85 problems found
Solution:
A scientist is checking a sequence of microscope slides for cancerous cells, marking each cancerous cell that she detects with a red dye. The number of cancerous cells on a slide is random and has a Poisson distribution with mean \(\mu.\) The probability that the scientist spots any one cancerous cell is \(p\), and is independent of the probability that she spots any other one.
Solution:
Let \[ \mathrm{C}_{n}(\theta)=\sum_{k=0}^{n}\cos k\theta \] and let \[ \mathrm{S}_{n}(\theta)=\sum_{k=0}^{n}\sin k\theta, \] where \(n\) is a positive integer and \(0<\theta<2\pi.\) Show that \[ \mathrm{C}_{n}(\theta)=\frac{\cos(\tfrac{1}{2}n\theta)\sin\left(\frac{1}{2}(n+1)\theta\right)}{\sin(\frac{1}{2}\theta)}, \] and obtain the corresponding expression for \(\mathrm{S}_{n}(\theta)\). Hence, or otherwise, show that for \(0<\theta<2\pi,\) \[ \left|\mathrm{C}_{n}(\theta)-\frac{1}{2}\right|\leqslant\frac{1}{2\sin(\frac{1}{2}\theta)}. \]
Solution: \begin{align*} && C_n(\theta) &= \sum_{k=0}^n \cos k \theta \\ &&&= \textrm{Re} \left ( \sum_{k=0}^n \exp (ik \theta)\right)\\ &&&= \textrm{Re} \left ( \frac{e^{i(n+1)\theta}-1}{e^{i\theta}-1}\right)\\ &&&= \textrm{Re} \left ( \frac{e^{i(n+1)\theta/2}}{e^{i\theta/2}}\frac{e^{i(n+1)\theta/2}-e^{-i(n+1)\theta/2}}{e^{i\theta/2}-e^{-i\theta/2}}\right)\\ &&&= \textrm{Re} \left ( e^{in\theta/2}\frac{\sin \left ( (n+1)\theta/2 \right)}{\sin \left ( \theta/2 \right)}\right)\\ &&&= \frac{\sin \left ( (n+1)\theta/2 \right)}{\sin \left ( \theta/2 \right)}\textrm{Re} \left ( e^{in\theta/2}\right)\\ &&&= \frac{\sin \left ( (n+1)\theta/2 \right)}{\sin \left ( \theta/2 \right)}\cos \left ( \frac12n\theta\right)\\ \\ && S_n(\theta) &= \sum_{k=0}^n \sin k \theta \\ &&&= \textrm{Im} \left ( \sum_{k=0}^n \exp (ik \theta)\right)\\ &&&= \frac{\sin \left ( (n+1)\theta/2 \right)}{\sin \left ( \theta/2 \right)}\textrm{Im} \left ( e^{in\theta/2}\right)\\ &&&= \frac{\sin \left ( (n+1)\theta/2 \right)}{\sin \left ( \theta/2 \right)}\sin\left ( \frac12n\theta\right)\\ \\ && C_n(\theta) - \frac12 &= \frac{\sin \left ( (n+1)\theta/2 \right)}{\sin \left ( \theta/2 \right)}\cos \left ( \frac12n\theta\right) - \frac12 \\ &&&= \frac{2\sin \left ( (n+1)\theta/2 \right)\cos\left ( n\theta/2 \right)-\sin (\theta/2)}{2 \sin (\theta/2)} \\ &&&= \frac{\sin\left ( (n+1)\theta/2+n\theta/2\right)+\sin\left ( (n+1)\theta/2-n\theta/2\right)-\sin (\theta/2)}{2 \sin (\theta/2)} \\ &&&= \frac{\sin\left ( (n+1)\theta/2+n\theta/2\right)+\sin\left ( \theta/2\right)-\sin (\theta/2)}{2 \sin (\theta/2)} \\ &&&= \frac{\sin\left ( (2n+1)\theta/2\right)}{2 \sin (\theta/2)} \leqslant\frac{1}{2 \sin (\theta/2)} \\ \end{align*}
From the facts \begin{alignat*}{2} 1 & \quad=\quad & & 0\\ 2+3+4 & \quad=\quad & & 1+8\\ 5+6+7+8+9 & \quad=\quad & & 8+27\\ 10+11+12+13+14+15+16 & \quad=\quad & & 27+64 \end{alignat*} guess a general law. Prove it. Hence, or otherwise, prove that \[ 1^{3}+2^{3}+3^{3}+\cdots+N^{3}=\tfrac{1}{4}N^{2}(N+1)^{2} \] for every positive integer \(N\). [Hint. You may assume that \(1+2+3+\cdots+n=\frac{1}{2}n(n+1)\).]
Solution: \begin{align*} && (n^2+1) + (n^2+2) + \cdots + (n+1)^2 &= n^3+(n+1)^3 \\ \Leftrightarrow && \sum_{i=n^2+1}^{(n+1)^2} i &= n^3 + (n+1)^3 \\ && \sum_{i=n^2+1}^{(n+1)^2} i &= \sum_{i=1}^{(n+1)^2} i- \sum_{i=1}^{n^2} i \\ &&&= \frac{(n+1)^2((n+1)^2+1)}{2} - \frac{n^2(n^2+1)}{2} \\ &&&= \frac{(n+1)^2(n^2+2n+2) - n^2(n^2+1)}{2} \\ &&&= \frac{2(n+1)^3+n^2(n^2+2n+1) - n^2(n^2+1)}{2}\\ &&&= \frac{2(n+1)^3+2n^3 + n^2(n^2+1) - n^2(n^2+1)}{2}\\ &&&= (n+1)^3+n^3 \end{align*} \begin{align*} && \sum_{i=1}^{N^2} i &=(0^3+1^3)+ (1^3+2^3)+(2^3+3^3) + \cdots + ((N-1)^3+N^3) \\ &&&= 2 \left (1^3+2^3 + 3^3 + \cdots + (N-1)^3 \right) + N^3 \\ \Rightarrow && \sum_{i=1}^N i^3 &= \frac12 \left ( N^3+ \sum_{i=1}^{N^2} i \right) \\ &&&= \frac12 \left ( N^3 + \frac{N^2(N^2+1)}{2} \right) \\ &&&= \frac{N^2(N^2+1)+2N^3}{4} \\ &&&= \frac{N^2(N^2+2N+1)}{4} \\ &&&= \frac{N^2(N+1)^2}{4} \\ \end{align*}
Two computers, LEP and VOZ are programmed to add numbers after first approximating each number by an integer. LEP approximates the numbers by rounding: that is, it replaces each number by the nearest integer. VOZ approximates by truncation: that is, it replaces each number by the largest integer less than or equal to the number. The fractional parts of the numbers to be added are uniformly and independently distributed. (The fractional part of a number \(a\) is \(a-\left\lfloor a\right\rfloor ,\) where \(\left\lfloor a\right\rfloor \) is the largest integer less than or equal to \(a\).) Both computers approximate and add 1500 numbers. For each computer, find the probability that the magnitude of error in the answer will exceed 15. How many additions can LEP perform before the probability that the magnitude of error is less than 10 drops below 0.9?
Sum the following infinite series.
Solution:
The probability of throwing a head with a certain coin is \(p\) and the probability of throwing a tail is \(q=1-p\). The coin is thrown until at least two heads and at least two tails have been thrown; this happens when the coin has been thrown \(N\) times. Write down an expression for the probability that \(N=n\). Show that the expectation of \(N\) is $$ 2\bigg({1\over pq} -1-pq\bigg). $$
Solution: This can either occur via \(N-2\) heads and \(1\) tail in the first \(N-1\) flips, followed by a tail, or \(N-2\) tails and \(1\) head in the first \(N-1\) flips, followed by another head, ie \begin{align*} \mathbb{P}(N = n) &= \underbrace{\binom{n-1}{1}}_{\text{ways to choose when the first tail occurs}}p^{n-2}q^2 + \underbrace{\binom{n-1}{1}}_{\text{ways to choose when the first head occurs}}q^{n-2}p^2 \\ &= (n-1)p^2q^2(p^{n-4}+q^{n-4}) \\ \\ \mathbb{E}(N) &= \sum_{n=4}^{\infty} n \cdot \mathbb{P}(N = n) \\ &= \sum_{n=4}^{\infty} n \cdot (n-1)p^2q^2(p^{n-4}+q^{n-4}) \\ &= \sum_{n=4}^{\infty} n \cdot (n-1)(p^{n-2}q^2+q^{n-2}p^2) \\ &= q^2\sum_{n=4}^{\infty} n(n-1)p^{n-2}+p^2\sum_{n=4}^{\infty} n(n-1)q^{n-2} \\ &= q^2\left ( \sum_{n=2}^{\infty} n(n-1)p^{n-2} -2 \cdot 1 - 3 \cdot 2 \cdot p\right)+p^2\left ( \sum_{n=2}^{\infty} n(n-1)q^{n-2} - 2-6q\right) \\ &= q^2\left ( 2(1-p)^{-3} -2 - 6 p\right)+p^2\left ( 2(1-q)^{-3} - 2-6q\right) \\ &= q^2\left ( 2q^{-3} -2 - 6 p\right)+p^2\left ( 2p^{-3} - 2-6q\right) \\ &= \frac{2}{q} - 2q^2 - 6pq^2+\frac{2}{p} -2p^2-6p^2q \\ &= \frac{2}{q}+\frac2p - 2(p^2+q^2) - 6pq \\ &= \frac{2}{pq} - 2((p+q)^2-2pq) - 6pq \\ &= \frac{2}{pq} - 2 -2pq \\ &= 2 \left (\frac1{pq} - 1 - pq \right) \end{align*}
Show that \[ \sin(2n+1)\theta=\sin^{2n+1}\theta\sum_{r=0}^{n}(-1)^{n-r}\binom{2n+1}{2r}\cot^{2r}\theta, \] where \(n\) is a positive integer. Deduce that the equation \[ \sum_{r=0}^{n}(-1)^{r}\binom{2n+1}{2r}x^{r}=0 \] has roots \(\cot^{2}(k\pi/(2n+1))\) for \(k=1,2,\ldots,n\). Show that
A path is made up in the Argand diagram of a series of straight line segments \(P_{1}P_{2},\) \(P_{2}P_{3},\) \(P_{3}P_{4},\ldots\) such that each segment is \(d\) times as long as the previous one, \((d\neq1)\), and the angle between one segment and the next is always \(\theta\) (where the segments are directed from \(P_{j}\) towards \(P_{j+1}\), and all angles are measured in the anticlockwise direction). If \(P_{j}\) represents the complex number \(z_{j},\) express \[ \frac{z_{n+1}-z_{n}}{z_{n}-z_{n-1}} \] as a complex number (for each \(n\geqslant2\)), briefly justifying your answer. If \(z_{1}=0\) and \(z_{2}=1\), obtain an expression for \(z_{n+1}\) when \(n\geqslant2\). By considering its imaginary part, or otherwise, show that if \(\theta=\frac{1}{3}\pi\) and \(d=2\), then the path crosses the real axis infinitely often.
Solution: \begin{align*} && | \frac{z_{n+1}-z_{n}}{z_{n}-z_{n-1}} | &= d \\ && \arg \left ( \frac{z_{n+1}-z_{n}}{z_{n}-z_{n-1}} \right) &= \arg (z_{n+1}-z_{n}) - \arg(z_{n}-z_{n-1}) \\ &&&= \theta \\ \Rightarrow && \frac{z_{n+1}-z_{n}}{z_{n}-z_{n-1}} &= d e^{i \theta} \end{align*} \begin{align*} && z_1 &= 0 \\ && z_2 &= 1 \\ && \frac{z_3-z_2}{z_2-z_1} &= de^{i \theta} \\ \Rightarrow && z_3 &= de^{i \theta} + 1 \\ && \frac{z_4-z_3}{z_3-z_2} &= de^{i \theta} \\ \Rightarrow && z_4 &= (d e^{i \theta})^2 + d e^{i \theta} + 1\\ \Rightarrow && z_{n+1} &= \frac{(de^{i \theta})^{n}-1}{de^{i \theta}-1} \end{align*} If \(d = 2, \theta = \tfrac13 \pi\), then, \(2e^{i \tfrac13 \pi} = 1 + \sqrt{3}i\) \begin{align*} \textrm{Im}(z_{n+1})) &= \textrm{Im} \left ( \frac{(2e^{i \tfrac13 \pi})^{n}-1}{2e^{i \tfrac13 \pi}-1}\right) \\ &= \textrm{Im} \left ( \frac{(2e^{i \tfrac13 \pi})^{n}-1}{\sqrt{3}i}\right) \\ &= -\frac{1}{\sqrt{3}}\textrm{Re} \left (2^n e^{i \frac{n}{3} \pi} \right) + \frac{1}{\sqrt{3}} \end{align*} Which clearly changes sign infinitely many times, ie crosses the origin infinitely many times.
Solution:
A set of \(2N+1\) rods consists of one of each length \(1,2,\ldots,2N,2N+1\), where \(N\) is an integer greater than 1. Three different rods are selected from the set. Suppose their lengths are \(a,b\) and \(c\), where \(a > b > c\). Given that \(a\) is even and fixed, show, by considering the possible values of \(b\), that the number of selections in which a triangle can then be formed from the three rods is \[ 1+3+5+\cdots+(a-3), \] where we allow only non-degenerate triangles (i.e. triangles with non-zero area). Similarly obtain the number of selections in which a triangle may be formed when \(a\) takes some fixed odd value. Write down a formula for the number of ways of forming a non-degenerate triangle and verify it for \(N=3\). Hence show that, if three rods are drawn at random without replacement, then the probability that they can form a non-degenerate triangle is \[ \frac{(N-1)(4N+1)}{2(4N^{2}-1)}. \]
Solution: Suppose we have \(a = 2k\), it is necessary (by the triangle inequality) that \(b + c > a\). So the smallest \(b\) can be is \(k+1\), and then \(c\) must be \(k\) (1 choice). Then \(b\) could be \(k+2\) and \(c\) can be \(k+1\), \(k\), \(k-1\) (3 choices). Suppose \(b = k+i\) then \(c\) can be \(k+i-1, \ldots, k-i+1\) which is \(2i-1\) choices. This works until \(b = 2k-1\) and there are \(2(k-1)-1 = 2k-3 = a-3\) choices. Therefore there are \(1 + 3 + 5 + \cdots + (a-3)\) total choices. If \(a = 2k+1\) then, \(b = k+1\) is not possible \(b = k+2\) we have \(a = k+1, k\) (2 choices) \(b = k+3\) we have \(a = k+2, k+1, k, k-1\) (4 choices) \(b = k + i\) we have \(a = k+i-1, \cdots, k-i+2\) (\(2i-2\) choices) This works until \(b = k+k\) with \(2k-2 = a-3\) choices. So \(2 + 4 + \cdots + (a-3)\) If \(a\) is even, we have \(\left ( \frac{a-2}{2} \right)^2\) If \(a\) is odd we have \(\frac{(a-3)(a-1)}{4}\) Therefore the total number is: \begin{align*} C &= \sum_{k=2}^N \left ( \frac{(2k-2)^2}{4} + \frac{(2k+1-3)(2k+1-1)}{4} \right) \\ &= \sum_{k=2}^N \left ( (k-1)^2 + (k-1)k\right) \\ &= \sum_{k=2}^N (2k^2-3k+1) \\ &= \sum_{k=1}^N (2k^2-3k+1) \\ &= \frac{N(N+1)(2N+1)}{3} - \frac{3N(N+1)}{2} + N \\ &= \frac{N((N+1)(4N+2-9)+6)}{6} \\ &= \frac{N(4N+1)(N-1)}{6} \\ \end{align*} When \(N = 3\) we have \(1, 2, \cdots, 7\) sticks, and so \(a = 4\), \(1\) option \(a = 5\), \(2\) options \(a = 6\) \(4\) options \(a = 7\) \(6\) options for a total of \(13\). \(\frac{3 \cdot 13 \cdot 2}{6} = 13\) so this is promising, There are \(\binom{2N+1}{3}\) ways to choose three sticks (in order) and of those our formula tells us how many are valid, therefore \begin{align*} && P &= \frac{ \frac{N(4N+1)(N-1)}{6} }{\frac{(2N+1)2N(2N-1)}{6}} \\ &&&= \frac{(4N+1)(N-1)}{2(4N^2-1)} \end{align*}
Integers \(n_{1},n_{2},\ldots,n_{r}\) (possibly the same) are chosen independently at random from the integers \(1,2,3,\ldots,m\). Show that the probability that \(\left|n_{1}-n_{2}\right|=k\), where \(1\leqslant k\leqslant m-1\), is \(2(m-k)/m^{2}\) and show that the expectation of \(\left|n_{1}-n_{2}\right|\) is \((m^{2}-1)/(3m)\). Verify, for the case \(m=2\), the result that the expection of \(\left|n_{1}-n_{2}\right|+\left|n_{2}-n_{3}\right|\) is \(2(m^{2}-1)/(3m).\) Write down the expectation, for general \(m\), of \[ \left|n_{1}-n_{2}\right|+\left|n_{2}-n_{3}\right|+\cdots+\left|n_{r-1}-n_{r}\right|. \] Desks in an examination hall are placed a distance \(d\) apart in straight lines. Each invigilator looks after one line of \(m\) desks. When called by a candidate, the invigilator walks to that candidate's desk, and stays there until called again. He or she is equally likely to be called by any of the \(m\) candidates in the line but candidates never call simultaneously or while the invigilator is attending to another call. At the beginning of the examination the invigilator stands by the first desk. Show that the expected distance walked by the invigilator in dealing with \(N+1\) calls is \[ \frac{d(m-1)}{6m}[2N(m+1)+3m]. \]
Solution:
The random variables \(X\) and \(Y\) take integer values \(x\) and \(y\) respectively which are restricted by \(x\geqslant1,\) \(y\geqslant1\) and \(2x+y\leqslant2a\) where \(a\) is an integer greater than 1. The joint probability is given by \[ \mathrm{P}(X=x,Y=y)=c(2x+y), \] where \(c\) is a positive constant, within this region and zero elsewhere. Obtain, in terms of \(x,c\) and \(a,\) the marginal probability \(\mathrm{P}(X=x)\) and show that \[ c=\frac{6}{a(a-1)(8a+5)}. \] Show that when \(y\) is an even number the marginal probability \(\mathrm{P}(Y=y)\) is \[ \frac{3(2a-y)(2a+2+y)}{2a(a-1)(8a+5)} \] and find the corresponding expression when \(y\) is off. Evaluate \(\mathrm{E}(Y)\) in terms of \(a\).