Lecture 16. STAT 225 Introduction to Probability Models February 23, Whitney Huang Purdue University. Relationship between Discrete

Size: px
Start display at page:

Download "Lecture 16. STAT 225 Introduction to Probability Models February 23, Whitney Huang Purdue University. Relationship between Discrete"

Transcription

1 Lecture 6 STAT 5 Introduction to Probability Models February 3, 04 between Whitney Huang Purdue University 6.

2 Agenda Distributions between 6.

3 Choosing a Distribution between 6.3

4 In some of our examples, we will use a distribution to calculate a probability, then use that probability as the parameter in a new distribution between 6.4

5 Example 40 In a jar there are 00,000,000 coins, 5,000,000 of which are quarters. You select 50 coins from the jar randomly and without replacement. Let X be the number of quarters in your sample. What is the distribution of X? between 6.5

6 Example 40 In a jar there are 00,000,000 coins, 5,000,000 of which are quarters. You select 50 coins from the jar randomly and without replacement. Let X be the number of quarters in your sample. What is the distribution of X? Find the probability that X is between 6.5

7 Example 40 In a jar there are 00,000,000 coins, 5,000,000 of which are quarters. You select 50 coins from the jar randomly and without replacement. Let X be the number of quarters in your sample. What is the distribution of X? Find the probability that X is 3 Is there an approximate distribution for X, why or why not? between 6.5

8 Example 40 cont d Solution. X Hyp(N = 00, 000, 000, n = 50, K = 5, 000, 000) between 6.6

9 Example 40 cont d Solution. X Hyp(N = 00, 000, 000, n = 50, K = 5, 000, 000) P(X = ) = ( )( ) ( ) = 0.7 between 6.6

10 Example 40 cont d Solution. X Hyp(N = 00, 000, 000, n = 50, K = 5, 000, 000) P(X = ) = ( )( ) ( ) = Yes, because N 0n. The approximation is X Binomioal(n = 50, p =.05) between 6.6

11 Example 4 Nick plays a game with his friend Eric. Eric bets $ every hand (5 cards). If he gets a full house, he wins $500 (on top of keeping his bet of $); otherwise, he loses the $ to Nick. Suppose in an afternoon of gambling, Nick and Eric play this game 500 times. Let E denote the number of hands that Eric wins in this particular afternoon. Name the distribution and parameter(s) for E between 6.7

12 Example 4 Nick plays a game with his friend Eric. Eric bets $ every hand (5 cards). If he gets a full house, he wins $500 (on top of keeping his bet of $); otherwise, he loses the $ to Nick. Suppose in an afternoon of gambling, Nick and Eric play this game 500 times. Let E denote the number of hands that Eric wins in this particular afternoon. Name the distribution and parameter(s) for E between Find the probability that E is at least 3 6.7

13 Example 4 Nick plays a game with his friend Eric. Eric bets $ every hand (5 cards). If he gets a full house, he wins $500 (on top of keeping his bet of $); otherwise, he loses the $ to Nick. Suppose in an afternoon of gambling, Nick and Eric play this game 500 times. Let E denote the number of hands that Eric wins in this particular afternoon. Name the distribution and parameter(s) for E between Find the probability that E is at least 3 3 Is an approximation appropriate for E? Why or why not? 6.7

14 Example 4 Nick plays a game with his friend Eric. Eric bets $ every hand (5 cards). If he gets a full house, he wins $500 (on top of keeping his bet of $); otherwise, he loses the $ to Nick. Suppose in an afternoon of gambling, Nick and Eric play this game 500 times. Let E denote the number of hands that Eric wins in this particular afternoon. Name the distribution and parameter(s) for E between Find the probability that E is at least 3 3 Is an approximation appropriate for E? Why or why not? 4 If an approximation is appropriate, find P(E 3) 6.7

15 Example 4 cont d Solution. E Binomial(n = 500, p) where p = P(full house) = ( 3 )( 4 3)( )( 4 ) = ( 5 5 ) between 6.8

16 Example 4 cont d Solution. E Binomial(n = 500, p) where p = P(full house) = ( 3 )( 4 3)( )( 4 ) = ( 5 5 ) P(E is at least 3) = P(E 3) = P(E ) = (P(E = 0) + P(E = ) + P(E = )) = ( ) = between 6.8

17 Example 4 cont d Solution. E Binomial(n = 500, p) where p = P(full house) = ( 3 )( 4 3)( )( 4 ) = ( 5 5 ) P(E is at least 3) = P(E 3) = P(E ) = (P(E = 0) + P(E = ) + P(E = )) = ( ) = An approximation is appropriate since n > 00 and p <.0. The approximation is E Poisson(λ = np = 0.703) between 6.8

18 Example 4 cont d Solution. E Binomial(n = 500, p) where p = P(full house) = ( 3 )( 4 3)( )( 4 ) = ( 5 5 ) P(E is at least 3) = P(E 3) = P(E ) = (P(E = 0) + P(E = ) + P(E = )) = ( ) = An approximation is appropriate since n > 00 and p <.0. The approximation is E Poisson(λ = np = 0.703) 4 P(E 3) = P(E ) = (P(E = 0) + P(E = ) + P(E = )) = ( ) = between 6.8

19 Example 4 The wonderful candy shop, Albanese Candy Outlet, makes chocolate chip cookies as part of their production line. Chocolate chips in the cookies are randomly and independently distributed with an average of chocolate chips per cookie. You and 9 of your friends decide to make a trip to Albanese Candy Outlet. Each of you buys one chocolate chip cookie. What is the probability that your cookie contains between 0 and 5 chocolate chips inclusive? between 6.9

20 Example 4 The wonderful candy shop, Albanese Candy Outlet, makes chocolate chip cookies as part of their production line. Chocolate chips in the cookies are randomly and independently distributed with an average of chocolate chips per cookie. You and 9 of your friends decide to make a trip to Albanese Candy Outlet. Each of you buys one chocolate chip cookie. What is the probability that your cookie contains between 0 and 5 chocolate chips inclusive? What is the probability that 5 or 6 people in your group have cookies with between 0 and 5 chocolate chips inclusive? between 6.9

21 Example 4 The wonderful candy shop, Albanese Candy Outlet, makes chocolate chip cookies as part of their production line. Chocolate chips in the cookies are randomly and independently distributed with an average of chocolate chips per cookie. You and 9 of your friends decide to make a trip to Albanese Candy Outlet. Each of you buys one chocolate chip cookie. What is the probability that your cookie contains between 0 and 5 chocolate chips inclusive? What is the probability that 5 or 6 people in your group have cookies with between 0 and 5 chocolate chips inclusive? 3 While examining your cookies (one-by-one), what is the probability that it takes at least 4 cookies to find the first one with between 0 and 5 chocolate chips inclusive? between 6.9

22 Example 4 The wonderful candy shop, Albanese Candy Outlet, makes chocolate chip cookies as part of their production line. Chocolate chips in the cookies are randomly and independently distributed with an average of chocolate chips per cookie. You and 9 of your friends decide to make a trip to Albanese Candy Outlet. Each of you buys one chocolate chip cookie. What is the probability that your cookie contains between 0 and 5 chocolate chips inclusive? What is the probability that 5 or 6 people in your group have cookies with between 0 and 5 chocolate chips inclusive? 3 While examining your cookies (one-by-one), what is the probability that it takes at least 4 cookies to find the first one with between 0 and 5 chocolate chips inclusive? 4 Suppose you and your 9 friends were to go repeatedly to Albanese Candy Outlet. What is the probability that it takes until your sixth trip so that 5 or 6 people in your group have or 3 chocolate chips in their cookie? between 6.9

23 Example 4 cont d Solution. Let X be the number of chips in your cookie then X Poisson(λ = ) P(0 X 5) = 5 x=0 P(X = x) = x=0 e x x! = between 6.0

24 Example 4 cont d Solution. Let X be the number of chips in your cookie then X Poisson(λ = ) P(0 X 5) = 5 x=0 P(X = x) = x=0 e x x! = Let Y be the number people in your group have cookies with between 0 and 5 chocolate chips inclusive then Y Binomial(n = 0, p = P(0 X 5) =.600) P(Y = 5 or 6) = P(Y = 5) + P(Y = 6) = = between 6.0

25 Example 4 cont d Solution. 3. Let Z be the number of cookies it takes to find the first one with between 0 and 5 chocolate chips inclusive then Z Geo(p = 0.600) P(Z > 3) = (.600) 3 = P(X = or 3) = P(X = ) + P(X = 3) = 0.99 Let W Binomial(n = 0, p = 0.99) then P(W = 5 or 6) = P(W = 5) + P(W = 6) = Let Q Geo(p = ) then P(Q = 6) =.0365 between 6.

26 Example 43 An urn contains 6 red balls, 6 green balls, and 3 purple balls. You randomly reach in and pull out 4 balls. Assume sampling is done with replacement. What is the probability that you draw at least purple balls? between 6.

27 Example 43 An urn contains 6 red balls, 6 green balls, and 3 purple balls. You randomly reach in and pull out 4 balls. Assume sampling is done with replacement. What is the probability that you draw at least purple balls? Assume sampling is done without replacement. What is the probability that you draw at least purple balls? between 6.

28 Example 43 An urn contains 6 red balls, 6 green balls, and 3 purple balls. You randomly reach in and pull out 4 balls. Assume sampling is done with replacement. What is the probability that you draw at least purple balls? Assume sampling is done without replacement. What is the probability that you draw at least purple balls? 3 Assume sampling is done with replacement. What is the probability that it takes you until your tenth sample to get a sample with at least purple balls? between 6.

29 Example 43 cont d Solution. X Binomial(n = 4, p =.) P(X ) = (P(X = 0) + P(X = )) = = between 6.3

30 Example 43 cont d Solution. X Binomial(n = 4, p =.) P(X ) = (P(X = 0) + P(X = )) = = Y Hyp(N = 5, n = 4, K = 3) P(Y ) = (P(Y = 0) + P(Y = )) = = between 6.3

31 Example 43 cont d Solution. X Binomial(n = 4, p =.) P(X ) = (P(X = 0) + P(X = )) = = Y Hyp(N = 5, n = 4, K = 3) P(Y ) = (P(Y = 0) + P(Y = )) = = Z Geo(p = 0.808) P(Z = 0) = (0.808)( 0.808) 9 = between 6.3

Lecture 13. Poisson Distribution. Text: A Course in Probability by Weiss 5.5. STAT 225 Introduction to Probability Models February 16, 2014

Lecture 13. Poisson Distribution. Text: A Course in Probability by Weiss 5.5. STAT 225 Introduction to Probability Models February 16, 2014 Lecture 13 Text: A Course in Probability by Weiss 5.5 STAT 225 Introduction to Probability Models February 16, 2014 Whitney Huang Purdue University 13.1 Agenda 1 2 3 13.2 Review So far, we have seen discrete

More information

Lecture 14. Text: A Course in Probability by Weiss 5.6. STAT 225 Introduction to Probability Models February 23, Whitney Huang Purdue University

Lecture 14. Text: A Course in Probability by Weiss 5.6. STAT 225 Introduction to Probability Models February 23, Whitney Huang Purdue University Lecture 14 Text: A Course in Probability by Weiss 5.6 STAT 225 Introduction to Probability Models February 23, 2014 Whitney Huang Purdue University 14.1 Agenda 14.2 Review So far, we have covered Bernoulli

More information

Bernoulli and Binomial Distributions. Notes. Bernoulli Trials. Bernoulli/Binomial Random Variables Bernoulli and Binomial Distributions.

Bernoulli and Binomial Distributions. Notes. Bernoulli Trials. Bernoulli/Binomial Random Variables Bernoulli and Binomial Distributions. Lecture 11 Text: A Course in Probability by Weiss 5.3 STAT 225 Introduction to Probability Models February 16, 2014 Whitney Huang Purdue University 11.1 Agenda 1 2 11.2 Bernoulli trials Many problems in

More information

Lecture 20. Poisson Processes. Text: A Course in Probability by Weiss STAT 225 Introduction to Probability Models March 26, 2014

Lecture 20. Poisson Processes. Text: A Course in Probability by Weiss STAT 225 Introduction to Probability Models March 26, 2014 Lecture 20 Text: A Course in Probability by Weiss 12.1 STAT 225 Introduction to Probability Models March 26, 2014 Whitney Huang Purdue University 20.1 Agenda 1 2 20.2 For a specified event that occurs

More information

Week 6, 9/24/12-9/28/12, Notes: Bernoulli, Binomial, Hypergeometric, and Poisson Random Variables

Week 6, 9/24/12-9/28/12, Notes: Bernoulli, Binomial, Hypergeometric, and Poisson Random Variables Week 6, 9/24/12-9/28/12, Notes: Bernoulli, Binomial, Hypergeometric, and Poisson Random Variables 1 Monday 9/24/12 on Bernoulli and Binomial R.V.s We are now discussing discrete random variables that have

More information

Lecture 1 Introduction to Probability and Set Theory Text: A Course in Probability by Weiss

Lecture 1 Introduction to Probability and Set Theory Text: A Course in Probability by Weiss Lecture 1 to and Set Theory Text: A Course in by Weiss 1.2 2.3 STAT 225 to Models January 13, 2014 to and Whitney Huang Purdue University 1.1 Agenda to and 1 2 3 1.2 Motivation Uncertainty/Randomness in

More information

Random Variables. Lecture 6: E(X ), Var(X ), & Cov(X, Y ) Random Variables - Vocabulary. Random Variables, cont.

Random Variables. Lecture 6: E(X ), Var(X ), & Cov(X, Y ) Random Variables - Vocabulary. Random Variables, cont. Lecture 6: E(X ), Var(X ), & Cov(X, Y ) Sta230/Mth230 Colin Rundel February 5, 2014 We have been using them for a while now in a variety of forms but it is good to explicitly define what we mean Random

More information

Exam 1 Solutions. Problem Points Score Total 145

Exam 1 Solutions. Problem Points Score Total 145 Exam Solutions Read each question carefully and answer all to the best of your ability. Show work to receive as much credit as possible. At the end of the exam, please sign the box below. Problem Points

More information

Venn Diagrams; Probability Laws. Notes. Set Operations and Relations. Venn Diagram 2.1. Venn Diagrams; Probability Laws. Notes

Venn Diagrams; Probability Laws. Notes. Set Operations and Relations. Venn Diagram 2.1. Venn Diagrams; Probability Laws. Notes Lecture 2 s; Text: A Course in Probability by Weiss 2.4 STAT 225 Introduction to Probability Models January 8, 2014 s; Whitney Huang Purdue University 2.1 Agenda s; 1 2 2.2 Intersection: the intersection

More information

What is a random variable

What is a random variable OKAN UNIVERSITY FACULTY OF ENGINEERING AND ARCHITECTURE MATH 256 Probability and Random Processes 04 Random Variables Fall 20 Yrd. Doç. Dr. Didem Kivanc Tureli didemk@ieee.org didem.kivanc@okan.edu.tr

More information

Introduction to Probability 2017/18 Supplementary Problems

Introduction to Probability 2017/18 Supplementary Problems Introduction to Probability 2017/18 Supplementary Problems Problem 1: Let A and B denote two events with P(A B) 0. Show that P(A) 0 and P(B) 0. A A B implies P(A) P(A B) 0, hence P(A) 0. Similarly B A

More information

Stats Review Chapter 6. Mary Stangler Center for Academic Success Revised 8/16

Stats Review Chapter 6. Mary Stangler Center for Academic Success Revised 8/16 Stats Review Chapter Revised 8/1 Note: This review is composed of questions similar to those found in the chapter review and/or chapter test. This review is meant to highlight basic concepts from the course.

More information

Quantitative Methods for Decision Making

Quantitative Methods for Decision Making January 14, 2012 Lecture 3 Probability Theory Definition Mutually exclusive events: Two events A and B are mutually exclusive if A B = φ Definition Special Addition Rule: Let A and B be two mutually exclusive

More information

When working with probabilities we often perform more than one event in a sequence - this is called a compound probability.

When working with probabilities we often perform more than one event in a sequence - this is called a compound probability. + Independence + Compound Events When working with probabilities we often perform more than one event in a sequence - this is called a compound probability. Compound probabilities are more complex than

More information

Probability and Statistics Notes

Probability and Statistics Notes Probability and Statistics Notes Chapter One Jesse Crawford Department of Mathematics Tarleton State University (Tarleton State University) Chapter One Notes 1 / 71 Outline 1 A Sketch of Probability and

More information

2. Suppose (X, Y ) is a pair of random variables uniformly distributed over the triangle with vertices (0, 0), (2, 0), (2, 1).

2. Suppose (X, Y ) is a pair of random variables uniformly distributed over the triangle with vertices (0, 0), (2, 0), (2, 1). Name M362K Final Exam Instructions: Show all of your work. You do not have to simplify your answers. No calculators allowed. There is a table of formulae on the last page. 1. Suppose X 1,..., X 1 are independent

More information

Chapter 3 Discrete Random Variables

Chapter 3 Discrete Random Variables MICHIGAN STATE UNIVERSITY STT 351 SECTION 2 FALL 2008 LECTURE NOTES Chapter 3 Discrete Random Variables Nao Mimoto Contents 1 Random Variables 2 2 Probability Distributions for Discrete Variables 3 3 Expected

More information

1 Basic continuous random variable problems

1 Basic continuous random variable problems Name M362K Final Here are problems concerning material from Chapters 5 and 6. To review the other chapters, look over previous practice sheets for the two exams, previous quizzes, previous homeworks and

More information

Some Special Discrete Distributions

Some Special Discrete Distributions Mathematics Department De La Salle University Manila February 6, 2017 Some Discrete Distributions Often, the observations generated by different statistical experiments have the same general type of behaviour.

More information

Discrete Probability

Discrete Probability MAT 258 Discrete Mathematics Discrete Probability Kenneth H. Rosen and Kamala Krithivasan Discrete Mathematics 7E Global Edition Chapter 7 Reproduced without explicit consent Fall 2016 Week 11 Probability

More information

Expected Value 7/7/2006

Expected Value 7/7/2006 Expected Value 7/7/2006 Definition Let X be a numerically-valued discrete random variable with sample space Ω and distribution function m(x). The expected value E(X) is defined by E(X) = x Ω x m(x), provided

More information

Lecture 3 Probability Basics

Lecture 3 Probability Basics Lecture 3 Probability Basics Thais Paiva STA 111 - Summer 2013 Term II July 3, 2013 Lecture Plan 1 Definitions of probability 2 Rules of probability 3 Conditional probability What is Probability? Probability

More information

POISSON RANDOM VARIABLES

POISSON RANDOM VARIABLES POISSON RANDOM VARIABLES Suppose a random phenomenon occurs with a mean rate of occurrences or happenings per unit of time or length or area or volume, etc. Note: >. Eamples: 1. Cars passing through an

More information

6.041/6.431 Spring 2009 Quiz 1 Wednesday, March 11, 7:30-9:30 PM. SOLUTIONS

6.041/6.431 Spring 2009 Quiz 1 Wednesday, March 11, 7:30-9:30 PM. SOLUTIONS 6.0/6.3 Spring 009 Quiz Wednesday, March, 7:30-9:30 PM. SOLUTIONS Name: Recitation Instructor: Question Part Score Out of 0 all 0 a 5 b c 5 d 5 e 5 f 5 3 a b c d 5 e 5 f 5 g 5 h 5 Total 00 Write your solutions

More information

Name: Class: Date: a. 0.9 b. 0.7 c. 0.5 d. 0.3

Name: Class: Date: a. 0.9 b. 0.7 c. 0.5 d. 0.3 Name: Class: Date: Review Ch.. Suppose Q and R are independent events. Find P(Q and R). P(Q) = 0.39, P(R) = 0.85 a..24 b. 0.335 c. 0.46 d. 0.794 2. Two urns contain white balls and yellow balls. The first

More information

Notes 10.1 Probability

Notes 10.1 Probability Notes 10.1 Probability I. Sample Spaces and Probability Functions A. Vocabulary: 1. The Sample Space is all possible events 2. An event is a subset of the sample space 3. Probability: If E is an event

More information

STAT Summer Exam 1 - KEY

STAT Summer Exam 1 - KEY Name: STAT 225 - Summer 2011 - Exam 1 - KEY Instructor: Class Time (Circle One): 8:40-9:40am 9:50-10:50am 11:00am-12:00pm 1:00-2:00pm Show work for full credit. Unsupported work will NOT receive full credit.

More information

CS 109 Midterm Review!

CS 109 Midterm Review! CS 109 Midterm Review! Major Topics: Counting and Combinatorics Probability Conditional Probability Random Variables Discrete/Continuous Distributions Joint Distributions and Convolutions Counting Sum

More information

Discussion 01. b) What is the probability that the letter selected is a vowel?

Discussion 01. b) What is the probability that the letter selected is a vowel? STAT 400 Discussion 01 Spring 2018 1. Consider the following experiment: A letter is chosen at random from the word STATISTICS. a) List all possible outcomes and their probabilities. b) What is the probability

More information

Mathematical Statistics 1 Math A 6330

Mathematical Statistics 1 Math A 6330 Mathematical Statistics 1 Math A 6330 Chapter 3 Common Families of Distributions Mohamed I. Riffi Department of Mathematics Islamic University of Gaza September 28, 2015 Outline 1 Subjects of Lecture 04

More information

STOR Lecture 4. Axioms of Probability - II

STOR Lecture 4. Axioms of Probability - II STOR 435.001 Lecture 4 Axioms of Probability - II Jan Hannig UNC Chapel Hill 1 / 23 How can we introduce and think of probabilities of events? Natural to think: repeat the experiment n times under same

More information

Stat 100a, Introduction to Probability.

Stat 100a, Introduction to Probability. Stat 100a, Introduction to Probability. Outline for the day: 1. Geometric random variables. 2. Negative binomial random variables. 3. Moment generating functions. 4. Poisson random variables. 5. Continuous

More information

REPEATED TRIALS. p(e 1 ) p(e 2 )... p(e k )

REPEATED TRIALS. p(e 1 ) p(e 2 )... p(e k ) REPEATED TRIALS We first note a basic fact about probability and counting. Suppose E 1 and E 2 are independent events. For example, you could think of E 1 as the event of tossing two dice and getting a

More information

Discrete Distributions

Discrete Distributions A simplest example of random experiment is a coin-tossing, formally called Bernoulli trial. It happens to be the case that many useful distributions are built upon this simplest form of experiment, whose

More information

CSE 312: Foundations of Computing II Random Variables, Linearity of Expectation 4 Solutions

CSE 312: Foundations of Computing II Random Variables, Linearity of Expectation 4 Solutions CSE 31: Foundations of Computing II Random Variables, Linearity of Expectation Solutions Review of Main Concepts (a Random Variable (rv: A numeric function X : Ω R of the outcome. (b Range/Support: The

More information

Math 180B Homework 4 Solutions

Math 180B Homework 4 Solutions Math 80B Homework 4 Solutions Note: We will make repeated use of the following result. Lemma. Let (X n ) be a time-homogeneous Markov chain with countable state space S, let A S, and let T = inf { n 0

More information

1,1 1,2 1,3 1,4 1,5 1,6 2,1 2,2 2,3 2,4 2,5 2,6 3,1 3,2 3,3 3,4 3,5 3,6 4,1 4,2 4,3 4,4 4,5 4,6 5,1 5,2 5,3 5,4 5,5 5,6 6,1 6,2 6,3 6,4 6,5 6,6

1,1 1,2 1,3 1,4 1,5 1,6 2,1 2,2 2,3 2,4 2,5 2,6 3,1 3,2 3,3 3,4 3,5 3,6 4,1 4,2 4,3 4,4 4,5 4,6 5,1 5,2 5,3 5,4 5,5 5,6 6,1 6,2 6,3 6,4 6,5 6,6 Name: Math 4 ctivity 9(Due by EOC Dec. 6) Dear Instructor or Tutor, These problems are designed to let my students show me what they have learned and what they are capable of doing on their own. Please

More information

STAT 418: Probability and Stochastic Processes

STAT 418: Probability and Stochastic Processes STAT 418: Probability and Stochastic Processes Spring 2016; Homework Assignments Latest updated on April 29, 2016 HW1 (Due on Jan. 21) Chapter 1 Problems 1, 8, 9, 10, 11, 18, 19, 26, 28, 30 Theoretical

More information

Conditional Probability & Independence. Conditional Probabilities

Conditional Probability & Independence. Conditional Probabilities Conditional Probability & Independence Conditional Probabilities Question: How should we modify P(E) if we learn that event F has occurred? Definition: the conditional probability of E given F is P(E F

More information

Class 26: review for final exam 18.05, Spring 2014

Class 26: review for final exam 18.05, Spring 2014 Probability Class 26: review for final eam 8.05, Spring 204 Counting Sets Inclusion-eclusion principle Rule of product (multiplication rule) Permutation and combinations Basics Outcome, sample space, event

More information

Chapter 11 Advanced Topic Stochastic Processes

Chapter 11 Advanced Topic Stochastic Processes Chapter 11 Advanced Topic Stochastic Processes CHAPTER OUTLINE Section 1 Simple Random Walk Section 2 Markov Chains Section 3 Markov Chain Monte Carlo Section 4 Martingales Section 5 Brownian Motion Section

More information

Probability Long-Term Memory Review Review 1

Probability Long-Term Memory Review Review 1 Review. The formula for calculating theoretical probability of an event is What does the question mark represent? number of favorable outcomes P.? 2. True or False Experimental probability is always the

More information

STAT 516 Midterm Exam 2 Friday, March 7, 2008

STAT 516 Midterm Exam 2 Friday, March 7, 2008 STAT 516 Midterm Exam 2 Friday, March 7, 2008 Name Purdue student ID (10 digits) 1. The testing booklet contains 8 questions. 2. Permitted Texas Instruments calculators: BA-35 BA II Plus BA II Plus Professional

More information

Introduction to Probability, Fall 2013

Introduction to Probability, Fall 2013 Introduction to Probability, Fall 2013 Math 30530 Section 01 Homework 4 Solutions 1. Chapter 2, Problem 1 2. Chapter 2, Problem 2 3. Chapter 2, Problem 3 4. Chapter 2, Problem 5 5. Chapter 2, Problem 6

More information

Exercises in Probability Theory Paul Jung MA 485/585-1C Fall 2015 based on material of Nikolai Chernov

Exercises in Probability Theory Paul Jung MA 485/585-1C Fall 2015 based on material of Nikolai Chernov Exercises in Probability Theory Paul Jung MA 485/585-1C Fall 2015 based on material of Nikolai Chernov Many of the exercises are taken from two books: R. Durrett, The Essentials of Probability, Duxbury

More information

Math/Stat 352 Lecture 8

Math/Stat 352 Lecture 8 Math/Stat 352 Lecture 8 Sections 4.3 and 4.4 Commonly Used Distributions: Poisson, hypergeometric, geometric, and negative binomial. 1 The Poisson Distribution Poisson random variable counts the number

More information

Problem Sheet 1. You may assume that both F and F are σ-fields. (a) Show that F F is not a σ-field. (b) Let X : Ω R be defined by 1 if n = 1

Problem Sheet 1. You may assume that both F and F are σ-fields. (a) Show that F F is not a σ-field. (b) Let X : Ω R be defined by 1 if n = 1 Problem Sheet 1 1. Let Ω = {1, 2, 3}. Let F = {, {1}, {2, 3}, {1, 2, 3}}, F = {, {2}, {1, 3}, {1, 2, 3}}. You may assume that both F and F are σ-fields. (a) Show that F F is not a σ-field. (b) Let X :

More information

MATH 151, FINAL EXAM Winter Quarter, 21 March, 2014

MATH 151, FINAL EXAM Winter Quarter, 21 March, 2014 Time: 3 hours, 8:3-11:3 Instructions: MATH 151, FINAL EXAM Winter Quarter, 21 March, 214 (1) Write your name in blue-book provided and sign that you agree to abide by the honor code. (2) The exam consists

More information

STAT 516 Answers Homework 2 January 23, 2008 Solutions by Mark Daniel Ward PROBLEMS. = {(a 1, a 2,...) : a i < 6 for all i}

STAT 516 Answers Homework 2 January 23, 2008 Solutions by Mark Daniel Ward PROBLEMS. = {(a 1, a 2,...) : a i < 6 for all i} STAT 56 Answers Homework 2 January 23, 2008 Solutions by Mark Daniel Ward PROBLEMS 2. We note that E n consists of rolls that end in 6, namely, experiments of the form (a, a 2,...,a n, 6 for n and a i

More information

Lecture 10. Variance and standard deviation

Lecture 10. Variance and standard deviation 18.440: Lecture 10 Variance and standard deviation Scott Sheffield MIT 1 Outline Defining variance Examples Properties Decomposition trick 2 Outline Defining variance Examples Properties Decomposition

More information

1 The Basic Counting Principles

1 The Basic Counting Principles 1 The Basic Counting Principles The Multiplication Rule If an operation consists of k steps and the first step can be performed in n 1 ways, the second step can be performed in n ways [regardless of how

More information

MA 250 Probability and Statistics. Nazar Khan PUCIT Lecture 15

MA 250 Probability and Statistics. Nazar Khan PUCIT Lecture 15 MA 250 Probability and Statistics Nazar Khan PUCIT Lecture 15 RANDOM VARIABLES Random Variables Random variables come in 2 types 1. Discrete set of outputs is real valued, countable set 2. Continuous set

More information

Introduction to Probability, Fall 2009

Introduction to Probability, Fall 2009 Introduction to Probability, Fall 2009 Math 30530 Review questions for exam 1 solutions 1. Let A, B and C be events. Some of the following statements are always true, and some are not. For those that are

More information

1. Let X be a random variable with probability density function. 1 x < f(x) = 0 otherwise

1. Let X be a random variable with probability density function. 1 x < f(x) = 0 otherwise Name M36K Final. Let X be a random variable with probability density function { /x x < f(x = 0 otherwise Compute the following. You can leave your answers in integral form. (a ( points Find F X (t = P

More information

STAT 430/510 Probability Lecture 7: Random Variable and Expectation

STAT 430/510 Probability Lecture 7: Random Variable and Expectation STAT 430/510 Probability Lecture 7: Random Variable and Expectation Pengyuan (Penelope) Wang June 2, 2011 Review Properties of Probability Conditional Probability The Law of Total Probability Bayes Formula

More information

Week 02 Discussion. 1. Find the value of p that would make this a valid probability model.

Week 02 Discussion. 1. Find the value of p that would make this a valid probability model. STAT 400 Wee 02 Discussion Fall 207. Find the value of p that would mae this a valid probability model. a) Suppose S { 0, 2, 4, 6, 8, } ( even non-negative integers ) and P ( 0 ) p, P ( ), 2, 4, 6, 8,.

More information

CSC Discrete Math I, Spring Discrete Probability

CSC Discrete Math I, Spring Discrete Probability CSC 125 - Discrete Math I, Spring 2017 Discrete Probability Probability of an Event Pierre-Simon Laplace s classical theory of probability: Definition of terms: An experiment is a procedure that yields

More information

CISC 1100/1400 Structures of Comp. Sci./Discrete Structures Chapter 7 Probability. Outline. Terminology and background. Arthur G.

CISC 1100/1400 Structures of Comp. Sci./Discrete Structures Chapter 7 Probability. Outline. Terminology and background. Arthur G. CISC 1100/1400 Structures of Comp. Sci./Discrete Structures Chapter 7 Probability Arthur G. Werschulz Fordham University Department of Computer and Information Sciences Copyright Arthur G. Werschulz, 2017.

More information

Math st Homework. First part of Chapter 2. Due Friday, September 17, 1999.

Math st Homework. First part of Chapter 2. Due Friday, September 17, 1999. Math 447. 1st Homework. First part of Chapter 2. Due Friday, September 17, 1999. 1. How many different seven place license plates are possible if the first 3 places are to be occupied by letters and the

More information

Math 493 Final Exam December 01

Math 493 Final Exam December 01 Math 493 Final Exam December 01 NAME: ID NUMBER: Return your blue book to my office or the Math Department office by Noon on Tuesday 11 th. On all parts after the first show enough work in your exam booklet

More information

Denker FALL Probability- Assignment 6

Denker FALL Probability- Assignment 6 Denker FALL 2010 418 Probability- Assignment 6 Due Date: Thursday, Oct. 7, 2010 Write the final answer to the problems on this assignment attach the worked out solutions! Problem 1: A box contains n +

More information

Conditional Probability P( )

Conditional Probability P( ) Conditional Probability P( ) 1 conditional probability and the chain rule General defn: where P(F) > 0 Implies: P(EF) = P(E F) P(F) ( the chain rule ) General definition of Chain Rule: 2 Best of 3 tournament

More information

Lecture 3. Discrete Random Variables

Lecture 3. Discrete Random Variables Math 408 - Mathematical Statistics Lecture 3. Discrete Random Variables January 23, 2013 Konstantin Zuev (USC) Math 408, Lecture 3 January 23, 2013 1 / 14 Agenda Random Variable: Motivation and Definition

More information

Monty Hall Puzzle. Draw a tree diagram of possible choices (a possibility tree ) One for each strategy switch or no-switch

Monty Hall Puzzle. Draw a tree diagram of possible choices (a possibility tree ) One for each strategy switch or no-switch Monty Hall Puzzle Example: You are asked to select one of the three doors to open. There is a large prize behind one of the doors and if you select that door, you win the prize. After you select a door,

More information

Probability: Part 2 *

Probability: Part 2 * OpenStax-CNX module: m39373 1 Probability: Part 2 * Free High School Science Texts Project This work is produced by OpenStax-CNX and licensed under the Creative Commons Attribution License 3.0 1 Relative

More information

OCR Maths S1. Topic Questions from Papers. Binomial and Geometric Distributions

OCR Maths S1. Topic Questions from Papers. Binomial and Geometric Distributions OCR Maths S1 Topic Questions from Papers Binomial and Geometric Distributions PhysicsAndMathsTutor.com ( ) ( ) PhysicsAndMathsTutor.com 15 On average 1 in 20 members of the population of this country has

More information

Conditional Probability

Conditional Probability Conditional Probability Terminology: The probability of an event occurring, given that another event has already occurred. P A B = ( ) () P A B : The probability of A given B. Consider the following table:

More information

STAT 414: Introduction to Probability Theory

STAT 414: Introduction to Probability Theory STAT 414: Introduction to Probability Theory Spring 2016; Homework Assignments Latest updated on April 29, 2016 HW1 (Due on Jan. 21) Chapter 1 Problems 1, 8, 9, 10, 11, 18, 19, 26, 28, 30 Theoretical Exercises

More information

STAT Summer Exam 1

STAT Summer Exam 1 Name: STAT 225 - Summer 2011 - Exam 1 Instructor: Class Time (Circle One): 8:40-9:40am 9:50-10:50am 11:00am-12:00pm 1:00-2:00pm Show work for full credit. Unsupported work will NOT receive full credit.

More information

Patterns and relations Solving Equations Big Idea Learning Goals Essential Question Important Words

Patterns and relations Solving Equations Big Idea Learning Goals Essential Question Important Words Patterns and RELATIONS Solving Equations Chapter 2 Big Idea Developing and solving equations can help me solve problems. Learning Goals I can use words to show number relationships. I can use equations

More information

UC Berkeley Department of Electrical Engineering and Computer Science. EE 126: Probablity and Random Processes. Solutions 5 Spring 2006

UC Berkeley Department of Electrical Engineering and Computer Science. EE 126: Probablity and Random Processes. Solutions 5 Spring 2006 Review problems UC Berkeley Department of Electrical Engineering and Computer Science EE 6: Probablity and Random Processes Solutions 5 Spring 006 Problem 5. On any given day your golf score is any integer

More information

EE126: Probability and Random Processes

EE126: Probability and Random Processes EE126: Probability and Random Processes Lecture 1: Probability Models Abhay Parekh UC Berkeley January 18, 2011 1 Logistics 2 Introduction 3 Model 4 Examples What is this course about? Most real-world

More information

1 Combinatorial Analysis

1 Combinatorial Analysis ECE316 Notes-Winter 217: A. K. Khandani 1 1 Combinatorial Analysis 1.1 Introduction This chapter deals with finding effective methods for counting the number of ways that things can occur. In fact, many

More information

Math II Final Exam Question Bank Fall 2016

Math II Final Exam Question Bank Fall 2016 Math II Final Exam Question Bank Fall 2016 Name: Multiple Choice Identify the choice that best completes the statement or answers the question. 1. Which figure shows the flag on the left after it has been

More information

Discrete random variables

Discrete random variables Discrete random variables The sample space associated with an experiment, together with a probability function defined on all its events, is a complete probabilistic description of that experiment Often

More information

Conditional Probability & Independence. Conditional Probabilities

Conditional Probability & Independence. Conditional Probabilities Conditional Probability & Independence Conditional Probabilities Question: How should we modify P(E) if we learn that event F has occurred? Definition: the conditional probability of E given F is P(E F

More information

CS 125 Section #12 (More) Probability and Randomized Algorithms 11/24/14. For random numbers X which only take on nonnegative integer values, E(X) =

CS 125 Section #12 (More) Probability and Randomized Algorithms 11/24/14. For random numbers X which only take on nonnegative integer values, E(X) = CS 125 Section #12 (More) Probability and Randomized Algorithms 11/24/14 1 Probability First, recall a couple useful facts from last time about probability: Linearity of expectation: E(aX + by ) = ae(x)

More information

1 Basic continuous random variable problems

1 Basic continuous random variable problems Name M362K Final Here are problems concerning material from Chapters 5 and 6. To review the other chapters, look over previous practice sheets for the two exams, previous quizzes, previous homeworks and

More information

Algebra I. Systems of Linear Equations and Inequalities. Slide 1 / 179. Slide 2 / 179. Slide 3 / 179. Table of Contents

Algebra I. Systems of Linear Equations and Inequalities. Slide 1 / 179. Slide 2 / 179. Slide 3 / 179. Table of Contents Slide 1 / 179 Algebra I Slide 2 / 179 Systems of Linear Equations and Inequalities 2015-04-23 www.njctl.org Table of Contents Slide 3 / 179 Click on the topic to go to that section 8th Grade Review of

More information

Computations - Show all your work. (30 pts)

Computations - Show all your work. (30 pts) Math 1012 Final Name: Computations - Show all your work. (30 pts) 1. Fractions. a. 1 7 + 1 5 b. 12 5 5 9 c. 6 8 2 16 d. 1 6 + 2 5 + 3 4 2.a Powers of ten. i. 10 3 10 2 ii. 10 2 10 6 iii. 10 0 iv. (10 5

More information

Lecture 4. David Aldous. 2 September David Aldous Lecture 4

Lecture 4. David Aldous. 2 September David Aldous Lecture 4 Lecture 4 David Aldous 2 September 2015 The specific examples I m discussing are not so important; the point of these first lectures is to illustrate a few of the 100 ideas from STAT134. Ideas used in

More information

Probability and Inference

Probability and Inference Deniz Yuret ECOE 554 Lecture 3 Outline 1 Probabilities and ensembles 2 3 Ensemble An ensemble X is a triple (x, A X, P X ), where the outcome x is the value of a random variable, which takes on one of

More information

Sampling WITHOUT replacement, Order IS important Number of Samples = 6

Sampling WITHOUT replacement, Order IS important Number of Samples = 6 : Different strategies sampling 2 out of numbers {1,2,3}: Sampling WITHOUT replacement, Order IS important Number of Samples = 6 (1,2) (1,3) (2,1) (2,3) (3,1) (3,2) : Different strategies sampling 2 out

More information

Lecture 11: Information theory THURSDAY, FEBRUARY 21, 2019

Lecture 11: Information theory THURSDAY, FEBRUARY 21, 2019 Lecture 11: Information theory DANIEL WELLER THURSDAY, FEBRUARY 21, 2019 Agenda Information and probability Entropy and coding Mutual information and capacity Both images contain the same fraction of black

More information

ENGR 200 ENGR 200. What did we do last week?

ENGR 200 ENGR 200. What did we do last week? ENGR 200 What did we do last week? Definition of probability xioms of probability Sample space robability laws Conditional probability ENGR 200 Lecture 3: genda. Conditional probability 2. Multiplication

More information

What does independence look like?

What does independence look like? What does independence look like? Independence S AB A Independence Definition 1: P (AB) =P (A)P (B) AB S = A S B S B Independence Definition 2: P (A B) =P (A) AB B = A S Independence? S A Independence

More information

1 True/False. Math 10B with Professor Stankova Worksheet, Discussion #9; Thursday, 2/15/2018 GSI name: Roy Zhao

1 True/False. Math 10B with Professor Stankova Worksheet, Discussion #9; Thursday, 2/15/2018 GSI name: Roy Zhao Math 10B with Professor Stankova Worksheet, Discussion #9; Thursday, 2/15/2018 GSI name: Roy Zhao 1 True/False 1. True False When we solve a problem one way, it is not useful to try to solve it in a second

More information

Systems of Equations and Inequalities

Systems of Equations and Inequalities 1 Systems of Equations and Inequalities 2015 03 24 2 Table of Contents Solving Systems by Graphing Solving Systems by Substitution Solve Systems by Elimination Choosing your Strategy Solving Systems of

More information

Chapter 3 : Conditional Probability and Independence

Chapter 3 : Conditional Probability and Independence STAT/MATH 394 A - PROBABILITY I UW Autumn Quarter 2016 Néhémy Lim Chapter 3 : Conditional Probability and Independence 1 Conditional Probabilities How should we modify the probability of an event when

More information

S.CP.A.2: Probability of Compound Events 1a

S.CP.A.2: Probability of Compound Events 1a Regents Exam Questions S.CP.A.: Probability of Compound Events a Name: S.CP.A.: Probability of Compound Events a Selena and Tracey play on a softball team. Selena has hits out of 0 times at bat, and Tracey

More information

STA 256: Statistics and Probability I

STA 256: Statistics and Probability I Al Nosedal. University of Toronto. Fall 2017 My momma always said: Life was like a box of chocolates. You never know what you re gonna get. Forrest Gump. Experiment, outcome, sample space, and sample point

More information

Chapter 7: Hypothesis Testing

Chapter 7: Hypothesis Testing Chapter 7: Hypothesis Testing *Mathematical statistics with applications; Elsevier Academic Press, 2009 The elements of a statistical hypothesis 1. The null hypothesis, denoted by H 0, is usually the nullification

More information

For full credit, show all work.

For full credit, show all work. Accelerated Review 1: Decimals/Exponents/Algebraic Thinking Name: For full credit, show all work. 1.. 3. 4. 5. Which statement is false? A Some integers are irrational. B Some integers are whole numbers.

More information

1 Bernoulli Distribution: Single Coin Flip

1 Bernoulli Distribution: Single Coin Flip STAT 350 - An Introduction to Statistics Named Discrete Distributions Jeremy Troisi Bernoulli Distribution: Single Coin Flip trial of an experiment that yields either a success or failure. X Bern(p),X

More information

Midterm Exam 1 (Solutions)

Midterm Exam 1 (Solutions) EECS 6 Probability and Random Processes University of California, Berkeley: Spring 07 Kannan Ramchandran February 3, 07 Midterm Exam (Solutions) Last name First name SID Name of student on your left: Name

More information

4. Suppose that we roll two die and let X be equal to the maximum of the two rolls. Find P (X {1, 3, 5}) and draw the PMF for X.

4. Suppose that we roll two die and let X be equal to the maximum of the two rolls. Find P (X {1, 3, 5}) and draw the PMF for X. Math 10B with Professor Stankova Worksheet, Midterm #2; Wednesday, 3/21/2018 GSI name: Roy Zhao 1 Problems 1.1 Bayes Theorem 1. Suppose a test is 99% accurate and 1% of people have a disease. What is the

More information

Be able to define the following terms and answer basic questions about them:

Be able to define the following terms and answer basic questions about them: CS440/ECE448 Fall 2016 Final Review Be able to define the following terms and answer basic questions about them: Probability o Random variables o Axioms of probability o Joint, marginal, conditional probability

More information

Discrete Random Variables (1) Solutions

Discrete Random Variables (1) Solutions STAT/MATH 394 A - PROBABILITY I UW Autumn Quarter 06 Néhémy Lim Discrete Random Variables ( Solutions Problem. The probability mass function p X of some discrete real-valued random variable X is given

More information

Additional practice with these ideas can be found in the problems for Tintle Section P.1.1

Additional practice with these ideas can be found in the problems for Tintle Section P.1.1 Psych 10 / Stats 60, Practice Problem Set 3 (Week 3 Material) Part 1: Decide if each variable below is quantitative, ordinal, or categorical. If the variable is categorical, also decide whether or not

More information

Lecture 8: Conditional probability I: definition, independence, the tree method, sampling, chain rule for independent events

Lecture 8: Conditional probability I: definition, independence, the tree method, sampling, chain rule for independent events Lecture 8: Conditional probability I: definition, independence, the tree method, sampling, chain rule for independent events Discrete Structures II (Summer 2018) Rutgers University Instructor: Abhishek

More information