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MSO 201A / ESO 209: Probability and Statistics

2012-2013-II Semester
DIPA-I
(Discussion of Illustrative Problems and Assignment-I)
Instructor: Neeraj Misra
Note: (i) Abbreviation DP (or AP) against each problem stands for the Discussion
Problem (or the Assignment Problem).
(ii) To the extent possible, Discussion Problems will be solved by tutors during the tutorial
hours. Assignment problems are to be considered as Practice Problems for students.
Students may discuss these problems with tutors during office hours.
1. (AP) Let = {1, 2, 3, 4}. Check which of the following is a sigma-field of subsets
of :
(a) F1 = {, {1, 2}, {3, 4}};
(b) F2 = {, , {1}, {2, 3, 4}, {1, 2}, {3, 4}};
(c) F3 = {, , {1}, {2}, {1, 2}, {3, 4}, {2, 3, 4}, {1, 3, 4}}.
2. (AP) Show that a class A of subsets of is a sigma-field of subsets of if, and
only if, the following three conditions are satisfied: (i) A; (ii) A A Ac =
A A; (iii) An A, n = 1, 2, . . .
n=1 An A.
3. (AP) Let {F ; } be a collection of sigma-fields of subsets of .
T
(a) Show that F is a sigma-field;
S
(b) Using a counter example show that F may not be a sigma-field.
4. (AP) Let be an infinite set and let A = {A : A is finite or Ac is finite}.
(a) Show that A is closed under complements and finite unions;
(b) Using a counter example show that A may not be closed under countably infinite
unions (and hence A may not be a sigma-field).
5. (DP) Let be an uncountable set and let A = {A : A is countable or Ac is countable}.
(a) Show that A is a sigma-field;
(b) What can you say about A when is countable?
6. (DP) Let F = P() = power set of = {0, 1, 2, . . .}. In each of the following cases,
verify if (, F, P ) is a probability space:
P
(a) P (A) = xA e x /x!, A F, > 0;
P
(b) P (A) = xA p(1 p)x , A F, 0 < p < 1;
(c) P (A) = 0, if A has a finite number of elements, and P (A) = 1, if A has infinite
number of elements, A F.
1

7. (AP) Let (, F, P ) be a probability space and let A, B, C, D F. 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. (AP) Let (, F, P ) be a probability space and let A and B be two events (i.e.,
A, B F).
(a) Show that the probability that exactly one of the events A or B will occur is
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. (AP) 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. (DP) 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 defined,
the probability that (X, Y ) lies on R is area of R ). Find the probability that the
area of S
distance from (X, Y ) to the nearest side does not exceed 13 units.
11. (AP) 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. (DP) Three numbers are chosen at random from the set {1, 2, . . . , 50}. Find the
probability that the chosen numbers are in
(a) arithmetic progression;
(b) geometric progression.
13. (AP) 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 first ball placed in the box was white find the probability that the box will
contain exactly two black balls.
14. (DP) Let ((0, 1], F, P ) be a probability space such that F contains all subintervals
of (0, 1] and P ((a, b]) = b a, where 0 a < b 1.
2

1
(a) Show that {b} =
n=1 (b n+1 , b], b (0, 1];
(b) Show that P ({b}) = 0, b (0, 1];
(c) Show that, for any countable set A F, P (A) = 0;
1
, 1]. Verify that An , Bn ,
(d) For n N, let An = (0, n1 ] and Bn = ( 12 + n+2
P (Limn An ) = limn P (An ) and P (Limn Bn ) = limn P (Bn ).

15. (DP) Consider four coding machines M1 , M2 , M3 and M4 producing binary codes 0
and 1. The machine M1 produces codes 0 and 1 with respective probabilities 14 and
3
. The code produced by machine Mk is fed into machine Mk+1 (k = 1, 2, 3) which
4
may either leave the received code unchanged or may change it. Suppose that each
of the machines M2 , M3 and M4 change the code with probability 34 . Given that the
machine M4 has produced code 1, find the conditional probability that the machine
M1 produced code 0.
16. (AP) 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 12 , 13 , 41 and 15 respectively. Assuming that the performances of the student in four subjects are independent, find 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. (DP) Let A and B be independent events. Show that max{P ((A B)c ), P (A
B), P (AB)} 4/9, where AB = (A B) (B A).
18. (DP) For independent events A1 , . . . , An , show that:
(

n
\

Aci ) e

Pn

i=1

P (Ai )

i=1

19. (DP) Let (, F, P ) be a probability space and let A1 , A2 , . . . be a sequence of

events (i.e., Ai F, i = 1, 2, . . .). Define Bn =


i=n Ai , Cn = i=n Ai , n = 1, 2, . . .,

D =
n=1 Bn and E = n=1 Cn . Show that:
(a) D is the event that all but a finite number of An s occur and E is the event that
infinitely many An s occur;
(b) D E;
c
(c) P (E c ) = limn P (Cnc ) = limn limm P (m
k=n Ak ) and P (E) = limn P (Cn );
P
(d) if n=1 P (An ) < then with probability one only finitely many An s will occur;
P
(e) if A1 , A2 , . . . are independent and
n=1 P (An ) = then with probability one
infinitely many An s will occur.
3

20. (AP) 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. (AP) Let (, F, P ) be a probability space and let A and B be two events (i.e.,
A, B F). Show that if A and B are positively (negatively) associated then A and
B c are negatively (positively) associated.
22. (DP) 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 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 6= j, show that Hj and Fj are negatively associated but Hi and
Fj are positively associated. Interpret these findings.
23. (AP) 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. (DP) 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 at time t 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 find the probability that a k-out-of-n system comprising of components C1 , . . . , Cn will function at time t.

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