MATH-221: Probability and Statistics

Tutorial # 1 (Countable & uncountable sets, Properties of Probability Measure,

Conditional Probability, Total Probability Theorem, Baye’s Theorem)

1. Consider the random experiment of tossing a coin indefinitely. Show that the corre-
sponding sample space is uncountable.

Solution: the same space Ω consists infinite sequences of Hs and T s, i.e.,

Ω = {ω = (ω1 , ω2 , · · · ) : ωi ∈ {H, T } for each i = 1, 2, · · · }

We could just view heads and tails in a coin toss as 1 and 0, respectively. Then the
set Ω could be rewritten as Ω = {(an )n≥1 : an ∈ {0, 1} for each n = 1, 2, · · · }.

Claim. The set Ω is uncountable.

It is clear that Ω is infinite. Now suppose contrary that Ω is countable. Then we

can enumerate it’s element in a sequence s1 , s2 , s3 , · · · . Now we construct a sequence
s as follows: If the nth term in sn is 1, we let nth term of s be 0, and vice versa.
Then the sequence s differs from each of sn . But by construction s ∈ Ω, which is a
contradiction.

2. Let A, B, C be events such that P (A) = 0.7, P (B) = 0.6, P (C) = 0.5, P (A ∩ B) =
0.4, P (A ∩ C) = 0.3, P (C ∩ B) = 0.2 and P (A ∩ B ∩ C) = 0.1. Find P (A ∪ B ∪
C), P (Ac ∩ C) and P (Ac ∩ B c ∩ C c ).

Solution:

P (A ∪ B ∪ C) = P (A ∪ B) + P (C) − P ((A ∪ B) ∩ C)
= P (A) + P (B) − P (A ∩ B) + 0.5 − P ((A ∩ C) ∪ (B ∩ C))
= 0.7 + 0.6 + 0.5 − 0.4 − [P (A ∩ C) + P (B ∩ C) − P ((A ∩ C) ∩ (B ∩ C))]
= 1.4 − [0.3 + 0.2 − P (A ∩ B ∩ C)]
= 1.4 − 0.4 = 1
c
P (A ∩ C) = P (C \ (A ∩ C))
= P (C) − P (A ∩ C) = 0.5 − 0.3 = 0.2
P (A ∩ B ∩ C ) = P ((A ∪ B ∪ C)c =) = 1 − P (A ∪ B ∪ C) = 0
c c c

3. Prove or disprove: If P (A ∩ B) = 0 then A and B are mutually exclusive events.

Solution: Statement is False:

Consider Ω = [0, 1] and “length” be the probability measure P . Then P [0, 1/2] =
0.5, P [1/2, 1] = 0.5. Then A ∩ B = {1/2} hence P (A ∩ B) = 0.

4. Does there exists a probability measure (or function) P such that the events A, B, C
satisfies P (A) = 0.6, P (B) = 0.8, P (C) = 0.7, P (A∩B) = 0.5, P (A∩C) = 0.4, P (C ∩
B) = 0.5 and P (A ∩ B ∩ C) = 0.1 ?
Solution: No.
P ((A ∩ B) ∪ C) = P (A ∩ B) + P (C) − P ((A ∩ B) ∩ C)
= P (A ∩ B) + P (C) − P (A ∩ B ∩ C) = 1.1
Which is a contradiction. Similarly one can show P ((A ∩ C) ∪ B) = 1.1.
5. For any events A and B, show that P (A ∪ B) = P (A) + P (B) − P (A ∩ B). Hence
conclude
P (A∪B ∪C) = P (A)+P (B)+P (C)−P (A∩B)−P (B ∩C)−P (A∩C)+P (A∩B ∩C)

6. Let Ω = N. Define a set function P as follows: For A ⊂ Ω,


0 if A is finite
P (A) = .
1 if A is infinite
Is P a probability measure (or function)?
Solution: P is not a probability measure. Let us assume that P is a probability measure.
Take A = {2n : n ∈ N} and B = {2n − 1 : n ∈ N}. Then A ∩ B = φ hence
P (A∪B) = P (N) = P (A)+P (B) = 2, which is absurd. Hence P is not a probability
measure.
7. (Continuity of Probability Measure) Let An , n ≥ 1 be a sequence of events.
Then prove the following:
∞
!
[
(a) If A1 ⊂ A2 ⊂ · · · Then P Ak = lim P (Ak ).
k→∞
k=1
∞
!
\
(b) If A1 ⊃ A2 ⊃ · · · Then P Ak = lim P (Ak ).
k→∞
k=1
∞
[
Solution: (a) Suppose A1 ⊂ A2 ⊂ · · · and A := Ak . Set B1 = A1 , and for each n ≥ 2, let
k=1
Bn denote those points which are in An but not in An−1 , i.e., Bn = An \ An−1 .
[n [∞
By definition, the sets Bn are disjoint. Also An = Bk and A = Bk =
k=1 k=1
∞
[
Ak . Hence
k=1
n
X
P (An ) = P (Bk )
k=1
 Since the left side above cannot exceed 1 for all n, P (Bk ) ≥ 0 for all k, so
sequence of partial sums is increasing and bounded above hence the series on
the right side must converge. Hence we obtain
n
X ∞
X
lim P (An ) = lim P (Bk ) =: P (Bk ) = P (A). (1)
n→∞ n→∞
k=1 k=1

(b) Now if A1 ⊃ A2 ⊃ · · · Then Ac1 ⊂ Ac2 ⊂ · · · . Hence by part (a),

∞
!
[
P Ack = lim P (Ack )
k→∞
k=1
" ∞
!c #
[
1−P Ack = lim [1 − P (Ak )]
k→∞
k=1
∞
!
\
1−P Ak = 1 − lim P (Ak )
k→∞
k=1
∞
!
\
P Ak = lim P (Ak )
k→∞
k=1

8. Let A1 , A2 , · · · be a sequence of events then show that

∞
! ∞
[ X
P An ≤ P (An ).
n=1 n=1

Solution: By finite sub-additivity of probability measure we have

n
! n
[ X
P Ak ≤ P (Ak ) for every n ∈ N.
k=1 k=1

Since P (Ak ) ≥ 0 for all k ∈ N,

n
X ∞
X
P (Ak ) ≤ P (Ak ) for every n ∈ N.
k=1 k=1

Therefore we have
n
! ∞
[ X
P Ak ≤ P (Ak ) for every n ∈ N. (2)
k=1 k=1
 n
! ∞
!
[ [
Now in order show that lim P Ak =P Ak we appeal to continuity
n→∞
k=1 k=1
n
[
property of probability measure (Problem 7). Set Bn := Ak . Then B1 ⊆ B2 ⊆ · · ·
k=1
and are in F. Also observe that
∞
[ ∞
[
Bn = An .
n=1 n=1

Hence
∞
! ∞
!
[ [
P An =P Bn
n=1 n=1
= lim P (Bn )
n→∞
n
!
[
= lim P Ak
n→∞
k=1

Taking limit as n → ∞ in (2) we get the desired result.

∞
X
Note that the infinite series P (Ak ) may diverge to +∞. Of course inequality
k=1
remains true in this case also !!

9. Let Ω be a nonempty set and P be a function from set of subsets of Ω to [0, 1] such
that

(a) P (Ω) = 1.
(b) For A and B disjoint, P (A ∪ B) = P (A) + P (B).
T∞
(c) If (An ) is a decreasing sequence of events such that n=1 An = ∅, then

lim P (An ) = 0.
n→∞

Show that P is a probability measure.

Solution: Let A1 , A2 , · · · ∈ F be pairwise disjoint. Then define the following sequence of set
∞
[ ∞
[ ∞
[
B1 = An , B2 = An , · · · Bk = An , · · ·
n=1 n=2 n=k
 ∞
\
Clearly B1 ⊇ B2 · · · ⊇ Bn ⊇ · · · and each Bn ∈ F. Also Bn = φ. Hence we have
n=1

∞
!
[
0 = lim P (Bn ) = lim P Ak
n→∞ n→∞
k=n

Writing for n ≥ 2
∞
! n−1
! ∞
!
[ [ [
P Ak = P Ak +P Ak (P is given to be finitely additive)
k=1 k=1 k=n
∞
n−1
!
X [
= P (Ak ) + P Ak
k=1 k=n

∞
!
[
Left hand side is a constant (does not depend on n) and lim P Ak = 0, so
n→∞
k=n
∞
X
series P (Ak ) converges. Hence taking limit as n → ∞ above we get the countable
k=1
additivity of P .

10. Three switches connected in parallel operate independently. Each switches remains
closed with probability p. Then (a) Find the probability of receiving an input signal
at the output. (b) Find the probability that switch Si is open given that an input
signal is received at the output.

11. Suppose an individual applying to a college determines that he has an 80% chance
of being accepted, and he knows that dormitory housing will only be provided for
60% of all of the accepted students. What is the probability that a student will be
accepted and will receive dormitory housing?

12. An electronic assembly consists of two subsystems, say A and B. From previous
testing procedures, the following probabilities assumed to be known: P (A fails) =
0.20, P (A and B both fail) = 0.15, P (B fails alone) = 0.15. Evaluate the following
conditional probabilities (a) P (A fails |B has failed ) (b) P (A fails alone |A or B fail).

13. In answering a question on a multiple-choice test, a student either knows the answer
or guesses. Let p be the probability that the student knows the answer and 1 − p
the probability that the student guesses. Assume that a student who guesses at the
answer will be correct with probability 1/m, where m is the number of multiple-
choice alternatives. What is the conditional probability that a student knew the
answer to a question, given that he or she answered it correctly?
14. The completion of a construction job may be delayed because of a strike. The
probabilities are 0.60 that there will be a strike, 0.85 that the construction job will
be completed on time if there is no strike, and 0.35 that the construction will be
completed on time if there is a strike. What is the probability that the construction
job will be completed on time?
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