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ECSE-2500 Engineering Probability HW#6 Solutions Due 9/18/14 1. (12 points) Two distinct fair dice are tossed independently. We record the number on die 1 followed by the number on die 2 as an ordered pair, so that our sample space is S s1 , s2 si1,2,3,4,5,6, i 1,2. 1.a. (3 points) Clearly define the probability law that corresponds to this problem given that the dice are fair and independent. Specifically, what is P i, j i j ? Justify your answer. Solution Since the dice are independent, for any pair i, j S with i, j 1,2,3,4,5,6, we have 1 1 1 P i, j P i P j 6 6 36 Then because S is a discrete set, for any event A S, we have P A P A Finally, P i, j i j P 1,1 , 2,2 , 3,3 , 4, 4 , 5,5 , 6,6 P i, j 6 i j 1 1 . 36 6 1.b. (3 points) Define the random variable X1 on S by 0 if i j X1 i, j 1 if i j Clearly identify range SX1 x1 , x2 , x3 , for this random variable and the sets A0 S X1 0 and A1 S X1 1. Show that A0 and A1 form a partition of S. Solution Here SX1 0,1 , Page 1 of 4 ECSE-2500 Engineering Probability HW#6 Solutions Due 9/18/14 A0 S X1 0 i, j S i j 1,2 , 1,3 , 1, 4 , 1,5 , 1,6 , 2,3 , 2, 4 , 2,5 , 2,6 , 3, 4 , 3,5 , 3,6 , 4,5 , 4,6 , 5,6 and A1 A0C . We know that A0 and A1 form a partition of S since we know that any set and its complement form a partition of the space. 1.c. (3 points) For the random variable X1 defined in (b), compute the probability mass function (PMF) pX1 xk for each xk SX1 , directly from the Ak as shown in class and the book. Which of the well-known random variables covered in class and in the book is X1 ? Identify the value of any parameters associated with this well-known random variable. Justify your answer. Solution Using pX1 xk P X1 xk P Ak and the fact that each element of Ak has probability 1 36 , we have pX1 xk P Ak So, we have pX1 0 P A0 Ak , where Ak is the number of elements in Ak . 36 15 21 and pX1 1 P A1 . 36 36 This is a Bernoulli random variable with p 21 . 36 1.d. (3 points) For the random variable X1 defined in (b), compute E X1 using the definition given in Eq. (3.8) on page 104 in the book. Show your work. Solution 1 15 21 21 E X1 xk pX1 xk kpX1 k 0 1 . 36 36 36 k 1 k 0 Page 2 of 4 ECSE-2500 Engineering Probability HW#6 Solutions Due 9/18/14 2. (14 points) For the sample space defined in problem 1, define a new random variable X2 i, j i j. 2.a. (2 points) What is the range SX2 x1 , x2 , x3 , for this random variable? Solution SX2 2,3,4,5,6,7,8,9,10,11,12 2.b. (4 points) For this random variable X2 , list the elements of the set Ak S X2 xk for each xk SX2 , and show that the Ak together form a partition of S. Solution Here, for k 2,3, ,12, Ak i, j S X2 i, j i j k , so A2 1,1, A3 1,2 , 2,1, A4 1,3 , 3,1 2,2 , A5 1, 4 , 4,1 , 2,3 , 3,2 , A6 1,5 , 5,1 , 2, 4 , 4,2 , 3,3 , A7 1,6 , 6,1 , 2,5 , 5,2 , 3, 4 , 4,3 , A8 2,6 , 6,2 , 3,5 , 5,3 , 4, 4 , A9 3,6 , 6,3 , 4,5 , 5, 4 , A10 4,6 , 6, 4 , 5,5 , A11 5,6 , 6,5 , A12 6,6 . We can see that they are pairwise disjoint and their union is S by inspection. 2.c. (4 points) For the random variable X2 , compute the probability mass function (PMF) pX2 xk for each xk SX2 , directly from the Ak as shown in class and the book. Justify your answer. Page 3 of 4 ECSE-2500 Engineering Probability HW#6 Solutions Due 9/18/14 Solution As in problem 1, using pX xk P X xk P Ak and the fact that each element of Ak has probability 1 36 , we have pX2 xk P Ak So, we have pX2 2 P A2 P 1,1 1 36 Ak , where Ak is the number of elements in Ak . 36 , pX2 3 P A3 P 1,2 , 2,1 2 36 , pX2 4 P A4 P 1,3 , 3,1 2,2 3 36 , pX2 5 P A5 P 1, 4 , 4,1 , 2,3 , 3,2 4 36 , pX2 6 P A6 P 1,5 , 5,1 , 2, 4 , 4,2 , 3,3 5 36 , pX2 7 P A7 P 1,6 , 6,1 , 2,5 , 5,2 , 3, 4 , 4,3 pX2 8 P A8 P 2,6 , 6,2 , 3,5 , 5,3 , 4, 4 pX2 9 P A9 P 3,6 , 6,3 , 4,5 , 5, 4 pX2 10 P A10 P 4,6 , 6, 4 , 5,5 pX2 11 P A11 P 5,6 , 6,5 pX2 12 P A12 P 6,6 1 36 2 36 3 36 4 36 5 36 6 36 , , , , , . 2.d. (4 points) For the random variable X2 , compute E X2 using the definition given in Eq. (3.8) on page 104 in the book. Show your work. Solution 12 k 1 k 2 E X2 xk pX1 xk kpX2 k 1 2 3 4 5 6 2 3 4 5 6 7 36 36 36 36 36 36 5 4 3 2 1 8 9 10 11 12 36 36 36 36 36 2 12 1 3 11 2 4 10 3 5 9 4 6 8 5 7 6 36 14 1 2 3 4 5 7 6 36 14 15 7 6 36 252 7. 36 Page 4 of 4