Question
A hacker is trying to break into a password-protected website by randomly trying to guess the password. Let m be the number of possible passwords.
A hacker is trying to break into a password-protected website by randomly trying to
guess the password. Let m be the number of possible passwords.
(a) Suppose for this part that the hacker makes random guesses (with equal probability),
with replacement. Find the average number of guesses it will take until the hacker guesses
the correct password (including the successful guess).
(b) Now suppose that the hacker guesses randomly, without replacement. Find the average number of guesses it will take until the hacker guesses the correct password (including
the successful guess).
Hint: Use symmetry to find the PMF of the number of guesses.
The U.S. Senate consists of 100 senators, with 2 from each of the 50 states. There are d
Democrats in the Senate. A committee of size c is formed, by picking a random set of
senators such that all sets of size c are equally likely.
(a) Find the expected number of Democrats on the committee.
(b) Find the expected number of states represented on the committee (by at least one
senator).
(c) Find the expected number of states such that both of the state's senators are on the
committee.
81. A certain college has g good courses and b bad courses, where g and b are positive
integers. Alice, who is hoping to find a good course, randomly shops courses one at a
time (without replacement) until she finds a good course.
(a) Find the expected number of bad courses that Alice shops before finding a good
course (as a simple expression in terms of g and b).
(b) Should the answer to (a) be less than, equal to, or greater than b/g? Explain this
using properties of the Geometric distribution.
82. The Wilcoxon rank sum test is a widely used procedure for assessing whether two groups
of observations come from the same distribution. Let group 1 consist of i.i.d. X1,...,Xm
with CDF F and group 2 consist of i.i.d. Y1,...,Yn with CDF G, with all of these r.v.s
independent. Assume that the probability of 2 of the observations being equal is 0 (this
will be true if the distributions are continuous).
After the m + n observations are obtained, they are listed in increasing order, and each
is assigned a rank between 1 and m + n: the smallest has rank 1, the second smallest
has rank 2, etc. Let Rj be the rank of Xj among all the observations for 1 j m,
and let R = Pm
j=1 Rj be the sum of the ranks for group 1.
Intuitively, the Wilcoxon rank sum test is based on the idea that a very large value of
R is evidence that observations from group 1 are usually larger than observations from
group 2 (and vice versa if R is very small). But how large is "very large" and how small
is "very small"? Answering this precisely requires studying the distribution of the test
statistic R.
(a) The null hypothesis in this setting is that F = G. Show that if the null hypothesis
is true, then E(R) = m(m + n + 1)/2.
(b) The power of a test is an important measure of how good the test is about saying
to reject the null hypothesis if the null hypothesis is false. To study the power of the
Wilcoxon rank sum stest, we need to study the distribution of R in general. So for this
part, we do not assume F = G. Let p = P(X1 > Y1). Find E(R) in terms of m, n, p.
Hint: Write Rj in terms of indicator r.v.s for Xj being greater than various other.
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