UNIVERSITY OF GHANA

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DEPARTMENT OF STATISTICS AND ACTUARIAL SCIENCE
STAT 331: PROBABILITY DISTRIBUTIONS
TUTORIAL SET 1
A1. In an experiment of tossing a fair coin four times. Let the sample space Ω be the
number of tails observed and ϕ be the impossible event.
(a) List the Ω and Sigma field F, with the maximum cardinality.
(b) If A1 , A2 , A3 , A4 are subsets of Ω, show that the class of sets F = {ϕ, A1 , A2 , A3 , A4 , Ω}
is a σ − f ield.
(c) If P is a function defined on F, what properties must P satisfy for the triple
(Ω, F, P ) to be called a probability space.
A2. Suppose F is a σ − algebra of subsets of Ω and let B ∈ F.
(a) Show that {A ∩ B : A ∈ F} is a σ − algebra of subsets of B
(b) If the sum of possible outcomes of a fair die thrown twice is ω and the sample
space Ω = {2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12} and B = {2, 4, 6, 8, 10} ∈ F, then deduce
that for any subset A of Ω, {A ∩ B : A ∈ F} is σ − algbra of subset of B
A3. Let (Ω, F, P ) be a probability space and let H ∈ F with P (H) > 0. For any arbitrary
A ∈ F, let
P (A ∩ H)
PH (A) =
P (H)
Show that (Ω.F, PH ) is a probability space.
A4. Let F and G be two sigma-fields on Ω. Prove that F ∩ G is also a sigma-field on Ω.
Show by example that F ∪ G may fail to be sigma-field if Ω = {1, 2, 3}.
A5. Let Ω be a sample space of rolling a fair die once and observing the face value. Let A
be the event with element 1 and 3. Show that the smallest σ − f ield containing A is
a σ − f ield.
A6. Let X and Y be two independent, nonnegative integer-valued random variables whose
distribution has the property
m n



x y
P (X = x|X + Y = x + y) = m+n


x+y

for all nonnegative integers x and y where m and n are given positive integers. Assume
that P (X = 0) and P (Y = 0) are strictly positive. Show that both X and Y have
binomial distributions with the same parameter p, the other parameters being m and
n respectively.

Instructors: Dr. Gabriel Kallah-Dagadu & Mr. Enoch Sakyi-Yeboah Page 1 of 2

 A7. (a) Prove that for any discrete bivariate random variable (X, N ) for which the first
moments of X and N exists,

E(X) = E [E (X|N )]

(b) The number N of customers entering the University of Ghana book-shop each day
is a random variable. Suppose that each customer has, independently of other
customers, a probability θ of buying at least one book. Let X denote the number
of customers that buy at least one book each day.
Describe without proof the distribution of X conditional on N = n. Hence use the
results in (a) to evaluate the expectation of X if N has the distribution.
i. P (N = k) = Mk θk (1 − θ)M −k , k = 0, 1, · · · , M

ii. P (N = k) = θ(1 − θ)k , k = 0, 1, 2, · · · ,

e−θ θk
iii. P (N = k) = , k = 0, 1, 2, · · ·
k!
iv. P (N = k) = θ(1 − θ)k−1 , k = 1, 2, · · ·
Find the probability distribution of X if N has the distribution in (b) i-iv.
A8. For each fixed λ > 0, let X have a Poisson distribution with parameter λ. Suppose λ
itself is a random variable with the gamma distribution

 1 λn−1 e−λ , λ ≥ 0


f (λ) = Γ(n)
0, λ < 0


where n is a fixed positive constant. Show that

 k+n
Γ(k + n) 1
P (X = k) = , k = 0, 1, 2, · · ·
Γ(n)Γ(k + 1) 2

A9. Suppose that a random variable X has a Poisson distribution with parameter λ. The
parameter λ itself is a random variable with the exponential distribution with mean 1c ,
where c is a constant. Show that
c
P (X = k) =
(c + 1)k+1

A10. If X and Y are independent binomial random variables with identical parameters n
and p, show analytically that the conditional probability of X, given that X + Y = m
is the hypergeometric distribution.

Instructors: Dr. Gabriel Kallah-Dagadu & Mr. Enoch Sakyi-Yeboah Page 2 of 2