86 problems found
A bus is supposed to stop outside my house every hour on the hour. From long observation I know that a bus will always arrive some time between 10 minutes before and ten minutes after the hour. The probability it arrives at a given instant increases linearly (from zero at 10 minutes before the hour) up to a maximum value at the hour, and then decreases linearly at the same rate after the hour. Obtain the probability density function of \(T\), the time in minutes after the scheduled time at which a bus arrives. If I get up when my alarm clock goes off, I arrive at the bus stop at 7.55am. However, with probability 0.5, I doze for 3 minutes before it rings again. In that case with probability 0.8 I get up then and reach the bus stop at 7.58am, or, with probability 0.2, I sleep a little longer, not reaching the stop until 8.02am. What is the probability that I catch a bus by 8.10am? I buy a louder alarm clock which ensures that I reach the stop at exactly the same time each morning. This clock keeps perfect time, but may be set to an incorrect time. If it is correct, the alarm goes off so that I should reach the stop at 7.55am. After 100 mornings I find that I have had to wait for a bus until after 9am (according to the new clock) on 5 occasions. Is this evidence that the new clock is incorrectly set? {[}The time of arrival of different buses are independent of each other.{]}
Solution: The probability density function will look like a triangle with base \(20\) minutes and therefore height \(\frac{1}{10}\) per minute, ie: \begin{align*} f_T(t) &= \begin{cases} \frac{1}{100}(t+10) & \text{if } -10 \leq t \leq 0 \\ \frac{1}{100}(10-t) & \text{if } 0 \leq t \leq 10 \\ 0 & \text{otherwise} \end{cases} \end{align*} \begin{align*} \mathbb{P}(\text{catch bus}) &=0.5 \mathbb{P}(\text{bus arrives after 7:55})+0.4 \mathbb{P}(\text{bus arrives after 7:58}) + 0.1 \mathbb{P}(\text{bus arrives after 8:02}) \\ &= \frac12 \cdot \left (1 - \frac18 \right) + \frac{2}{5} \cdot \left ( 1 - \frac{4^2}{5^2} \cdot \frac{1}{2} \right) + \frac{1}{10} \cdot \frac{4^2}{5^2} \cdot \frac12 \\ &= \frac{1\,483}{2\,000} \\ &\approx 74\% \end{align*} \begin{align*} \mathbb{P}(\text{catch bus}) &= \mathbb{P}(\text{bus arrives after 7:55}) \mathbb{P}(\text{catch next bus by 9:00}) \\ &= \frac78 + \frac18 \cdot \frac12 \\ &= \frac{15}{16} \end{align*} He should expect to miss \(6.25\) buses, so missing \(5\) seems about right. (Using a binomial calculation, seeing 5 or fewer buses is ~\(40\%\) which isn't suspicious).
Each day, I choose at random between my brown trousers, my grey trousers and my expensive but fashionable designer jeans. Also in my wardrobe, I have a black silk tie, a rather smart brown and fawn polka-dot tie, my regimental tie, and an elegant powder-blue cravat which I was given for Christmas. With my brown or grey trousers, I choose ties (including the cravat) at random, except of course that I don\textquoteright t wear the cravat with the brown trousers or the polka-dot tie with the grey trousers. With the jeans, the choice depends on whether it is Sunday or one of the six weekdays: on weekdays, half the time I wear a cream-coloured sweat-shirt with \(E=mc{}^{2}\) on the front and no tie; otherwise, and on Sundays (when naturally I always wear a tie), I just pick at random from my four ties. This morning, I received through the post a compromising photograph of myself. I often receive such photographs and they are equally likely to have been taken on any day of the week. However, in this particular photograph, I am wearing my black silk tie. Show that, on the basis of this information, the probability that the photograph was taken on Sunday is \(11/68\). I should have mentioned that on Mondays I lecture on calculus and I therefore always wear my jeans (to make the lectures seem easier to understand). Find, on the basis of the complete information, the probability that the photograph was taken on Sunday. [The phrase `at random' means `with equal probability'.]
Solution:
Widgets are manufactured in batches of size \((n+N)\). Any widget has a probability \(p\) of being faulty, independent of faults in other widgets. The batches go through a quality control procedure in which a sample of size \(n\), where \(n\geqslant2\), is taken from each batch and tested. If two or more widgets in the sample are found to be faulty, all widgets in the batch are tested and all faults corrected. If fewer than two widgets in the sample are found to be faulty, the sample is replaced in the batch and no faults are corrected. Show that the probability that the batch contains exactly \(k\), where \(k\leqslant N\), faulty widgets after quality control is \[ \frac{\left[N+1+k\left(n-1\right)\right]N!}{\left(N-k+1\right)!k!}p^{k}\left(1-p\right)^{N+n-k}, \] and verify that this formula also gives the correct answer for \(k=N+1\). Show that the expected number of faulty widgets in a batch after quality control is \[ \left[N+n+pN(n-1)\right]p(1-p)^{n-1}. \]
Solution: \begin{align*} \mathbb{P}(\text{exactly }k\text{ faults after test}) &= \mathbb{P}(k\text{ faults in non-tested, 0 in batch})+\mathbb{P}(k-1\text{ faults in non-tested, 1 in batch}) \\ &=\binom{N}{k}(1-p)^{N-k}p^k\binom{n}{0}(1-p)^n+\binom{N}{k-1}(1-p)^{N-k+1}p^{k-1}\binom{n}{1}(1-p)^{n-1}p \\ &= (1-p)^{N-k+n}p^k \cdot \left ( \binom{N}{k}+n\binom{N}{k-1} \right) \\ &= (1-p)^{N-k+n}p^k \cdot \left (\frac{N!}{k!(N-k)!}+\frac{N!n}{(k-1)!(N-k+1)!}\right) \\ &= (1-p)^{N-k+n}p^k \frac{N!}{k!(N-k+1)!} \cdot \left ((N-k+1)+nk \right) \\ &= \frac{\left[N+1+k\left(n-1\right)\right]N!}{\left(N-k+1\right)!k!}p^{k}\left(1-p\right)^{N+n-k} \end{align*} When \(k = N+1\) we get: \begin{align*} \frac{(N+1)n N!}{(N+1)!} p^{N+1}(1-p)^{N+n-k} &= np^{N+1}(1-p)^{N+n-k} \end{align*} and the probability is: \begin{align*} \mathbb{P}(\text{exactly }N+1\text{ faults after test}) &= \mathbb{P}(N\text{ faults in non-tested, 1 in batch}) \\ &= \binom{N}{N}p^N \cdot \binom{n}{1}p(1-p)^{N-1} \\ &= np^{N+1}(1-p)^{N+n-k} \end{align*} So the formula does work for \(k = N+1\). \begin{align*} \mathbb{E}(faults) &= \sum_{k=0}^{N+1} k \cdot \mathbb{P}(\text{exactly }k\text{ faults after test}) \\ &= \sum_{k=0}^{N+1} k \cdot \frac{\left[N+1+k\left(n-1\right)\right]N!}{\left(N-k+1\right)!k!}p^{k}\left(1-p\right)^{N+n-k} \\ &= \sum_{k=1}^{N+1} \frac{\left[N+1+k\left(n-1\right)\right]N!}{\left(N-k+1\right)!(k-1)!}p^{k}\left(1-p\right)^{N+n-k} \\ &= \sum_{k=1}^{N+1} \left[N+1+k\left(n-1\right)\right] p(1-p)^{n-1}\binom{N}{k-1}p^{k-1}\left(1-p\right)^{N-k+1} \\ &= p(1-p)^{n-1} \cdot \left ( (N+1+n-1)\sum_{k=1}^{N+1} \binom{N}{k-1}p^{k-1}\left(1-p\right)^{N-k+1}+ (n-1)\sum_{k=1}^{N+1} (k-1)\binom{N}{k-1}p^{k-1}\left(1-p\right)^{N-k+1} \right) \\ &= p(1-p)^{n-1} \left ((N+1+n-1) + (n-1)pN \right) \\ &= \left[N+n+pN(n-1)\right]p(1-p)^{n-1} \end{align*}
It is believed that the population of Ruritania can be described as follows:
Solution:
In Fridge football, each team scores two points for a goal and one point for a foul committed by the opposing team. In each game, for each team, the probability that the team scores \(n\) goals is \(\left(3-\left|2-n\right|\right)/9\) for \(0\leqslant n\leqslant4\) and zero otherwise, while the number of fouls committed against it will with equal probability be one of the numbers from \(0\) to \(9\) inclusive. The numbers of goals and fouls of each team are mutually independent. What is the probability that in some game a particular team gains more than half its points from fouls? In response to criticisms that the game is boring and violent, the ruling body increases the number of penalty points awarded for a foul, in the hope that this will cause large numbers of fouls to be less probable. During the season following the rule change, 150 games are played and on 12 occasions (out of 300) a team committed 9 fouls. Is this good evidence of a change in the probability distribution of the number of fouls? Justify your answer.
Solution: \begin{array}{c|c|c|c} k & \P(k \text{ goals}) & \P(\geq 2k+1 \text{ fouls}) & \P(k \text{ goals and } \geq 2k+1 \text{ fouls}) \\ \hline 0 & \frac{3-|2|}{9} = \frac19 & \frac{9}{10} & \frac{9}{90}\\ 1 & \frac{3-|2-1|}{9} = \frac29 & \frac{7}{10} & \frac{14}{90} \\ 2 & \frac{3-|2-2|}{9} = \frac39 & \frac{5}{10} & \frac{15}{90} \\ 3 & \frac{3-|2-3|}{9} = \frac29 & \frac{3}{10} & \frac{6}{90} \\ 4 & \frac{3-|2-4|}{9} = \frac19 & \frac{1}{10} & \frac{1}{90} \\ \hline &&& \frac{9+14+15+6+1}{90} = \frac12 \end{array} The probability a team scores more than half its points from fouls is \(\frac12\). Letting \(X\) be the number of times a team committed \(9\) fouls, then \(X \sim B(300, p)\). Consider two hypotheses: \(H_0: p = \frac1{10}\) \(H_1: p < \frac1{10}\) Under \(H_0\), we are interested in \(\P(X \leq 9)\). Since \(300 \frac{1}{10} > 5\) it is appropriate to use a normal approximation, \(N(30, 27)\). Therefore, \begin{align*} && \P(X \leq 9) &\approx \P(3\sqrt{3}Z + 30 \leq 9.5) \\ &&&= \P( Z \leq \frac{9.5-30}{3\sqrt{3}}) \\ &&&= \P(Z \leq \frac{-20.5}{3\sqrt{3}}) \\ &&&< \P(Z \leq -\frac{7}{2}) \end{align*} Which is very small. Therefore there is good evidence to believe there has been a change in the number of fouls.
Wondergoo is applied to all new cars. It protects them completely against rust for three years, but thereafter the probability density of the time of onset of rust is proportional to \(t^{2}/(1+t^{2})^{2}\) for a car of age \(3+t\) years \((t\geqslant0)\). Find the probability that a car becomes rusty before it is \(3+t\) years old. Every car is tested for rust annually on the anniversary of its manufacture. If a car is not rusty, it will certainly pass; if it is rusty, it will pass with probability \(\frac{1}{2}.\) Cars which do not pass are immediately taken off the road and destroyed. What is the probability that a randomly selected new car subsequently fails a test taken on the fifth anniversary of its manufacture? Find also the probability that a car which was destroyed immediately after its fifth anniversary test was rusty when it passed its fourth anniversary test.
Solution: Given the probability density after \(3\) years is proportional to \(\frac{t^2}{(1+t^2)^2}\) then we must have that: \begin{align*} && 1 &= A \int_0^{\infty} \frac{t^2}{(1+t^2)^2} \, \d t \\ &&&= A \left [ -\frac12 \frac{t}{1+t^2} \right]_0^{\infty} + \frac{A}2 \int_0^{\infty} \frac{1}{1+t^2} \d t \\ &&&= \frac{A}{2} \frac{\pi}{2} \\ \Rightarrow && A &= \frac{4}{\pi} \end{align*} In order to fail a test on the fifth anniversary, there are two possibilities for when we went faulty. We could have gone faulty before \(4\) years, got lucky once and then failed the second test, or gone faulty in the next year and then failed the first test. \begin{align*} \P(\text{rusty before } 4 \text{ years}) &=\frac{4}{\pi} \int_0^1 \frac{t^2}{(1+t^2)^2} \d t \\ &= \frac{4}{\pi} \left [ -\frac12 \frac{t}{1+t^2} \right]_0^{1} + \frac{2}{\pi} \int_0^{1} \frac{1}{1+t^2} \d t \\ &= -\frac{1}{\pi} + \frac{2}{\pi} \frac{\pi}{4} \\ &= \frac12 - \frac{1}{\pi} \\ &\approx 0.181690\cdots \\ \\ \P(\text{rusty before } 5 \text{ years}) &=\frac{4}{\pi} \int_0^1 \frac{t^2}{(1+t^2)^2} \d t \\ &= \frac{4}{\pi} \left [ -\frac12 \frac{t}{1+t^2} \right]_0^{2} + \frac{2}{\pi} \int_0^{2} \frac{1}{1+t^2} \d t \\ &= -\frac{4}{5\pi} + \frac{2}{\pi} \tan^{-1} 2 \\ &\approx 0.450184\cdots \\ \end{align*} Therefore: \begin{align*} \P(\text{fails 5th anniversary}) &= \P(\text{rusty before } 4 \text{ years}) \P(\text{pass one, fail other}) + \\ & \quad \quad + \P(\text{rusty between 4 and 5 years}) \P(\text{fail}) \\ &= 0.181690\cdots \cdot \frac{1}{4} + \frac{1}{2} ( 0.450184\cdots- 0.181690\cdots) \\ &= \frac{1}{2} 0.450184\cdots - \frac{1}{4} 0.181690\cdots \\ &= 0.1796688\cdots \\ &= 18.0\%\,\, (3\text{ s.f.}) \end{align*} We also must have that: \begin{align*} \P(\text{rusty at 4 years}|\text{destroyed at 5}) &= \frac{\P(\text{rusty at 4 years and destroyed at 5})}{\P(\text{destroyed at 5})} \\ &= \frac{0.181690\cdots \cdot \frac{1}{4}}{\frac{1}{2} 0.450184\cdots - \frac{1}{4} 0.181690\cdots} \\ &= 0.252811\cdots \\ &= 25.3\%\,\,(3\text{ s.f.}) \end{align*}
Find the probability that the quadratic equation \[ X^{2}+2BX+1=0 \] has real roots when \(B\) is normally distributed with zero mean and unit variance. Given that the two roots \(X_{1}\) and \(X_{2}\) are real, find:
Solution: The roots are \(X_1, X_2 = -B \pm \sqrt{B^2-1}\)
\(A,B\) and \(C\) play a table tennis tournament. The winner of the tournament will be the first person to win two games in a row. In any game, whoever is not playing acts as a referee, and each playerhas equal chance of winning the game. The first game of the tournament is played between \(A\) and \(B\), with \(C\) as referee. Thereafter, if the tournament is still undecided at the end of any game, the winner and referee of that game play the next game. The tournament is recorded by listing in order the winners of each game, so that, for example, \(ACC\) records a three-game tournament won by \(C\), the first game having been won by \(A\). Determine which of the following sequences of letters could be the record of a complete tournament, giving brief reasons for your answers:
Solution:
My two friends, who shall remain nameless, but whom I shall refer to as \(P\) and \(Q\), both told me this afternoon that there is a body in my fridge. I'm not sure what to make of this, because \(P\) tells the truth with a probability of only \(p\), while \(Q\) (independently) tells the truth with probability \(q\). I haven't looked in the fridge for some time, so if you had asked me this morning, I would have said that there was just as likely to be a body in it as not. Clearly, in view of what \(P\) and \(Q\) told me, I must revise this estimate. Explain carefully why my new estimate of the probability of there being a body in the fridge should be \[ \frac{pq}{1-p-q+2pq}. \] I have now been to look in the fridge, and there is indeed a body in it; perhaps more than one. It seems to me that only my enemy \(A\), or my enemy \(B\), or (with a bit of luck) both \(A\) and \(B\) could be in my fridge, and this morning I would have judged these three possibilities to be equally likely. But tonight I asked \(P\) and \(Q\) separately whether or not \(A\) was in the fridge, and they each said that he was. What should be my new estimate of the probability that both \(A\) and \(B\) are in my fridge? Of course, I tell the truth always.
Solution: \begin{align*} \mathbb{P}(\text{body in fridge} | \text{P and Q say so}) &= \frac{\mathbb{P}(\text{body in fridge and P and Q say so})}{\mathbb{P}(\text{P and Q say so})} \\ &= \frac{\frac12 pq}{\mathbb{P}(\text{body in fridge and P and Q say so})+\mathbb{P}(\text{no body in fridge and P and Q say so})} \\ &= \frac{\frac12 pq}{\frac12 pq + \frac12(1-p)(1-q)} \\ &= \frac{pq}{pq + 1-p-q+pq} \\ &= \frac{pq}{1-p-q+2pq} \end{align*} \begin{align*} \mathbb{P}(\text{A and B in fridge} | \text{P and Q say A is in fridge}) &= \frac{\mathbb{P}(\text{A and B in fridge and P and Q say A is in fridge}) }{\mathbb{P}( \text{P and Q say A is in fridge}) } \\ &= \frac{\frac13pq}{\frac13pq+\frac13pq+\frac13(1-p)(1-q)} \\ &= \frac{pq}{1-p-q+3pq} \end{align*}
A patient arrives with blue thumbs at the doctor's surgery. With probability \(p\) the patient is suffering from Fenland fever and requires treatment costing \(\pounds 100.\) With probability \(1-p\) he is suffering from Steppe syndrome and will get better anyway. A test exists which infallibly gives positive results if the patient is suffering from Fenland fever but also has probability \(q\) of giving positive results if the patient is not. The test cost \(\pounds 10.\) The doctor decides to proceed as follows. She will give the test repeatedly until either the last test is negative, in which case she dismisses the patient with kind words, or she has given the test \(n\) times with positive results each time, in which case she gives the treatment. In the case \(n=0,\) she treats the patient at once. She wishes to minimise the expected cost \(\pounds E_{n}\) to the National Health Service.
Solution: