Monday, September 1, 2008

Three questions on Expected number of three heads, steinmetz solid volume, and correlation

1. What is the expected minimum number of coin tosses needed to make in order to get 3 heads in a row?
A: let x be the expected number. Consider the first toss, it has 1/2 probability to be tail, in this case, the expected number would be x+1; if the first toss is head, and the second toss is tail, this would be a probability of 1/4, with expected number x+2; if the first three are head, this would be a probability of 1/8 with expected number 3; if the first three are head, head, tail, this would be a probability of 1/8 with expected number x+3. Therefore,
x = 1/2*(x+1) + 1/4*(x+2) + 1/8*(x+3) + 1/8*3
==> x = 14.

2. Suppose 2 cylinders each with radius 1 intersect at right angles and their centers also intersect. What is the volume of the intersection?
A: a calculus solution can be obtained, see:
http://mathworld.wolfram.com/SteinmetzSolid.html
Don't know how to obtain the result with non-calculus method.

3. If X,Y, Z are 3 random variables such that X and Y are 90% correlated, Y and Z are 80% correlated, what is the minimum correlation that X and Z could have?
A: Correlation is a similar to cosine relationship. Corr(x,y) = 0.9 ==> cos(theta1)= 0.9
corr(y,z) = 0.8 ==> cos(theta2) = 0.8
min(Corr(x,z)) = cos(theta1 + theta2)
= cos(theta1)cos(theta2) - sin(theta1)sin(theta2)
= 0.72 - sqrt(1-0.9*0.9)*sqrt(1-0.8*0.8)
= 0.72 - 0.2615
= 0.4585

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