Chapitre 2
Chapitre 2
If S is finite and each one point set is assumed to have where |E| denotes the number of outcomes in the event E.
equal probability, then P(A) can be interpreted either as a long-run relative
frequency or as a measure of one’s degree of belief.
|A|
P(A) =
|S|
Problems
1. A box contains 3 marbles: 1 red, 1 green, and 1 blue. (c) Let A be the event that components 4 and 5 are both
Consider an experiment that consists of taking 1 marble failed. How many outcomes are contained in the event A?
from the box and then replacing it in the box and draw- (d) Write out all the outcomes in the event AW.
ing a second marble from the box. Describe the sample
space. Repeat when the second marble is drawn without 6. A hospital administrator codes incoming patients suf-
replacing the first marble. fering gunshot wounds according to whether they have
2. In an experiment, die is rolled continually until a 6 insurance (coding 1 if they do and 0 if they do not) and
appears, at which point the experiment stops. What is the according to their condition, which is rated as good (g), fair
sample space of this experiment? Let En denote the event (f), or serious (s). Consider an experiment that consists of
that n rolls are necessary to complete the experiment. the coding of such a patient.
What points of the sample space are contained in En ? (a) Give the sample space of this experiment.
c
q (b) Let A be the event that the patient is in serious condi-
What is En ? tion. Specify the outcomes in A.
1
(c) Let B be the event that the patient is uninsured. Specify
3. Two dice are thrown. Let E be the event that the sum of the outcomes in B.
the dice is odd, let F be the event that at least one of the (d) Give all the outcomes in the event Bc ∪ A.
dice lands on 1, and let G be the event that the sum is 5.
Describe the events EF, E ∪ F, FG, EF c , and EFG. 7. Consider an experiment that consists of determining
4. A, B, and C take turns flipping a coin. The first one to the type of job—either blue collar or white collar—
get a head wins. The sample space of this experiment can and the political affiliation—Republican, Democratic, or
be defined by Independent—of the 15 members of an adult soccer team.
# How many outcomes are
1, 01, 001, 0001, . . . , (a) in the sample space?
S=
0000 · · · (b) in the event that at least one of the team members is a
(a) Interpret the sample space. blue-collar worker?
(b) Define the following events in terms of S: (c) in the event that none of the team members considers
(i) A wins = A. himself or herself an Independent?
(ii) B wins = B.
8. Suppose that A and B are mutually exclusive events for
(iii) (A ∪ B)c . which P(A) = .3 and P(B) = .5. What is the probabil-
Assume that A flips first, then B, then C, then A, ity that
and so on.
(a) either A or B occurs?
5. A system is composed of 5 components, each of which (b) A occurs but B does not?
is either working or failed. Consider an experiment that (c) both A and B occur?
consists of observing the status of each component, and
let the outcome of the experiment be given by the vector 9. A retail establishment accepts either the American
(x1 , x2 , x3 , x4 , x5 ), where xi is equal to 1 if component i is Express or the VISA credit card. A total of 24 percent
working and is equal to 0 if component i is failed. of its customers carry an American Express card, 61 per-
(a) How many outcomes are in the sample space of this cent carry a VISA card, and 11 percent carry both cards.
experiment? What percentage of its customers carry a credit card that
(b) Suppose that the system will work if components 1 and the establishment will accept?
2 are both working, or if components 3 and 4 are both
working, or if components 1, 3, and 5 are all working. Let 10. Sixty percent of the students at a certain school wear
W be the event that the system will work. Specify all the neither a ring nor a necklace. Twenty percent wear a ring
outcomes in W. and 30 percent wear a necklace. If one of the students is
A First Course in Probability 49
chosen randomly, what is the probability that this student Hint: Let M, W, and G denote, respectively, the set
is wearing of professionals, married persons, and college graduates.
(a) a ring or a necklace? Assume that one of the 1000 persons is chosen at random,
and use Proposition 4.4 to show that if the given numbers
(b) a ring and a necklace?
are correct, then P(M ∪ W ∪ G) > 1.
11. A total of 28 percent of American males smoke
cigarettes, 7 percent smoke cigars, and 5 percent smoke 52
15. If it is assumed that all poker hands are
both cigars and cigarettes. 5
equally likely, what is the probability of being dealt
(a) What percentage of males smokes neither cigars nor
cigarettes? (a) a flush? (A hand is said to be a flush if all 5 cards are of
(b) What percentage smokes cigars but not cigarettes? the same suit.)
(b) one pair? (This occurs when the cards have denomina-
12. An elementary school is offering 3 language classes: tions a, a, b, c, d, where a, b, c, and d are all distinct.)
one in Spanish, one in French, and one in German. The (c) two pairs? (This occurs when the cards have denomi-
classes are open to any of the 100 students in the school. nations a, a, b, b, c, where a, b, and c are all distinct.)
There are 28 students in the Spanish class, 26 in the French (d) three of a kind? (This occurs when the cards have
class, and 16 in the German class. There are 12 students denominations a, a, a, b, c, where a, b, and c are all dis-
who are in both Spanish and French, 4 who are in both tinct.)
Spanish and German, and 6 who are in both French and
(e) four of a kind? (This occurs when the cards have
German. In addition, there are 2 students taking all 3
denominations a, a, a, a, b.)
classes.
(a) If a student is chosen randomly, what is the probability
16. Poker dice is played by simultaneously rolling 5 dice.
that he or she is not in any of the language classes?
Show that
(b) If a student is chosen randomly, what is the probability
(a) P{no two alike} = .0926;
that he or she is taking exactly one language class?
(b) P{one pair} = .4630;
(c) If 2 students are chosen randomly, what is the proba-
bility that at least 1 is taking a language class? (c) P{two pair} = .2315;
(d) P{three alike} = .1543;
13. A certain town with a population of 100,000 has 3 (e) P{full house} = .0386;
newspapers: I, II, and III. The proportions of townspeople (f) P{four alike} = .0193;
who read these papers are as follows:
(g) P{five alike} = .0008.
I: 10 percent I and II: 8 percent I and II and
III: 1 percent 17. If 8 rooks (castles) are randomly placed on a chess-
II: 30 percent I and III: 2 percent board, compute the probability that none of the rooks can
III: 5 percent II and III: 4 percent capture any of the others. That is, compute the probability
(The list tells us, for instance, that 8000 people read news- that no row or file contains more than one rook.
papers I and II.)
(a) Find the number of people who read only one newspa- 18. Two cards are randomly selected from an ordinary
per. playing deck. What is the probability that they form a
(b) How many people read at least two newspapers? blackjack? That is, what is the probability that one of the
cards is an ace and the other one is either a ten, a jack, a
(c) If I and III are morning papers and II is an evening
queen, or a king?
paper, how many people read at least one morning paper
plus an evening paper?
(d) How many people do not read any newspapers? 19. Two symmetric dice have had two of their sides painted
red, two painted black, one painted yellow, and the other
(e) How many people read only one morning paper and painted white. When this pair of dice is rolled, what is the
one evening paper? probability that both dice land with the same color face
up?
14. The following data were given in a study of a group
of 1000 subscribers to a certain magazine: In reference
to job, marital status, and education, there were 312 pro- 20. Suppose that you are playing blackjack against a
fessionals, 470 married persons, 525 college graduates, 42 dealer. In a freshly shuffled deck, what is the probability
professional college graduates, 147 married college gradu- that neither you nor the dealer is dealt a blackjack?
ates, 86 married professionals, and 25 married professional
college graduates. Show that the numbers reported in the 21. A small community organization consists of 20 fam-
study must be incorrect. ilies, of which 4 have one child, 8 have two children, 5
50 Chapter 2 Axioms of Probability
have three children, 2 have four children, and 1 has five 28. An urn contains 5 red, 6 blue, and 8 green balls. If a set
children. of 3 balls is randomly selected, what is the probability that
(a) If one of these families is chosen at random, what is the each of the balls will be (a) of the same color? (b) of differ-
probability it has i children, i = 1, 2, 3, 4, 5? ent colors? Repeat under the assumption that whenever a
ball is selected, its color is noted and it is then replaced in
(b) If one of the children is randomly chosen, what is the
the urn before the next selection. This is known as sam-
probability that child comes from a family having i chil-
pling with replacement.
dren, i = 1, 2, 3, 4, 5?
29. An urn contains n white and m black balls, where n and
22. Consider the following technique for shuffling a deck m are positive numbers.
of n cards: For any initial ordering of the cards, go through
(a) If two balls are randomly withdrawn, what is the prob-
the deck one card at a time and at each card, flip a fair coin.
ability that they are the same color?
If the coin comes up heads, then leave the card where it is;
if the coin comes up tails, then move that card to the end (b) If a ball is randomly withdrawn and then replaced
of the deck. After the coin has been flipped n times, say before the second one is drawn, what is the probability that
that one round has been completed. For instance, if n = 4 the withdrawn balls are the same color?
and the initial ordering is 1, 2, 3, 4, then if the successive (c) Show that the probability in part (b) is always larger
flips result in the outcome h, t, t, h, then the ordering at than the one in part (a).
the end of the round is 1, 4, 2, 3. Assuming that all possible
outcomes of the sequence of n coin flips are equally likely, 30. The chess clubs of two schools consist of, respectively,
what is the probability that the ordering after one round is 8 and 9 players. Four members from each club are ran-
the same as the initial ordering? domly chosen to participate in a contest between the two
schools. The chosen players from one team are then ran-
23. A pair of fair dice is rolled. What is the probability that domly paired with those from the other team, and each
the second die lands on a higher value than does the first? pairing plays a game of chess. Suppose that Rebecca and
her sister Elise are on the chess clubs at different schools.
24. If two dice are rolled, what is the probability that What is the probability that
the sum of the upturned faces equals i? Find it for i = (a) Rebecca and Elise will be paired?
2, 3, . . . , 11, 12. (b) Rebecca and Elise will be chosen to represent their
schools but will not play each other?
25. A pair of dice is rolled until a sum of either 5 or 7 (c) either Rebecca or Elise will be chosen to represent her
appears. Find the probability that a 5 occurs first. school?
Hint: Let En denote the event that a 5 occurs on the nth
roll and no 5 or 7 occurs on the first n − 1 rolls. Compute 31. A 3-person basketball team consists of a guard, a for-
q ward, and a center.
P(En ) and argue that P(En ) is the desired probability.
n=1 (a) If a person is chosen at random from each of three dif-
ferent such teams, what is the probability of selecting a
26. The game of craps is played as follows: A player rolls complete team?
two dice. If the sum of the dice is either a 2, 3, or 12, the (b) What is the probability that all 3 players selected play
player loses; if the sum is either a 7 or an 11, the player the same position?
wins. If the outcome is anything else, the player continues
to roll the dice until she rolls either the initial outcome or a 32. A group of individuals containing b boys and g girls
7. If the 7 comes first, the player loses, whereas if the initial is lined up in random order; that is, each of the (b + g)!
outcome reoccurs before the 7 appears, the player wins. permutations is assumed to be equally likely. What is the
Compute the probability of a player winning at craps. probability that the person in the ith position, 1 … i … b + g,
Hint: Let Ei denote the event that the initial outcome is is a girl?
12
i and the player wins. The desired probability is P(Ei ). 33. A forest contains 20 elk, of which 5 are captured,
i=2 tagged, and then released. A certain time later, 4 of the
To compute P(Ei ), define the events Ei,n to be the event 20 elk are captured. What is the probability that 2 of these
that the initial sum is i and the player wins on the nth roll. 4 have been tagged? What assumptions are you making?
q
Argue that P(Ei ) = P(Ei,n ).
n=1 34. The second Earl of Yarborough is reported to have bet
at odds of 1000 to 1 that a bridge hand of 13 cards would
27. An urn contains 3 red and 7 black balls. Players A and contain at least one card that is ten or higher. (By ten or
B withdraw balls from the urn consecutively until a red higher we mean that a card is either a ten, a jack, a queen,
ball is selected. Find the probability that A selects the red a king, or an ace.) Nowadays, we call a hand that has no
ball. (A draws the first ball, then B, and so on. There is no cards higher than 9 a Yarborough. What is the probability
replacement of the balls drawn.) that a randomly selected bridge hand is a Yarborough?
A First Course in Probability 51
35. Seven balls are randomly withdrawn from an urn that (a) If she tries the keys at random, discarding those that
contains 12 red, 16 blue, and 18 green balls. Find the prob- do not work, what is the probability that she will open the
ability that door on her kth try?
(a) 3 red, 2 blue, and 2 green balls are withdrawn; (b) What if she does not discard previously tried keys?
(b) at least 2 red balls are withdrawn; 46. How many people have to be in a room in order that
(c) all withdrawn balls are the same color; the probability that at least two of them celebrate their
(d) either exactly 3 red balls or exactly 3 blue balls are birthday in the same month is at least 12 ? Assume that all
withdrawn. possible monthly outcomes are equally likely.
36. Two cards are chosen at random from a deck of 52 47. If there are 12 strangers in a room, what is the proba-
playing cards. What is the probability that they bility that no two of them celebrate their birthday in the
same month?
(a) are both aces?
(b) have the same value? 48. Given 20 people, what is the probability that among
the 12 months in the year, there are 4 months containing
37. An instructor gives her class a set of 10 problems with exactly 2 birthdays and 4 containing exactly 3 birthdays?
the information that the final exam will consist of a ran-
dom selection of 5 of them. If a student has figured out 49. A group of 6 men and 6 women is randomly divided
how to do 7 of the problems, what is the probability that into 2 groups of size 6 each. What is the probability that
he or she will answer correctly both groups will have the same number of men?
(a) all 5 problems? 50. In a hand of bridge, find the probability that you have
(b) at least 4 of the problems? 5 spades and your partner has the remaining 8.
51. Suppose that n balls are randomly distributed into N
38. There are n socks, 3 of which are red, in a drawer. What
compartments. Find the probability that m balls will fall
is the value of n if, when 2 of the socks are chosen ran-
into the first compartment. Assume that all N n arrange-
domly, the probability that they are both red is 12 ?
ments are equally likely.
39. There are 5 hotels in a certain town. If 3 people check 52. A closet contains 10 pairs of shoes. If 8 shoes are ran-
into hotels in a day, what is the probability that they each domly selected, what is the probability that there will be
check into a different hotel? What assumptions are you
(a) no complete pair?
making?
(b) exactly 1 complete pair?
40. A town contains 4 people who repair televisions. If 53. If 4 married couples are arranged in a row, find the
4 sets break down, what is the probability that exactly i probability that no husband sits next to his wife.
of the repairers are called? Solve the problem for i =
1, 2, 3, 4. What assumptions are you making? 54. Compute the probability that a bridge hand is void in
at least one suit. Note that the answer is not
41. If a die is rolled 4 times, what is the probability that 6
comes up at least once? 4 39
1 13
42. Two dice are thrown n times in succession. Compute 52
the probability that double 6 appears at least once. How 13
large need n be to make this probability at least 12 ?
(Why not?)
43. (a) If N people, including A and B, are randomly Hint: Use Proposition 4.4.
arranged in a line, what is the probability that A and B
55. Compute the probability that a hand of 13 cards
are next to each other?
contains
(b) What would the probability be if the people were ran-
(a) the ace and king of at least one suit;
domly arranged in a circle?
(b) all 4 of at least 1 of the 13 denominations.
44. Five people, designated as A, B, C, D, E, are arranged 56. Two players play the following game: Player A chooses
in linear order. Assuming that each possible order is one of the three spinners pictured in Figure 2.6, and then
equally likely, what is the probability that player B chooses one of the remaining two spinners. Both
(a) there is exactly one person between A and B? players then spin their spinner, and the one that lands on
(b) there are exactly two people between A and B? the higher number is declared the winner. Assuming that
(c) there are three people between A and B? each spinner is equally likely to land in any of its 3 regions,
would you rather be player A or player B? Explain your
45. A woman has n keys, of which one will open her door. answer!
52 Chapter 2 Axioms of Probability
9 5 3 8
a b
1 4
7 6
c
Theoretical Exercises
Prove the following relations: 6. Let E, F, and G be three events. Find expressions for
1. EF ( E ( E ∪ F. the events so that, of E, F, and G,
(a) only E occurs;
2. If E ( F, then F c ( Ec . (b) both E and G, but not F, occur;
(c) at least one of the events occurs;
3. F = FE ∪ FEc and E ∪ F = E ∪ Ec F. (d) at least two of the events occur;
(e) all three events occur;
q
q (f) none of the events occurs;
4. Ei F = Ei F and (g) at most one of the events occurs;
1 1
(h) at most two of the events occur;
q
q
(i) exactly two of the events occur;
Ei ∪ F= (Ei ∪ F).
1 1 (j) at most three of the events occur.
k AN = (N − 1)(AN−1 + AN−2 )
Si = S, then we call the set {S1 , S2 , . . . , Sk } a parti-
i=1 This formula, along with the boundary conditions A1 = 0,
tion of S. Let Tn denote the number of different parti-
A2 = 1, can then be solved for AN , and the desired proba-
tions of {1, 2, . . . , n}. Thus, T1 = 1 (the only partition
bility of no matches would be AN /N!.
being S1 = {1}) and T2 = 2 (the two partitions being
Hint: After the first man selects a hat that is not his own,
{{1, 2, }}, {{1}, {2}}).
there remain N − 1 men to select among a set of N − 1
(a) Show, by computing all partitions, that T3 = 5, T4 = 15. hats that does not contain the hat of one of these men.
(b) Show that Thus, there is one extra man and one extra hat. Argue that
n we can get no matches either with the extra man select-
n ing the extra hat or with the extra man not selecting the
Tn+1 = 1 + Tk
k extra hat.
k=1
and use this equation to compute T10 . 18. Let fn denote the number of ways of tossing a coin n
Hint: One way of choosing a partition of n + 1 items is to times such that successive heads never appear. Argue that
call one of the items special. Then we obtain different par-
fn = fn−1 + fn−2 n Ú 2, where f0 K 1, f1 K 2
titions by first choosing k, k = 0, 1, . . . , n, then a subset of
size n − k of the nonspecial items, and then any of the Tk Hint: How many outcomes are there that start with a head,
partitions of the remaining k nonspecial items. By adding and how many start with a tail? If Pn denotes the proba-
the special item to the subset of size n − k, we obtain a bility that successive heads never appear when a coin is
partition of all n + 1 items. tossed n times, find Pn (in terms of fn ) when all possible
9. Suppose that an experiment is performed n times. For outcomes of the n tosses are assumed equally likely. Com-
any event E of the sample space, let n(E) denote the num- pute P10 .
ber of times that event E occurs and define f (E) = n(E)/n. 19. An urn contains n red and m blue balls. They are with-
Show that f (·) satisfies Axioms 1, 2, and 3. drawn one at a time until a total of r, r … n, red balls have
10. Prove that P(E ∪ F ∪ G) = P(E) + P(F) + P(G) − been withdrawn. Find the probability that a total of k balls
P(Ec FG) − P(EF c G) − P(EFGc ) − 2P(EFG). are withdrawn.
Hint: A total of k balls will be withdrawn if there are r − 1
11. If P(E) = .9 and P(F) = .8, show that P(EF) Ú .7. In red balls in the first k − 1 withdrawals and the kth with-
general, prove Bonferroni’s inequality, namely, drawal is a red ball.
P(EF) Ú P(E) + P(F) − 1 20. Consider an experiment whose sample space consists
of a countably infinite number of points. Show that not all
12. Show that the probability that exactly one of the events points can be equally likely. Can all points have a positive
E or F occurs equals P(E) + P(F) − 2P(EF). probability of occurring?
13. Prove that P(EF c ) = P(E) − P(EF). * [Link] Example 5o, which is concerned with the
14. Prove Proposition 4.4 by mathematical induction. number of runs of wins obtained when n wins and m losses
are randomly permuted. Now consider the total number
15. An urn contains M white and N black balls. If a ran- of runs—that is, win runs plus loss runs—and show that
dom sample of size r is chosen, what is the probability that
m − 1 n − 1
it contains exactly k white balls? k − 1 k − 1
P{2k runs} = 2
16. Use induction to generalize Bonferroni’s inequality to m + n
n events. That is, show that n
P(E1 E2 · · · En ) Ú P(E1 ) + · · · + P(En ) − (n − 1) P{2k + 1 runs}
m − 1 n − 1 m − 1 n − 1
17. Consider the matching problem, Example 5m, and +
k − 1 k k k − 1
define AN to be the number of ways in which the N =
men can select their hats so that no man selects his own. m + n
Argue that n
54 Chapter 2 Axioms of Probability
13. Suppose that a person chooses a letter at random from Find the probability that at least one ball of each color is
R E S E R V E and then chooses one at random from chosen.
V E R T I C A L. What is the probability that the same
letter is chosen? 18. Four red, 8 blue, and 5 green balls are randomly
arranged in a line.
14. Prove Boole’s inequality: (a) What is the probability that the first 5 balls are blue?
⎛ ⎞ (b) What is the probability that none of the first 5 balls is
q
q
blue?
P ⎝ Ai ⎠ … P(Ai )
(c) What is the probability that the final 3 balls are of dif-
i=1 i=1
ferent colors?
(d) What is the probability that all the red balls are
q together?
15. Show that if P(Ai ) = 1 for all i Ú 1, then P Ai = 1.
i=1 19. Ten cards are randomly chosen from a deck of 52 cards
that consists of 13 cards of each of 4 different suits. Each
16. Let Tk (n) denote the number of partitions of the set
of the selected cards is put in one of 4 piles, depending on
{1, . . . , n} into k nonempty subsets, where 1 … k … n. (See
the suit of the card.
Theoretical Exercise 8 for the definition of a partition.)
Argue that (a) What is the probability that the largest pile has 4 cards,
the next largest has 3, the next largest has 2, and the small-
Tk (n) = kTk (n − 1) + Tk−1 (n − 1) est has 1 card?
(b) What is the probability that two of the piles have 3
Hint: In how many partitions is {1} a subset, and in how cards, one has 4 cards, and one has no cards?
many is 1 an element of a subset that contains other
elements? 20. Balls are randomly removed from an urn initially con-
taining 20 red and 10 blue balls. What is the probability
17. Five balls are randomly chosen, without replacement, that all of the red balls are removed before all of the blue
from an urn that contains 5 red, 6 white, and 7 blue balls. ones have been removed?