AB] = P [A] P [B] = (P [A])2
. (4)
It follows that P[A] = 0.
Problem 1.6.3 Solution
Let Ai and Bi denote the events that the ith phone sold is an Apricot or a Banana
respectively. The works “each phone sold is twice as likely to be an Apricot than
a Banana” tells us that
P [Ai] = 2 P [Bi] . (1)
23
However, since each phone sold is either an Apricot or a Banana, Ai and Bi are a
partition and
P [Ai] + P [Bi] = 1. (2)
Combining these equations, we have P[Ai] = 2/3 and P[Bi] = 1/3. The probability
that two phones sold are the same is
P [A1A2 ∪ B1B2] = P [A1A2] + P [B1B2] . (3)
Since “each phone sale is independent,”
P [A1A2] = P [A1] P [A2] =
4
9
, P [B1B2] = P [B1] P [B2] =
1
9
. (4)
Thus the probability that two phones sold are the same is
P [A1A2 ∪ B1B2] = P [A1A2] + P [B1B2] =
4
9
+
1
9
=
5
9
. (5)
Problem 1.6.4 Solution
A
B
In the Venn diagram, assume the sample space has
area 1 corresponding to probability 1. As drawn,
both A and B have area 1/4 so that P[A] = P[B] =
1/4. Moreover, the intersection AB has area 1/16
and covers 1/4 of A and 1/4 of B. That is, A and B
are independent since
P [AB] = P [A] P [B] . (1)
Problem 1.6.5 Solution
(a) Since A and B are mutually exclusive, P[A ∩ B] = 0. Since P[A ∩ B] = 0,
P [A ∪ B] = P [A] + P [B] − P [A ∩ B] = 3/8. (1)
24
A Venn diagram should convince you that A ⊂ Bc so that A ∩ Bc = A. This
implies
P [A ∩ Bc
] = P [A] = 1/4. (2)
It also follows that P[A ∪ Bc] = P[Bc] = 1 − 1/8 = 7/8.
(b) Events A and B are dependent since P[AB] = P[A] P[B].
Problem 1.6.6 Solution
(a) Since C and D are independent,
P [C ∩ D] = P [C] P [D] = 15/64. (1)
The next few items are a little trickier. From Venn diagrams, we see
P [C ∩ Dc
] = P [C] − P [C ∩ D] = 5/8 − 15/64 = 25/64. (2)
It follows that
P [C ∪ Dc
] = P [C] + P [Dc
] − P [C ∩ Dc
] (3)
= 5/8 + (1 − 3/8) − 25/64 = 55/64. (4)
Using DeMorgan’s law, we have
P [Cc
∩ Dc
] = P [(C ∪ D)c
] = 1 − P [C ∪ D] = 15/64. (5)
(b) Since P[CcDc] = P[Cc] P[Dc], Cc and Dc are independent.
Problem 1.6.7 Solution
(a) Since A ∩ B = ∅, P[A ∩ B] = 0. To find P[B], we can write
P [A ∪ B] = P [A] + P [B] − P [A ∩ B] (1)
or
5/8 = 3/8 + P [B] − 0. (2)
Thus, P[B] = 1/4. Since A is a subset of Bc, P[A ∩ Bc] = P[A] = 3/8.
Furthermore, since A is a subset of Bc, P[A ∪ Bc] = P[Bc] = 3/4.
25
(b) The events A and B are dependent because
P [AB] = 0 = 3/32 = P [A] P [B] . (3)
Problem 1.6.8 Solution
(a) Since C and D are independent P[CD] = P[C] P[D]. So
P [D] =
P [CD]
P [C]
=
1/3
1/2
= 2/3. (1)
In addition, P[C ∩ Dc] = P[C] − P[C ∩ D] = 1/2 − 1/3 = 1/6. To find
P[Cc ∩ Dc], we first observe that
P [C ∪ D] = P [C] + P [D] − P [C ∩ D] = 1/2 + 2/3 − 1/3 = 5/6. (2)
By De Morgan’s Law, Cc ∩ Dc = (C ∪ D)c. This implies
P [Cc
∩ Dc
] = P [(C ∪ D)c
] = 1 − P [C ∪ D] = 1/6. (3)
Note that a second way to find P[Cc ∩ Dc] is to use the fact that if C and D
are independent, then Cc and Dc are independent. Thus
P [Cc
∩ Dc
] = P [Cc
] P [Dc
] = (1 − P [C])(1 − P [D]) = 1/6. (4)
Finally, since C and D are independent events, P[C|D] = P[C] = 1/2.
(b) Note that we found P[C ∪ D] = 5/6. We can also use the earlier results to
show
P [C ∪ Dc
] = P [C] + P [D] − P [C ∩ Dc
] (5)
= 1/2 + (1 − 2/3) − 1/6 = 2/3. (6)
(c) By Definition 1.6, events C and Dc are independent because
P [C ∩ Dc
] = 1/6 = (1/2)(1/3) = P [C] P [Dc
] . (7)
26
Problem 1.6.9 Solution
For a sample space S = {1, 2, 3, 4} with equiprobable outcomes, consider the events
A1 = {1, 2} A2 = {2, 3} A3 = {3, 1} . (1)
Each event Ai has probability 1/2. Moreover, each pair of events is independent
since
P [A1A2] = P [A2A3] = P [A3A1] = 1/4. (2)
However, the three events A1, A2, A3 are not independent since
P [A1A2A3] = 0 = P [A1] P [A2] P [A3] . (3)
Problem 1.6.10 Solution
There are 16 distinct equally likely outcomes for the second generation of pea plants
based on a first generation of {rwyg, rwgy, wryg, wrgy}. These are:
rryy rryg rrgy rrgg
rwyy rwyg rwgy rwgg
wryy wryg wrgy wrgg
wwyy wwyg wwgy wwgg
A plant has yellow seeds, that is event Y occurs, if a plant has at least one dominant
y gene. Except for the four outcomes with a pair of recessive g genes, the remaining
12 outcomes have yellow seeds. From the above, we see that
P [Y ] = 12/16 = 3/4 (1)
and
P [R] = 12/16 = 3/4. (2)
To find the conditional probabilities P[R|Y ] and P[Y |R], we first must find P[RY ].
Note that RY , the event that a plant has rounded yellow seeds, is the set of
outcomes
RY = {rryy, rryg, rrgy, rwyy, rwyg, rwgy, wryy, wryg, wrgy} . (3)
27
Since P[RY ] = 9/16,
P [Y |R] =
P [RY ]
P [R]
=
9/16
3/4
= 3/4 (4)
and
P [R |Y ] =
P [RY ]
P [Y ]
=
9/16
3/4
= 3/4. (5)
Thus P[R|Y ] = P[R] and P[Y |R] = P[Y ] and R and Y are independent events.
There are four visibly different pea plants, corresponding to whether the peas are
round (R) or not (Rc), or yellow (Y ) or not (Y c). These four visible events have
probabilities
P [RY ] = 9/16 P [RY c
] = 3/16, (6)
P [Rc
Y ] = 3/16 P [Rc
Y c
] = 1/16. (7)
Problem 1.6.11 Solution
(a) For any events A and B, we can write the law of total probability in the form
of
P [A] = P [AB] + P [ABc
] . (1)
Since A and B are independent, P[AB] = P[A] P[B]. This implies
P [ABc
] = P [A] − P [A] P [B] = P [A] (1 − P [B]) = P [A] P [Bc
] . (2)
Thus A and Bc are independent.
(b) Proving that Ac and B are independent is not really necessary. Since A and
B are arbitrary labels, it is really the same claim as in part (a). That is,
simply reversing the labels of A and B proves the claim. Alternatively, one
can construct exactly the same proof as in part (a) with the labels A and B
reversed.
(c) To prove that Ac and Bc are independent, we apply the result of part (a)
to the sets A and Bc. Since we know from part (a) that A and Bc are
independent, part (b) says that Ac and Bc are independent.
28
Problem 1.6.12 Solution
A AC
AB ABC C
BCB
In the Venn diagram at right, assume the sample space
has area 1 corresponding to probability 1. As drawn, A,
B, and C each have area 1/2 and thus probability 1/2.
Moreover, the three way intersection ABC has probabil-
ity 1/8. Thus A, B, and C are mutually independent
since
P [ABC] = P [A] P [B] P [C] . (1)
Problem 1.6.13 Solution
A AB B
AC C BC
In the Venn diagram at right, assume the sample space
has area 1 corresponding to probability 1. As drawn, A,
B, and C each have area 1/3 and thus probability 1/3.
The three way intersection ABC has zero probability,
implying A, B, and C are not mutually independent since
P [ABC] = 0 = P [A] P [B] P [C] . (1)
However, AB, BC, and AC each has area 1/9. As a result, each pair of events is
independent since
P [AB] = P [A] P [B] , P [BC] = P [B] P [C] , P [AC] = P [A] P [C] . (2)
Problem 1.7.1 Solution
We can generate the 200 × 1 vector T, denoted T in Matlab, via the command
T=50+ceil(50*rand(200,1))
Keep in mind that 50*rand(200,1) produces a 200×1 vector of random numbers,
each in the interval (0, 50). Applying the ceiling function converts these random
numbers to rndom integers in the set {1, 2, . . . , 50}. Finally, we add 50 to produce
random numbers between 51 and 100.
29
Probability and Stochastic Processes A Friendly Introduction for Electrical and Com
Full Download: https://alibabadownload.com/product/probability-and-stochastic-processe
This is sample only, Download all chapters at: AlibabaDownload.com

More Related Content

PPTX
Mã đường truyền
PPT
structure of the atom
DOCX
Đề tài: Thiết bị khóa cửa bằng bảo mật và thẻ chip RFID, HAY
PDF
01. 長照2.0懶人包(2.0版)_20191022
PDF
Quản Lý Nhà Nước Về Giáo Dục Và Đào Tạo – Nguyễn Văn Hộ
PPTX
Chapter 4a
PDF
LLM 모델 기반 서비스 실전 가이드
PDF
Data engineering zoomcamp introduction
Mã đường truyền
structure of the atom
Đề tài: Thiết bị khóa cửa bằng bảo mật và thẻ chip RFID, HAY
01. 長照2.0懶人包(2.0版)_20191022
Quản Lý Nhà Nước Về Giáo Dục Và Đào Tạo – Nguyễn Văn Hộ
Chapter 4a
LLM 모델 기반 서비스 실전 가이드
Data engineering zoomcamp introduction

What's hot (20)

PDF
Probability and stochastic processes 3rd edition Quiz Solutions
PDF
Probability and Stochastic Processes - A Friendly Introduction for Electrical...
PPTX
Normal Distribution
PPT
Basic Concept Of Probability
PDF
Applied statistics and probability for engineers solution montgomery && runger
PDF
Lab manual for Basic electrical and electronics engineering for first year
PPT
Linear transformation.ppt
PPTX
Vector spaces
PDF
Lesson02 Vectors And Matrices Slides
PDF
Chapitre10_Solutions.pdf
PDF
PDF
Fourier series and transforms
PPTX
Normal distribution slide share
PDF
Solution of matlab chapter 6
PDF
First Order Partial Differential Equations.pdf
PDF
Prime Labelling Of Some Special Graphs
PPTX
Probability Concept and Bayes Theorem
PPTX
Vector space
PPT
Two Sample Tests
PPTX
Conditional Probability
Probability and stochastic processes 3rd edition Quiz Solutions
Probability and Stochastic Processes - A Friendly Introduction for Electrical...
Normal Distribution
Basic Concept Of Probability
Applied statistics and probability for engineers solution montgomery && runger
Lab manual for Basic electrical and electronics engineering for first year
Linear transformation.ppt
Vector spaces
Lesson02 Vectors And Matrices Slides
Chapitre10_Solutions.pdf
Fourier series and transforms
Normal distribution slide share
Solution of matlab chapter 6
First Order Partial Differential Equations.pdf
Prime Labelling Of Some Special Graphs
Probability Concept and Bayes Theorem
Vector space
Two Sample Tests
Conditional Probability
Ad

Similar to Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers 3rd Edition Yates Solutions Manual (20)

PDF
DOCX
PDF
Solucao_Marion_Thornton_Dinamica_Classic (1).pdf
PDF
Notes and formulae mathematics
PDF
IIT JAM MATH 2018 Question Paper | Sourav Sir's Classes
PDF
10 Mathematics Standard.pdf
PDF
Stability criterion of periodic oscillations in a (9)
PDF
Lesson4 Probability of an event.pptx.pdf
PDF
Prin digcommselectedsoln
PPTX
Linear Algebra Assignment help
PDF
imc-2018-s.pdf
PDF
Notes and Formulae Mathematics SPM
PDF
Mathematics formulas
PDF
Notes and-formulae-mathematics
PDF
Differential Equations 4th Edition Blanchard Solutions Manual
PPT
Ca 1.6
PPTX
2023 St Jospeh's College Geelong
PDF
Math iecep
PDF
Maths paper class 12 maths paper class 12
Solucao_Marion_Thornton_Dinamica_Classic (1).pdf
Notes and formulae mathematics
IIT JAM MATH 2018 Question Paper | Sourav Sir's Classes
10 Mathematics Standard.pdf
Stability criterion of periodic oscillations in a (9)
Lesson4 Probability of an event.pptx.pdf
Prin digcommselectedsoln
Linear Algebra Assignment help
imc-2018-s.pdf
Notes and Formulae Mathematics SPM
Mathematics formulas
Notes and-formulae-mathematics
Differential Equations 4th Edition Blanchard Solutions Manual
Ca 1.6
2023 St Jospeh's College Geelong
Math iecep
Maths paper class 12 maths paper class 12
Ad

Recently uploaded (20)

PPTX
school management -TNTEU- B.Ed., Semester II Unit 1.pptx
PDF
3rd Neelam Sanjeevareddy Memorial Lecture.pdf
PDF
Black Hat USA 2025 - Micro ICS Summit - ICS/OT Threat Landscape
PDF
The Lost Whites of Pakistan by Jahanzaib Mughal.pdf
PDF
Supply Chain Operations Speaking Notes -ICLT Program
PPTX
PPT- ENG7_QUARTER1_LESSON1_WEEK1. IMAGERY -DESCRIPTIONS pptx.pptx
PPTX
1st Inaugural Professorial Lecture held on 19th February 2020 (Governance and...
PDF
Complications of Minimal Access Surgery at WLH
PDF
TR - Agricultural Crops Production NC III.pdf
PDF
grade 11-chemistry_fetena_net_5883.pdf teacher guide for all student
PPTX
Renaissance Architecture: A Journey from Faith to Humanism
PPTX
PPH.pptx obstetrics and gynecology in nursing
PDF
ANTIBIOTICS.pptx.pdf………………… xxxxxxxxxxxxx
PPTX
Institutional Correction lecture only . . .
PDF
VCE English Exam - Section C Student Revision Booklet
PPTX
Cell Structure & Organelles in detailed.
PPTX
Pharmacology of Heart Failure /Pharmacotherapy of CHF
PDF
Microbial disease of the cardiovascular and lymphatic systems
PPTX
Pharma ospi slides which help in ospi learning
PDF
Pre independence Education in Inndia.pdf
school management -TNTEU- B.Ed., Semester II Unit 1.pptx
3rd Neelam Sanjeevareddy Memorial Lecture.pdf
Black Hat USA 2025 - Micro ICS Summit - ICS/OT Threat Landscape
The Lost Whites of Pakistan by Jahanzaib Mughal.pdf
Supply Chain Operations Speaking Notes -ICLT Program
PPT- ENG7_QUARTER1_LESSON1_WEEK1. IMAGERY -DESCRIPTIONS pptx.pptx
1st Inaugural Professorial Lecture held on 19th February 2020 (Governance and...
Complications of Minimal Access Surgery at WLH
TR - Agricultural Crops Production NC III.pdf
grade 11-chemistry_fetena_net_5883.pdf teacher guide for all student
Renaissance Architecture: A Journey from Faith to Humanism
PPH.pptx obstetrics and gynecology in nursing
ANTIBIOTICS.pptx.pdf………………… xxxxxxxxxxxxx
Institutional Correction lecture only . . .
VCE English Exam - Section C Student Revision Booklet
Cell Structure & Organelles in detailed.
Pharmacology of Heart Failure /Pharmacotherapy of CHF
Microbial disease of the cardiovascular and lymphatic systems
Pharma ospi slides which help in ospi learning
Pre independence Education in Inndia.pdf

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers 3rd Edition Yates Solutions Manual

  • 1. Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers Third Edition INSTRUCTOR’S SOLUTION MANUAL Roy D. Yates, David J. Goodman, David Famolari September 8, 2014 Comments on this Solutions Manual • This solution manual is mostly complete. Please send error reports, suggestions, and comments to ryates@winlab.rutgers.edu. • To make solution sets for your class, use the Solution Set Constructor at the instruc- tors site www.winlab.rutgers.edu/probsolns. • Send email to ryates@winlab.rutgers.edu for access to the instructors site. • Matlab functions written as solutions to homework problems can be found in the archive matsoln3e.zip (available to instructors). Other Matlab functions used in the text or in these homework solutions can be found in the archive matcode3e.zip. The .m files in matcode3e are available for download from the Wiley website. Two other documents of interest are also available for download: – A manual probmatlab3e.pdf describing the matcode3e .m functions – The quiz solutions manual quizsol.pdf. • This manual uses a page size matched to the screen of an iPad tablet. If you do print on paper and you have good eyesight, you may wish to print two pages per sheet in landscape mode. On the other hand, a “Fit to Paper” printing option will create “Large Print” output. 1 Probability and Stochastic Processes A Friendly Introduction for Electrical and Com Full Download: https://alibabadownload.com/product/probability-and-stochastic-processe This is sample only, Download all chapters at: AlibabaDownload.com
  • 2. Problem Solutions – Chapter 1 Problem 1.1.1 Solution Based on the Venn diagram on the right, the complete Gerlandas pizza menu is • Regular without toppings • Regular with mushrooms • Regular with onions • Regular with mushrooms and onions • Tuscan without toppings • Tuscan with mushrooms M O T Problem 1.1.2 Solution Based on the Venn diagram on the right, the answers are mostly fairly straightforward. The only trickiness is that a pizza is either Tuscan (T) or Neapolitan (N) so {N, T} is a partition but they are not depicted as a partition. Specifically, the event N is the region of the Venn diagram outside of the “square block” of event T. If this is clear, the questions are easy. M O T (a) Since N = Tc, N ∩ M = φ. Thus N and M are not mutually exclusive. (b) Every pizza is either Neapolitan (N), or Tuscan (T). Hence N ∪ T = S so that N and T are collectively exhaustive. Thus its also (trivially) true that N ∪ T ∪ M = S. That is, R, T and M are also collectively exhaustive. (c) From the Venn diagram, T and O are mutually exclusive. In words, this means that Tuscan pizzas never have onions or pizzas with onions are never Tuscan. As an aside, “Tuscan” is a fake pizza designation; one shouldn’t conclude that people from Tuscany actually dislike onions. (d) From the Venn diagram, M ∩ T and O are mutually exclusive. Thus Ger- landa’s doesn’t make Tuscan pizza with mushrooms and onions. (e) Yes. In terms of the Venn diagram, these pizzas are in the set (T ∪ M ∪ O)c. 2
  • 3. Problem 1.1.3 Solution At Ricardo’s, the pizza crust is either Roman (R) or Neapolitan (N). To draw the Venn diagram on the right, we make the fol- lowing observations: R N M OW • The set {R, N} is a partition so we can draw the Venn diagram with this partition. • Only Roman pizzas can be white. Hence W ⊂ R. • Only a Neapolitan pizza can have onions. Hence O ⊂ N. • Both Neapolitan and Roman pizzas can have mushrooms so that event M straddles the {R, N} partition. • The Neapolitan pizza can have both mushrooms and onions so M ∩O cannot be empty. • The problem statement does not preclude putting mushrooms on a white Roman pizza. Hence the intersection W ∩ M should not be empty. Problem 1.2.1 Solution (a) An outcome specifies whether the connection speed is high (h), medium (m), or low (l) speed, and whether the signal is a mouse click (c) or a tweet (t). The sample space is S = {ht, hc, mt, mc, lt, lc} . (1) (b) The event that the wi-fi connection is medium speed is A1 = {mt, mc}. (c) The event that a signal is a mouse click is A2 = {hc, mc, lc}. (d) The event that a connection is either high speed or low speed is A3 = {ht, hc, lt, lc}. 3
  • 4. (e) Since A1 ∩ A2 = {mc} and is not empty, A1, A2, and A3 are not mutually exclusive. (f) Since A1 ∪ A2 ∪ A3 = {ht, hc, mt, mc, lt, lc} = S, (2) the collection A1, A2, A3 is collectively exhaustive. Problem 1.2.2 Solution (a) The sample space of the experiment is S = {aaa, aaf, afa, faa, ffa, faf, aff, fff} . (1) (b) The event that the circuit from Z fails is ZF = {aaf, aff, faf, fff} . (2) The event that the circuit from X is acceptable is XA = {aaa, aaf, afa, aff} . (3) (c) Since ZF ∩ XA = {aaf, aff} = φ, ZF and XA are not mutually exclusive. (d) Since ZF ∪ XA = {aaa, aaf, afa, aff, faf, fff} = S, ZF and XA are not collectively exhaustive. (e) The event that more than one circuit is acceptable is C = {aaa, aaf, afa, faa} . (4) The event that at least two circuits fail is D = {ffa, faf, aff, fff} . (5) (f) Inspection shows that C ∩ D = φ so C and D are mutually exclusive. (g) Since C ∪ D = S, C and D are collectively exhaustive. 4
  • 5. Problem 1.2.3 Solution The sample space is S = {A♣, . . . , K♣, A♦, . . . , K♦, A♥, . . . , K♥, A♠, . . . , K♠} . (1) The event H that the first card is a heart is the set H = {A♥, . . . , K♥} . (2) The event H has 13 outcomes, corresponding to the 13 hearts in a deck. Problem 1.2.4 Solution The sample space is S =    1/1 . . . 1/31, 2/1 . . . 2/29, 3/1 . . . 3/31, 4/1 . . . 4/30, 5/1 . . . 5/31, 6/1 . . . 6/30, 7/1 . . . 7/31, 8/1 . . . 8/31, 9/1 . . . 9/31, 10/1 . . . 10/31, 11/1 . . . 11/30, 12/1 . . . 12/31    . (1) The event H defined by the event of a July birthday is given by the following et with 31 sample outcomes: H = {7/1, 7/2, . . . , 7/31} . (2) Problem 1.2.5 Solution Of course, there are many answers to this problem. Here are four partitions. 1. We can divide students into engineers or non-engineers. Let A1 equal the set of engineering students and A2 the non-engineers. The pair {A1, A2} is a partition. 2. To separate students by GPA, let Bi denote the subset of students with GPAs G satisfying i − 1 ≤ G < i. At Rutgers, {B1, B2, . . . , B5} is a partition. Note that B5 is the set of all students with perfect 4.0 GPAs. Of course, other schools use different scales for GPA. 3. We can also divide the students by age. Let Ci denote the subset of students of age i in years. At most universities, {C10, C11, . . . , C100} would be an event space. Since a university may have prodigies either under 10 or over 100, we note that {C0, C1, . . .} is always a partition. 5
  • 6. 4. Lastly, we can categorize students by attendance. Let D0 denote the number of students who have missed zero lectures and let D1 denote all other students. Although it is likely that D0 is an empty set, {D0, D1} is a well defined partition. Problem 1.2.6 Solution Let R1 and R2 denote the measured resistances. The pair (R1, R2) is an outcome of the experiment. Some partitions include 1. If we need to check that neither resistance is too high, a partition is A1 = {R1 < 100, R2 < 100} , A2 = {R1 ≥ 100} ∪ {R2 ≥ 100} . (1) 2. If we need to check whether the first resistance exceeds the second resistance, a partition is B1 = {R1 > R2} B2 = {R1 ≤ R2} . (2) 3. If we need to check whether each resistance doesn’t fall below a minimum value (in this case 50 ohms for R1 and 100 ohms for R2), a partition is C1, C2, C3, C4 where C1 = {R1 < 50, R2 < 100} , C2 = {R1 < 50, R2 ≥ 100} , (3) C3 = {R1 ≥ 50, R2 < 100} , C4 = {R1 ≥ 50, R2 ≥ 100} . (4) 4. If we want to check whether the resistors in parallel are within an acceptable range of 90 to 110 ohms, a partition is D1 = (1/R1 + 1/R2)−1 < 90 , (5) D2 = 90 ≤ (1/R1 + 1/R2)−1 ≤ 110 , (6) D2 = 110 < (1/R1 + 1/R2)−1 . (7) 6
  • 7. Problem 1.3.1 Solution (a) A and B mutually exclusive and collectively exhaustive imply P[A]+P[B] = 1. Since P[A] = 3 P[B], we have P[B] = 1/4. (b) Since P[A ∪ B] = P[A], we see that B ⊆ A. This implies P[A ∩ B] = P[B]. Since P[A ∩ B] = 0, then P[B] = 0. (c) Since it’s always true that P[A ∪ B] = P[A] + P[B] − P[AB], we have that P[A] + P[B] − P[AB] = P[A] − P[B]. (1) This implies 2 P[B] = P[AB]. However, since AB ⊂ B, we can conclude that 2 P[B] = P[AB] ≤ P[B]. This implies P[B] = 0. Problem 1.3.2 Solution The roll of the red and white dice can be assumed to be independent. For each die, all rolls in {1, 2, . . . , 6} have probability 1/6. (a) Thus P[R3W2] = P[R3] P[W2] = 1 36 . (b) In fact, each pair of possible rolls RiWj has probability 1/36. To find P[S5], we add up the probabilities of all pairs that sum to 5: P[S5] = P[R1W4] + P[R2W3] + P[R3W2] + P[R4W1] = 4/36 = 1/9. Problem 1.3.3 Solution An outcome is a pair (i, j) where i is the value of the first die and j is the value of the second die. The sample space is the set S = {(1, 1), (1, 2), . . . , (6, 5), (6, 6)} . (1) with 36 outcomes, each with probability 1/36 Note that the event that the absolute value of the difference of the two rolls equals 3 is D3 = {(1, 4), (2, 5), (3, 6), (4, 1), (5, 2), (6, 3)} . (2) Since there are 6 outcomes in D3, P[D3] = 6/36 = 1/6. 7
  • 8. Problem 1.3.4 Solution (a) FALSE. Since P[A] = 1 − P[Ac] = 2 P[Ac] implies P[Ac] = 1/3. (b) FALSE. Suppose A = B and P[A] = 1/2. In that case, P [AB] = P [A] = 1/2 > 1/4 = P [A] P [B] . (1) (c) TRUE. Since AB ⊆ A, P[AB] ≤ P[A], This implies P [AB] ≤ P [A] < P [B] . (2) (d) FALSE: For a counterexample, let A = φ and P[B] > 0 so that A = A∩B = φ and P[A] = P[A ∩ B] = 0 but 0 = P[A] < P[B]. Problem 1.3.5 Solution The sample space of the experiment is S = {LF, BF, LW, BW} . (1) From the problem statement, we know that P[LF] = 0.5, P[BF] = 0.2 and P[BW] = 0.2. This implies P[LW] = 1 − 0.5 − 0.2 − 0.2 = 0.1. The questions can be answered using Theorem 1.5. (a) The probability that a program is slow is P [W] = P [LW] + P [BW] = 0.1 + 0.2 = 0.3. (2) (b) The probability that a program is big is P [B] = P [BF] + P [BW] = 0.2 + 0.2 = 0.4. (3) (c) The probability that a program is slow or big is P [W ∪ B] = P [W] + P [B] − P [BW] = 0.3 + 0.4 − 0.2 = 0.5. (4) 8
  • 9. Problem 1.3.6 Solution A sample outcome indicates whether the cell phone is handheld (H) or mobile (M) and whether the speed is fast (F) or slow (W). The sample space is S = {HF, HW, MF, MW} . (1) The problem statement tells us that P[HF] = 0.2, P[MW] = 0.1 and P[F] = 0.5. We can use these facts to find the probabilities of the other outcomes. In particular, P [F] = P [HF] + P [MF] . (2) This implies P [MF] = P [F] − P [HF] = 0.5 − 0.2 = 0.3. (3) Also, since the probabilities must sum to 1, P [HW] = 1 − P [HF] − P [MF] − P [MW] = 1 − 0.2 − 0.3 − 0.1 = 0.4. (4) Now that we have found the probabilities of the outcomes, finding any other prob- ability is easy. (a) The probability a cell phone is slow is P [W] = P [HW] + P [MW] = 0.4 + 0.1 = 0.5. (5) (b) The probability that a cell hpone is mobile and fast is P[MF] = 0.3. (c) The probability that a cell phone is handheld is P [H] = P [HF] + P [HW] = 0.2 + 0.4 = 0.6. (6) Problem 1.3.7 Solution A reasonable probability model that is consistent with the notion of a shuffled deck is that each card in the deck is equally likely to be the first card. Let Hi denote the event that the first card drawn is the ith heart where the first heart is the ace, 9
  • 10. the second heart is the deuce and so on. In that case, P[Hi] = 1/52 for 1 ≤ i ≤ 13. The event H that the first card is a heart can be written as the mutually exclusive union H = H1 ∪ H2 ∪ · · · ∪ H13. (1) Using Theorem 1.1, we have P [H] = 13 i=1 P [Hi] = 13/52. (2) This is the answer you would expect since 13 out of 52 cards are hearts. The point to keep in mind is that this is not just the common sense answer but is the result of a probability model for a shuffled deck and the axioms of probability. Problem 1.3.8 Solution Let si denote the outcome that the down face has i dots. The sample space is S = {s1, . . . , s6}. The probability of each sample outcome is P[si] = 1/6. From Theorem 1.1, the probability of the event E that the roll is even is P [E] = P [s2] + P [s4] + P [s6] = 3/6. (1) Problem 1.3.9 Solution Let si equal the outcome of the student’s quiz. The sample space is then composed of all the possible grades that she can receive. S = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10} . (1) Since each of the 11 possible outcomes is equally likely, the probability of receiving a grade of i, for each i = 0, 1, . . . , 10 is P[si] = 1/11. The probability that the student gets an A is the probability that she gets a score of 9 or higher. That is P [Grade of A] = P [9] + P [10] = 1/11 + 1/11 = 2/11. (2) The probability of failing requires the student to get a grade less than 4. P [Failing] = P [3] + P [2] + P [1] + P [0] = 1/11 + 1/11 + 1/11 + 1/11 = 4/11. (3) 10
  • 11. Problem 1.3.10 Solution Each statement is a consequence of part 4 of Theorem 1.4. (a) Since A ⊂ A ∪ B, P[A] ≤ P[A ∪ B]. (b) Since B ⊂ A ∪ B, P[B] ≤ P[A ∪ B]. (c) Since A ∩ B ⊂ A, P[A ∩ B] ≤ P[A]. (d) Since A ∩ B ⊂ B, P[A ∩ B] ≤ P[B]. Problem 1.3.11 Solution Specifically, we will use Theorem 1.4(c) which states that for any events A and B, P [A ∪ B] = P [A] + P [B] − P [A ∩ B] . (1) To prove the union bound by induction, we first prove the theorem for the case of n = 2 events. In this case, by Theorem 1.4(c), P [A1 ∪ A2] = P [A1] + P [A2] − P [A1 ∩ A2] . (2) By the first axiom of probability, P[A1 ∩ A2] ≥ 0. Thus, P [A1 ∪ A2] ≤ P [A1] + P [A2] . (3) which proves the union bound for the case n = 2.Now we make our induction hypothesis that the union-bound holds for any collection of n − 1 subsets. In this case, given subsets A1, . . . , An, we define A = A1 ∪ A2 ∪ · · · ∪ An−1, B = An. (4) By our induction hypothesis, P [A] = P [A1 ∪ A2 ∪ · · · ∪ An−1] ≤ P [A1] + · · · + P [An−1] . (5) This permits us to write P [A1 ∪ · · · ∪ An] = P [A ∪ B] ≤ P [A] + P [B] (by the union bound for n = 2) = P [A1 ∪ · · · ∪ An−1] + P [An] ≤ P [A1] + · · · P [An−1] + P [An] (6) which completes the inductive proof. 11
  • 12. Problem 1.3.12 Solution It is tempting to use the following proof: Since S and φ are mutually exclusive, and since S = S ∪ φ, 1 = P [S ∪ φ] = P [S] + P [φ] . Since P[S] = 1, we must have P[φ] = 0. The above “proof” used the property that for mutually exclusive sets A1 and A2, P [A1 ∪ A2] = P [A1] + P [A2] . (1) The problem is that this property is a consequence of the three axioms, and thus must be proven. For a proof that uses just the three axioms, let A1 be an arbitrary set and for n = 2, 3, . . ., let An = φ. Since A1 = ∪∞ i=1Ai, we can use Axiom 3 to write P [A1] = P [∪∞ i=1Ai] = P [A1] + P [A2] + ∞ i=3 P [Ai] . (2) By subtracting P[A1] from both sides, the fact that A2 = φ permits us to write P [φ] + ∞ n=3 P [Ai] = 0. (3) By Axiom 1, P[Ai] ≥ 0 for all i. Thus, ∞ n=3 P[Ai] ≥ 0. This implies P[φ] ≤ 0. Since Axiom 1 requires P[φ] ≥ 0, we must have P[φ] = 0. Problem 1.3.13 Solution Following the hint, we define the set of events {Ai|i = 1, 2, . . .} such that i = 1, . . . , m, Ai = Bi and for i > m, Ai = φ. By construction, ∪m i=1Bi = ∪∞ i=1Ai. Axiom 3 then implies P [∪m i=1Bi] = P [∪∞ i=1Ai] = ∞ i=1 P [Ai] . (1) 12
  • 13. For i > m, P[Ai] = P[φ] = 0, yielding the claim P[∪m i=1Bi] = m i=1 P[Ai] = m i=1 P[Bi]. Note that the fact that P[φ] = 0 follows from Axioms 1 and 2. This problem is more challenging if you just use Axiom 3. We start by observing P [∪m i=1Bi] = m−1 i=1 P [Bi] + ∞ i=m P [Ai] . (2) Now, we use Axiom 3 again on the countably infinite sequence Am, Am+1, . . . to write ∞ i=m P [Ai] = P [Am ∪ Am+1 ∪ · · ·] = P [Bm] . (3) Thus, we have used just Axiom 3 to prove Theorem 1.3: P [∪m i=1Bi] = m i=1 P [Bi] . (4) Problem 1.3.14 Solution Each claim in Theorem 1.4 requires a proof from which we can check which axioms are used. However, the problem is somewhat hard because there may still be a simpler proof that uses fewer axioms. Still, the proof of each part will need Theorem 1.3 which we now prove. For the mutually exclusive events B1, . . . , Bm, let Ai = Bi for i = 1, . . . , m and let Ai = φ for i > m. In that case, by Axiom 3, P [B1 ∪ B2 ∪ · · · ∪ Bm] = P [A1 ∪ A2 ∪ · · ·] = m−1 i=1 P [Ai] + ∞ i=m P [Ai] = m−1 i=1 P [Bi] + ∞ i=m P [Ai] . (1) 13
  • 14. Now, we use Axiom 3 again on Am, Am+1, . . . to write ∞ i=m P [Ai] = P [Am ∪ Am+1 ∪ · · ·] = P [Bm] . (2) Thus, we have used just Axiom 3 to prove Theorem 1.3: P [B1 ∪ B2 ∪ · · · ∪ Bm] = m i=1 P [Bi] . (3) (a) To show P[φ] = 0, let B1 = S and let B2 = φ. Thus by Theorem 1.3, P [S] = P [B1 ∪ B2] = P [B1] + P [B2] = P [S] + P [φ] . (4) Thus, P[φ] = 0. Note that this proof uses only Theorem 1.3 which uses only Axiom 3. (b) Using Theorem 1.3 with B1 = A and B2 = Ac, we have P [S] = P [A ∪ Ac ] = P [A] + P [Ac ] . (5) Since, Axiom 2 says P[S] = 1, P[Ac] = 1 − P[A]. This proof uses Axioms 2 and 3. (c) By Theorem 1.8, we can write both A and B as unions of mutually exclusive events: A = (AB) ∪ (ABc ), B = (AB) ∪ (Ac B). (6) Now we apply Theorem 1.3 to write P [A] = P [AB] + P [ABc ] , P [B] = P [AB] + P [Ac B] . (7) We can rewrite these facts as P[ABc ] = P[A] − P[AB], P[Ac B] = P[B] − P[AB]. (8) Note that so far we have used only Axiom 3. Finally, we observe that A ∪ B can be written as the union of mutually exclusive events A ∪ B = (AB) ∪ (ABc ) ∪ (Ac B). (9) 14
  • 15. Once again, using Theorem 1.3, we have P[A ∪ B] = P[AB] + P[ABc ] + P[Ac B] (10) Substituting the results of Equation (8) into Equation (10) yields P [A ∪ B] = P [AB] + P [A] − P [AB] + P [B] − P [AB] , (11) which completes the proof. Note that this claim required only Axiom 3. (d) Observe that since A ⊂ B, we can write B as the mutually exclusive union B = A ∪ (AcB). By Theorem 1.3 (which uses Axiom 3), P [B] = P [A] + P [Ac B] . (12) By Axiom 1, P[AcB] ≥ 0, hich implies P[A] ≤ P[B]. This proof uses Axioms 1 and 3. Problem 1.4.1 Solution Each question requests a conditional probability. (a) Note that the probability a call is brief is P [B] = P [H0B] + P [H1B] + P [H2B] = 0.6. (1) The probability a brief call will have no handoffs is P [H0|B] = P [H0B] P [B] = 0.4 0.6 = 2 3 . (2) (b) The probability of one handoff is P[H1] = P[H1B] + P[H1L] = 0.2. The probability that a call with one handoff will be long is P [L|H1] = P [H1L] P [H1] = 0.1 0.2 = 1 2 . (3) (c) The probability a call is long is P[L] = 1 − P[B] = 0.4. The probability that a long call will have one or more handoffs is P [H1 ∪ H2|L] = P [H1L ∪ H2L] P [L] = P [H1L] + P [H2L] P [L] = 0.1 + 0.2 0.4 = 3 4 . (4) 15
  • 16. Problem 1.4.2 Solution Let si denote the outcome that the roll is i. So, for 1 ≤ i ≤ 6, Ri = {si}. Similarly, Gj = {sj+1, . . . , s6}. (a) Since G1 = {s2, s3, s4, s5, s6} and all outcomes have probability 1/6, P[G1] = 5/6. The event R3G1 = {s3} and P[R3G1] = 1/6 so that P [R3|G1] = P [R3G1] P [G1] = 1 5 . (1) (b) The conditional probability that 6 is rolled given that the roll is greater than 3 is P [R6|G3] = P [R6G3] P [G3] = P [s6] P [s4, s5, s6] = 1/6 3/6 . (2) (c) The event E that the roll is even is E = {s2, s4, s6} and has probability 3/6. The joint probability of G3 and E is P [G3E] = P [s4, s6] = 1/3. (3) The conditional probabilities of G3 given E is P [G3|E] = P [G3E] P [E] = 1/3 1/2 = 2 3 . (4) (d) The conditional probability that the roll is even given that it’s greater than 3 is P [E|G3] = P [EG3] P [G3] = 1/3 1/2 = 2 3 . (5) Problem 1.4.3 Solution Since the 2 of clubs is an even numbered card, C2 ⊂ E so that P[C2E] = P[C2] = 1/3. Since P[E] = 2/3, P [C2|E] = P [C2E] P [E] = 1/3 2/3 = 1/2. (1) The probability that an even numbered card is picked given that the 2 is picked is P [E|C2] = P [C2E] P [C2] = 1/3 1/3 = 1. (2) 16
  • 17. Problem 1.4.4 Solution Let Ai and Bi denote the events that the ith phone sold is an Apricot or a Banana respectively. Our goal is to find P[B1B2], but since it is not clear where to start, we should plan on filling in the table A2 B2 A1 B1 This table has four unknowns: P[A1A2], P[A1B2], P[B1A2], and P[B1B2]. We start knowing that P [A1A2] + P [A1B2] + P [B1A2] + P [B1B2] = 1. (1) We still need three more equations to solve for the four unknowns. From “sales of Apricots and Bananas are equally likely,” we know that P[Ai] = P[Bi] = 1/2 for i = 1, 2. This implies P [A1] = P [A1A2] + P [A1B2] = 1/2, (2) P [A2] = P [A1A2] + P [B1A2] = 1/2. (3) The final equation comes from “given that the first phone sold is a Banana, the sec- ond phone is twice as likely to be a Banana,” which implies P[B2|B1] = 2 P[A2|B1]. Using Bayes’ theorem, we have P [B1B2] P [B1] = 2 P [B1A2] P [B1] =⇒ P [B1A2] = 1 2 P [B1B2] . (4) Replacing P[B1A2] with P[B1B2]/2 in the the first three equations yields P [A1A2] + P [A1B2] + 3 2 P [B1B2] = 1, (5) P [A1A2] + P [A1B2] = 1/2, (6) P [A1A2] + 1 2 P [B1B2] = 1/2. (7) Subtracting (6) from (5) yields (3/2) P[B1B2] = 1/2, or P[B1B2] = 1/3, which is the answer we are looking for. 17
  • 18. At this point, if you are curious, we can solve for the rest of the probability table. From (4), we have P[B1A2] = 1/6 and from (7) we obtain P[A1A2] = 1/3. It then follows from (6) that P[A1B2] = 1/6. The probability table is A2 B2 A1 1/3 1/6 B1 1/6 1/3 . Problem 1.4.5 Solution The first generation consists of two plants each with genotype yg or gy. They are crossed to produce the following second generation genotypes, S = {yy, yg, gy, gg}. Each genotype is just as likely as any other so the probability of each genotype is consequently 1/4. A pea plant has yellow seeds if it possesses at least one dominant y gene. The set of pea plants with yellow seeds is Y = {yy, yg, gy} . (1) So the probability of a pea plant with yellow seeds is P [Y ] = P [yy] + P [yg] + P [gy] = 3/4. (2) Problem 1.4.6 Solution Define D as the event that a pea plant has two dominant y genes. To find the conditional probability of D given the event Y , corresponding to a plant having yellow seeds, we look to evaluate P [D|Y ] = P [DY ] P [Y ] . (1) Note that P[DY ] is just the probability of the genotype yy. From Problem 1.4.5, we found that with respect to the color of the peas, the genotypes yy, yg, gy, and gg were all equally likely. This implies P [DY ] = P [yy] = 1/4 P [Y ] = P [yy, gy, yg] = 3/4. (2) Thus, the conditional probability can be expressed as P [D|Y ] = P [DY ] P [Y ] = 1/4 3/4 = 1/3. (3) 18
  • 19. Problem 1.4.7 Solution The sample outcomes can be written ijk where the first card drawn is i, the second is j and the third is k. The sample space is S = {234, 243, 324, 342, 423, 432} . (1) and each of the six outcomes has probability 1/6. The events E1, E2, E3, O1, O2, O3 are E1 = {234, 243, 423, 432} , O1 = {324, 342} , (2) E2 = {243, 324, 342, 423} , O2 = {234, 432} , (3) E3 = {234, 324, 342, 432} , O3 = {243, 423} . (4) (a) The conditional probability the second card is even given that the first card is even is P [E2|E1] = P [E2E1] P [E1] = P [243, 423] P [234, 243, 423, 432] = 2/6 4/6 = 1/2. (5) (b) The conditional probability the first card is even given that the second card is even is P [E1|E2] = P [E1E2] P [E2] = P [243, 423] P [243, 324, 342, 423] = 2/6 4/6 = 1/2. (6) (c) The probability the first two cards are even given the third card is even is P [E1E2|E3] = P [E1E2E3] P [E3] = 0. (7) (d) The conditional probabilities the second card is even given that the first card is odd is P [E2|O1] = P [O1E2] P [O1] = P [O1] P [O1] = 1. (8) (e) The conditional probability the second card is odd given that the first card is odd is P [O2|O1] = P [O1O2] P [O1] = 0. (9) 19
  • 20. Problem 1.4.8 Solution The problem statement yields the obvious facts that P[L] = 0.16 and P[H] = 0.10. The words “10% of the ticks that had either Lyme disease or HGE carried both diseases” can be written as P [LH|L ∪ H] = 0.10. (1) (a) Since LH ⊂ L ∪ H, P [LH|L ∪ H] = P [LH ∩ (L ∪ H)] P [L ∪ H] = P [LH] P [L ∪ H] = 0.10. (2) Thus, P [LH] = 0.10 P [L ∪ H] = 0.10 (P [L] + P [H] − P [LH]) . (3) Since P[L] = 0.16 and P[H] = 0.10, P [LH] = 0.10 (0.16 + 0.10) 1.1 = 0.0236. (4) (b) The conditional probability that a tick has HGE given that it has Lyme disease is P [H|L] = P [LH] P [L] = 0.0236 0.16 = 0.1475. (5) Problem 1.5.1 Solution From the table we look to add all the mutually exclusive events to find each prob- ability. (a) The probability that a caller makes no hand-offs is P [H0] = P [LH0] + P [BH0] = 0.1 + 0.4 = 0.5. (1) (b) The probability that a call is brief is P [B] = P [BH0] + P [BH1] + P [BH2] = 0.4 + 0.1 + 0.1 = 0.6. (2) (c) The probability that a call is long or makes at least two hand-offs is P [L ∪ H2] = P [LH0] + P [LH1] + P [LH2] + P [BH2] = 0.1 + 0.1 + 0.2 + 0.1 = 0.5. (3) 20
  • 21. Problem 1.5.2 Solution (a) From the given probability distribution of billed minutes, M, the probability that a call is billed for more than 3 minutes is P [L] = 1 − P [3 or fewer billed minutes] = 1 − P [B1] − P [B2] − P [B3] = 1 − α − α(1 − α) − α(1 − α)2 = (1 − α)3 = 0.57. (1) (b) The probability that a call will billed for 9 minutes or less is P [9 minutes or less] = 9 i=1 α(1 − α)i−1 = 1 − (0.57)3 . (2) Problem 1.5.3 Solution (a) For convenience, let pi = P[FHi] and qi = P[V Hi]. Using this shorthand, the six unknowns p0, p1, p2, q0, q1, q2 fill the table as H0 H1 H2 F p0 p1 p2 V q0 q1 q2 . (1) However, we are given a number of facts: p0 + q0 = 1/3, p1 + q1 = 1/3, (2) p2 + q2 = 1/3, p0 + p1 + p2 = 5/12. (3) Other facts, such as q0+q1+q2 = 7/12, can be derived from these facts. Thus, we have four equations and six unknowns, choosing p0 and p1 will specify the other unknowns. Unfortunately, arbitrary choices for either p0 or p1 will lead 21
  • 22. to negative values for the other probabilities. In terms of p0 and p1, the other unknowns are q0 = 1/3 − p0, p2 = 5/12 − (p0 + p1), (4) q1 = 1/3 − p1, q2 = p0 + p1 − 1/12. (5) Because the probabilities must be nonnegative, we see that 0 ≤ p0 ≤ 1/3, (6) 0 ≤ p1 ≤ 1/3, (7) 1/12 ≤ p0 + p1 ≤ 5/12. (8) Although there are an infinite number of solutions, three possible solutions are: p0 = 1/3, p1 = 1/12, p2 = 0, (9) q0 = 0, q1 = 1/4, q2 = 1/3. (10) and p0 = 1/4, p1 = 1/12, p2 = 1/12, (11) q0 = 1/12, q1 = 3/12, q2 = 3/12. (12) and p0 = 0, p1 = 1/12, p2 = 1/3, (13) q0 = 1/3, q1 = 3/12, q2 = 0. (14) (b) In terms of the pi, qi notation, the new facts are p0 = 1/4 and q1 = 1/6. These extra facts uniquely specify the probabilities. In this case, p0 = 1/4, p1 = 1/6, p2 = 0, (15) q0 = 1/12, q1 = 1/6, q2 = 1/3. (16) 22
  • 23. Problem 1.6.1 Solution This problems asks whether A and B can be independent events yet satisfy A = B? By definition, events A and B are independent if and only if P[AB] = P[A] P[B]. We can see that if A = B, that is they are the same set, then P [AB] = P [AA] = P [A] = P [B] . (1) Thus, for A and B to be the same set and also independent, P [A] = P [AB] = P [A] P [B] = (P [A])2 . (2) There are two ways that this requirement can be satisfied: • P[A] = 1 implying A = B = S. • P[A] = 0 implying A = B = φ. Problem 1.6.2 Solution From the problem statement, we learn three facts: P [AB] = 0 (since A and B are mutually exclusive) (1) P [AB] = P [A] P [B] (since A and B are independent) (2) P [A] = P [B] (since A and B are equiprobable) (3) Applying these facts in the given order, we see that 0 = P [AB] = P [A] P [B] = (P [A])2 . (4) It follows that P[A] = 0. Problem 1.6.3 Solution Let Ai and Bi denote the events that the ith phone sold is an Apricot or a Banana respectively. The works “each phone sold is twice as likely to be an Apricot than a Banana” tells us that P [Ai] = 2 P [Bi] . (1) 23
  • 24. However, since each phone sold is either an Apricot or a Banana, Ai and Bi are a partition and P [Ai] + P [Bi] = 1. (2) Combining these equations, we have P[Ai] = 2/3 and P[Bi] = 1/3. The probability that two phones sold are the same is P [A1A2 ∪ B1B2] = P [A1A2] + P [B1B2] . (3) Since “each phone sale is independent,” P [A1A2] = P [A1] P [A2] = 4 9 , P [B1B2] = P [B1] P [B2] = 1 9 . (4) Thus the probability that two phones sold are the same is P [A1A2 ∪ B1B2] = P [A1A2] + P [B1B2] = 4 9 + 1 9 = 5 9 . (5) Problem 1.6.4 Solution A B In the Venn diagram, assume the sample space has area 1 corresponding to probability 1. As drawn, both A and B have area 1/4 so that P[A] = P[B] = 1/4. Moreover, the intersection AB has area 1/16 and covers 1/4 of A and 1/4 of B. That is, A and B are independent since P [AB] = P [A] P [B] . (1) Problem 1.6.5 Solution (a) Since A and B are mutually exclusive, P[A ∩ B] = 0. Since P[A ∩ B] = 0, P [A ∪ B] = P [A] + P [B] − P [A ∩ B] = 3/8. (1) 24
  • 25. A Venn diagram should convince you that A ⊂ Bc so that A ∩ Bc = A. This implies P [A ∩ Bc ] = P [A] = 1/4. (2) It also follows that P[A ∪ Bc] = P[Bc] = 1 − 1/8 = 7/8. (b) Events A and B are dependent since P[AB] = P[A] P[B]. Problem 1.6.6 Solution (a) Since C and D are independent, P [C ∩ D] = P [C] P [D] = 15/64. (1) The next few items are a little trickier. From Venn diagrams, we see P [C ∩ Dc ] = P [C] − P [C ∩ D] = 5/8 − 15/64 = 25/64. (2) It follows that P [C ∪ Dc ] = P [C] + P [Dc ] − P [C ∩ Dc ] (3) = 5/8 + (1 − 3/8) − 25/64 = 55/64. (4) Using DeMorgan’s law, we have P [Cc ∩ Dc ] = P [(C ∪ D)c ] = 1 − P [C ∪ D] = 15/64. (5) (b) Since P[CcDc] = P[Cc] P[Dc], Cc and Dc are independent. Problem 1.6.7 Solution (a) Since A ∩ B = ∅, P[A ∩ B] = 0. To find P[B], we can write P [A ∪ B] = P [A] + P [B] − P [A ∩ B] (1) or 5/8 = 3/8 + P [B] − 0. (2) Thus, P[B] = 1/4. Since A is a subset of Bc, P[A ∩ Bc] = P[A] = 3/8. Furthermore, since A is a subset of Bc, P[A ∪ Bc] = P[Bc] = 3/4. 25
  • 26. (b) The events A and B are dependent because P [AB] = 0 = 3/32 = P [A] P [B] . (3) Problem 1.6.8 Solution (a) Since C and D are independent P[CD] = P[C] P[D]. So P [D] = P [CD] P [C] = 1/3 1/2 = 2/3. (1) In addition, P[C ∩ Dc] = P[C] − P[C ∩ D] = 1/2 − 1/3 = 1/6. To find P[Cc ∩ Dc], we first observe that P [C ∪ D] = P [C] + P [D] − P [C ∩ D] = 1/2 + 2/3 − 1/3 = 5/6. (2) By De Morgan’s Law, Cc ∩ Dc = (C ∪ D)c. This implies P [Cc ∩ Dc ] = P [(C ∪ D)c ] = 1 − P [C ∪ D] = 1/6. (3) Note that a second way to find P[Cc ∩ Dc] is to use the fact that if C and D are independent, then Cc and Dc are independent. Thus P [Cc ∩ Dc ] = P [Cc ] P [Dc ] = (1 − P [C])(1 − P [D]) = 1/6. (4) Finally, since C and D are independent events, P[C|D] = P[C] = 1/2. (b) Note that we found P[C ∪ D] = 5/6. We can also use the earlier results to show P [C ∪ Dc ] = P [C] + P [D] − P [C ∩ Dc ] (5) = 1/2 + (1 − 2/3) − 1/6 = 2/3. (6) (c) By Definition 1.6, events C and Dc are independent because P [C ∩ Dc ] = 1/6 = (1/2)(1/3) = P [C] P [Dc ] . (7) 26
  • 27. Problem 1.6.9 Solution For a sample space S = {1, 2, 3, 4} with equiprobable outcomes, consider the events A1 = {1, 2} A2 = {2, 3} A3 = {3, 1} . (1) Each event Ai has probability 1/2. Moreover, each pair of events is independent since P [A1A2] = P [A2A3] = P [A3A1] = 1/4. (2) However, the three events A1, A2, A3 are not independent since P [A1A2A3] = 0 = P [A1] P [A2] P [A3] . (3) Problem 1.6.10 Solution There are 16 distinct equally likely outcomes for the second generation of pea plants based on a first generation of {rwyg, rwgy, wryg, wrgy}. These are: rryy rryg rrgy rrgg rwyy rwyg rwgy rwgg wryy wryg wrgy wrgg wwyy wwyg wwgy wwgg A plant has yellow seeds, that is event Y occurs, if a plant has at least one dominant y gene. Except for the four outcomes with a pair of recessive g genes, the remaining 12 outcomes have yellow seeds. From the above, we see that P [Y ] = 12/16 = 3/4 (1) and P [R] = 12/16 = 3/4. (2) To find the conditional probabilities P[R|Y ] and P[Y |R], we first must find P[RY ]. Note that RY , the event that a plant has rounded yellow seeds, is the set of outcomes RY = {rryy, rryg, rrgy, rwyy, rwyg, rwgy, wryy, wryg, wrgy} . (3) 27
  • 28. Since P[RY ] = 9/16, P [Y |R] = P [RY ] P [R] = 9/16 3/4 = 3/4 (4) and P [R |Y ] = P [RY ] P [Y ] = 9/16 3/4 = 3/4. (5) Thus P[R|Y ] = P[R] and P[Y |R] = P[Y ] and R and Y are independent events. There are four visibly different pea plants, corresponding to whether the peas are round (R) or not (Rc), or yellow (Y ) or not (Y c). These four visible events have probabilities P [RY ] = 9/16 P [RY c ] = 3/16, (6) P [Rc Y ] = 3/16 P [Rc Y c ] = 1/16. (7) Problem 1.6.11 Solution (a) For any events A and B, we can write the law of total probability in the form of P [A] = P [AB] + P [ABc ] . (1) Since A and B are independent, P[AB] = P[A] P[B]. This implies P [ABc ] = P [A] − P [A] P [B] = P [A] (1 − P [B]) = P [A] P [Bc ] . (2) Thus A and Bc are independent. (b) Proving that Ac and B are independent is not really necessary. Since A and B are arbitrary labels, it is really the same claim as in part (a). That is, simply reversing the labels of A and B proves the claim. Alternatively, one can construct exactly the same proof as in part (a) with the labels A and B reversed. (c) To prove that Ac and Bc are independent, we apply the result of part (a) to the sets A and Bc. Since we know from part (a) that A and Bc are independent, part (b) says that Ac and Bc are independent. 28
  • 29. Problem 1.6.12 Solution A AC AB ABC C BCB In the Venn diagram at right, assume the sample space has area 1 corresponding to probability 1. As drawn, A, B, and C each have area 1/2 and thus probability 1/2. Moreover, the three way intersection ABC has probabil- ity 1/8. Thus A, B, and C are mutually independent since P [ABC] = P [A] P [B] P [C] . (1) Problem 1.6.13 Solution A AB B AC C BC In the Venn diagram at right, assume the sample space has area 1 corresponding to probability 1. As drawn, A, B, and C each have area 1/3 and thus probability 1/3. The three way intersection ABC has zero probability, implying A, B, and C are not mutually independent since P [ABC] = 0 = P [A] P [B] P [C] . (1) However, AB, BC, and AC each has area 1/9. As a result, each pair of events is independent since P [AB] = P [A] P [B] , P [BC] = P [B] P [C] , P [AC] = P [A] P [C] . (2) Problem 1.7.1 Solution We can generate the 200 × 1 vector T, denoted T in Matlab, via the command T=50+ceil(50*rand(200,1)) Keep in mind that 50*rand(200,1) produces a 200×1 vector of random numbers, each in the interval (0, 50). Applying the ceiling function converts these random numbers to rndom integers in the set {1, 2, . . . , 50}. Finally, we add 50 to produce random numbers between 51 and 100. 29 Probability and Stochastic Processes A Friendly Introduction for Electrical and Com Full Download: https://alibabadownload.com/product/probability-and-stochastic-processe This is sample only, Download all chapters at: AlibabaDownload.com