ESI 4313 Operations Research 2

Assignment 1 Suggested Solutions

Due 09/10/2015 in class
1. (20pt) Let , , be three events. Find expressions for the following events that of , , :
a. All three events occur
b. At least two occurs
c. At most two occurs
d. Exactly two occurs
e. At most one occurs
f. Either { occurs}, or {if does not occur, then occurs and also does not occur}
Solution: (There are alternative answers. 3 each for parts a - d, 4 each for parts e and f)
a.
b.
c.
d.
e.
f.

All three events occur -

At least two occurs - ( ) ( ) ( )
At most two occurs - ( )
Exactly two occurs - [( ) ( ) ( )] ( )
At most one occurs - [( ) ( ) ( )]
Either { occurs}, or {if does not occur, then occurs and also does not occur}

( ) [( ) ( ) ]
2.

(20pt) For events , , ,

a. Show the following equality. What happens when they are independent events?

( ) = ( )( | )( |( )) ( |( )) ()
Solution: Note that
(2 |1 ) =

(1 2 )
(1 )

From this, (1 )(2 |1 ) = (1 2 )

Similarly,
(3 |(1 2 )) =

(1 2 3 )
(1 2 )

Thus,
(1 )(2 |1 )(3 |(1 2 )) = (1 )

(1 2 ) (1 2 3 )

= (1 2 3 )
(1 )
(1 2 )

ESI 4313 Operations Research 2

Therefore, deriving from the right hand side (RHS) of (),
= (1 )

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

= (1 2 )
(1 )
(1 2 )
(1 2 1 )

Alternatively, by mathematical induction:

When = 2, we have (1 )(2 |1 ) = (1 2 ), i.e., () holds.
Now assume when = , () holds, i.e.,
(1 2 ) = (1 )(2 |1 )(3 |(1 2 )) ( |(1 2 1 )) ()
Then when = + 1,
(1 2 +1 ) = (+1 |(1 2 )) (1 2 ) use ()
= (+1 |(1 2 )) (1 )(2 |1 )(3 |(1 2 )) ( |(1 2 1 ))
That is, () also holds for = + 1. By mathematical induction, () holds for all natural numbers.
(7)
When and are independent events, ( | ) = ( ).
When 1 , 2 , , are independent, ( |(1 1 )) = ( ), for any 2
Thus, when 1 , 2 , , are independent, (1 2 ) = (1 )(2 ) ( )
(3)
b. Show the following by mathematical induction (this is the inclusion-exclusion identity)
( ) = ( ) ( ) + ( ) + + ()+ ( ) ()

<

<<

Solution:
When = 2, (1 2 ) = (1 ) + (2 ) (1 2 ), i.e. () holds.
(Its OK if you start with = 1 instead) (2)
Next, to prove by induction, assume the statement is correct for = , i.e.,
(1 2 ) = ( ) ( ) +

<

( ) + + (1)+1 (1 2 ) ()
<<

Then for = + 1,
(1 2 +1 ) = (1 2 ) + (+1 ) [(+1 ) (1 2 )]
= (1 2 ) + (+1 ) [(1 +1 ) (2 +1 ) ( +1 )]
The third terms from above is a union of events, so apply ()

ESI 4313 Operations Research 2

[(1 +1 ) (2 +1 ) ( +1 )]

= ( +1 ) ( +1 ) +
=1

<

( )

<=+1

<<

( ) +

<<=+1

Substitute () and

( +1 ) + + (1)+1 (1 2 +1 )
( +1 ) + (1)+2 (1 2 +1 )

<<<=+1

(1 2 +1 )
= ( )
+1

( ) +
<+1

( ) + + (1)+2 (1 2 +1 )

<<+1

That is, () holds for = implies that it holds for = + 1. By mathematical induction, () holds for any
natural number . Thus proving the inclusion-exclusion identity by mathematical induction. (8)

3. (15pt) Let and be mutually exclusive events in the sample space of an experiment. Suppose that
the experiment is repeated until either event or event occurs.
Define event ( ) , then () = 1 () ()
a. What does the sample space of this super experiment look like? Describe the elements in the
sample space.
Solution: (5)
The sample space of each experiment is {, , }. Since and are mutually exclusive, event ( ) is
impossible. Each outcome of the super experiment will have some number of (misses) followed by an
or an . Thus, the sample space of the super experiment is as follows:
, , , , ,
{
} ()
, , , , ,
b. Find the probability that event occurs before event .
Solution: (10)
Note that the probability that event occurs before event is the sum of the probabilities of the events
with an at the end, i.e., the sum of the probabilities of the events in the first row of (). That is,

(event occurs before event ) = () ()

=0

Since |()| < 1,

(event occurs before event ) =

()
()
=
1 () () + ()

Alternatively, in this super experiment, we know event or event will eventually occur (note: this
does NOT mean ( ) = 1). That is, the probability that event occurs before event is
(|( )). Since event and are mutually exclusive,

ESI 4313 Operations Research 2

( ) = , and ( ) = () + ()
Thus,
(|( )) =

( ( ))
()
=
( )
() + ()

4. (15pt) A gambler has in his pocket a fair coin and a two-headed coin.
Define {the regular fair coin is selected}, then () = 0.5.
a. He selects one of the coins at random, and when he flips it, it shows heads. What is the
probability that it is the fair coin? (5)
Solution: Let { () }. By Bayes Rule,
(|) =

(|)()
1/2 1/2
1
)( ) = 1/2 1/2 + 1 1/2 = 3
(|)() + (|

b. Suppose that he flips the same coin a second time and again it shows heads. Now what is the
probability that it is the fair coin? (7)
Solution: Let 2 { }. By Bayes Rule,
(|2 ) =

(1/2)2 1/2
(2 |)()
1
=
=

2
(1/2) 1/2 + 1 1/2 5
(2 |)() + (2 | )( )

c. Suppose that he flips the same coin a third time and it shows tails. What is the probability that
it is the fair coin? (3)
Solution: Let 3 = { } (H - heads, T tails). By Bayes Rule,
(3 |)()
(3 |)()
=
=1

(3 |)() + (3 | )( )
(3 |)() + 0 1/2
Note: the double headed coin does not show tails. Once the tails is shown, it is definitely the regular
coin.
(|3 ) =

5. (15pt) Suppose that 60% of the families in a community own their own cars, 30% own their own
houses, and 30% own neither.
Let = {the family owns a car}, = {the family owns a house}. Given
() = 0.6, () = 0.3, (( ) ) = 0.3
we have ( ) = 1 (( ) ) = 1 0.3 = 0.7
Then
( ) = () + () ( ) = 0.6 + 0.3 0.7 = 0.2
( ) = () ( ) = 0.6 0.2 = 0.4
( ) = () ( ) = 0.3 0.2 = 0.1
(5)
a. If a family is randomly chosen, what is the probability that this family owns a car or a house
but not both? (5)
Solution: Need to find

ESI 4313 Operations Research 2

( ) ( ) = 0.7 0.2 = 0.5
Alternatively,
( ) + ( ) = 0.4 + 0.1 = 0.5

b. What is the conditional probability that this family owns a house, given that this family owns
a car? (5)
Solution:
( ) 0.2 1
(|) =
=
=
()
0.6 3
6.

(15pt) Suppose Urn 1 contains 3 white balls and 1 black ball. Urn 2 contains 1 white ball and 5 black
balls. (i) One ball is drawn at random from Urn 1 and place in Urn 2. (ii) Then, a ball is drawn at
random from Urn 2.
Solution: Let
= {the ball drawn from urn 1 was white}
= {ball drawn from urn 2 is white}
Then, () = 3/4.
If occurs, Urn 2 will contain 2 white balls and 5 black balls, so (|) = 2/7
If c occurs, Urn 2 will contain 1 white ball and 6 black balls, so (| ) = 1/7

(5)
a. What is the probability that the ball drawn from Urn 2 in (ii) is white? (5)
Solution: From the Law of Total Probability,
2 3 1 1 1
() = (|)() + (| )( ) = + =
7 4 7 4 4
b. Given the ball drawn from urn 2 in (ii) is white, what is the probability that the ball transferred
from Urn 1 to Urn 2 in the first action is also white? (5)
Solution: From Bayes rule,
(|) =

(|)() 27 34 6
=
=
()
14
7