sol13 - CS 70 Discrete Mathematics and Probability Theory...

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Unformatted text preview: CS 70 Discrete Mathematics and Probability Theory Fall 2010 Tse/Wagner Soln 13 1. (25 pts.) Probabilistically Buying Probability Books Chuck will go shopping for probability books for K hours. Here, K is a random variable and is equally likely to be 1, 2, or 3. The number of books N that he buys is random and depends on how long he shops. We are told that Pr [ N = n | K = k ] = c k , for n = 1 ,..., k for some constant c . (a) Compute c . Answer: For any k , we know that probabilities conditioned on K = k must sum to 1, i.e ∑ n Pr [ N = n | K = k ] = 1 , so it must be that 1 = k ∑ n = 1 Pr [ N = n | K = k ] = k × c k = c . Thus, c = 1. (b) Find the joint distribution of K and N . Answer: The joint distribution specifies Pr [ N = n ∩ K = k ] for all n and k . Note that Pr [ N = n ∩ K = k ] = Pr [ N = n | K = k ] Pr [ K = k ] and we know Pr [ N = n | K = k ] and Pr [ K = k ] (it says all k ∈ { 1 , 2 , 3 } are equally likely). We use this formula to calculate Pr [ N = n ∩ K = k ] for each n , k and list the result in a table: n \ k 1 2 3 1 1 3 1 6 1 9 2 1 6 1 9 3 1 9 (c) Find the marginal distribution of N . Answer: The marginal distribution of N is given by the value of Pr [ N = n ] , for each possible value of n . By the total probability rule, Pr [ N = n ] = Pr [ N = n ∩ K = 1 ]+ Pr [ N = n ∩ K = 2 ]+ Pr [ N = n ∩ K = 3 ] . Thus, we get Pr [ N = n ] = 1 3 + 1 6 + 1 9 if n = 1 1 6 + 1 9 if n = 2 1 9 if n = 3 = 11 18 if n = 1 5 18 if n = 2 2 18 if n = 3 CS 70, Fall 2010, Soln 13 1 (d) Find the conditional distribution of K given that N = 1. Answer: By definition, Pr [ K = k | N = 1 ] = Pr [ K = k ∩ N = 1 ] Pr [ N = 1 ] . The numerator comes from the joint distribu- tion of N and K (part (b)), and the denominator comes from the marginal distribution of N (part (c)). Plugging in, we get Pr [ K = k | N = 1 ] = 1 3 11 18 if k = 1 1 6 11 18 if k = 2 1 9 11 18 if k = 3 = 6 11 if k = 1 3 11 if k = 2 2 11 if k = 3 (e) We are now told that he bought at least 1 but no more than 2 books. Find the conditional mean and variance of K , given this piece of information. Answer: We first compute the distribution Pr [ K = k | N = 1 ∪ N = 2 ] as we did in part (d): Pr [ K = k | N = 1 ∪ N = 2 ] = 1 3 16 18 if k = 1 1 6 + 1 6 16 18 if k = 2 1 9 + 1 9 16 18 if k = 3 = 3 8 if k = 1 3 8 if k = 2 2 8 if k = 3 Now, the mean will be E ( K | N = 1 ∪ N = 2 ) = 1 × 3 8 + 2 × 3 8 + 3 × 2 8 = 15 8 and the variance will be Var ( K | N = 1 ∪ N = 2 ) = E ( K 2 | N = 1 ∪ N = 2 )- E ( K | N = 1 ∪ N = 2 ) 2 = 1 2 × 3 8 + 2 2 × 3 8 + 3 2 × 2 8- 15 8 2 = 39 64 ≈ . 61 (f) The cost of each book is a random variable with mean 3. What is the expectation of his total expendi- ture? Hint: Condition on events N = 1 ,..., N = 3 and use the total expectation theorem....
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This note was uploaded on 12/08/2010 for the course CS 70 taught by Professor Papadimitrou during the Fall '08 term at Berkeley.

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sol13 - CS 70 Discrete Mathematics and Probability Theory...

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