E2 202 Homework-01 Aug 15, 2019

1. Let Ω = {1, 2, 3, 4, 5, 6}. Which of the following are σ-algebras?

(a) F1 = {∅, {1, 2, 3}, {4, 5, 6}, Ω}
(b) F2 = {∅, {1, 2}, {3, 4}, {5, 6}, {1, 2, 3}, {4, 5, 6}, Ω}
(c) F3 = 2Ω (Collection of all subsets of Ω)

2. Let F1 , F2 be σ-algebras on Ω.
(a) Prove that F1 F2 is a σ-algebra.
T

(b) Is F1 F2 a σ-algebra ? Justify your answer.

S

3. Let ( Ar : r ∈ N) be events such that P( Ar ) = 1 for all r ∈ N. Show that P(∩r∞=1 Ar ) = 1.

4. Two numbers are drawn independently and uniformly at random from the unit interval [0, 1]. The
smaller between the two is known to be less than 13 . What is the probability that the larger one is
greater than 34 ?

5. Two teams, say X and Y are assigned a task at the same time. The probability that team X success-
fully completes the job within the given time frame is 2/3. The probability that team Y is successful
is 1/2. The probability that atleast one team is successful is 3/4. If only one team was successful in
completing the job, what is the probability that the job was completed by Y?
6. Consider the events A, B in the sample space Ω, such that P( B) ∈ (0, 1). Show that if P( A| B) =
P( A| Bc ), then A and B are independent.
7. Consider a probability space (Ω, F, P) where the sample space Ω = { H, T }, the event space F =
{∅, H, T, Ω}, and P({ H }) = p. Consider a mapping X : Ω → R such that X = 1{ H } (ω ). Verify that
X is a random variable with respect to this event space F and construct the distribution function of
X.

8. Let X : Ω → R be a random variable defined with respect to an event space F, and a ∈ R is a constant.
Show that Y = aX is also a random variable with respect to the same event space F.
9. Let X : Ω → R be a random variable defined with respect to an event space F. Which of the follow-
ing is valid distribution function? Give proper reasoning.

1. (
0.5 − e− x , 0 6 x < 3,
FX ( x ) =
1, x > 3.

2. 
0,
 x < 0,
FX ( x ) = 0.5, 0 6 x < 2,

1, x > 2.
