Stat 110 Homework 3, Fall 2012

Due: Friday 9/28 at the beginning of class. Please write your name, and staple your
homework. Show your work and explain your steps.
1. Aegon Targaryen, the First of His Name, has just conquered the Seven King-
doms and founded the Targaryen dynasty of Westeros. He has two sisters and no
brothers. Suppose that a child inherits his or her fathers surname, and that a male
Targaryen in his lifetime has no sons, one son, or two sons, with probability 1/3 each,
independently of how many sons other Targaryen men have.
(a) Find the probability that the Targaryen name will eventually go extinct.
Hint: condition on the rst step (how many sons Aegon has).
(b) Now suppose instead that Targaryen men have no sons, one son, or two sons,
with probabilities 1/4, 1/4, 1/2 respectively. This and (a) are examples of branching
processes, which are studied in more detail in Stat 171. A useful fact about such
branching processes, which you do not need to prove here, is that if the weighted
average of the number of sons is less than 1, then the probability of extinction is 1,
while if the weighted average is greater than 1, then the probability of extinction is
less than 1. Find the probability that the Targaryen name will eventually go extinct.
2. Independent Bernoulli trials are performed, with success probability 1/2 for each
trial. An important question that often comes up in such settings is how many trials
to perform. Many controversies have arisen in statistics over the issue of how to
analyze data coming from an experiment where the number of trials can depend on
the data collected so far.
For example, if we can follow the rule keep performing trials until there are more
than twice as many failures as successes, and then stop, then naively looking at
the ratio of failures to successes (if and when the process stops) will give more than
2:1 rather than the true theoretical 1:1 ratio; this could be a very misleading result!
However, it might never happen that there are more than twice as many failures as
successes; in this problem, you will nd the probability of that happening.
(a) Two gamblers, A and B, make a series of bets, where each has probability 1/2 of
winning a bet, but A gets $2 for each win and loses $1 for each loss (a very favorable
game for A!). Assume that the gamblers are allowed to borrow money, so they can
and do gamble forever. Let p
k
be the probability that A, starting with $k, will ever
reach $0, for each k 0. Explain how this story relates to the original problem, and
how the original problem can be solved if we can nd p
k
.
(b) Find p
k
.
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Hint: as in the gamblers ruin, set up and solve a dierence equation for p
k
. We
have p
k
0 as k (you dont need to prove this, but it should make sense
since the game is so favorable to A, which will result in As fortune going to ; a
formal proof, not required here, could be done using the Law of Large Numbers, an
important theorem from later in the course). The solution can be written neatly in
terms of the golden ratio.
(c) Find the probability of ever having more than twice as many failures as successes
with independent Bernoulli(1/2) trials, as originally desired.
3. As in the gamblers ruin problem, two gamblers, A and B, make a series of bets,
until one of the gamblers goes bankrupt. Let A start out with i dollars and B
start out with N i dollars, and let p be the probability of A winning a bet, with
0 < p <
1
2
. Each bet is for
1
k
dollars, with k a positive integer, e.g., k = 1 is the
original gamblers ruin problem and k = 20 means theyre betting nickels. Find the
probability that A wins the game, and determine what happens to this as k .
4. (a) There are two crimson jars (labeled C
1
and C
2
) and two mauve jars (labeled
M
1
and M
2
). Each jar contains a mixture of green gummi bears and red gummi
bears. Show by example that it is possible that C
1
has a much higher percentage of
green gummi bears than M
1
, and C
2
has a much higher percentage of green gummi
bears than M
2
, yet if the contents of C
1
and C
2
are merged into a new jar and likewise
for M
1
and M
2
, then the combination of C
1
and C
2
has a lower percentage of green
gummi bears than the combination of M
1
and M
2
.
(b) Simpsons Paradox says that it is possible to have events A, B, C such that
P(A|B, C) < P(A|B
c
, C) and P(A|B, C
c
) < P(A|B
c
, C
c
), yet P(A|B) > P(A|B
c
).
Prove that this phenomenon cant happen if P(C|B) = P(C|B
c
). Then show how
Part (a) relates to Simpsons Paradox and this condition under which it cant happen,
being sure to dene A, B, C and to explain clearly what is going on.
5. The ratings of Monty Halls show have dropped slightly, and a panicking executive
producer complains to Monty that the part of the show where he opens a door lacks
suspense: Monty always opens a door with a goat. Monty replies that the reason is
so that the game is never spoiled by him revealing the car, but he agrees to update
the game as follows.
Before each show, Monty secretly ips a coin with probability p of Heads. If the coin
lands Heads, Monty resolves to open a goat door (with equal probabilities if there is
a choice). Otherwise, Monty resolves to open a random unopened door, with equal
probabilities. The contestant knows p but does not know the outcome of the coin
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ip. When the show starts, the contestant chooses a door. Monty (who knows where
the car is) then opens a door. If the car is revealed, the game is over; if a goat is
revealed, the contestant is oered the option of switching. Now suppose it turns out
that the contestant opens Door 1 and then Monty opens Door 2, revealing a goat.
What is the contestants probability of success if he or she switches to Door 3?
6. There are n students at a certain school, of whom X Bin(n, p) are Statistics
concentrators. A simple random sample of size m is drawn (simple random sample
means sampling without replacement, with all subsets of the given size equally likely).
(a) Find the PMF of the number of Statistics concentrators in the sample, using the
Law of Total Probability (dont forget to say what the support is). You can leave
your answer as a sum (though with some algebra it can be simplied, by writing the
binomial coecients in terms of factorials and using the binomial theorem).
(b) Give a story proof derivation of the distribution of the number of Statistics
concentrators in the sample; simplify fully.
Hint: Does it matter whether the students declare their concentrations before or
after the random sample is drawn?
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