E2 202 Homework-01 Aug 04, 2022

1. Show that the following subsets belong to the Borel σ-algebra on [0, 1], which is defined as B([0, 1]) ≜
σ ([0, x ] : x ∈ [0, 1])?
n o
(a) 21 .
n o
(b) 21q : q ∈ Q .
 iSh i
(c) √1 , √1 1 √1
π , .
3 2 π

2. For an arbitrary sample space Ω, prove the following statements or find a counter example.
(a) Intersection of countably many σ-algebras is also a σ-algebra.
(b) Given A which is a collection of subsets of Ω, it is possible to construct a minimal σ-algebra
containing A.
(c) Denote the minimal sigma algebra of A defined above as σ (A). Now, If A ⊂ B, then σ (A) ⊂
σ (B).
(d) Let F1 , F2 be σ-algebras on Ω. F1 F2 is also a σ-algebra.
S

3. Let f : B → A be a function. Define the collection of sets as G ≜ f −1 ( G ) : G ∈ F where F is σ-



algebra on the subsets of set A. Is G a σ-algebra on the subsets of B ? Provide a proof for your
statement.

4. Let (Ω, F, P) be a probability space, and A ∈ F n be a sequence of events. Show the following are
true.
S 
(a) P i ∈[n] A i ⩽ ∑i∈[n] P( Ai ).
T 
(b) P i ∈[n] Ai ⩾ ∑i ∈[n] P ( Ai ) − ( n − 1).

5. Let (Ω, F, P) be a probability space, and E ∈ FN be a collection of events. Show that

(a) If P( En ) = 0 for all n ∈ N, then P(
S
n∈N En ) = 0.
(b) If P( En ) = 1 for all n ∈ N, then P(
T
n∈N En ) = 1.
6. An urn contains 5 red, 6 blue, and 8 green balls.
(a) If a set of 3 balls is randomly selected, what is the probability that each of the balls will be (i) of
the same color? (ii) of different colors?
(b) Repeat under the assumption that whenever a ball is selected, its color is noted and it is then
replaced in the urn before the next selection.
7. Let (Ω, F, P) be a probability space, and A, B ∈ F. Show the following are true.
(a) P( A ∩ Bc ) = P( A) − P( A ∩ B).
(b) The probability that exactly one of the events A or B occurs equals P( A) + P( B) − 2P( A ∩ B).
8. Let (Ω, F, P) be a probability space, and let A ∈ FN be a collection of independent events. Suppose
that
1
P( An ) = n , n ∈ N.
2
Then, show that the probability that none of A1 , A2 , . . . occurs is less than or equal to 1/e.