EE 534: Probability & Random Processes

Assignment No: 1

Course Instructor: Siddhartha Sarma Date: August 19, 2021

Related topics:
• Sets, Sample space, Events, Probability axioms

Notations:
• A, B etc. denote sets/events.

• A denote complement of A.

• ∅ represents an empty set.

1. Show that (i) (A ∪ B) \ (A ∩ B) = (A ∩ B) ∪ (A ∩ B), (ii) A ∪ B ∪ C =

A ∪ (B \ (A ∩ B)) ∪ (C \ (A ∩ C)), (iii) A ∩ B ∩ C ⊆ (A ∩ B) ∪ (B ∩ C) ∪ (C ∩ A).
(Do not use the Venn diagram for proving the above expressions).

2. Show that (i) if Pr(A) = Pr(B) = Pr(A ∩ B), then Pr((A ∩ B) ∪ (A ∩ B)) = 0;
(ii) if Pr(A) = Pr(B) = 1, then Pr(A ∩ B) = 1.

3. [PA1 ] Suppose that a sample space consists of all points (x, y) both of whose
coordinates are integers and which lie inside or boundary of the square bounded
by lines x = 0, y = 0, x = 5, y = 5. Now, you throw a six-faced fair die twice
to select a particular point on the sample space described above by subtracting 1
from the number that showed up on the top face of the die. Find the probability
of occurrence of the event (i) A ∩ B ∩ C, (ii) B ∪ (A ∪ C), where A = {(x, y) :
x2 ≤ 4y}, B = {(x, y) : x2 + y 2 ≤ 6}, C = {(x, y) : (x − 4)2 + 9(y − 1)2 ≤ 9}.

4. Prove the following identity

Pr(A∪B∪C) = Pr(A)+Pr(B)+Pr(C)−Pr(A∩B)−Pr(B∩C)−Pr(A∩C)+Pr(A∩B∩C)

and generalize it for N events, A1 , A2 , . . . , AN .

5. First show that Pr(A ∩ B ∩ C) = Pr(A|B ∩ C) Pr(B|C) Pr(C) and then prove
that

Pr(A1 ∩ A2 · · · ∩ AN ) = Pr(AN |AN −1 ∩ AN −2 · · · ∩ A1 ) · · · Pr(A2 |A1 ) Pr(A1 ).

6. Show that if the events A1 , . . . , An are independent and Bi equals Ai , then

B1 , . . . , Bn are also independent.
1
Programming Assignment
 7. Show that 2n − (n + 1) equations are needed to establish the independence of
n events.

8. If Ω = {1, 2, 3, 4, 5}, then find the smallest σ-algebra that contains the sets {1},
{2, 3}.

9. Let Ω = [0, 1], find a σ-algebra generated by the following set S = {∅, [0, 1/2), {1}}.

10. Let I0 = ∅ and In = {1, 2, . . . , n}, n = 1, 2, . . .. Is {In }∞ ∞

n=0 ∪ {N \ In }n=0 a
σ-algebra?

11. Let A∆B := (A \ B) ∪ (B \ A). Show that (i) Pr(A∆B) = Pr(A) + Pr(B) −
2 Pr(A ∩ B), (ii) | Pr(A) − Pr(B)| ≤ Pr(A∆B) and (iii) Pr(A∆C) ≤ Pr(A∆B) +
Pr(B∆C).

12. Show that if {Ei }i∈I

T is any collection of σ-algebra defined on the same Ω, then
their intersection Ei is also a field.
i∈I

13. [PA] Identify the probability space for the following random experiment: You
flip a coin until you get the pattern ‘HTH’ in three consecutive tosses.

14. [PA] Problem 1.1 from Prof. Hajek’s lecture notes.

15. Problem 1.4 from Prof. Hajek’s lecture notes.

Some questions were taken from the following books

1. Papoulis & Pillai, “Probability, Random Variables and Stochastic Processes”, Fourth Ed,
McGraw Hill
2. Capiński & Zastwniak, “Probability Through Problems”, First Ed, Springer
3. Feller, “An Introduction to Probability Theory and its Applications - Vol-I”, Third Ed, Wiley
4. Meyer, “Introductory Probability and Statistical Applications”, Second Ed, Oxford and IBH