Solutions of Tutorial Questions -1 (MTH202[Probability and Statistics])

Q1 Determine the sample space of an experiment of tossing a coin until for the rst time the same
result appear twice in succession. To each outcome that requires n tosses assign a number
1
2
n
.
There will be two outcomes representing the cases where the tossing continues indenitely,
assign the number 0 to both. Show that this assignment denes a probability function on the
sample space. Determine the probability of the following events.
(a) The experiment ends before the sixth toss.
(b) The experiment requires even number of tosses.
Solution: Outcomes of the given experiment are
HH, THH, HTHH, THTHH, HTHTHH, . . . , (TH)
i
H, H(TH)
i
H, (TH)
i+1
H, . . . ,
TT, HTT, THTT, HTHTT, THTHTT, . . . , (HT)
i
H, T(HT)
i
T, (HT)
i+1
T, . . . ,
and there are two outcomes that consists of innite number of tosses, namely;
(HT)

= HTHTHT . . . , (TH)

= THTHTH . . . .
The outcomes in the rst row has heads twice in succession and in the second row tails are
twice in succession, while the two outcomes in the third row indicate that the tossing continues
for ever. Therefore, we may succinctly express the sample space of this experiment as
S = {H(TH)
i1
H, T(HT)
i1
T : i N}
_
{(TH)
i
H, (HT)
i
T : i N}
_
{(HT)

, (TH)

},
where (HT)
i
stands for i string of HT, i.e., (HT)
3
= HTHTHT and so on.
Now we dene a function P on the indecomposable events of the sample space S by
P(H(TH)
i1
H) = P(T(HT)
i1
T) =
1
2
2i
, P((TH)
i
H) = P((HT)
i
T) =
1
2
2i+1
.
This is because outcomes H(TH)
i1
H, T(HT)
i1
T both require 2i tossing and on the other
hand the outcomes (TH)
i
H, (HT)
i
T both require 2i + 1 tossing. We are also given that
P((HT)

) = P((TH)

) = 0. We consider the series

i=1
(P(H(TH)
i1
H) + P(T(HT)
i1
T) + P((TH)
i
H) + P((HT)
i
T)).
The sum of this series is given by

i=1
(2
1
2
2i
+ 2
1
2
2i+1
) =

i=1
(
1
2
2i1
+
1
2
2i
)
=

n=1
1
2
n
= 1.
This shows that the value of the function P on each indecomposable event of S is non-negative
and they all add up to 1. Thus P denes a probability function on the sample space S.
If the experiment ends before the sixth toss, then the outcomes must be
HH, TT, THH, HTT, HTHH, THTT, THTHH, HTHTT.
Thus probability of this event equals
2
1
2
2
+ 2
1
2
3
+ 2
1
2
4
+ 2
1
2
5
=
15
16
.
(If the experiment ends before mth toss, then desired probability is
2
m2
1
2
m2
.)
If the experiment requires even number of tosses, then we get the event
A = {H(TH)
i1
H, T(HT)
i1
T : i N}.
Now, clearly
P(A) =

i=1
(P(H(TH)
i1
H) + P(T(HT)
i1
T))
=

i=1
(2
1
2
2i
) =

i=1
1
2
2i1
=
1
2
+
1
2
3
+
1
2
5
+ . . . =
2
3
.
Q2 Three players a, b, c take turns to play a game. At the start, a and b play, while c is out. The
loser is replaced by c and at the second trial the winner play against c while the loser is out.
The game continues until a player wins twice in succession, thus becoming the winner of the
game. Assuming that there is no possibility of a tie in each individual trial, determine the
sample space of this game. To each possible outcome that require n trials assign a number
1
2
n
and assign the number 0 to the outcomes that the play continues indenitely. Show that this
denes a probability function on the sample space.
(a) What is the probability that a is the winner?
(b) What is the probability that c is the winner?
(c) Determine the probability that the game continues after the nth trial.
Solution: The outcomes of this game can be indicated by the following scheme
aa, acc, acbb, acbaa, acbacc, acbacbb, acbacbaa, . . . ,
bb, bcc, bcaa, bcabb, bcabcc, bcabcaa, bcabcabb, . . . ,
and there will be two outcomes indicating that the play continues ad innitum, namely;
(acb)

= acbacbacb . . . , (bca)

= bcabcabca . . . .
The outcome acbb means that the rst trial is won by a, the second trial by c , third and fourth
trials are won by b and thus b wins the game. Similarly, we have other symbols.
We dene a function P on the indecomposable events by
P(aa) = P(bb) =
1
2
2
( both aa and bb require two trials)
P(acc) = P(bcc) =
1
2
3
( both acc and bcc require three trials)
and so on. Also
P((acb)

) = P((bca)

) = 0.
Since there are two outcomes involving exactly m trials, where m 2, we see that adding the
values of P over all the indecomposable events yields the series
2

i=2
1
2
i
=

i=1
1
2
i
= 1.
Therefore, P denes a probability function.
It is clear from the above scheme of outcomes that a (or b) wins the game only if number of
trials is not a multiple of 3. Also, there will be exactly one outcome with m trials won by a,
m 2, m not a multiple of 3. Thus the probability that player a (or b) wins the game is given
by

i=1
1
2
3i1
+

i=1
1
2
3i+1
=
2
7
+
1
14
=
5
14
.
We see that c wins the game only if the number of trials is a multiple of 3 and each such case
there are exactly two outcomes with c as the winner. For example, acc, bcc or acbacc, bcabcc.
Therefore, the probability that player c wins the game is given by
2

i=1
1
2
3i
= 2
1
7
=
2
7
.
If the game continues after the n trial, then the winner must be decided on or after n + 1th
trial. Therefore, the probability that the game continues after n trials is given by
2

i=n+1
1
2
i
=

i=n
1
2
i
=
1
2
n1
.
This completes the solution.
(If you insist on expressing the sample space as in the Q1, then we may proceed as follows.
Let
S
a
= {(acb)
i1
aa, (bca)
i
a : i N},
S
b
= {(bca)
i1
bb, (acb)
i
b : i N},
S
c
= {(acb)
i1
acc, (bca)
i1
bcc : i N},
and
S

= {(abc)

, (bca)

}.
Then, the sample space S is given by
S = S
a
_
S
b
_
S
c
_
S

.
Also, it is clear that S
a
is event that a is the winner, S
b
is the event that b is the winner , S
c
is the event that c is the winner and S

denote the event that the play continues for ever. )

Q3 (Matching problem) Consider two pack of playing cards (each pack has 52 cards). After
shuing both the pack of cards, one compares cards on one pack with the cards on the other
pack one after the other in the same serial order. In other words, the ith number card on one
pack is compared with the ith number card on the other pack. We say a matching occurs if
the compared cards from both the packs are of the same value and the same colour.
(a) Determine the probability that there is no matching at all.
(b) If p
i
is the probability of getting exactly i numbers of matching, then determine p
i
. What
is p
51
?
Solution: There are exactly 52! ways of permuting playing cards, and we assume that all are
equally-likely. Let A
k
be the event that the kth number card on the rst pack is matched with
kth number card on the second pack. Clearly, this can happen in exactly 51! ways, because
except for the kth number card, everything can be permuted. Therefore, the probability
P(A
k
) =
51!
52!
=
1
51
for all 1 k 52.
In general, for k
1
, k
2
, . . . , k
r
, the intersection A
k
1
A
k
2
. . . A
k
r
represents the event of matching
at all the k
1
, k
2
, . . . , k
r
th number cards. Thus the probability
P(A
k
1
A
k
2
. . . A
k
r
) =
(52 r)!
52!
.
Now using inclusion-exclusion principle, we have
P
_
52
_
k=1
A
k
_
=
52

k=1
(1)
k1
_
52
k
_
(52 k)!
52!
=
_
52
1
_
1
52

_
52
2
_
50!
52!
+ . . .
_
52
52
_
0!
52!
.
Equivalently, the probability that there is at least one matching is
P
_
52
_
k=1
A
k
_
= 1
1
2!
+
1
3!
. . . +
1
51!

1
52!
.
Therefore, the probability p
0
of no matching is given by
p
0
= 1 P
_
52
_
k=1
A
k
_
= 1 1 +
1
2!

1
3!
+ . . .
1
51!
+
1
52!

1
e
= e
1
.
We now calculate the probability p
i
of exactly i matchings. Suppose these i matchings are at
k
1
, k
2
, . . . , k
i
number cards. Thus there is no matching among the remaining 52 i cards and
this probability is given by
p
0
= 1 1 +
1
2!

1
3!
+ . . . + (1)
51i
1
(51 i)!
+ (1)
52i
1
(52 i)!
,
because the total number of remaining cards are 52 i instead of 52. Therefore, the number
of permutations of remaining 52 i cards, with no matching equals (52 i)! p
0
. Also, the i
number of matchings can be chosen in exactly
_
52
i
_
ways. This shows that the total number of
permutations of 52 cards having exactly i matching is given by
_
52
i
_
(52 i)! p
0
=
52!
i!
_
1 1 +
1
2!

1
3!
+ . . . + (1)
51i
1
(51 i)!
+ (1)
52i
1
(52 i)!
_
.
Therefore, the probability p
i
of exactly i matchings is given by
p
i
=
1
i!
_
1 1 +
1
2!

1
3!
+ . . . + (1)
51i
1
(51 i)!
+ (1)
52i
1
(52 i)!
_
.
Substituting i = 51 in the last expression, we get p
51
= 1 1 = 0. But this is otherwise also
obvious, because if 51 cards are matched then the last one is also matched. Therefore, we can
never get exactly 51 matchings.