Randomized Algorithms I, Spring 2018, Department of Computer Science, University of Helsinki Homework 1: Solutions (Discussed January 25, 2018)

Size: px
Start display at page:

Download "Randomized Algorithms I, Spring 2018, Department of Computer Science, University of Helsinki Homework 1: Solutions (Discussed January 25, 2018)"

Transcription

1 Radomized Algorithms I, Sprig 08, Departmet of Computer Sciece, Uiversity of Helsiki Homework : Solutios Discussed Jauary 5, 08). Exercise.: Cosider the followig balls-ad-bi game. We start with oe black ball ad oe white ball i a bi. We repeatedly do the followig: choose oe ball from the bi uiformly at radom, ad the put the ball back i the bi with aother ball of the same color. We repeat util there are balls i the bi. Show that the umber of white balls is equally likely to be ay umber betwee ad. Let W be the umber of white balls whe the total umber of balls is. We eed to show that for all we have PrW k) / ), k,...,. We prove this by iductio. The base case is that, i which case the claim is clearly true. Now assume that the claim is true for some. For k,...,, the evet W + k ca take place i two ways: W k ad a black ball is chose. Possible oly if k <.) W k ad a white ball is chose. Possible oly if k >.) First ote that give W the probability of choosig a white ball is W /. Now usig this ad the defiitio of coditioal probability we get the probability of the first case: Prblack W k) Prblack W k)prw k) k ) k ) Note that i the special case k, the above derivatio is ot valid but the resultig formula still gives the right aswer, amely Prblack W ) 0. Similarly we get the probability of the secod case: Prwhite W k ) Prwhite W k )PrW k ) k Agai the formula gives the right asver for the special case k. Sice the two cases are disjoit evets, we get PrW + k) k ) + k ), Thus the claim is also true for + ad by iductio priciple it holds for all. k ). Exercise.5: Suppose that we roll te stadard six-sided dice. What is the probability that their sum will be divisible by, assumig that the rolls are idepedet? First ote that the rolls are mutually idepedet. Let X i be the result of ith roll ad S X i. The sum of the rolls is divisible by if S 0 0 mod ), where S 0 X 0 + S 9. Assume that the results of first 9 rolls are fixed ad their sum is S 9 s 9. Now there is oly oe value of the last die that makes S 0 divisible by, amely X 0 s 9 mod ). Sice each value i {,,...,} has equal probability, the probability

2 of the evet is /. More formally we have PrS 0 0 mod )) PrX 0 + S 9 0 mod )) Pr X 0 + x,...,x 9 ) {,...,} 9 Pr X 0 + x,...,x 9 ) {,...,} x i 0 mod ) X,...,X 9 ) x,...,x 9 ) x i 0 mod ) PrX,...,X 9 ) x,...,x 9 )) x,...,x 9 ) {,...,} 9, ) PrX,...,X 9 ) x,...,x 9 )) where we first used the law of total probability ad the used the fact that the rolls are mutually idepedet. ) 3. Exercise.: Suppose that we idepedetly roll two stadard six-sided dice. Let X be the umber that shows o the first die, X the umber o the secod die, ad X the sum of the umber o the two dice. a) What is E[X X is eve]? Usig the liearity of expectatio: E[X X is eve] E[X + X X is eve] E[X X is eve] + E[X X is eve] E[X X is eve] + E[X ] ) ) b) What is E[X X X ]? c) What is E[X X 9]? E[X X X ] x x PrX x X X ) 7 E[X X 9] x x x d) What is E[X X X k] for k i the rage [,]? x PrX x X 9) x PrX x X 9) PrX 9) x /3 4/ ) 4 Usig the liearity of expectatio ad the fact that X ad X have the same distributio: E[X X X k] E[X X k] E[X X k] 0

3 4. Exercise.: Suppose we flip a coi times to obtai a sequece of flips X,X,...,X. A streak of flips is a cosecutive subsequece of flips that are all the same. For example, if X 3, X 4, ad X 5 are all heads, there is a streak of legth 3 startig at the third flip. If X is also heads, the there is also a streak of legth 4 startig at the third flip.) a) Let be a power of. Show that the expected umber of streaks of legth log + is o). Deote by k log + the legths of the streaks we are cosiderig. Let Y i be a idicator variable which gets value if there is a streak of legth k startig from the ith flip i,..., k + ). Now the total umber of streaks of legth k is S k+ Y i. Usig the liearity of expectatio ad the fact that E[Y i ] PrY i ), the expectatio of S is k+ E[S] k+ E[Y i ] PrY i ). For Y i to be true, X i ca be either heads or tails but the ext k flips must be the same as X i. Assumig that the flips are idepedet ad the coi is fair, the probability that this happes is PrY i ) /) k. By isertig this to the above equatio we get E[S] k+ ) k which is o) with respect to. k+ ) log k+ k log, b) Show that, for sufficiet large, the probability that there is o streak of legth at least log log log is less tha /. Hit: Break the sequece of flips up ito disjoit blocks of log log log cosecutive flips, ad use that the evet that oe block is a streak is idepedet of the evet that ay other block is a streak.) Let s use otatio k log log log. We break the sequece ito disjoit blocks of k cosecutive flips. There are /k such blocks we igore possible extra flips). For the sequece of flips to ot cotai a streak of k flips deote this evet by A) it is ecessary that oe of the blocks cotais a streak of legth k deote this evet by B). Thus we have PrA) PrB). The probability that a sigle block does ot cotai a streak is /) k. Sice the blocks are disjoit ad thus idepedet), the probability that oe of the blocks cotais a streak is PrB) ) ) k /k Now, sice k log log log ad /k /log, we get ) ) log log log /log PrB) log ) /log exp log )) /log exp log )) exp log log log where the secod iequality is based o the fact that x e x. Let g) log /. Sice g4) 3/4 > /log e ad sice g) is icreasig for > 4 as the derivative Dg)) log /l)) > 0 whe 4), for 4 we have that g) /log e ad therefore )), 3

4 PrB) exp log ) exp l) log e. 5. Exercise.: A permutatio π : [,] [,] ca be repseted as a set of cycles as follows. Let there be oe vertex for each umber i, i,...,. If the permutatio maps the umber i to the umber πi), the a directed arc is draw from vertex i to vertex πi). This leads to a graph that is a set of disjoit cycles. Notice that some of the cycles could be self-loops. What is the expected umber of cycles i a radom permutatio of umbers? Let X k i be a idicator variable which is if vertex i belogs to a cycle of legth k. Let Y k X k +X k X k be the total umber of odes belogig to a k-cycle ad let N k be the umber of k-cycles i the graph. By defiitio we must have N k Y k /k. Fially, let N be the total umber of cycles i the graph, which is N k N k. How may permutatios π are there such that Xi k? If vertex i belogs to a k-cycle, the the ext vertex j πi) ca ot be vertex i, vertex π j) ca be either i or j, ad so o, util the k:th vertex is agai i. Thus, we ca choose the cosecutive k vertices o the same cycle i ) ) k + ) ways. The remaiig k vertices ca be i ay order i π, so the umber of possibilities is k) k ). The total umber of permutatios such that Xi k therefore )!. As there are! permutatios i total, the probability of such evet is PrXi k ) )!/! /. Now, by usig the liearity of expectatios twice, we ca get the expecter umber or cycles E[N] k E[N k ] k k E[Y k] k k E[Xi k ] k k k k H).. Exercise.4: We roll a stadard fair die over ad over. What is the expected umber of rolls util the first pair of cosecutive sixes appears? Hit: The aswer is ot 3.) We partitio the roll sequece ito cosecutive subsequeces such that each subsequece begis where the previous subsequece eds, cotiues util the first six is ecoutered, the cotais oe extra roll more ad eds. For example, a sequece,4,,4,3,,,,,) cosists of three such subsequeces:,4),,4,3,,) ad,,). The first pair of cosecutive sixes appears whe, for the first time, the last roll of a subsequece is six. Let N be the umber subsequeces eeded before this happes. Let E i deote the evet that last roll of ith subsequece is six. For ay sigle subsequece the probability of this evet is PE i ) /. Clearly evets E i are idepedet, ad thus N is geometrically distributed with parameter / ad its expectatio is E[N]. Now, let X i be the legth of ith subsequece. The total umber of rolls util the first pair of cosecutive sixes appears is the X N X i. By first usig Lemma.5 ad liearity of expectatios, we get E[X] PrN )E[X N ] PrN )E [ X i ] PrN ) E[X i ]. O the other had, we have X i Y i +, where Y i is the umber of rolls eeded util the first six is ecoutered i ith subsequece. Sice the rolls are idepedet ad the probability of gettig six is / for each roll, Y i is geometrically distributed with parameter /. Thus, we have E[Y i ] ad furthermore E[X i ] + 7. Pluggig that ito the above equatio, we get E[X] PrN ) 7 7 PrN ) 7 E[N]

5 Aother way to approach this is to use the memorylessess property. Let X be the umber of rolls util the first pair of cosecutive sixes appears ad let A i deote the evet that ith roll is six. Evets A i are mutually idepedet ad we have PrA i ) /. Now, sice at least two rolls is always required, we ca split up the expectatio as follows: E[X] PrĀ )E[X Ā ] + PrA )E[X A ] PrĀ )E[X Ā ] + PrA ) PrĀ A )E[X A,Ā ] + PrA A )E[X A,A ] ) PrĀ )E[X Ā ] + PrA ) PrĀ )E[X A,Ā ] + PrA )E[X A,A ] ) 5 E[X Ā ] + 5 E[X A,Ā ] + ) E[X A,A ]. Now, as the past rolls do ot have ay effect o the future, if our previous roll is ot six, the the expected umber of additioal rolls we eed is the same as the expected umber of rolls i the begiig. That is, we have E[X A c ] +E[X] ad E[X A,A c ] +E[X]. Also, we have E[X A,A ], sice if A ad A are true, the we already have two cosecutive sixes. Hece, we have E[X] 5 + E[X]) E[X]) + ) 35 4 E[X] E[X] Exercise.3: You eed a ew staff assistat, ad you have people to review. You wat to hire the best cadidate for the positio. Whe you iterview a cadidate, you ca give them a score, with the highest score beig the best ad o ties beig possible. You iterview the cadidates oe by oe. Because of your compay s hirig practices, after you iterview the kth cadidate, you either offer the cadidate the job before the ext iterview or you forever lose the chace to hire that cadidate. We suppose the cadidates are iterviewed i a radom order, chose uiformly at radom from all! possible orderigs. We cosider the followig strategy. First, iterview m cadidates but reject them all; these cadidates give you a idea of how strog the field is. After the mth cadidate, hire the first cadidate you iterview who is better tha all of the previous cadidates you have iterviewed. a) Let E be the evet that we hire the best assistat, ad let E i be the evet that ith cadidate is the best ad we hire him. Determie PrE i ), ad show that PrE) m jm+ j. Sice the the order of cadidates is chose uiformly at radom, for the best cadidate each positio is equally likely. Thus, the probability that ith cadidate is the best is /. Now assume, that ith cadidate is the best oe. If i m, the the ith caditate ca ot be hired ad PrE i ) 0. Otherwise, the ith cadidate is hired if ad oly if oe of the cadidates m +,m +,...,i is better tha the best of the first m cadidates, i other words, if the best of the first i cadidates is oe of the first m cadidates. Sice each positio is equally likely, the probability that this happes is m/i ). Therefore we have: PrE i ) { m i if i > m 0 if i m. Now, E E i ad evets E i are disjoit, so the probability of E is PrE) PrE i ) im+ m i m im+ i. b) Boud jm+ j to obtai m l lm) PrE) m l ) lm )). 5

6 We use the same method as i Lemma.0 to boud the probability PrE). I geeral, if f k) is mootiically decreasig, the b+ b f x)dx f k) f x)dx. a a b ka Hece, by settig f i) /i ), we get a lower boud m + dx m+ x m l lm) ad a upper boud m dx m x m l ) lm )). c) Show that ml lm)/ is maximized whe m /e, ad explai why this meas PrE) /e for this choise of m. We fid the maximum of a fuctio f m) ml lm)/ by fidig where its derivative is zero: f m) l lm 0 lm l m /e To check that this actually is a maximum poit, we calculate the secod derivative: f m) m. This is egative for all m, > 0, so f is cocave w.r.t. m ad thus m /e is a actual maximum poit. By pluggig m /e ito the lower boud iequatio we get PrE) e l l e ) e.

Problem Set 2 Solutions

Problem Set 2 Solutions CS271 Radomess & Computatio, Sprig 2018 Problem Set 2 Solutios Poit totals are i the margi; the maximum total umber of poits was 52. 1. Probabilistic method for domiatig sets 6pts Pick a radom subset S

More information

n outcome is (+1,+1, 1,..., 1). Let the r.v. X denote our position (relative to our starting point 0) after n moves. Thus X = X 1 + X 2 + +X n,

n outcome is (+1,+1, 1,..., 1). Let the r.v. X denote our position (relative to our starting point 0) after n moves. Thus X = X 1 + X 2 + +X n, CS 70 Discrete Mathematics for CS Sprig 2008 David Wager Note 9 Variace Questio: At each time step, I flip a fair coi. If it comes up Heads, I walk oe step to the right; if it comes up Tails, I walk oe

More information

f X (12) = Pr(X = 12) = Pr({(6, 6)}) = 1/36

f X (12) = Pr(X = 12) = Pr({(6, 6)}) = 1/36 Probability Distributios A Example With Dice If X is a radom variable o sample space S, the the probablity that X takes o the value c is Similarly, Pr(X = c) = Pr({s S X(s) = c} Pr(X c) = Pr({s S X(s)

More information

Design and Analysis of Algorithms

Design and Analysis of Algorithms Desig ad Aalysis of Algorithms Probabilistic aalysis ad Radomized algorithms Referece: CLRS Chapter 5 Topics: Hirig problem Idicatio radom variables Radomized algorithms Huo Hogwei 1 The hirig problem

More information

CS 171 Lecture Outline October 09, 2008

CS 171 Lecture Outline October 09, 2008 CS 171 Lecture Outlie October 09, 2008 The followig theorem comes very hady whe calculatig the expectatio of a radom variable that takes o o-egative iteger values. Theorem: Let Y be a radom variable that

More information

f X (12) = Pr(X = 12) = Pr({(6, 6)}) = 1/36

f X (12) = Pr(X = 12) = Pr({(6, 6)}) = 1/36 Probability Distributios A Example With Dice If X is a radom variable o sample space S, the the probability that X takes o the value c is Similarly, Pr(X = c) = Pr({s S X(s) = c}) Pr(X c) = Pr({s S X(s)

More information

Final Review for MATH 3510

Final Review for MATH 3510 Fial Review for MATH 50 Calculatio 5 Give a fairly simple probability mass fuctio or probability desity fuctio of a radom variable, you should be able to compute the expected value ad variace of the variable

More information

Problems from 9th edition of Probability and Statistical Inference by Hogg, Tanis and Zimmerman:

Problems from 9th edition of Probability and Statistical Inference by Hogg, Tanis and Zimmerman: Math 224 Fall 2017 Homework 4 Drew Armstrog Problems from 9th editio of Probability ad Statistical Iferece by Hogg, Tais ad Zimmerma: Sectio 2.3, Exercises 16(a,d),18. Sectio 2.4, Exercises 13, 14. Sectio

More information

STAT Homework 1 - Solutions

STAT Homework 1 - Solutions STAT-36700 Homework 1 - Solutios Fall 018 September 11, 018 This cotais solutios for Homework 1. Please ote that we have icluded several additioal commets ad approaches to the problems to give you better

More information

CS 330 Discussion - Probability

CS 330 Discussion - Probability CS 330 Discussio - Probability March 24 2017 1 Fudametals of Probability 11 Radom Variables ad Evets A radom variable X is oe whose value is o-determiistic For example, suppose we flip a coi ad set X =

More information

HOMEWORK 2 SOLUTIONS

HOMEWORK 2 SOLUTIONS HOMEWORK SOLUTIONS CSE 55 RANDOMIZED AND APPROXIMATION ALGORITHMS 1. Questio 1. a) The larger the value of k is, the smaller the expected umber of days util we get all the coupos we eed. I fact if = k

More information

An Introduction to Randomized Algorithms

An Introduction to Randomized Algorithms A Itroductio to Radomized Algorithms The focus of this lecture is to study a radomized algorithm for quick sort, aalyze it usig probabilistic recurrece relatios, ad also provide more geeral tools for aalysis

More information

Sequences and Series of Functions

Sequences and Series of Functions Chapter 6 Sequeces ad Series of Fuctios 6.1. Covergece of a Sequece of Fuctios Poitwise Covergece. Defiitio 6.1. Let, for each N, fuctio f : A R be defied. If, for each x A, the sequece (f (x)) coverges

More information

Massachusetts Institute of Technology

Massachusetts Institute of Technology Solutios to Quiz : Sprig 006 Problem : Each of the followig statemets is either True or False. There will be o partial credit give for the True False questios, thus ay explaatios will ot be graded. Please

More information

Probability theory and mathematical statistics:

Probability theory and mathematical statistics: N.I. Lobachevsky State Uiversity of Nizhi Novgorod Probability theory ad mathematical statistics: Law of Total Probability. Associate Professor A.V. Zorie Law of Total Probability. 1 / 14 Theorem Let H

More information

Discrete Mathematics for CS Spring 2005 Clancy/Wagner Notes 21. Some Important Distributions

Discrete Mathematics for CS Spring 2005 Clancy/Wagner Notes 21. Some Important Distributions CS 70 Discrete Mathematics for CS Sprig 2005 Clacy/Wager Notes 21 Some Importat Distributios Questio: A biased coi with Heads probability p is tossed repeatedly util the first Head appears. What is the

More information

Discrete Mathematics for CS Spring 2007 Luca Trevisan Lecture 22

Discrete Mathematics for CS Spring 2007 Luca Trevisan Lecture 22 CS 70 Discrete Mathematics for CS Sprig 2007 Luca Trevisa Lecture 22 Aother Importat Distributio The Geometric Distributio Questio: A biased coi with Heads probability p is tossed repeatedly util the first

More information

Learning Theory: Lecture Notes

Learning Theory: Lecture Notes Learig Theory: Lecture Notes Kamalika Chaudhuri October 4, 0 Cocetratio of Averages Cocetratio of measure is very useful i showig bouds o the errors of machie-learig algorithms. We will begi with a basic

More information

Lecture 6: Coupon Collector s problem

Lecture 6: Coupon Collector s problem Radomized Algorithms Lecture 6: Coupo Collector s problem Sotiris Nikoletseas Professor CEID - ETY Course 2017-2018 Sotiris Nikoletseas, Professor Radomized Algorithms - Lecture 6 1 / 16 Variace: key features

More information

CS 70 Second Midterm 7 April NAME (1 pt): SID (1 pt): TA (1 pt): Name of Neighbor to your left (1 pt): Name of Neighbor to your right (1 pt):

CS 70 Second Midterm 7 April NAME (1 pt): SID (1 pt): TA (1 pt): Name of Neighbor to your left (1 pt): Name of Neighbor to your right (1 pt): CS 70 Secod Midter 7 April 2011 NAME (1 pt): SID (1 pt): TA (1 pt): Nae of Neighbor to your left (1 pt): Nae of Neighbor to your right (1 pt): Istructios: This is a closed book, closed calculator, closed

More information

CS / MCS 401 Homework 3 grader solutions

CS / MCS 401 Homework 3 grader solutions CS / MCS 401 Homework 3 grader solutios assigmet due July 6, 016 writte by Jāis Lazovskis maximum poits: 33 Some questios from CLRS. Questios marked with a asterisk were ot graded. 1 Use the defiitio of

More information

Discrete Mathematics and Probability Theory Summer 2014 James Cook Note 15

Discrete Mathematics and Probability Theory Summer 2014 James Cook Note 15 CS 70 Discrete Mathematics ad Probability Theory Summer 2014 James Cook Note 15 Some Importat Distributios I this ote we will itroduce three importat probability distributios that are widely used to model

More information

Lecture 2: April 3, 2013

Lecture 2: April 3, 2013 TTIC/CMSC 350 Mathematical Toolkit Sprig 203 Madhur Tulsiai Lecture 2: April 3, 203 Scribe: Shubhedu Trivedi Coi tosses cotiued We retur to the coi tossig example from the last lecture agai: Example. Give,

More information

Application to Random Graphs

Application to Random Graphs A Applicatio to Radom Graphs Brachig processes have a umber of iterestig ad importat applicatios. We shall cosider oe of the most famous of them, the Erdős-Réyi radom graph theory. 1 Defiitio A.1. Let

More information

Math 155 (Lecture 3)

Math 155 (Lecture 3) Math 55 (Lecture 3) September 8, I this lecture, we ll cosider the aswer to oe of the most basic coutig problems i combiatorics Questio How may ways are there to choose a -elemet subset of the set {,,,

More information

Lecture 12: November 13, 2018

Lecture 12: November 13, 2018 Mathematical Toolkit Autum 2018 Lecturer: Madhur Tulsiai Lecture 12: November 13, 2018 1 Radomized polyomial idetity testig We will use our kowledge of coditioal probability to prove the followig lemma,

More information

( ) = p and P( i = b) = q.

( ) = p and P( i = b) = q. MATH 540 Radom Walks Part 1 A radom walk X is special stochastic process that measures the height (or value) of a particle that radomly moves upward or dowward certai fixed amouts o each uit icremet of

More information

Discrete Mathematics and Probability Theory Spring 2016 Rao and Walrand Note 19

Discrete Mathematics and Probability Theory Spring 2016 Rao and Walrand Note 19 CS 70 Discrete Mathematics ad Probability Theory Sprig 2016 Rao ad Walrad Note 19 Some Importat Distributios Recall our basic probabilistic experimet of tossig a biased coi times. This is a very simple

More information

1. By using truth tables prove that, for all statements P and Q, the statement

1. By using truth tables prove that, for all statements P and Q, the statement Author: Satiago Salazar Problems I: Mathematical Statemets ad Proofs. By usig truth tables prove that, for all statemets P ad Q, the statemet P Q ad its cotrapositive ot Q (ot P) are equivalet. I example.2.3

More information

UC Berkeley Department of Electrical Engineering and Computer Sciences. EE126: Probability and Random Processes

UC Berkeley Department of Electrical Engineering and Computer Sciences. EE126: Probability and Random Processes UC Berkeley Departmet of Electrical Egieerig ad Computer Scieces EE26: Probability ad Radom Processes Problem Set Fall 208 Issued: Thursday, August 23, 208 Due: Wedesday, August 29, 207 Problem. (i Sho

More information

6.3 Testing Series With Positive Terms

6.3 Testing Series With Positive Terms 6.3. TESTING SERIES WITH POSITIVE TERMS 307 6.3 Testig Series With Positive Terms 6.3. Review of what is kow up to ow I theory, testig a series a i for covergece amouts to fidig the i= sequece of partial

More information

1 of 7 7/16/2009 6:06 AM Virtual Laboratories > 6. Radom Samples > 1 2 3 4 5 6 7 6. Order Statistics Defiitios Suppose agai that we have a basic radom experimet, ad that X is a real-valued radom variable

More information

Infinite Sequences and Series

Infinite Sequences and Series Chapter 6 Ifiite Sequeces ad Series 6.1 Ifiite Sequeces 6.1.1 Elemetary Cocepts Simply speakig, a sequece is a ordered list of umbers writte: {a 1, a 2, a 3,...a, a +1,...} where the elemets a i represet

More information

This exam contains 19 pages (including this cover page) and 10 questions. A Formulae sheet is provided with the exam.

This exam contains 19 pages (including this cover page) and 10 questions. A Formulae sheet is provided with the exam. Probability ad Statistics FS 07 Secod Sessio Exam 09.0.08 Time Limit: 80 Miutes Name: Studet ID: This exam cotais 9 pages (icludig this cover page) ad 0 questios. A Formulae sheet is provided with the

More information

Discrete Mathematics and Probability Theory Spring 2012 Alistair Sinclair Note 15

Discrete Mathematics and Probability Theory Spring 2012 Alistair Sinclair Note 15 CS 70 Discrete Mathematics ad Probability Theory Sprig 2012 Alistair Siclair Note 15 Some Importat Distributios The first importat distributio we leared about i the last Lecture Note is the biomial distributio

More information

Lecture 5: April 17, 2013

Lecture 5: April 17, 2013 TTIC/CMSC 350 Mathematical Toolkit Sprig 203 Madhur Tulsiai Lecture 5: April 7, 203 Scribe: Somaye Hashemifar Cheroff bouds recap We recall the Cheroff/Hoeffdig bouds we derived i the last lecture idepedet

More information

Lecture 2: Concentration Bounds

Lecture 2: Concentration Bounds CSE 52: Desig ad Aalysis of Algorithms I Sprig 206 Lecture 2: Cocetratio Bouds Lecturer: Shaya Oveis Ghara March 30th Scribe: Syuzaa Sargsya Disclaimer: These otes have ot bee subjected to the usual scrutiy

More information

Integrable Functions. { f n } is called a determining sequence for f. If f is integrable with respect to, then f d does exist as a finite real number

Integrable Functions. { f n } is called a determining sequence for f. If f is integrable with respect to, then f d does exist as a finite real number MATH 532 Itegrable Fuctios Dr. Neal, WKU We ow shall defie what it meas for a measurable fuctio to be itegrable, show that all itegral properties of simple fuctios still hold, ad the give some coditios

More information

Induction: Solutions

Induction: Solutions Writig Proofs Misha Lavrov Iductio: Solutios Wester PA ARML Practice March 6, 206. Prove that a 2 2 chessboard with ay oe square removed ca always be covered by shaped tiles. Solutio : We iduct o. For

More information

Axioms of Measure Theory

Axioms of Measure Theory MATH 532 Axioms of Measure Theory Dr. Neal, WKU I. The Space Throughout the course, we shall let X deote a geeric o-empty set. I geeral, we shall ot assume that ay algebraic structure exists o X so that

More information

It is always the case that unions, intersections, complements, and set differences are preserved by the inverse image of a function.

It is always the case that unions, intersections, complements, and set differences are preserved by the inverse image of a function. MATH 532 Measurable Fuctios Dr. Neal, WKU Throughout, let ( X, F, µ) be a measure space ad let (!, F, P ) deote the special case of a probability space. We shall ow begi to study real-valued fuctios defied

More information

7.1 Convergence of sequences of random variables

7.1 Convergence of sequences of random variables Chapter 7 Limit Theorems Throughout this sectio we will assume a probability space (, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite

More information

Random Models. Tusheng Zhang. February 14, 2013

Random Models. Tusheng Zhang. February 14, 2013 Radom Models Tusheg Zhag February 14, 013 1 Radom Walks Let me describe the model. Radom walks are used to describe the motio of a movig particle (object). Suppose that a particle (object) moves alog the

More information

PRACTICE PROBLEMS FOR THE FINAL

PRACTICE PROBLEMS FOR THE FINAL PRACTICE PROBLEMS FOR THE FINAL Math 36Q Fall 25 Professor Hoh Below is a list of practice questios for the Fial Exam. I would suggest also goig over the practice problems ad exams for Exam ad Exam 2 to

More information

On Random Line Segments in the Unit Square

On Random Line Segments in the Unit Square O Radom Lie Segmets i the Uit Square Thomas A. Courtade Departmet of Electrical Egieerig Uiversity of Califoria Los Ageles, Califoria 90095 Email: tacourta@ee.ucla.edu I. INTRODUCTION Let Q = [0, 1] [0,

More information

Lecture 2. The Lovász Local Lemma

Lecture 2. The Lovász Local Lemma Staford Uiversity Sprig 208 Math 233A: No-costructive methods i combiatorics Istructor: Ja Vodrák Lecture date: Jauary 0, 208 Origial scribe: Apoorva Khare Lecture 2. The Lovász Local Lemma 2. Itroductio

More information

Week 5-6: The Binomial Coefficients

Week 5-6: The Binomial Coefficients Wee 5-6: The Biomial Coefficiets March 6, 2018 1 Pascal Formula Theorem 11 (Pascal s Formula For itegers ad such that 1, ( ( ( 1 1 + 1 The umbers ( 2 ( 1 2 ( 2 are triagle umbers, that is, The petago umbers

More information

Chapter 6 Infinite Series

Chapter 6 Infinite Series Chapter 6 Ifiite Series I the previous chapter we cosidered itegrals which were improper i the sese that the iterval of itegratio was ubouded. I this chapter we are goig to discuss a topic which is somewhat

More information

Read carefully the instructions on the answer book and make sure that the particulars required are entered on each answer book.

Read carefully the instructions on the answer book and make sure that the particulars required are entered on each answer book. THE UNIVERSITY OF WARWICK FIRST YEAR EXAMINATION: Jauary 2009 Aalysis I Time Allowed:.5 hours Read carefully the istructios o the aswer book ad make sure that the particulars required are etered o each

More information

STAT 516 Answers Homework 6 April 2, 2008 Solutions by Mark Daniel Ward PROBLEMS

STAT 516 Answers Homework 6 April 2, 2008 Solutions by Mark Daniel Ward PROBLEMS STAT 56 Aswers Homework 6 April 2, 28 Solutios by Mark Daiel Ward PROBLEMS Chapter 6 Problems 2a. The mass p(, correspods to either o the irst two balls beig white, so p(, 8 7 4/39. The mass p(, correspods

More information

kp(x = k) = λe λ λ k 1 (k 1)! = λe λ r k e λλk k! = e λ g(r) = e λ e rλ = e λ(r 1) g (1) = E[X] = λ g(r) = kr k 1 e λλk k! = E[X]

kp(x = k) = λe λ λ k 1 (k 1)! = λe λ r k e λλk k! = e λ g(r) = e λ e rλ = e λ(r 1) g (1) = E[X] = λ g(r) = kr k 1 e λλk k! = E[X] Problem 1: (8 poits) Let X be a Poisso radom variable of parameter λ. 1. ( poits) Compute E[X]. E[X] = = kp(x = k) = k=1 λe λ λ k 1 (k 1)! = λe λ ke λλk λ k k! k =0 2. ( poits) Compute g(r) = E [ r X],

More information

Find a formula for the exponential function whose graph is given , 1 2,16 1, 6

Find a formula for the exponential function whose graph is given , 1 2,16 1, 6 Math 4 Activity (Due by EOC Apr. ) Graph the followig epoetial fuctios by modifyig the graph of f. Fid the rage of each fuctio.. g. g. g 4. g. g 6. g Fid a formula for the epoetial fuctio whose graph is

More information

MA131 - Analysis 1. Workbook 3 Sequences II

MA131 - Analysis 1. Workbook 3 Sequences II MA3 - Aalysis Workbook 3 Sequeces II Autum 2004 Cotets 2.8 Coverget Sequeces........................ 2.9 Algebra of Limits......................... 2 2.0 Further Useful Results........................

More information

Convergence of random variables. (telegram style notes) P.J.C. Spreij

Convergence of random variables. (telegram style notes) P.J.C. Spreij Covergece of radom variables (telegram style otes).j.c. Spreij this versio: September 6, 2005 Itroductio As we kow, radom variables are by defiitio measurable fuctios o some uderlyig measurable space

More information

Sample Midterm This midterm consists of 10 questions. The rst seven questions are multiple choice; the remaining three

Sample Midterm This midterm consists of 10 questions. The rst seven questions are multiple choice; the remaining three CS{74 Combiatorics & Discrete Probability, Fall 97 Sample Midterm :30{:00pm, 7 October Read these istructios carefully. This is a closed book exam. Calculators are permitted.. This midterm cosists of 0

More information

Mathematical Statistics - MS

Mathematical Statistics - MS Paper Specific Istructios. The examiatio is of hours duratio. There are a total of 60 questios carryig 00 marks. The etire paper is divided ito three sectios, A, B ad C. All sectios are compulsory. Questios

More information

1 Convergence in Probability and the Weak Law of Large Numbers

1 Convergence in Probability and the Weak Law of Large Numbers 36-752 Advaced Probability Overview Sprig 2018 8. Covergece Cocepts: i Probability, i L p ad Almost Surely Istructor: Alessadro Rialdo Associated readig: Sec 2.4, 2.5, ad 4.11 of Ash ad Doléas-Dade; Sec

More information

Please do NOT write in this box. Multiple Choice. Total

Please do NOT write in this box. Multiple Choice. Total Istructor: Math 0560, Worksheet Alteratig Series Jauary, 3000 For realistic exam practice solve these problems without lookig at your book ad without usig a calculator. Multiple choice questios should

More information

MATH 112: HOMEWORK 6 SOLUTIONS. Problem 1: Rudin, Chapter 3, Problem s k < s k < 2 + s k+1

MATH 112: HOMEWORK 6 SOLUTIONS. Problem 1: Rudin, Chapter 3, Problem s k < s k < 2 + s k+1 MATH 2: HOMEWORK 6 SOLUTIONS CA PRO JIRADILOK Problem. If s = 2, ad Problem : Rudi, Chapter 3, Problem 3. s + = 2 + s ( =, 2, 3,... ), prove that {s } coverges, ad that s < 2 for =, 2, 3,.... Proof. The

More information

Solutions to Tutorial 3 (Week 4)

Solutions to Tutorial 3 (Week 4) The Uiversity of Sydey School of Mathematics ad Statistics Solutios to Tutorial Week 4 MATH2962: Real ad Complex Aalysis Advaced Semester 1, 2017 Web Page: http://www.maths.usyd.edu.au/u/ug/im/math2962/

More information

7.1 Convergence of sequences of random variables

7.1 Convergence of sequences of random variables Chapter 7 Limit theorems Throughout this sectio we will assume a probability space (Ω, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite

More information

4.1 Sigma Notation and Riemann Sums

4.1 Sigma Notation and Riemann Sums 0 the itegral. Sigma Notatio ad Riema Sums Oe strategy for calculatig the area of a regio is to cut the regio ito simple shapes, calculate the area of each simple shape, ad the add these smaller areas

More information

0, otherwise. EX = E(X 1 + X n ) = EX j = np and. Var(X j ) = np(1 p). Var(X) = Var(X X n ) =

0, otherwise. EX = E(X 1 + X n ) = EX j = np and. Var(X j ) = np(1 p). Var(X) = Var(X X n ) = PROBABILITY MODELS 35 10. Discrete probability distributios I this sectio, we discuss several well-ow discrete probability distributios ad study some of their properties. Some of these distributios, lie

More information

Discrete Mathematics and Probability Theory Fall 2016 Seshia and Walrand Final Solutions

Discrete Mathematics and Probability Theory Fall 2016 Seshia and Walrand Final Solutions CS 70 Discrete Mathematics ad Probability Theory Fall 2016 Seshia ad Walrad Fial Solutios CS 70, Fall 2016, Fial Solutios 1 1 TRUE or FALSE?: 2x8=16 poits Clearly put your aswers i the aswer box o the

More information

Math 475, Problem Set #12: Answers

Math 475, Problem Set #12: Answers Math 475, Problem Set #12: Aswers A. Chapter 8, problem 12, parts (b) ad (d). (b) S # (, 2) = 2 2, sice, from amog the 2 ways of puttig elemets ito 2 distiguishable boxes, exactly 2 of them result i oe

More information

Expectation and Variance of a random variable

Expectation and Variance of a random variable Chapter 11 Expectatio ad Variace of a radom variable The aim of this lecture is to defie ad itroduce mathematical Expectatio ad variace of a fuctio of discrete & cotiuous radom variables ad the distributio

More information

Series III. Chapter Alternating Series

Series III. Chapter Alternating Series Chapter 9 Series III With the exceptio of the Null Sequece Test, all the tests for series covergece ad divergece that we have cosidered so far have dealt oly with series of oegative terms. Series with

More information

Optimally Sparse SVMs

Optimally Sparse SVMs A. Proof of Lemma 3. We here prove a lower boud o the umber of support vectors to achieve geeralizatio bouds of the form which we cosider. Importatly, this result holds ot oly for liear classifiers, but

More information

January 25, 2017 INTRODUCTION TO MATHEMATICAL STATISTICS

January 25, 2017 INTRODUCTION TO MATHEMATICAL STATISTICS Jauary 25, 207 INTRODUCTION TO MATHEMATICAL STATISTICS Abstract. A basic itroductio to statistics assumig kowledge of probability theory.. Probability I a typical udergraduate problem i probability, we

More information

4.3 Growth Rates of Solutions to Recurrences

4.3 Growth Rates of Solutions to Recurrences 4.3. GROWTH RATES OF SOLUTIONS TO RECURRENCES 81 4.3 Growth Rates of Solutios to Recurreces 4.3.1 Divide ad Coquer Algorithms Oe of the most basic ad powerful algorithmic techiques is divide ad coquer.

More information

1 Approximating Integrals using Taylor Polynomials

1 Approximating Integrals using Taylor Polynomials Seughee Ye Ma 8: Week 7 Nov Week 7 Summary This week, we will lear how we ca approximate itegrals usig Taylor series ad umerical methods. Topics Page Approximatig Itegrals usig Taylor Polyomials. Defiitios................................................

More information

Discrete Mathematics and Probability Theory Fall 2016 Walrand Probability: An Overview

Discrete Mathematics and Probability Theory Fall 2016 Walrand Probability: An Overview CS 70 Discrete Mathematics ad Probability Theory Fall 2016 Walrad Probability: A Overview Probability is a fasciatig theory. It provides a precise, clea, ad useful model of ucertaity. The successes of

More information

CIS Spring 2018 (instructor Val Tannen)

CIS Spring 2018 (instructor Val Tannen) CIS 160 - Sprig 2018 (istructor Val Tae) Lecture 5 Thursday, Jauary 25 COUNTING We cotiue studyig how to use combiatios ad what are their properties. Example 5.1 How may 8-letter strigs ca be costructed

More information

EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY

EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY GRADUATE DIPLOMA, 016 MODULE : Statistical Iferece Time allowed: Three hours Cadidates should aswer FIVE questios. All questios carry equal marks. The umber

More information

1 Statement of the Game

1 Statement of the Game ANALYSIS OF THE CHOW-ROBBINS GAME JON LU May 10, 2016 Abstract Flip a coi repeatedly ad stop wheever you wat. Your payoff is the proportio of heads ad you wish to maximize this payoff i expectatio. I this

More information

PUTNAM TRAINING PROBABILITY

PUTNAM TRAINING PROBABILITY PUTNAM TRAINING PROBABILITY (Last udated: December, 207) Remark. This is a list of exercises o robability. Miguel A. Lerma Exercises. Prove that the umber of subsets of {, 2,..., } with odd cardiality

More information

Probability for mathematicians INDEPENDENCE TAU

Probability for mathematicians INDEPENDENCE TAU Probability for mathematicias INDEPENDENCE TAU 2013 28 Cotets 3 Ifiite idepedet sequeces 28 3a Idepedet evets........................ 28 3b Idepedet radom variables.................. 33 3 Ifiite idepedet

More information

Lecture 7: Properties of Random Samples

Lecture 7: Properties of Random Samples Lecture 7: Properties of Radom Samples 1 Cotiued From Last Class Theorem 1.1. Let X 1, X,...X be a radom sample from a populatio with mea µ ad variace σ

More information

Notes 5 : More on the a.s. convergence of sums

Notes 5 : More on the a.s. convergence of sums Notes 5 : More o the a.s. covergece of sums Math 733-734: Theory of Probability Lecturer: Sebastie Roch Refereces: Dur0, Sectios.5; Wil9, Sectio 4.7, Shi96, Sectio IV.4, Dur0, Sectio.. Radom series. Three-series

More information

STAT Homework 2 - Solutions

STAT Homework 2 - Solutions STAT-36700 Homework - Solutios Fall 08 September 4, 08 This cotais solutios for Homework. Please ote that we have icluded several additioal commets ad approaches to the problems to give you better isight.

More information

Ma/CS 6b Class 19: Extremal Graph Theory

Ma/CS 6b Class 19: Extremal Graph Theory /9/05 Ma/CS 6b Class 9: Extremal Graph Theory Paul Turá By Adam Sheffer Extremal Graph Theory The subfield of extremal graph theory deals with questios of the form: What is the maximum umber of edges that

More information

CSE 191, Class Note 05: Counting Methods Computer Sci & Eng Dept SUNY Buffalo

CSE 191, Class Note 05: Counting Methods Computer Sci & Eng Dept SUNY Buffalo Coutig Methods CSE 191, Class Note 05: Coutig Methods Computer Sci & Eg Dept SUNY Buffalo c Xi He (Uiversity at Buffalo CSE 191 Discrete Structures 1 / 48 Need for Coutig The problem of coutig the umber

More information

Assignment 5: Solutions

Assignment 5: Solutions McGill Uiversity Departmet of Mathematics ad Statistics MATH 54 Aalysis, Fall 05 Assigmet 5: Solutios. Let y be a ubouded sequece of positive umbers satisfyig y + > y for all N. Let x be aother sequece

More information

(A sequence also can be thought of as the list of function values attained for a function f :ℵ X, where f (n) = x n for n 1.) x 1 x N +k x N +4 x 3

(A sequence also can be thought of as the list of function values attained for a function f :ℵ X, where f (n) = x n for n 1.) x 1 x N +k x N +4 x 3 MATH 337 Sequeces Dr. Neal, WKU Let X be a metric space with distace fuctio d. We shall defie the geeral cocept of sequece ad limit i a metric space, the apply the results i particular to some special

More information

Massachusetts Institute of Technology

Massachusetts Institute of Technology 6.0/6.3: Probabilistic Systems Aalysis (Fall 00) Problem Set 8: Solutios. (a) We cosider a Markov chai with states 0,,, 3,, 5, where state i idicates that there are i shoes available at the frot door i

More information

Topic 8: Expected Values

Topic 8: Expected Values Topic 8: Jue 6, 20 The simplest summary of quatitative data is the sample mea. Give a radom variable, the correspodig cocept is called the distributioal mea, the epectatio or the epected value. We begi

More information

Topic 5: Basics of Probability

Topic 5: Basics of Probability Topic 5: Jue 1, 2011 1 Itroductio Mathematical structures lie Euclidea geometry or algebraic fields are defied by a set of axioms. Mathematical reality is the developed through the itroductio of cocepts

More information

The Simplex algorithm: Introductory example. The Simplex algorithm: Introductory example (2)

The Simplex algorithm: Introductory example. The Simplex algorithm: Introductory example (2) Discrete Mathematics for Bioiformatics WS 07/08, G. W. Klau, 23. Oktober 2007, 12:21 1 The Simplex algorithm: Itroductory example The followig itroductio to the Simplex algorithm is from the book Liear

More information

Section 5.1 The Basics of Counting

Section 5.1 The Basics of Counting 1 Sectio 5.1 The Basics of Coutig Combiatorics, the study of arragemets of objects, is a importat part of discrete mathematics. I this chapter, we will lear basic techiques of coutig which has a lot of

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 19 11/17/2008 LAWS OF LARGE NUMBERS II THE STRONG LAW OF LARGE NUMBERS

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 19 11/17/2008 LAWS OF LARGE NUMBERS II THE STRONG LAW OF LARGE NUMBERS MASSACHUSTTS INSTITUT OF TCHNOLOGY 6.436J/5.085J Fall 2008 Lecture 9 /7/2008 LAWS OF LARG NUMBRS II Cotets. The strog law of large umbers 2. The Cheroff boud TH STRONG LAW OF LARG NUMBRS While the weak

More information

Discrete Mathematics for CS Spring 2008 David Wagner Note 22

Discrete Mathematics for CS Spring 2008 David Wagner Note 22 CS 70 Discrete Mathematics for CS Sprig 2008 David Wager Note 22 I.I.D. Radom Variables Estimatig the bias of a coi Questio: We wat to estimate the proportio p of Democrats i the US populatio, by takig

More information

CS284A: Representations and Algorithms in Molecular Biology

CS284A: Representations and Algorithms in Molecular Biology CS284A: Represetatios ad Algorithms i Molecular Biology Scribe Notes o Lectures 3 & 4: Motif Discovery via Eumeratio & Motif Represetatio Usig Positio Weight Matrix Joshua Gervi Based o presetatios by

More information

PH 425 Quantum Measurement and Spin Winter SPINS Lab 1

PH 425 Quantum Measurement and Spin Winter SPINS Lab 1 PH 425 Quatum Measuremet ad Spi Witer 23 SPIS Lab Measure the spi projectio S z alog the z-axis This is the experimet that is ready to go whe you start the program, as show below Each atom is measured

More information

DS 100: Principles and Techniques of Data Science Date: April 13, Discussion #10

DS 100: Principles and Techniques of Data Science Date: April 13, Discussion #10 DS 00: Priciples ad Techiques of Data Sciece Date: April 3, 208 Name: Hypothesis Testig Discussio #0. Defie these terms below as they relate to hypothesis testig. a) Data Geeratio Model: Solutio: A set

More information

2.1. Convergence in distribution and characteristic functions.

2.1. Convergence in distribution and characteristic functions. 3 Chapter 2. Cetral Limit Theorem. Cetral limit theorem, or DeMoivre-Laplace Theorem, which also implies the wea law of large umbers, is the most importat theorem i probability theory ad statistics. For

More information

UNIT 2 DIFFERENT APPROACHES TO PROBABILITY THEORY

UNIT 2 DIFFERENT APPROACHES TO PROBABILITY THEORY UNIT 2 DIFFERENT APPROACHES TO PROBABILITY THEORY Structure 2.1 Itroductio Objectives 2.2 Relative Frequecy Approach ad Statistical Probability 2. Problems Based o Relative Frequecy 2.4 Subjective Approach

More information

How to Maximize a Function without Really Trying

How to Maximize a Function without Really Trying How to Maximize a Fuctio without Really Tryig MARK FLANAGAN School of Electrical, Electroic ad Commuicatios Egieerig Uiversity College Dubli We will prove a famous elemetary iequality called The Rearragemet

More information

Solutions of Homework 2.

Solutions of Homework 2. 1 Solutios of Homework 2. 1. Suppose X Y with E(Y )

More information

Review Problems 1. ICME and MS&E Refresher Course September 19, 2011 B = C = AB = A = A 2 = A 3... C 2 = C 3 = =

Review Problems 1. ICME and MS&E Refresher Course September 19, 2011 B = C = AB = A = A 2 = A 3... C 2 = C 3 = = Review Problems ICME ad MS&E Refresher Course September 9, 0 Warm-up problems. For the followig matrices A = 0 B = C = AB = 0 fid all powers A,A 3,(which is A times A),... ad B,B 3,... ad C,C 3,... Solutio:

More information

Chapter 5. Inequalities. 5.1 The Markov and Chebyshev inequalities

Chapter 5. Inequalities. 5.1 The Markov and Chebyshev inequalities Chapter 5 Iequalities 5.1 The Markov ad Chebyshev iequalities As you have probably see o today s frot page: every perso i the upper teth percetile ears at least 1 times more tha the average salary. I other

More information