--- title: "東京大学大学院 情報理工入試過去問(数学)解答・2022年 第三問" tags: u-tokyo, exam --- # 東京大学大学院 情報理工入試過去問(数学)<br><span style="float: right;">―解答・2022年 第三問</span> <style> .markdown-body h1 > span:last-child{ font-size: 18pt; float: right; width: 100%; text-align: right; border-bottom: 1pt #EEE solid; padding-bottom: 5pt; margin-bottom: 5pt } .markdown-body h1{ border: none; } .markdown-body h2{ padding-top: 8px; padding-left: 5px; color: black; background-color: #F2D7D9; z-index: 1; } .markdown-body h3{ padding: 5px 0 5px 5px; background-color: #D3CEDF } .markdown-body h4{ position: relative; line-height: 28pt; padding-left: 5px; color: #FFFFFF; font-size: 13pt; background-color: #9CB4CC; } .markdown-body .alert-info{ background-color: #748DA6; border: none; box-shadow: 4px 4px 3px #9CB4CC; color: #FFFFFF; } .markdown-body .mjx-sub{ font-size: 65% !important; } /* Pallete #F2D7D9 #D3CEDF #9CB4CC #748DA6 */ </style> <!-- Requiring Mathjax Packages --> $$ \require{cancel} $$ <!-- Probability & Statistics Related --> $$ \newcommand{\prob}[1]{\mathrm{P}(#1)} \newcommand{\probsub}[2]{\mathrm{P}_{#1}(#2)} \newcommand{\func}[2]{\mathrm{#1}(#2)} \newcommand{\funcsub}[3]{\mathrm{#1}_{#2}(#3)} \newcommand{\excp}[1]{\mathrm{E}(#1)} \newcommand{\cdf}[1]{\mathrm{F}(#1)} \newcommand{\cdfsub}[2]{\mathrm{F}_{\raise{2px}{\moveleft{3px}{#1}}}(#2)} $$ <!-- Linear Algebra Related --> $$ \require{boldsymbol} \newcommand{\vec}[1]{\boldsymbol{#1}} \newcommand{\bmat}[1]{\begin{bmatrix} #1 \end{bmatrix}} \newcommand{\vmat}[1]{\begin{vmatrix} #1 \end{vmatrix}} \newcommand{\rank}[1]{\mathrm{rank}(#1)} \newcommand{\norm}[1]{\| #1 \|} \newcommand{\trps}[1]{#1^{\moveleft{1.5px}{\raise{2px}{\mathrm{T}}}}} \newcommand{\inv}[1]{#1^{-1}} $$ <!-- General Macros --> $$ \newcommand{\intinf}{\displaystyle\int^{\infty}_{-\infty}} \newcommand{\intlo}[1]{\displaystyle\int^{#1}_{-\infty}} \newcommand{\inthi}[1]{\displaystyle\int^{\infty}_{#1}} \newcommand{\nobj}[3]{#1_1{\;#3\;} #1_2{\;#3} \;\ldots\; {#3\;} #1_#2} \newcommand{\nobjsfx}[4]{#1_1#3{\;#4\;} #1_2#3{\;#4} \;\ldots\; {#4\;} #1_#2#3} $$ + こちらの解答は非公式で個人記録用に作成されており、大学院側に認められたものではありません。正確性についての保証は致しかねます。 + 問題本文は研究科のウェブサイトから見ることができます。 + 満足出来た解答でしたらコメントしていただけると幸いです。 ## 2022年 第三問 Let $A$ be a random point among the region $R: 0 \leq x \leq 1, 0 \leq y \leq 1$, having uniform distribution. Let: + $\overline{AB}$ be the perpendicular line from $A$ to the $y$ axis, + $\overline{AC}$ be the perpendicular line from $A$ to the $x$ axis, + $O$ be the origin. + $S$ be the area of the rectangular area $ABOC$. ### (1) Find the expected value of $S$. Let $X, Y$ be the independent random value of the $x, y$ coordinate of point $A$, both having uniform distribution. Since they are uniformly distributed among $[0, 1]$, the probability density function is $f(x) = \frac{1 - 0}{1 - 0} = 1$. Then, $$ \begin{align} \excp{S} = \excp{XY} = \excp{X}\excp{Y} &= \int^1_0xf_X(x)dx \cdot \int^1_0xf_Y(y)dy \\[1ex] &= \frac{1}{2} \cdot \frac{1}{2} = \frac{1}{4} \end{align} $$ ### (2) Let there be some $r$ where $0 < r < 1$. Find the probability of $S < r$. To let $S < r$, point $A$ must be in a reigon such that $XY < r$, which is the area $xy < r$ within $R$. Since the point is randomly chosen, $\prob{A \leq r}$ is simply the area under $xy = r$, or $y = \frac{r}{x}$ within the range, divided by the area of the whole range, which is $1$. ![](https://i.imgur.com/RxrvDWs.png) to calculate the area, we divide into two pieces: + The rectangular area with point $M(r, 1)$ at the upper right, whose area is $1 \cdot r = r$ + The rest of the area can be calculated as: $$ \int^1_r \frac{r}{x} dx = \left. r(\ln x) \right\vert^{x = 1}_{x = r} = -r\ln r $$ Thus the total area is $r - r\ln r$, inducing: $$ \prob{S < r} = \frac{r - \ln r}{1 \cdot 1} = r - r\ln r $$ ### (3) Find probability density function of $S$. $P(S < r)$ is the cumulative density function $\cdfsub{S}{r}$ of $S$. To obtain the probability density function, we can simply differentiate the cdf: $$ \begin{align} \frac{d}{dr} \cdfsub{S}{r} &= \frac{d}{dr} r - r\ln r \\[1ex] &= \frac{d}{dr} r - \frac{d}{dr} r\ln r \\[1ex] &= 1 - \left( \ln r \frac{d}{dr} r + r \frac{d}{dr} \ln r \right) \\[1ex] &= 1 - (\ln r + 1) = -\ln r \end{align} $$ Thus, the probabiloty density function of $R : f_S(r) = -\ln r$. ### (4) Find the probaability density function $f_{_Z}(z)$of $Z$, defined by the following rules. :::info + Let there be $n$ points $\nobj{A}{n}{,}$ decided independently randomly in region $R$ + Let $S_i$ be the area defined by $A_i$. + Let $Z$ be the minimal among $\nobj{S}{n}{,}$ ::: For some $0 < z < 1$, the following statement are the same: + *minimum is $z$* + *at least one is less or equal to $z$* + **not** *all are greater greater than $z$*: $$ \prob{Z \leq z} = \prob{\min(\nobj{S}{n}{,}) \leq z} = 1 - \prob{S_1 > z\;\cap\;S_2 > z\;\cap\; \ldots\;\cap\;S_n > z} $$ Since + For each pair of $S_i, S_j, i \neq j$, $\prob{S_i \geq z}$ are independent with $\prob{S_j \geq z}$ + All $S_i$ have the same probability density function We can further say: $$ \prob{Z < z} = 1 - \left( \prob{S_1 \geq z} \cdot \prob{S_2 \geq z} \cdot \ldots \cdot \prob{S_n \geq z} \right) = 1 - (1 - \prob{S < z})^n $$ Substute the formula from $2$, $$ \prob{Z < z} = 1 - (1 - (z - z\ln z))^n $$ And to obtain the probability density function of $Z : f_{_Z}(z)$, we differentiate the cdf, getting: $$ \begin{align} f_{_Z}(z) = \frac{d}{dz}\cdfsub{Z}{z} &= \cancel{\frac{d}{dz} 1} - \frac{d}{dz}\left( 1 - z + z\ln z \right)^n \\[1ex] &= - \left[ \frac{d(1 - z + z\ln z)^n}{d(1 - z + z\ln z)} \cdot \frac{d(1 - z + z\ln z)}{dz} \right] \\[1ex] &= -\left[ n(1 - z + z\ln z)^{n - 1} \cdot \ln z \right] \\[1ex] &= -n(1 - z + z\ln z)^{n - 1}\ln z \end{align} $$