Indicators and matching
[14/100%]A biased coin is tossed times, and heads shows with probability on each toss. A run is a sequence of throws which result in the same outcome, so that, for example, the sequence HHTHTTH contains five runs. Show that the expected number of runs is . Find the variance of the number of runs.
Let heads and tails be arranged randomly in a line. Find the mean and variance of the number of runs of heads
An urn contains balls numbered . We remove balls at random (without replacement) and add up their numbers. Find the mean and variance of the total.
Of the people in a given collection of couples, exactly die. Assuming that the have been picked at random, find the mean number of surviving couples. This problem was formulated by Daniel Bernoulli in 1768.
Urn R contains red balls and urn B contains blue balls. At each stage, a ball is selected at random from each urn, and they are swapped. Show that the mean number of red balls in urn after stage is . This 'diffusion model' was described by Daniel Bernoulli in 1769.
Consider a square with diagonals, with distinct source and sink. Each edge represents a component which is working correctly with probability , independently of all other components. Write down an expression for the Boolean function which equals 1 if and only if there is a working path from source to sink, in terms of the indicator functions of the events as runs over the set of edges. Hence calculate the reliability of the network.
A system is called a ' out of ' system if it contains components and it works whenever or more of these components are working. Suppose that each component is working with probability , independently of the other components, and let be the indicator function of the event that component is working. Find, in terms of the , the indicator function of the event that the system works, and deduce the reliability of the system.
Let be a finite graph. For any set of vertices and any edge , define the indicator function
Set . Show that there exists such that .
A total of bar magnets are placed end to end in a line with random independent orientations. Adjacent like poles repel, ends with opposite polarities join to form blocks. Let be the number of blocks of joined magnets. Find and .
Use the inclusion-exclusion formula (3.4.2) to derive the result of Example (3.4.3), namely: in a random permutation of the first integers, the probability that exactly retain their original positions is
Let be the number of derangements of the first integers (that is, rearrangements with no integers in their original positions). Show that for . Deduce the result of part (a).
Given that exactly integers retain their original positions, find the probability that the integer 1 remains in first place.
In a lecture audience, there are students born in 2011, and they were born on independent, uniformly distributed days. Calculate the mean of the number of pairs of students sharing a birthday, and show that if and only if . Compare this with the result of Problem (1.8.30). Find the variance of .
Show that any set of 10 points in the plane can be covered by a suitable placement of disjoint open unit disks. [Hint: Consider an infinite array of unit disks whose centres form a triangular lattice.]
Days are either wet or dry, and, given today's weather, tomorrow's is the same as today's with probability , and different otherwise. Let be the probability that the weather days into the future from today will be wet. Show that , and find . What is the mean number of wet days in the next week?
An urn contains balls of which are green. Balls are sampled from the urn at random, one by one. After a ball is sampled, its colour is noted, and it is discarded. Find the mean and variance of the number of green balls in a sample of size .
Let heterosexual couples be seated randomly at a circular table, subject only to the rule that the sexes alternate. There is no requirement that couples sit together. Let be the number of couples seated adjacently. Show that and .