Fundamentals of probability with stochastic processes 4th edition solutions

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solution manual fundamentals of probability with stochastic processes Ghahramani 4th edition pdf

Published on Dec 11, 2021

Authors: Saeed Ghahramani Published: CRC 2019 Edition: 4th Pages: 375 Type: pdf Size: 5MB

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Instructor's Solutions Manual

FUNDAMENTALS

OF PROBABILITY

WITH STOCHASTIC PROCESSES

FOURTH EDITION

SAEED GHAHRAMANI

Western New England University

Springfield, Massachusetts, USA

A CHAPMAN & HALL BOOK

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Contents

11 Sums of Independent Random

  • 1 Axioms of Probability
  • 1 Sample Space and Events
  • 1 Basic Theorems
  • 1 Random Selection of Points from Intervals - Review Problems
    • Companion for Chapter
    • 1B Applications of Probability to Genetics
    • 2 Combinatorial Methods
  • 2 Counting Principle
  • 2 Permutations
  • 2 Combinations
  • 2 Stirling’ Formula - Review Problems
    • 3 Conditional Probability and Independence
  • 3 Conditional Probability
  • 3 The Multiplication Rule
  • 3 Law of Total Probability
  • 3 Bayes’ Formula
  • 3 Independence - Review Problems
    • Companion for Chapter
    • 3B More on Applications of Probability to Genetics
      • 9 Multivariate Distributions Contents iv
    • 9 Joint Distribution ofn> 2 Random Variables
    • 9 Order Statistics
    • 9 Multinomial Distributions - Review Problems
      • 10 More Expectations and Variances
  • 10 Expected Values of Sums of Random Variables
  • 10 Covariance
  • 10 Correlation
  • 10 Conditioning on Random Variables
  • 10 Bivariate Normal Distribution - Review Problems - ◮ Companion for Chapter
  • 10B Pattern Appearance - Variables and Limit Theorems
  • 11 Moment-Generating Functions
  • 11 Sums of Independent Random Variables
  • 11 Markov and Chebyshev Inequalities
  • 11 Laws of Large Numbers
  • 11 Central Limit Theorem - Review Problems - ◮ 12 Stochastic Processes
  • 12 More on Poisson Processes
  • 12 Markov Chains
  • 12 Continuous-Time Markov Chains - Review Problems - ◮ Companion for Chapter
  • 12B Brownian Motion

Chapter 1

Axioms of Probability

1 Sample Space and Events

1. {M, I, S, P}is a sample space for this experiment, and{I}is the event that the out-

come is a vowel.

2. A sample space isS={ 0 , 1 , 2 ,..., 57 }. The desired event isE={ 3 , 4 , 5 , 6 , 7 , 8 }.

3. Eis the event of at least two heads.

4. Eis the event that one die shows three times as many dots as the other the event

that the sum of the outcomes is exactly 6.

5. For 1 ≤i, j≤ 3 ,by(i, j)we mean that Vann’s card number isi, and Paul’s card

number isj. Clearly,A=

{

(1,2),(1,3),(2,3)

}

andB=

{

(2,1),(3,1),(3,2)

}

.

(a) SinceA∩B=∅, the eventsAandBare mutually exclusive.

(b) None of(1,1),(2,2),(3,3)belongs toA∪B. HenceA∪Bnot being the sample space shows thatAandBare not complements of one another.

6. S={RRR, RRB, RBR, RBB, BRR, BRB, BBR, BBB}.

7. {x:0<x< 20 };{ 1 , 2 , 3 ,..., 19 }.

8. Denote the dictionaries byd 1 ,d 2 ; the third book bya. The answers are

{d 1 d 2 a, d 1 ad 2 ,d 2 d 1 a, d 2 ad 1 ,ad 1 d 2 ,ad 2 d 1 }and{d 1 d 2 a, ad 1 d 2 }.

9. EF: One 1 and one even.

EcF: One 1 and one odd. EcFc: Both even or both belong to{ 3 , 5 }.

10. S={QQ, QN, QP, QD, DN, DP, NP, NN, P P}. (a) {QP};

(b) {DN, DP, NN}; (c) ∅.

11. S=

{

x:7≤x≤ 916

}

{ ;

x:7≤x≤ 714

}

{

x:7 34 ≤x≤ 814

}

{

x:8 34 ≤x≤ 916

}

.

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Section 1 Sample Space and Events 3

21. The event that the device is operative at that random time is

E=

⋂n

i=

Ai=A 1 A 2 ···An.

22. IfB=∅, the relation is obvious. If the relation is true for every eventA, then it is

true forS, the sample space, as well. Thus

S=(B∩Sc)∪(Bc∩S)=∅∪Bc=Bc,

showing thatB=∅.

23. Parts (a) and (d) are obviously true; part (c) is true by DeMorgan’s law; part (b) is

false: throw a four-sided die; letF={ 1 , 2 , 3 },G={ 2 , 3 , 4 },E={ 1 , 4 }.

24. Introducing a rectangular coordinate system with origin at the center of dartboard, we

have that a sample space for the point at which a dart hits the board isS=

{

(x, y): x 2 +y 2 < 81

}

.

25.(a) The sample space isS=

{

H,TH,TTH,TTTH,...

}

. (b) The desired event is E=

{

H,TTH,TTTTH,TTTTTTH,...

}

.

26.(a)

⋃∞

n=1An; (b)

⋃ 37

n=1An.

27. Clearly,E 1 ⊃E 2 ⊃E 3 ⊃···⊃Ei⊃···. Hence

⋃∞

i=1Ei=E 1 =(− 1 / 2 , 1 /2). Now the only point that belongs to allEi’s is 0. For any other point,x,x∈(− 1 ,1), there is anifor whichx/∈(− 1 / 2 i, 1 / 2 i).So

⋂∞

i=1Ei={ 0 }.

28. Straightforward.

29. Straightforward.

30. Straightforward.

31. Leta 1 ,a 2 , anda 3 be the first, the second, and the third volumes of the dictionary. Let

a 4 ,a 5 ,a 6 , anda 7 be the remaining books. LetA={a 1 ,a 2 ,...,a 7 }; the answers are S=

{

x 1 x 2 x 3 x 4 x 5 x 6 x 7 :xi∈A, 1 ≤i≤ 7 ,andxi =xjifi =j

}

and { x 1 x 2 x 3 x 4 x 5 x 6 x 7 ∈S:xixi+1xi+2=a 1 a 2 a 3 for somei, 1 ≤i≤ 5

}

,

respectively.

32. The sample space is

S=

⋃ 31

i=

(

Ai 1 Ai 2 Ai 3 ∪Aci 1 Ai 2 Ai 3 ∪Ai 1 Aci 2 Ai 3 ∪Ai 1 Ai 2 Aci 3 ∪Aci 1 Aci 2 Ai 3

∪Aci 1 Ai 2 Aci 3 ∪Ai 1 Aci 2 Aci 3 ∪Aci 1 Aci 2 Aci 3

)

.

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Section 1 Basic Theorems 4

33.

⋂∞

m=

⋃∞

n=mAn.

34. LetB 1 =A 1 ,B 2 =A 2 −A 1 ,B 3 =A 3 −(A 1 ∪A 2 ),...,Bn=An−

⋃n− 1 i=1Ai, ....

1 Basic Theorems

1. No;P(sum 11)=2/ 36 whileP(sum 12)=1/ 36.

2. SinceP(AB)=0, we have 1 ≥P

(

A∪B

)

=P(A)+P(B).

3. 0 .33 + 0 = 0. 40.

4. No, they are not consistent. The first statement implies that the probability of success

is 15/16, while the second statement implies that it is 1/16.

5. LetEbe the event that an earthquake will damage the structure next year. LetH

be the event that a hurricane will damage the structure next year. We are given that P(E)=0. 015 ,P(H)=0. 025 , andP(EH)=0. 0073. Since

P(E∪H)=P(E)+P(H)−P(EH)=0 + 0. 025 − 0 .0073 = 0. 0327 ,

the probability that next year the structure will be damaged by an earthquake and/or a hurricane is 0. The probability that it is not damaged by any of the two natural disasters is 0.

6. Clearly, she made a mistake. SinceEF ⊆ E, we must haveP(EF) ≤ P(E).

However, in Tina’s calculations,P(EF)=

3

8

>

1

4

=P(E).

7. We are interested in the probability of the eventA∪B−AB. SinceAB⊆A∪B,

we haveP

(

A∪B−AB

)

=P

(

A∪B

)

−P(AB)=0. 8 − 0 .3=0. 5.

8. LetAbe the event that a randomly selected applicant has a high school GPA of at

least 3. LetBbe the event that this applicant’s SAT score is 1200 or higher. We have

P

(

A∪B)=P(A)+P(B)−P(AB)=0 + 0. 30 − 0 .15 = 0. 53.

Therefore, 53% of all applicants are admitted to the college.

9. LetJ,B, andT be the events that Jacqueline, Bonnie, and Tina win, respectively.

We are given thatP(B)=(2/3)P(J)andP(B)=(4/3)P(T). Therefore,P(J)= (3/2)P(B)andP(T)=(3/4)P(B).NowP(J)+P(B)+P(T)=1implies that 3 2

P(B)+P(B)+

3

4

P(B)=1.

This givesP(B)=4/ 13. ThusP(J)=6/ 13 , andP(T)=3/ 13.

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