Teoria de Juegos y Estrategia

SOLUCION Problem Set LECTURA 3

1. (Level A) Consider again Lea’s dating problem (see lecture slides):

• the probability that a candidate is the one for her is 0.02.
• if the right person comes along, with probability 0.98 she would feel butterflies in the stomach
• she may also feel butterflies in the stomach with probability 0.05, even though the candidate is not the one.
Lea introduces her date to her two friends, Hazel and Rebecca. If Lea’s date is the one, Hazel would pick up good
vibes from him with probability 0.9 and Rebecca would pick up good vibes from him with probability 0.7. If Lea’s
date is not the one, Hazel would pick up good vibes from him with probability 0.5 and Rebecca would pick up good
vibes from him with probability 0.4. Given that the candidate is the one, Lea’s butterflies and Hazel and Rebecca’s
vibes are all independent from each other. Similarly, Given that the candidate is not the one, Lea’s butterflies and
Hazel and Rebecca’s vibes are all independent from each other.
Events:

E1 = {“date is the one”}

E2 = {“date is not the one”}
E1 ∪ E2 = Ω
B = {“butterflies”}
GH = {“Hazel picks a good vibe”}
GR = {“Rebecca picks a good vibe”}

Probabilities:

P (E1 ) = 0.02
P (B|E1 ) = 0.98 P (B|E2 ) = 0.05
P (GH |E1 ) = 0.9 P (GH |E2 ) = 0.5
P (GR |E1 ) = 0.7 P (GR |E2 ) = 0.4

(a) Compute the join probability that, given that the date is the one, Lea feels butterflies but neither Hazel nor
Rebecca pick up a good vibe.
Because B, GH and GR are conditionally independent:

P (B, no GH , no GR |E1 ) = P (B|E1 )(1 − P (GH |E1 ))(1 − P (GR |E1 ))

= 0.98(1 − 0.9)(1 − 0.7)
= 0.98 × 0.1 × 0.3 = 0.0294.

(b) Compute the join probability that, given that the date is NOT the one, Lea feels butterflies but neither Hazel
nor Rebecca pick up a good vibe.

P (B, no GH , no GR |E2 ) = P (B|E2 )(1 − P (GH |E2 ))(1 − P (GR |E2 ))

= 0.05(1 − 0.5)(1 − 0.4)
= 0.05 × 0.5 × 0.6 = 0.015.

(c) Compute the probability that the date is the one, given that Lea feels butterflies but neither Hazel nor Rebecca
pick up a good vibe. (i.e. find P (E1 |B, no GH , no GR ))
Using Bayes’ rule, this expression is

P (B, no GH , no GR |E1 )P (E1 )

P (E1 |B, no GH , no GR ) =
P (B, no GH , no GR |E1 )P (E1 ) + P (B, no GH , no GR |E2 )P (E2 )
0.0294 × 0.02
= = 0.0385.
0.0294 × 0.02 + 0.015 × (1 − 0.02)

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2. Lea is playing with two boxes: a White box and a Black box. The White box contains two fair dices (each number
1, 2,..., 6 appears with probability 1/6 in each dice). The Black box contains two dices that land with probability
1/6 in each of their sides, but, in contrast to the dices in the other box, both these dices have 3 sides with a 1 and
3 sides with a 6. Lea rolls two dice from one of the boxes, but we don’t know which box. We only know that she is
playing with the White and Black boxes with probability 2/3 and 1/3, respectively. Let A1 be the event that the
first dice she rolls is a 6:{d1 = 6}, and let A2 be the event that the second dice she rolls is a 6: {d2 = 6}.
Lea’s dice: Conditionally Independent Events

2
E1 = {“dice from White box”} P (E1 ) =
3
1
E2 = {“dice from Black box”} P (E2 ) =
3
1 1
A1 = {d1 = 6} P (A1 |E1 ) = P (A1 |E2 ) =
6 2
1 1
A2 = {d2 = 6} P (A2 |E1 ) = P (A2 |E2 ) =
6 2

(a) (Level A) What is the probability of A2 ? (Hint: you may use TTP)

P (A2 ) = P (A2 |E1 )P (E1 ) + P (A2 |E2 )P (E2 )

1 2 1 1
= · + ·
6 3 2 3
1 1
= +
9 6
5
= .
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(b) (Level A) What is the probability of A2 , given that we know that Lea is playing with the dice in the Black
box?
1
P (A2 |E2 ) = .
2
(c) (Level B) What is the probability of A2 , given that we know that Lea is playing with the dice in the Black box
and we also know that the first dice is a 6?
1 ∩A2 |E2 )
We find P (A
P (A1 |E2 ) , which is the probability of observing A2 , given A1 and E2 :

P (A1 ∩ A2 |E2 ) P (A1 |E2 )P (A2 |E2 )

= (because A1 and A2 are conditionally independent)
P (A1 |E2 ) P (A1 |E2 )
= P (A2 |E2 )
1
= .
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3. Suppose X1 , X2 , ..., Xn are iid, with continuous distribution F .

(a) (Level A) What is the join probability that all X1 , X2 , ..., Xn are smaller than z?

P(X1 ≤ z, X2 ≤ z, ..., Xn ≤ z) = F (z) × F (z)...F (z)

| {z }
n times
n
= (F (z)) .

(b) (Level A) What is the join probability that X1 > z and X2 ≤ z, X3 ≤ z, ..., Xn ≤ z?

P(X1 > z, X2 ≤ z, ..., Xn ≤ z) = (1 − F (z)) × F (z) × F (z)...F (z)

| {z }
n-1 times
(n−1)
= (1 − F (z)) × (F (z)) .

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 (c) (Level A) Similarly, what is the join probability that Xi > z and Xj < z, for all j 6= i ? Compute this for
i = 2, 3, ..., n (you already did this for i = 1 in part (b)).

P(X1 ≤ z, X2 > z, ..., Xn ≤ z) = (1 − F (z)) × F (z) × F (z)...F (z) = (1 − F (z)) × (F (z))(n−1)

| {z }
n-1 times
..
.
P(X1 ≤ z, X2 ≤ z, ..., Xn > z) = (1 − F (z)) × F (z) × F (z)...F (z) = (1 − F (z)) × (F (z))(n−1)
| {z }
n-1 times

(d) (Level B) Suppose that every time we run the experiment (obtaining a realisation of X1 , X2 , ..., Xn ), we choose
the second-highest among the n realisations.1 The resulting random variable, denoted by Z, is called the
second-highest order statistic of X1 , X2 , ..., Xn . Notice that the events whose probabilities you obtained in
parts (a)-(c) correspond to all the situations in which Z < z. Also all these events are disjoint, thus P(Z < z)
can be computed as the sum of such probabilities. Compute this sum to show

P(Z < z) = n(F (z))n−1 − (n − 1)(F (z))n ,

that is, the distribution of Z is FZ (z) = n(F (z))n−1 − (n − 1)(F (z))n .

FZ (z) = P (Z < z) = P (X1 ≤ z ∩ X2 ≤ z ∩ · · · Xn ≤ z)

+ P (X1 >z ∩ X2 ≤ z ∩ · · · Xn ≤ z)
+ P (X1 ≤ z ∩ X2 >z ∩ · · · Xn ≤ z)
..
.
+ P (X1 ≤ z ∩ X2 ≤ z ∩ · · · Xn >z)
= (F (z))n + n(1 − F (z)) × (F (z))(n−1)
= n(F (z))(n−1) − (n − 1)(F (z))n .

(e) (Level A) Take the derivative of FZ (z) with respect to z to show that the density of Z is

fZ (z) = n(n − 1)(F (z))n−2 (1 − F (z))f (z).

dFZ (z)
fZ (z) = = n(n − 1)(F (z))n−2 f (z) − n(n − 1)(F (z))(n−1) f (z)
dz
= n(n − 1)(F (z))n−2 (1 − F (z))f (z).

(f) (Level A) Compute all your final results in (a)-(e) for the specific case n = 5, the distribution F corresponds
to the uniform distribution, and z is any number in [0, 1].
i.

P(X1 ≤ z, X2 ≤ z, ..., Xn ≤ z) = (F (z))5

= z5.

ii.

P(X1 > z, X2 ≤ z, ..., Xn ≤ z) = (1 − F (z))(F (z))4

= (1 − z)z 4 .

iii.

P(Xi > z, Xj ≤ z, j 6= i) = (1 − z)z 4 i = 2, 3, 4, 5.

1 Notice that we do not need to worry about ties as they “just don’t happen” because F is continuous, so each possible number occurs with
probability 0.

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iv.

P (Z < z) = n(F (z))n−1 − (n − 1)(F (z))n

= 5z 4 − 4z 5
= z 4 (5 − 4z).

v.

fZ (z) = n(n − 1)(F (z))n−2 (1 − F (z))f (z)

= 5 × 4 × z 3 × (1 − z) × 1
= 20z 3 (1 − z).