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INDIAN INSTITUTE OF TECHNOLOGY BOMBAY

Department of Mathematics
SI 417 (Probability Theory)
Tutorial Sheet-IV

(Ω, F, P ) is the probability space under consideration.

1. Let X : Ω → R be a random variable with respect to F. Also the

raange of X is {1, 2, · · · , n}. Show that #F ≥ 2n .

2. Let X : R → R be function such that X ≥ 0 and {X 2 ≤ a} ∈ F for

all a ≥ 0. Is X a random variable with respect to F? Justify your
answer.

3. Let f : R → R be such that {f > a} ∈ BR for all a ∈ R. Show that f

a Borel function.

4. Let F be a field such that when ever {An } is an increasing sequence

in F, ∪n An ∈ F. If F a σ-field?

5. Let I denote the set of all intervals in R. Is it a σ-field?

6. Let fn : R → R, n ≥ 1 be a sequence of continuous functions such that

fn (x) → f (x), x ∈ R. Is {f = 0} ∈ BR .

7. Let X = IA + IB where A, B ∈ F and A 6= B. Find σ(X).

8. Let X as in Q.7 where P (AB) = P (A)P (B). Also P (A) = 21 , P (Ac B c ) =

1
4 = P (AB). Find P ({X = 1}|B).

9. There are three boxes such that first box has 2 blue balls, second box
has one blue and a red ball and the third box has 2 red balls. A box
is selected and a ball is taken out which turned out to be a blue ball.
What is the probability that remaining ball in the box is blue?

10. Let X = nk=1 kIAk , where {Ak , k = 1, 2, · · · n} is a partition of Ω from

P
F which are equally likely, i.e. all have equal probability of happening.
Find P {X ≤ k}, k = 1, · · · , n.