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Simulation of random processes

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53084211
Experiment \(E_1\) consists of drawing one ball from an urn containing \(10\) balls labeled \(1\) through \(10\). a) Group the outcomes of \(E_1\) into two events to simulate one toss of a fair coin. b) Experiment \(E_2\) consists of drawing one ball from an urn containing \(3\) red balls and \(2\) blue balls. Explain how \(E_1\) can simulate \(E_2\), and give a specific assignment of the numbers.

Hints

- Match the number of assigned outcomes to the desired probability. - Rewrite \(\frac{3}{5}\) and \(\frac{2}{5}\) with denominator \(10\). - More than one valid assignment is possible.

Solution

1. A fair coin has two outcomes with probability \(0.5\) each, so assign \(5\) numbers to each outcome. For example, \(\{1,2,3,4,5\}\) represents heads and \(\{6,7,8,9,10\}\) represents tails. 2. In \(E_2\), \(P(\text{red})=\frac{3}{5}=\frac{6}{10}\) and \(P(\text{blue})=\frac{2}{5}=\frac{4}{10}\). Assign \(6\) numbers to red and \(4\) to blue. For example, \(1\) through \(6\) represent red, and \(7\) through \(10\) represent blue.

Answer

a) Example: \(\{1,2,3,4,5\}\) for heads and \(\{6,7,8,9,10\}\) for tails b) Example: \(1\) through \(6\) for red and \(7\) through \(10\) for blue
53754011
A computer simulation is meant to model drawing two balls without replacement from a bag containing four red balls and six blue balls. Simulation A uses the same four red and six blue outcomes for both draws. Simulation B removes the selected outcome from the list after the first draw. Which simulation models the experiment correctly?
Figure for problem 537540

Hints

- Determine what happens to the available outcomes after the first draw. - Identify which simulation changes the list of outcomes accordingly.

Solution

1. Without replacement, the contents of the bag change after the first draw. 2. Simulation A keeps the probabilities unchanged, so it models drawing with replacement. 3. Simulation B removes the selected outcome, so it correctly models drawing without replacement.

Answer

Simulation B.
53084111
A board game needs a random event with a specified probability, but only a fair six-sided die is available. a) Describe how one die roll can simulate an event with probability \(\frac{1}{3}\). b) Explain why one die roll cannot simulate an event with probability \(0.4\) exactly. c) Describe how two die rolls can simulate an event with probability \(0.25\).

Hints

- Count how many equally likely outcomes must be designated as success. - Determine whether the target probability can be written as \(\frac{k}{6}\) for an integer \(k\). - Two rolls create \(36\) equally likely ordered pairs.

Solution

1. A fair die has \(6\) equally likely outcomes. Designate any \(2\) outcomes, such as \(1\) and \(2\), as success. Then \(P(\text{success})=\frac{2}{6}=\frac{1}{3}\). 2. Any event based on one roll must contain an integer number \(k\) of the \(6\) outcomes, so its probability must be \(\frac{k}{6}\). The equation \(\frac{k}{6}=0.4\) gives \(k=2.4\), not an integer, so exact simulation is impossible. 3. Two rolls produce \(36\) equally likely ordered pairs. Designate \(9\) pairs as success. For example, define success as both rolls being at most \(3\). This gives \(3\cdot3=9\) successful pairs and probability \(\frac{9}{36}=0.25\).

Answer

a) Designate two die results, such as \(1\) and \(2\), as success. b) One-roll event probabilities must be multiples of \(\frac{1}{6}\), and \(0.4\) is not such a multiple. c) Roll twice and call it a success when both results are at most \(3\); the probability is \(\frac{9}{36}=0.25\).
53084611
A computer randomly arranges the integers \(1\) through \(100\). A fixed point occurs when an integer \(k\) appears in position \(k\). The goal is to estimate the probability of at least one fixed point. a) Describe how to simulate this experiment with a spreadsheet or programming language. b) In \(5000\) simulation trials, at least one fixed point occurred in \(3162\) trials. Find the relative frequency. c) The theoretical limiting probability is \(1-\frac{1}{e}\approx 0.6321\). Evaluate the simulation estimate using the law of large numbers.

Hints

- Each simulated arrangement should be a uniformly random permutation. - Divide successful trials by total trials. - Distinguish long-run stabilization from a guarantee for one finite simulation.

Solution

1. In each trial, generate a random permutation of \(1\) through \(100\). Check whether any position \(i\) contains the value \(i\), record a success if so, and repeat many times. 2. The relative frequency is \(\frac{3162}{5000}=0.6324\). 3. The estimate differs from \(0.6321\) by only \(0.0003\), so this simulation happened to be very close. The law of large numbers explains why estimates tend to stabilize as the number of trials grows, but it does not guarantee such a small error in every \(5000\)-trial simulation.

Answer

a) Repeatedly generate a random permutation and check whether at least one value is in its own position. b) \(0.6324\) c) The estimate is very close to \(0.6321\), but a finite simulation has no guarantee of that exact level of accuracy.
53094111
A game designer wants to simulate a fair twelve-sided die labeled \(1\) through \(12\). Available devices are fair coins, fair four-sided dice, and fair six-sided dice. 1. Determine whether adding the results of one four-sided die and one six-sided die gives a valid simulation of a fair twelve-sided die. Explain. 2. Describe two different ways to construct \(12\) equally likely outcomes labeled \(1\) through \(12\) using the available devices.

Hints

- A fair simulation must produce all \(12\) outcomes with probability \(\frac{1}{12}\). - Combine devices whose numbers of equally likely outcomes multiply to \(12\). - Check both the range and the probability distribution.

Solution

1. The sum ranges only from \(2\) through \(10\), and the sums are not equally likely. Therefore, it is not a valid simulation. 2. Method 1: Toss a coin and roll a six-sided die. If the coin shows heads, use the die result \(1\) through \(6\). If it shows tails, add \(6\) to obtain \(7\) through \(12\). Each outcome has probability \(\frac{1}{2}\cdot\frac{1}{6}=\frac{1}{12}\). 3. Method 2: Roll a four-sided die and a six-sided die. Convert the six-sided result to one of three equally likely values by mapping \(1,2\) to \(1\), \(3,4\) to \(2\), and \(5,6\) to \(3\). If the four-sided result is \(T\) and the converted value is \(R\), output \(3(T-1)+R\). The \(4\cdot3=12\) combinations are equally likely.

Answer

1. No. The sums range from \(2\) to \(10\) and are not equally likely. 2. Use a coin with a six-sided die, or use a four-sided die with a six-sided die grouped into three equally likely outcomes.
53094211
In a simplified “3 from 12” lottery, \(3\) numbered balls are drawn from \(12\) without replacement, and order does not matter. 1. Find the number of possible winning combinations. 2. Using only a fair coin and a fair six-sided die, describe how to simulate one complete drawing of three winning numbers.

Hints

- Use combinations because order does not matter. - A coin and die together can create \(12\) equally likely outcomes. - Reject repeated numbers to model drawing without replacement.

Solution

1. The number of combinations is \(\binom{12}{3}=220\). 2. Generate one number from \(1\) through \(12\) by tossing the coin and rolling the die: use the die result after heads and add \(6\) after tails. Repeat until three distinct numbers have been generated. If a number repeats within the same simulated drawing, discard that result and generate another number. Because each remaining number is equally likely at every accepted stage, every three-number set is equally likely. The final three-number set is the simulated lottery outcome.

Answer

1. \(220\) 2. Use the coin to choose \(1\)–\(6\) or \(7\)–\(12\), use the die to select within that range, and reject repeats until three distinct numbers are obtained.
53111911
A computer program is intended to generate a random sequence of the letters \(A\) and \(B\). Each letter is generated independently, and the two outcomes are equally likely. The program produced this \(20\)-letter sequence: \(A, B, B, A, B, A, A, B, A, B, B, A, B, B, A, A, B, A, B, B\) 1. Find the relative frequencies of \(A\) and \(B\). 2. Examine the \(19\) overlapping adjacent pairs. Find the count and relative frequency of each pair: \(AA\), \(AB\), \(BA\), and \(BB\). 3. For this ideal random generator, each pair has probability \(0.25\). Find the expected count of each pair in a sequence of this length and compare the expected values with the observed counts.

Hints

- Count the total number of letters and the number of occurrences of each letter. - A sequence of \(n\) letters contains \(n-1\) overlapping adjacent pairs. - Use independence to find the probability of each ordered pair. - Compare each observed pair count with its expected count.

Solution

1. The sequence contains \(9\) occurrences of \(A\) and \(11\) occurrences of \(B\). Thus, the relative frequencies are \(\frac{9}{20}=0.45\) for \(A\) and \(\frac{11}{20}=0.55\) for \(B\). 2. Counting the \(19\) adjacent pairs gives counts of \(2\) for \(AA\), \(7\) for \(AB\), \(6\) for \(BA\), and \(4\) for \(BB\). The corresponding relative frequencies are \(\frac{2}{19}\approx 0.105\), \(\frac{7}{19}\approx 0.368\), \(\frac{6}{19}\approx 0.316\), and \(\frac{4}{19}\approx 0.211\). 3. Because consecutive letters are independent and each letter has probability \(0.5\), every ordered pair has probability \(0.5\cdot 0.5=0.25\). The expected count for each pair is \(19\cdot 0.25=4.75\). Compared with this value, \(AA\) and \(BB\) occur less often, while \(AB\) and \(BA\) occur more often.

Answer

1. The relative frequencies are \(0.45\) for \(A\) and \(0.55\) for \(B\). 2. The counts are \(2\) for \(AA\), \(7\) for \(AB\), \(6\) for \(BA\), and \(4\) for \(BB\); the relative frequencies are approximately \(0.105\), \(0.368\), \(0.316\), and \(0.211\), respectively. 3. The expected count is \(4.75\) for each pair. The observed counts of \(AA\) and \(BB\) are lower, and those of \(AB\) and \(BA\) are higher.
53112011
A student is asked to invent a random-looking sequence of \(24\) coin tosses without actually tossing a coin. The student writes: \(H, T, H, T, H, T, H, T, H, T, H, T, H, T, H, T, H, T, H, T, H, T, H, T\) 1. Find the relative frequencies of heads and tails in the sequence. 2. Find the counts of the overlapping adjacent pairs \(HH\), \(HT\), \(TH\), and \(TT\). 3. Evaluate how plausible this sequence is as the result of \(24\) tosses of a fair coin. Use the expected counts of \(HH\) and \(TT\) in your explanation.

Hints

- A sequence of \(24\) results contains \(23\) overlapping adjacent pairs. - For independent fair tosses, find the probability of each two-toss pair. - Compare the expected pair counts with the observed counts. - Consider both the frequencies of individual outcomes and the pattern of consecutive outcomes.

Solution

1. The sequence contains \(12\) heads and \(12\) tails, so the relative frequency of each outcome is \(\frac{12}{24}=0.5\). 2. There are \(23\) overlapping adjacent pairs. The counts are \(0\) for \(HH\), \(12\) for \(HT\), \(11\) for \(TH\), and \(0\) for \(TT\). 3. For a fair coin, each ordered pair has probability \(0.25\), so the expected count of \(HH\) is \(23\cdot 0.25=5.75\), and the expected count of \(TT\) is also \(5.75\). The sequence contains neither pair and alternates perfectly throughout. Although its single-outcome frequencies are balanced, its pair pattern is extremely atypical of independent fair-coin tosses and suggests deliberate alternation rather than random generation.

Answer

1. The relative frequencies of heads and tails are both \(0.5\). 2. The counts are \(0\) for \(HH\), \(12\) for \(HT\), \(11\) for \(TH\), and \(0\) for \(TT\). 3. The sequence is extremely atypical of fair, independent coin tosses. The expected counts of \(HH\) and \(TT\) are each \(5.75\), but both observed counts are \(0\).
53753911
A bag contains three red balls and seven blue balls. You will use random digits to simulate drawing twice with replacement. Describe a valid assignment of digits to colors. Then identify which ordered digit pairs represent drawing red exactly once.
Figure for problem 537539

Hints

- Assign the ten equally likely digits in the same proportions as the colors in the bag. - Red can occur exactly once in either of two positions.

Solution

1. One valid assignment is red \(\{0, 1, 2\}\) and blue \(\{3, 4, 5, 6, 7, 8, 9\}\). 2. A favorable ordered pair has its first digit in the red set and its second digit in the blue set, or vice versa. 3. There are \(3\cdot7+7\cdot3=42\) favorable ordered pairs out of \(100\). 4. Therefore, the simulated probability is \(\frac{42}{100}=0.42\).

Answer

For example, assign \(\{0, 1, 2\}\) to red and \(\{3, 4, 5, 6, 7, 8, 9\}\) to blue. The favorable ordered pairs are \((r, b)\) and \((b, r)\), where \(r\in\{0, 1, 2\}\) and \(b\in\{3, 4, 5, 6, 7, 8, 9\}\). There are \(42\) such pairs, so the probability is \(0.42\).

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