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Pb 2) (i) Let B1 , B2 , ...., Bn be a partition of the Sample space Ω. Show that, for any
X n
A ⊂ Ω, we have: P (A) = P (A ∩ Bk ). (By an partition of the sample space
k=1
Ω, we meanSa countable collection {Bi }i∈Λ of mutually exclusive events Bi in Ω
such that Bi = Ω).
i∈Λ
P (A) = P (A ∩ B) + P (A ∩ C) + P (A ∩ B c ∩ C c ) − P (A ∩ B ∩ C).
Pb 3) For events A1 , A2 , ...., An in the Sample space Ω, establish the following result:
Pb 4) Two dice are thrown simultaneously. If a sum equal to five or seven is obtained, then
a coin is tossed. Write down the sample space for this experiment. Given that the
coin has been tossed, what is the probability that a ”2” has been rolled with the
second die?
Reception
s1 s2 s3
s1 0.8 0.1 0.1
Transmission s2 0.05 0.9 0.05
s3 0.02 0.08 0.90
a) What is the probability that the signal s1 has been transmitted, given that the
signal s2 has been received?
b) If we assume that the transmissions are independent, what is the probability of
receiving two consecutive s3 signals?
Pb 7) A locality has n houses numbered 1, 2, ..., n and a terrorist is hiding in one of these
houses. Let Hj denote the event that the terrorist is hiding in house number j, j =
1, 2, ..., n and let P (Hj ) = pj ∈ (0, 1), j = 1, 2, ..., 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, 2, ..., n. For each i, j ∈ {1, 2, ..., n}, i 6= j, show
that Hj and Fj are negatively associated but Hi and Fj are positively associated.
Interpret these findings.
Pb 8) Give an example, which illustrates that, in general, pairwise independence of a col-
lection of events may not imply their independence.
Problems based on Random Variables
Pb 1) Consider a random experiment of two independent tosses of a coin so that the sample
space is Ω = {HH, HT, TH, TT}. Let P (.) be the probability function defined on Ω
such that P (HH) = p2 , P (HT) = P (TH) = p(1 − p) and P (TT) = (1 − p)2 , where
p ∈ (0, 1). Define the function X : Ω → R by X(HH) = 2, X(HT) = X(TH) = 1 and
X(TT) = 0, i.e., X(w) denotes the number of heads in w. What is the type of r.v.
X? Write the distribution function of X and discuss its nature using its plot?
Pb 2) Let FX be the distribution function of X. Then, establish the following results:
(i) P ({X = x}) = FX (x) − FX (x−). (ii) P ({X ≥ a}) = 1 − FX (a−).
(iii) P ({X > a}) = 1 − FX (a). (iv) P ({a < X ≤ b}) = FX (b) − FX (a).
(v) P ({a ≤ X ≤ b}) = FX (b) − FX (a−).
(vi) P ({a < X < b}) = FX (b−) − FX (a).
Can we conclude that the d.f. FX is continuous (discontinuous) at a point x ∈ R if
and only if P ({X = x}) = 0(P ({X = x}) > 0)?
Pb 3) In each of the following cases determine whether or not FX : R → R is a distribution
function of some r.v..
2
0, if x < 0
(
1 0, if x < 0
(i) FX (x) = x, if 0 ≤ x ≤ (ii) FX (x) =
2
1 − e−x , if x ≥ 0.
1, if x > 21 .
− 12 < X ≤ 1
Sketch the graph of FX and compute the probabilities P 2
, P ({X = 0}),
P ({−1 ≤ X < 1}) and P ({−1 < X < 1}).
Pb 5) Let F (.) and G(.) be two distribution functions. Verify whether or not the following
functions are distribution functions:
Pb 7) In each of the following, find the value of constant c so that pX (.)(or fX (.)) is a
p.m.f.(or p.d.f.) of some r.v. (say X).
( ( x
cλ
c(1 − p)x , if x ∈ {1, 2, 3, ...} , if x ∈ {1, 2, ...}
(a) pX (x) = (b) pX (x) = x!
0, otherwise 0, otherwise
( 2
(
cxe−x , if x > 0 cxe−(x−2) , if x > 2
(c) fX (x) = (d) fX (x) =
0, otherwise 0, otherwise
where p ∈ (0, 1) and λ > 0 are fixed constants. Also, for each of the above, find
P ({X > 3}), P ({X ≤ 3}), P ({3 < X < 4}) and P ({1 < X < 2}).