Description
Questions:
1. Consider n people each of whom owns a book. The book belonging to each of n persons is put into a basket.
The people then pick up a book at random, due to which it is equally likely that a given person could pick
any one of the n books from the basket. What is the probability that
(a) every person picks up his or her book back?
(b) the first m < n persons who picked up a book receive their own book back again?
(c) each person among the first m persons to pick up the book gets back a book belonging to one of the
last m persons to pick up the books?
(d) Now suppose that every book put into the box has an independent probability p of getting unclean,
i.e. this is independent of who picked up which book and independent of whether other books became
unclean. What is the probability that the first m persons will pick up clean books?
(e) Continuing from the previous point, what was the probability that exactly m persons will pick up clean
books? [3 × 5 = 15 points]
2. Given n distinct values {xi}
n
i=1 with mean µ and standard deviation σ, prove that for all i, we have |xi−µ| ≤
σ
√
n − 1. How does this inequality compare with Chebyshev’s inequality as n increases? (give an informal
answer) [7+3=10 points]
3. Given n values {xi}
n
i=1 having mean µ, median τ and standard deviation σ, prove that |µ − τ | ≤ σ. Assume
n is even. [10 points]
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4. In a certain town, there exist 100 rickshaws out of which 1 is red and 99 are blue. A person XYZ observes
a serious accident caused by a rickshaw at night and remembers that the rickshaw was red in color. Hence,
the police arrest the driver of the red rickshaw. The driver pleads innocence. Now, a lawyer decides to
defend the hapless rickshaw driver in court. The lawyer ropes in an opthalmologist to test XYZ’s ability
to differentiate between the colors red and blue, under illumination conditions similar to those that existed
that fateful night. The opthalmologist suggests that XYZ sees red objects as red 99% of the time and blue
objects as red 2% of the time. What will be the main argument of the defense lawyer? (In other words,
what is the probability that the rickshaw was really a red one, when XYZ observed it to be red?) [10 points]
5. A contestant is on a game show and is allowed to choose between three doors. Behind one of them lies a
car, behind the other two there lies a stone. The contestant will be given whatever is behind the door that
(s)he picked, and quite naturally (s)he wants the car. Suppose (s)he chooses the first door, and the host of
the show who knows what is behind every door, opens (say) the third door, behind which there lies a stone
(without opening the first door). The host now asks the contestant whether (s)he wishes to choose the second
door instead of the first one. Your task is to determine whether switching the contestant’s choice is going to
increase his/her chance of winning the car. Remember that the host is intelligent: (s)he is always going to
open a door not chosen by the contestant, and is also going to open a door behind which there is a stone. You
should approach this problem only from the point of view of conditional probability as follows. To this end,
let C1, C2, C3 be events that the car is behind doors 1,2,3 respectively. Assume P(Ci) = 1/3, i ∈ {1, 2, 3}.
(a) Let Z1 be the event that the contestant chose door 1. Write down the value of P(Ci
|Z1) for all
i ∈ {1, 2, 3}.
(b) Let H3 be the event that the host opened door 3. Write down the value of P(H3|Ci
, Z1) for all
i ∈ {1, 2, 3}.
(c) Clearly the conditional probability of winning by switching is P(C2|H3, Z1). This is equal to
P(H3|C2, Z1)P(C2, Z1)
P(H3, Z1)
. Evaluate this probability. Note that P(A1, A2) denotes the joint probability
of events A1, A2.
(d) Likewise evaluate P(C1|H3, Z1).
(e) Conclude whether switching is indeed beneficial.
(f) Now let us suppose that the host were quite whimsical and decided to open one of the two doors not
chosen by the contestant, with equal probability, not caring whether there was a car behind the door.
In this case, repeat your calculations and determine whether or not it is beneficial for the contestant to
switch choices. [2+2+5+5+1+5=20 points]
In the following problems, you can use the mean, median and standard deviation functions from MATLAB.
6. Generate a sine wave in MATLAB of the form y = 5 sin(1.8x + π/3) where x ranges from -3 to 3 in steps
of 0.02. Now randomly select a fraction f = 30% of the values in the array y (using MATLAB function
‘randperm’) and corrupt them by adding random values from 100 to 120 using the MATLAB function ‘rand’.
This will generate a corrupted sine wave which we will denote as z. Now your job is to filter z using the
following steps.
Create a new array ymedian to store the filtered sine wave.
For a value at index i in z, consider a neighborhood N(i) consisting of z(i), 8 values to its right and 8
values to its left. For indices near the left or right end of the array, you may not have 8 neighbors in
one of the directions. In such a case, the neighborhood will contain fewer values.
Set ymedian(i) to the median of all the values in N(i). Repeat this for every i.
This process is called as ‘moving median filtering’, and will produce a filtered signal in the end. Repeat the
entire procedure described here using the arithmetic mean instead of the median. This is called as ‘moving
average filtering’. Repeat the entire procedure described here using the first quaritle (25 percentile) instead
of the median. This is called as ‘moving quartile filtering’. Plot the original (i.e. clean) sine wave y, the
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corrupted sine wave z and the filtered sine wave using each of the three methods on the same figure in
different colors. Introduce a legend on the plot (find out how to do this in MATLAB). Include an image of
the plot in your report. Now compute and print the relative mean squared error between each result and
the original clean sine wave. The relative mean squared error between y and its estimate ˆy (i.e. the filtered
signal - by any one of the different methods) is defined as
P
i
(yi − yˆi)
2
P
i
y
2
i
.
Now repeat all the steps above using f = 60%, and include the plot of the sine waves in your report, and
write down the relative mean square error values.
Which of these methods (median/quartile/arithmetic mean) produced better relative mean squared error?
Why? Explain in your report. [5+5+4+3+3=20 points]
7. Suppose that you have computed the mean, median and standard deviation of a set of n numbers stored in
array A where n is very large. Now, you decide to add another number to A. Write a MATLAB function
to update the previously computed mean, another MATLAB function to update the previously computed
median, and yet another MATLAB function to update the previously computed standard deviation. Note
that you are not allowed to simply recompute the mean, median or standard deviation by looping through
all the data. You may need to derive formulae for this. Include the formulae and their derivation in your
report. Note that your MATLAB functions should be of the following form
function newMean = UpdateMean (OldMean, NewDataValue, n),
function newMedian = UpdateMedian (oldMedian, NewDataValue, A, n),
function newStd = UpdateStd (OldMean, OldStd, NewMean, NewDataValue, n).
Also explain, how would you update the histogram of A, if you received a new value to be added to A?
(Only explain, no need to write code.) Note: For updating the median, you may assume that the array
A is sorted in ascending order, that the numbers are all unique. For sorted arrays with a even number of
elements, MATLAB returns the answer as (A(N/2) + A(N/2 + 1))/2. You may use MATLAB’s convention
though it is not strictly required. Recall that the standard deviation with n values A1, ..., An is given as
sn =
qPn
i=1(Ai − A¯
n)
2/(n − 1) and A¯
n =
Pn
i=1 Ai/n. [4+5+5+1 = 15 points]
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