Problems

Solution:

1. \(\,\) \begin{align*} \mathbb{P}(\text{stop after r}) &= \mathbb{P}(\text{both stop at r}) + 2\mathbb{P}(\text{first stops before r second stops at r})\\ &= (q^2)^{r-1} p^2 + 2\cdot q^{r-1} p\cdot(1-q^{r-1}) \\ &= q^{r-1}p\left (2-2q^{r-1}+pq^{r-1} \right) \\ &= q^{r-1}p\left (2-q^{r-1}(1+p+q-p) \right) \\ &= q^{r-1}p\left (2-q^{r-1}-q^r\right) \\ \end{align*} \begin{align*} \E[\text{throws}] &= \sum_{r=1}^{\infty} r \mathbb{P}(\text{stop after r}) \\ &= \sum_{r=1}^{\infty} r q^{r-1}p\left (2-q^{r-1}-q^r\right) \\ &= \sum_{r=1}^{\infty} 2r q^{r-1}p-\sum_{r=1}^{\infty}r pq^{2r-2}-\sum_{r=1}^{\infty}r q^{2r-1}p \\ &=2p \sum_{r=1}^{\infty} r q^{r-1}-pq^{-2}\sum_{r=1}^{\infty}r q^{2r}-pq^{-1}\sum_{r=1}^{\infty}r q^{2r} \\ &= 2p(1-q)^{-2} - pq^{-2}q^2(1-q^2)^{-2}-pq^{-1}q^2(1-q^2)^{-2} \\ &= 2pp^{-2} -p(1+q)(1-q^2)^{-2} \\ &= 2p^{-1}-p(1+q)(1+q)^{-2}p^{-2} \\ &= 2p^{-1}-p^{-1}(1+q)^{-1} \\ &= \frac{2(1+q)-1}{p(1+q)} \\ &= \frac{1+2q}{p(1+q)} \\ &= \frac{3-2p}{p(2-p)} \end{align*}
2. \(\,\) \begin{align*} && m &= \frac{3-2p}{p(2-p)} \\ \Rightarrow && 2mp-mp^2 &= 3-2p \\ \Rightarrow && 0 &= mp^2-(2m+2)p + 3 \\ \Rightarrow && p &= \frac{2m+2 \pm \sqrt{(2m+2)^2-12m}}{2m} \\ &&&= \frac{m+1- \sqrt{m^2-m + 1}}{m} \\ \end{align*} If we are looking for an approximation, we could say \(p^2 \approx 0\) and \(p \approx \frac{3}{2(m+1)}\)

Solution: Given \(0 < r \ll n\), then \(\frac{r}{n}\) is small and so, \(e^x \approx 1+x\), therefore: \(\displaystyle e^{-r/n} \approx 1 - \frac{r}{n} = \frac{n-r}{n}\). Line everyone in the room up in some order. The first person is always going to have a birthday we haven't seen before. The probability the second person has a new birthday is \(\displaystyle 1 - \frac{1}{365}\) since they can't be born on the same day as the first person. The third person has a \(\displaystyle 1 - \frac{2}{365}\) probability of having a birthday we've not seen before, since they can't share a birthday with either of the first two people. Similarly the \(k\)th person has a \(\displaystyle 1 - \frac{k-1}{365}\) chance of having a unique birthday. \begin{align*} \prod_{i=1}^k \mathbb{P}(\text{the } i \text{th person has a new birthday}) &= \prod_{i=1}^k \l 1 - \frac{i-1}{365}\r \\ &\approx \prod_{i=1}^k \exp \l -\frac{i-1}{365}\r \\ &= \exp\l - \sum_{i=1}^k\frac{i-1}{365}\r \\ &= \exp\l - \frac{k(k-1)}{2\cdot365}\r \\ &= e^{-k(k-1)/730} \end{align*} But this the probability no-one shares a birthday, so the answer we are looking for is \(1-\) this, ie \(1 - e^{-k(k-1)/730}\) Suppose \(1 - e^{-k(k-1)/730} = \frac12\), then \begin{align*} && 1 - e^{-k(k-1)/730} &= \frac12 \\ \Rightarrow && e^{-k(k-1)/730} &= \frac12 \\ \Rightarrow && -k(k-1)/730 &= -\ln 2 \\ \Rightarrow && k(k-1)/730 &\approx \frac{253}{365} \\ \Rightarrow && k(k-1) &\approx 506 \end{align*} Therefore since \(22 \cdot 23 = 506\), we should expect the number to be approximately \(23\). Since \(e^{-r/n} > \frac{n-r}{n}\) we should expect this to be an overestimate, therefore \(23\) should suffice.

Solution:

1. 

   + - ↺
2. Since \(f(x)\) is continuous, \(a -bx\) joins \((2k, \ln k)\) and \((4k ,0)\). ie it has a gradient of \(\frac{-\ln k}{2k}\) and is zero at \(4k\), hence \(\displaystyle b = -\frac{\ln k}{2k}, a = 2\ln k\). The \(3\) sections have areas \(\int_1^k \ln x \d x = k \ln k -k +1\), \(k \ln k, k \ln k\). Therefore \begin{align*} &&1&= 3k\ln k - k +1 \\ \Rightarrow &&0 &= k(3\ln k - 1) \\ \Rightarrow &&\ln k &= \frac13 \\ \Rightarrow &&k &= e^{1/3} \\ && a &= \frac23 \\ && b&= -\frac16e^{-1/3} \end{align*}
3. Clearly \(1 > k \ln k > \frac{1}{3}\), therefore the median must lie between \(k\) and \(2k\). So we need, \(\frac12\) to be the area of the rectangle + the triangle, ie: \begin{align*} && \frac12 &= k \ln k + (2k-M) \ln k \\ &&&= \frac13 k + \frac13 (2k - M) \\ \Rightarrow && M &= 3k - \frac32 \\ \Rightarrow && M &= 3e^{1/3} - \frac32 \end{align*}