ESO 209: Probability and Statistics 2011-2012-II Semester Assignment No.

1 Instructor: Neeraj Misra

1. Let = {1, 2, 3, 4}. Check which of the following is a sigma-eld of subsets of : (a) A1 = {, {1, 2}, {3, 4}}; (b) A2 = {, , {1}, {2, 3, 4}, {1, 2}, {3, 4}}; (c) A3 = {, , {1}, {2}, {1, 2}, {3, 4}, {2, 3, 4}, {1, 3, 4}}. 2. Show that a class F of subsets of is a sigma-eld of subsets of if, and only if, the following three conditions are satised: (i) F; (ii) A F Ac = A F; (iii) An F, n = 1, 2, . . . An F. n=1 3. Let {A ; } be a collection of sigma-elds of subsets of . (a) Show that A is a sigma-eld; (b) Using a counter example show that A may not be a sigma-eld. 4. Let be an innite set and let F = {A : A is nite or Ac is nite}. (a) Show that F is closed under complements and nite unions; (b) Using a counter example show that F may not be closed under countably innite unions. 5. Let be an uncountable set and let A = {A : A is countable or Ac is countable}. (a) Show that A is a sigma-eld; (b) What can you say about A when is countable? 6. Let A = power set of = {0, 1, 2, . . .}. In each of the following cases, verify if (, A, P ) is a probability space: (a) P (A) = xA e x /x!, A A, > 0; (b) P (A) = xA p(1 p)x , A A, 0 < p < 1; (c) P (A) = 0, if A has a nite number of elements, and P (A) = 1, if A has innite number of elements, A A. 7. Suppose that P (A) = 0.6, P (B) = 0.5, P (C) = 0.4, P (A B) = 0.3, P (A C) = 0.2, P (B C) = 0.2, P (A B C) = 0.1, P (B D) = P (C D) = 0, P (A D) = 0.1 and P(D)=0.2. Find: (a) P (A B C) and P (Ac B c C c ); (b) P ((A B) C) and P (A (B C)); c c c c c c (c) P ((A B ) C ) and P ((A B ) C ); (d) P (D B C) and P (A C D); (e) P (A B D) and P (A B C D); (f) P ((A B) (C D)). 8. Let (, A, P ) be a probability space and let A and B be two events. (a) Show that the probability that exactly one of the events A or B will occur is 1

given by P (A) + P (B) 2P (A B); (b) Show that P (A B) P (A)P (B) = P (A)P (B c ) P (A B c ) = P (Ac )P (B) P (Ac B) = P ((A B)c ) P (Ac )P (B c ). 9. Suppose that n ( 3) persons P1 , . . . , Pn are made to stand in a row at random. Find the probability that there are exactly r persons between P1 and P2 ; here r {1, 2, . . . , n 2}. 10. A point (X, Y ) is randomly chosen on the unit square S = {(x, y) : 0 x 1, 0 y 1} (i.e., for any region R S for which the area is dened, the probability that (X, Y ) lies on R is area of R ). Find the probability that the distance from (X, Y ) area of S to the nearest side does not exceed 1 units. 3 11. Three numbers a, b and c are chosen at random and with replacement from the set {1, 2, . . . , 6}. Find the probability that the quadratic equation ax2 + bx + c = 0 will have real root(s). 12. Three numbers are chosen at random from the set {1, 2, . . . , 50}. Find the probability that the selected numbers are in (i) arithmetic progression; (ii) geometric progression. 13. Consider an empty box in which four balls are to be placed (one-by-one) according to the following scheme. A fair die is cast each time and the number of spots on the upper face is noted. If the upper face shows up 2 or 5 spots then a white ball is placed in the box. Otherwise a black ball is placed in the box. Given that the rst ball placed in the box was white nd the probability that the box will contain exactly two black balls. 14. Let ((0, 1], A, P ) be a probability space such that A contains all subintervals of (0, 1] and P ((a, b]) = b a, where 0 a < b 1. 1 (a) Show that {b} = (b n+1 , b], b (0, 1]; n=1 (b) Show that P ({b}) = 0, b (0, 1]; (c) Show that, for any countable set A A, P (A) = 0; 1 1 (d) For n N, let An = (0, n ] and Bn == ( 1 2n , 1]. Verify that An , Bn , 2 P (Limn An ) = limn P (An ) and P (Limn Bn ) = limn P (Bn ). 15. Consider four coding machines M1 , M2 , M3 and M4 producing binary codes 0 and 3 1. The machine M1 produces codes 0 and 1 with respective probabilities 1 and 4 . 4 The code produced by machine Mk is fed into machine Mk+1 (k = 1, 2, 3) which may either leave the received code unchanged or may change it. Suppose that each 2

3 of the machines M2 , M3 and M4 change the code with probability 4 . Given that the machine M4 has produced code 1, nd the conditional probability that the machine M1 produced code 0.

16. A student appears in the examinations of four subjects Biology, Chemistry, Physics and Mathematics. Suppose that probabilities of the student clearing examinations in these subjects are 1 , 1 , 1 and 1 respectively. Assuming that the performances of 2 3 4 5 the student in four subjects are independent, nd the probability that the student will clear examination(s) of (a) all the subjects; (b) no subject; (c) exactly one subject; (d) exactly two subjects; (e) at least one subject. 17. Let A and B be independent events. Show that max{P ((AB)c ), P (AB), P (AB)} 4/9, where AB = (A B) (B A). 18. For independent events A1 , . . . , An , show that:
n

(
i=1

Ac ) e i

n i=1

P (Ai )

19. Let (, A, P ) be a probability space and let A1 , . . . , An be n events. Dene Bn = Ai , Cn = Ai , n = 1, 2, . . ., D = Bn and E = Cn . Show that i=n i=n n=1 n=1 (a) D is the event that all but a nite number of En s occur and F is the event that innitely many An s occur; (b) D E; c (c) P (E c ) = limn P (Cn ) = limn limm m P (Ac ) and P (E) = limn P (Cn ). k k=n (d) if n=1 P (An ) < then with probability one only nitely many An s will occur; (e) if A1 , . . . , An are independent and P (An ) = then with probability one n=1 innitely many An s will occur. 20. Let A, B and C be three events such that A and B are negatively (positively) associated and B and C are negatively (positively) associated. Can we conclude that, in general, A and C are negatively (positively) associated? 21. Let (, A, P ) be a probability space and let A and B be two events. Show that if A and B are positively (negatively) associated then A and B c are negatively (positively) associated. 22. A locality has n houses numbered 1, . . . , n and a terrorist is hiding in one of these houses. Let Hj denote the event that the terrorist is hiding in house numbered j, j = 1, . . . , n, and let P (Hj ) = pj (0, 1), j = 1, . . . , n. During a search operation, let Fj 3

denote the event that search of the house number j will fail to nab the terrorist there and let P (Fj |Hj ) = rj (0, 1), j = 1, . . . , n. For each i, j {1, . . . , n}, i = j, show that Hj and Fj are negatively associated but Hi and Fj are positively associated. Interpret these ndings. 23. Let A, B and C be three events such that P (B C) > 0. Prove or disprove each of the following: (a) P (A B|C) = P (A|B C)P (B|C); (b) P (A B|C) = P (A|C)P (B|C) if A and B are independent events. 24. A k-out-of-n system is a system comprising of n components that functions if and only if at least k (k {1, 2, . . . , n}) of the components function. A 1-out-of-n system is called a parallel system and an n-out-of-n system is called a series system. Consider n components C1 , . . . , Cn that function independently. At any given time t the probability that the component Ci will be functioning is pi (t) ( (0, 1)) and the probability that it will not be functioning is 1 pi (t), i = 1, . . . , n. (a) Find the probability that a parallel system comprising of components C1 , . . . , Cn will function at time t; (b) Find the probability that a series system comprising of components C1 , . . . , Cn will function at time t; (c) If pi (t) = p(t), i = 1, . . . , n nd the probability that a k-out-of-n system comprising of components C1 , . . . , Cn will function at time t.