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EE 221 Probability and random processes Tutorial 2 Date 8/1/2015

1.The Borel sigma algebra B can be defined as the minimum sigma algebra on
containing
all semi-infinite intervals of the form (, b], b  . Show that (, b), (a, b] , [a, b] and {a}
belong to  .
2. Let (S , , P) is a probability space and A, B, C  be three events.
(a) Find the expressions for the following events:
(i) Exactly one of A,B and C occur
(ii) Exactly two of A,B and C occur
(iii) Only A occurs
(iv) At most two of A,B and C occur
(v) None of A,B,C occurs
(b). Suppose P( A)  0.6 and P( B)  0.4 . Find the maximum and minimum possible values of
P( A  B) and P( A  B)
(c) Supose following probabilities are given,
P( A)  P( B)  P(C )  0.6, P( A  B)  0.4, P( B  C )  P( A  C )  0.9 and
P( A  B  C)  0.3 . Find P( A  B  C )

4. Verify that the following are valid probability laws satisfying the axioms of probability.
(a) S  {1, 2,..., k ,...},  PS and P({k})  p(1  p)k 1
0  p 1
(b) S  ,  B

   x 1  x / 
e , x 0,   0,   0

f ( x)   ( )
0
x0