Section 3.4

Indicators and matching

[14/100%]
Show
LaTeX
Problem 3.4.1
?
(a)

A biased coin is tossed nn times, and heads shows with probability pp 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 1+2(n−1)p(1−p)1+2(n-1) p(1-p). Find the variance of the number of runs.

(b)

Let hh heads and tt tails be arranged randomly in a line. Find the mean and variance of the number of runs of heads

Problem 3.4.2

An urn contains nn balls numbered 1,2,…,n1,2, \ldots , n. We remove kk balls at random (without replacement) and add up their numbers. Find the mean and variance of the total.

?
Problem 3.4.3

Of the 2n2 n people in a given collection of nn couples, exactly mm die. Assuming that the mm have been picked at random, find the mean number of surviving couples. This problem was formulated by Daniel Bernoulli in 1768.

?
Problem 3.4.4

Urn R contains nn red balls and urn B contains nn 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 RR after stage kk is 12n{1+(1−2/n)k}\frac{1}{2} n\left\{ 1+(1-2 / n)^{k}\right\}. This 'diffusion model' was described by Daniel Bernoulli in 1769.

?
Problem 3.4.5

Consider a square with diagonals, with distinct source and sink. Each edge represents a component which is working correctly with probability pp, 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 XiX_{i} of the events {edge i is working}\left\{ \text{edge }i\text{ is working}\right\} as ii runs over the set of edges. Hence calculate the reliability of the network.

?
Problem 3.4.6

A system is called a ' kk out of nn ' system if it contains nn components and it works whenever kk or more of these components are working. Suppose that each component is working with probability pp, independently of the other components, and let XcX_{c} be the indicator function of the event that component cc is working. Find, in terms of the XcX_{c}, the indicator function of the event that the system works, and deduce the reliability of the system.

?
Problem 3.4.7

Let G=(V,E)G = (V, E) be a finite graph. For any set WW of vertices and any edge e∈Ee \in E, define the indicator function

IW(e)={1 if e connects W and W∁0 otherwise  I_{W}(e) = \begin{cases} 1 & \text{ if } e \text{ connects } W \text{ and } W^{\complement } \\ 0 & \text{ otherwise }\end{cases}

Set NW=∑e∈EIW(e)N_{W} = \sum_{e \in E} I_{W}(e). Show that there exists W⊆VW \subseteq V such that NW≥12∣E∣N_{W} \geq \frac{1}{2}\left|E\right|.

?
Problem 3.4.8

A total of nn 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 XX be the number of blocks of joined magnets. Find E[X]\mathbb {E}\left[X\right] and Var⁡[X]\operatorname {Var}\left[X\right].

?
Problem 3.4.9
?
(a)

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 nn integers, the probability that exactly rr retain their original positions is

1r!(12!−13!+⋯+(−1)n−r(n−r)!) \frac{1}{r!}\left(\frac{1}{2!}-\frac{1}{3!}+\cdots +\frac{(-1)^{n-r}}{(n-r)!}\right)
(b)

Let dnd_{n} be the number of derangements of the first nn integers (that is, rearrangements with no integers in their original positions). Show that dn+1=ndn+ndn−1d_{n+1} = n d_{n}+n d_{n-1} for n≥2n \geq 2. Deduce the result of part (a).

(c)

Given that exactly mm integers retain their original positions, find the probability that the integer 1 remains in first place.

Problem 3.4.10

In a lecture audience, there are nn students born in 2011, and they were born on independent, uniformly distributed days. Calculate the mean of the number BB of pairs of students sharing a birthday, and show that E[B]>1\mathbb {E}\left[B\right] > 1 if and only if n≥28n \geq 28. Compare this with the result of Problem (1.8.30). Find the variance of BB.

?
Problem 3.4.11

Show that any set of 10 points in the plane R2\mathbb {R}^{2} 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.]

?
Problem 3.4.12

Days are either wet or dry, and, given today's weather, tomorrow's is the same as today's with probability pp, and different otherwise. Let wnw_{n} be the probability that the weather nn days into the future from today will be wet. Show that wn+1=1−p+(2p−1)wn−1w_{n+1} = 1-p+(2 p-1) w_{n-1}, and find wnw_{n}. What is the mean number of wet days in the next week?

?
Problem 3.4.13

An urn contains bb balls of which gg 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 n(≤b)n( \leq b).

?
Problem 3.4.14

Let n(≥2)n( \geq 2) 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 XX be the number of couples seated adjacently. Show that E[X]=2\mathbb {E}\left[X\right] = 2 and Var⁡[X]=2−2/(n−1)\operatorname {Var}\left[X\right] = 2-2 /(n-1).

?