Probability Foundations for Electrical Engineers

NPTEL Course — NOC21-EE92

July – October, 2021

Problem Set 0

Week 0

Set-theory, functions, limits, real numbers, basic probability theory.

Problem 1 Limits, Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Problem 2 Sets, Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Problem 3 Sets, Injective functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Problem 4 Sets, Surjective functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Problem 5 Functions, Composition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Problem 6 Real numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Problem 7 Conditional probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Problem 8 Combinatorics, Basic probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Problem 9 Repeated Bernoulli trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Problem 10 Binomial identity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Problem 11 Convergent sequences, Cauchy sequences . . . . . . . . . . . . . . . . . . . . . 5
Problem 12 Basic probability, Combinatorics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Problem 13 Algebra, Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Problem 14 Combinatorics, Basic probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Problem 15 Combinatorics, Basic probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

Problem 1 Limits, Convergence 1 point

Let (𝑥𝑛 : 𝑛 ∈ ℕ) be a sequence of real numbers such that, | 𝑥𝑛 | ≤ 𝐾 for each 𝑛 ∈ ℕ, where 𝐾 is a finite,
positive constant. Then,

lim 𝑥𝑛 = .
𝑛→∞

(a) 𝐾

(b) a finite constant

(c) 0

(d) none of these

Solution Not all bounded sequences converge. For instance, the sequence (−1)𝑛 is bounded
by 1, but does not converge.
Probability Foundations for Electrical Engineers July – October, 2021

Problem 2 Sets, Functions 1 point

Let 𝑓 : 𝑋 → 𝑌 be an arbitrary function and 𝑋 , 𝑌 ⊂ ℝ. Then, for any 𝐴, 𝐵 ⊂ 𝑋, is it true that

𝑓 (𝐴) ∩ 𝑓 (𝐵) ⊂ 𝑓 (𝐴 ∩ 𝐵) ?

(a) True

(b) False

Solution Define 𝑓 : {0, 1} → {0, 1} by 𝑓 (0) = 𝑓 (1) = 0. Setting 𝐴 = {0} and 𝐵 = {1}, we have
that 𝑓 (𝐴 ∩ 𝐵) = ∅. On the other hand, 𝑓 (𝐴) ∩ 𝑓 (𝐵) = {0}.

Problem 3 Sets, Injective functions 1 point

For 𝑋 , 𝑌 ⊂ ℝ, let 𝑓 : 𝑋 → 𝑌 be a function such that, for every pair of disjoint subsets 𝐴, 𝐵 ⊂ 𝑋,
𝑓 (𝐴) ∩ 𝑓 (𝐵) = ∅. Then, which of the following statements is/are true?

(a) 𝑓 is an injective function

(b) 𝑓 is not an injective function

(c) for all 𝐶, 𝐷 ⊂ 𝑋, 𝑓 (𝐶 ∩ 𝐷) ⊃ 𝑓 (𝐶) ∩ 𝑓 (𝐷)

(d) 𝑓 (𝐴 ∩ 𝐵) ≠ ∅

Solution To see that the hypothesis implies (a) we put 𝐴 = {𝑎} and 𝐵 = {𝑏} for some 𝑎 ≠ 𝑏. Now,
if it were to be that 𝑓 (𝑎) = 𝑓 (𝑏), then we see that 𝑓 (𝐴) ∩ 𝑓 (𝐵) = {𝑓 (𝑎)} ≠ ∅, which is a contradiction
to the hypothesis. Therefore, our choice of 𝑎, 𝑏 being arbitrary, 𝑓 must be injective. To see why (c)
holds, suppose that 𝑦 ∈ 𝑓 (𝐶) ∩ 𝑓 (𝐷). Then, there exist 𝑐 ∈ 𝐶 and 𝑑 ∈ 𝐷 with 𝑦 = 𝑓 (𝑐) = 𝑓 (𝑑). Since
𝑓 is injective, 𝑐 = 𝑑 ∈ 𝐶 ∩ 𝐷, and so 𝑦 ∈ 𝑓 (𝐶 ∩ 𝐷). Thus, 𝑓 (𝐶) ∩ 𝑓 (𝐷) ⊂ 𝑓 (𝐶 ∩ 𝐷).

Problem 4 Sets, Surjective functions 1 point

For 𝑋 , 𝑌 ⊂ ℝ, let 𝑓 : 𝑋 → 𝑌 be a function. Given that for all 𝐵 ⊂ 𝑌, 𝑓 (𝑓 −1 (𝐵)) = 𝐵, is it true that 𝑓 is
a surjective function ?

(a) True

(b) False

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Probability Foundations for Electrical Engineers July – October, 2021

Solution Note that 𝑓 (𝑓 −1 ({𝑏})) = {𝑏} ⇒ 𝑓 −1 ({𝑏}) ≠ ∅ for each 𝑏 ∈ 𝑌. Since the choice of 𝑏 ∈ 𝑌
was arbitrary, it follows that 𝑓 is surjective.

Problem 5 Functions, Composition 1 point

Let 𝑓 : 𝑋 → 𝑌 and 𝑔 : 𝑌 → 𝑍 be two functions. If 𝐴 ⊂ 𝑍, then 𝑓 −1 (𝑔 −1 (𝐴)) = .

(a) (𝑓 ∘ 𝑔 )−1 (𝐴)

(b) (𝑓 −1 ∘ 𝑔 −1 )(𝐴)

(c) (𝑔 ∘ 𝑓 )−1 (𝐴)

Solution Indeed, we have

𝑥 ∈ 𝑓 −1 (𝑔 −1 (𝐴)) ⇔ 𝑓 (𝑥) ∈ 𝑔 −1 (𝐴)

⇔ 𝑔 (𝑓 (𝑥)) ∈ 𝐴

⇔ 𝑥 ∈ (𝑔 ∘ 𝑓 )−1 (𝐴).

Problem 6 Real numbers 1 point

Fill in the blanks in the following identity by choosing the correct sequence of operators:
For all 𝑎, 𝑏 ∈ ℝ,

||𝑎| |𝑏|| ≤ |𝑎 + 𝑏| ≤ |𝑎| |𝑏|.

(a) −, −

(b) +, +

(c) −, +

(d) +, −

Solution From − | 𝑎 | ≤ 𝑎 ≤ | 𝑎 | and − | 𝑏 | ≤ 𝑏 ≤ | 𝑏 |, it follows that

−(| 𝑎 | + | 𝑏 |) ≤ 𝑎 + 𝑏 ≤ | 𝑎 | + | 𝑏 | .

Thus, | 𝑎 + 𝑏 | ≤ | 𝑎 | + | 𝑏 |. Putting 𝑎 − 𝑏 in place of 𝑎, we get | 𝑎 | ≤ | 𝑎 − 𝑏 | + | 𝑏 | so that | 𝑎 | − | 𝑏 | ≤ | 𝑎 − 𝑏 |.

Interchanging 𝑎 and 𝑏 yields −(| 𝑎 | − | 𝑏 |) ≤ | 𝑎 − 𝑏 |, and so | | 𝑎 | − | 𝑏 | | ≤ | 𝑎 − 𝑏 |.

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Probability Foundations for Electrical Engineers July – October, 2021

Problem 7 Conditional probability 1 point

In a certain community, it is found that 60% of all property owners oppose an increase in the property
tax, while 80% of non-property owners favour it. It is known that 65% of the community are property
owners. What is the probability that a randomly chosen resident of the community favors the tax
increase?

Answer 0.54 0.52 — 0.56

Solution Let 𝐴 ≔ event that an increase in property tax is opposed. Let 𝐸 ≔ event that a
member of the community is a property owner. We are given that, ℙ [𝐴 ∣ 𝐸] = 0.6, ℙ [𝐴𝑐 ∣ 𝐸 𝑐 ] = 0.8
and that ℙ [𝐸] = 0.65. Thus, the probability that an increase in the property tax is favoured is given
by

ℙ [𝐴𝑐 ] = ℙ [𝐴𝑐 ∩ 𝐸] + ℙ [𝐴𝑐 ∩ 𝐸 𝑐 ]

= ℙ [𝐴𝑐 ∣ 𝐸] ℙ [𝐸] + ℙ [𝐴𝑐 ∣ 𝐸 𝑐 ] ℙ [𝐸 𝑐 ] .

Substituting for the probabilities of the events, the result follows.

Problem 8 Combinatorics, Basic probability 1 point

Given that a person's birthday is equally likely to be any of the 365 days of the year (ignoring leap
years), the probability that the birthdays of 20 people will all be different is ≃ .

Answer 0.5886 0.55 — 0.61

Solution The required probability is

365P
20
≃ 0.5886.
36520

Problem 9 Repeated Bernoulli trials 1 point

The probability that a man hits a target on each firing is 0.5. The minimum number of times he must
fire so that the probability of his hitting the target at least once is more than 0.9 is .

Answer 4 4.0 — 4.0

Solution Let 𝑋 denote the number of times the target is hit in 𝑛 firings. Thus,

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Probability Foundations for Electrical Engineers July – October, 2021

( )
𝑛
ℙ [𝑋 = 𝑘] = (0.5)𝑛 .
𝑘

We want, ℙ [𝑋 ≥ 1] > 0.9. Thus, it must be the case that 1 − ℙ [𝑋 = 0] > 0.9. Substituting for
ℙ [𝑋 = 0], we have,

1
(0.5)𝑛 < ,
10

which holds for 𝑛 = 4, 5, 6, ….

Problem 10 Binomial identity 1 point

Evaluate:
∑𝑛 ( )
𝑖 𝑛
(−1) = .
𝑖=0
𝑖

Answer 0 0.0 — 0.0

Solution The result follows by setting 𝑝 = 1 and 𝑞 = −1 in the identity

∑𝑛 ( )
𝑛 𝑛 𝑖 𝑛−𝑖
(𝑝 + 𝑞) = 𝑞𝑝 .
𝑖=0
𝑖

Problem 11 Convergent sequences, Cauchy sequences 1 point

Let 𝑥𝑛 be a real-valued sequence which converges to 𝑥 ∈ ℝ. Specify whether the following statement
is true or false: for any small 𝜀 > 0, there exists 𝑁𝜀 ∈ ℕ such that

| 𝑥𝑛 − 𝑥𝑚 | < 𝜀 ∀ 𝑚, 𝑛 > 𝑁𝜀 .

(a) True

(b) False

Solution Indeed, 𝑥𝑛 being convergent in ℝ is also Cauchy. Given 𝜀 > 0, choose 𝑁𝜀 such that
𝜀
| 𝑥𝑛 − 𝑥 | < 2
. Then, for 𝑚, 𝑛 ∈ ℕ, | 𝑥𝑛 − 𝑥𝑚 | ≤ | 𝑥𝑛 − 𝑥 | + | 𝑥 − 𝑥𝑚 |, it follows that for any 𝑚, 𝑛 > 𝑁𝜀 ,
| 𝑥𝑛 − 𝑥 | + | 𝑥 − 𝑥𝑚 | < 𝜀. Thus, | 𝑥𝑛 − 𝑥𝑚 | < 𝜀 for all 𝑚, 𝑛 > 𝑁𝜀 as required.

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Probability Foundations for Electrical Engineers July – October, 2021

Problem 12 Basic probability, Combinatorics 1 point

A fair coin is repeatedly tossed 200 times. Given that the toss outcomes are independent, the proabability
that the number of heads is equal to the number of tails is ≃ × 10−2 .

Answer 5.63 5.4 — 5.8

Solution There are exactly

( )
2𝑛
𝑛

toss-sequences with 𝑛 heads and 𝑛 tails. Each of these sequences occur with proabability 2−2𝑛 . Thus,
the required probability is
( )
−𝑛 2𝑛
4 .
𝑛

Substituting 𝑛 = 100, the result follows.

Problem 13 Algebra, Sums 1 point

Evaluate:
100 (
∑ )
100
𝑘 ≃ × 1031 .
𝑘=1
𝑘

Answer 6.338 6.1 — 6.5

Solution The result is readily obtained by using the identity

∑𝑛 ( )
𝑛
𝑘 = 𝑛 2𝑛−1 .
𝑘=1
𝑘

Problem 14 Combinatorics, Basic probability 2 points

A box contains 𝑔 green balls and 𝑦 yellow balls. The balls are removed randomly without replacement.
The probability that the first green ball drawn is the (𝑘 + 1)th ball drawn is .

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Probability Foundations for Electrical Engineers July – October, 2021

( )
𝑦 𝑘 𝑔
(a)
𝑔 +𝑦 𝑔 +𝑦
( )
𝑔 +𝑦 −𝑘
𝑔 −1
(b) ( )
𝑔 +𝑦
𝑔
( )
𝑔 +𝑦 −𝑘 −1
𝑔 −1
(c) ( )
𝑔 +𝑦
𝑦
( )
𝑔 +𝑦 −𝑘 −1
𝑔
(d) ( )
𝑔 +𝑦
𝑔

Solution Equivalently, the experiment may be thought of as that of laying down the 𝑔 + 𝑦 balls
from left to right in a random order. The total number of orderings is then the number of ways of
placing the yellow balls, which is
( )
𝑔 +𝑦
.
𝑦

Now, the number of ways of placing the balls so that the first 𝑘 are yellow and the next ball is green,
is the same as the number of ways of placing the green balls so that the first (green ball) is in position
𝑘 + 1 and the remaining 𝑔 − 1 are amongst the remaining 𝑔 + 𝑦 − 𝑘 − 1 places to the right, which is
( )
𝑔 +𝑦 −𝑘 −1
.
𝑔 −1

Therefore the required probability is

( )
𝑔 +𝑦 −𝑘 −1
𝑔 −1
( ) .
𝑔 +𝑦
𝑦

Problem 15 Combinatorics, Basic probability 1 point

In problem 14 above, the proabability that the last ball drawn is green is .

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Probability Foundations for Electrical Engineers July – October, 2021

𝑔
(a)
𝑔 +𝑦

𝑔 −1
(b)
𝑔 +𝑦 −𝑘 −1

𝑔 −1
(c)
𝑔 +𝑦 −𝑘

𝑔 −𝑘
(d)
𝑔 +𝑦 −𝑘 −1

Solution The probability that the last ball is green is the same as the probability that a ball in
any other position in the ordering is so, which is,

𝑔
.
𝑔 +𝑦

[NOC21-EE92] Problem Set 0 8