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Tutorial sheet-1

The document is a tutorial sheet for a course on Probability and Stochastic Processes, containing various problems related to probability spaces, independent events, and calculations of probabilities in different scenarios. It includes theoretical proofs, applications of probability concepts, and specific examples involving events, partitions, and random selections. The problems range from basic definitions to complex calculations involving continuous and discrete random variables.

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Harshit Arora
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3 views

Tutorial sheet-1

The document is a tutorial sheet for a course on Probability and Stochastic Processes, containing various problems related to probability spaces, independent events, and calculations of probabilities in different scenarios. It includes theoretical proofs, applications of probability concepts, and specific examples involving events, partitions, and random selections. The problems range from basic definitions to complex calculations involving continuous and discrete random variables.

Uploaded by

Harshit Arora
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Tutorial sheet-1

MTL 106 (Probability and Stochastic Processes)

1. Let (Ω, F, P ) be a probability space and A, B ∈ F. Then,

(a) P is monotone and subtractive; that is , if A ⊂ B, then P (A) ≤


P (B) and P (B \ A) = P (B) − P (A), where B \ A = B ∩ Ac , Ac
being the complement of event A.
(b) P (A ∪ B) = P (A) + P (B) − P (A ∩ B).
(c) P (A ∩ B) ≥ 1 − P (Ac ) − P (B c ). Extend the results to any
countable sequence of events.

2. Let (Ω, F, P ) be a probability space and A1 , A2 , . . . , An ∈ F with


P (∩n−1
i=1 Ai > 0). Prove that

P (∩ni=1 Ai ) = P (A1 )P (A2 |A1 )P (A3 |A1 ∩ A2 ) . . . P (An | ∩n−1


i=1 Ai )

3. If A and B are independent, so are i) A and B c , ii) Ac and B, iii) Ac


and B c .

4. Let A, B and C be independent events. Prove that A and B ∪ C; A


and B ∩ C; A and B \ C are independent.

5. Let Ω be the set of all non-negative integers and F the class of all
subsets of Ω. In each of the following cases, does P define a probability
on (Ω, F)?

(a) For A ∈ F, let


X e− λ λ x
P (A) = , λ > 0.
x!
x∈A

(b) For A ∈ F, let


X
P (A) = p(1 − p)x , 0 < p < 1.
x∈A

(c) For A ∈ F, let P (A) = 1 if A has a finite number of elements and


P (A) = 0 otherwise.

6. Let Ω = R and F = B, in each of the following cases, does P define a


probability on (Ω, F)?

1
(a) For each interval I, let
Z
1
P (I) = dx.
I π(1 + x2 )

(b) For each interval I, let P (I) = 1 if I is an interval of finite length,


and P (I) = 0 if I is an infinite interval.

R 1 each interval I, let P (I) = 0 if I ⊆ (−∞, 1) and P (I) =


(c) For
I 2 dx if I ⊆ [1, ∞).

7. In problem 5(a) and (b), let A = {all integers > 2}, B =


{all non-negative integers < 3}, and C = {all integersx, 3 < x < 6}.
Find P (A), P (B), P (C), P (A ∩ B), P (A ∪ B), P (B ∪ C), P (A ∩ C),
P (B ∩ C).

8. Let (Ω, F, P ) be a probability space. Let A, B ∈ F such that P (B) >


0. Let Ci , i = 1, 2, . . . , k be the partition of sample space Ω such that
Ci ∈ F. Then, show that
k
X
P (A|B) = P (Ci |B)P (A|(B ∩ Ci ))
i=1

9. LetT A1 , A2 , A3Q
. . . AN be a system of independent events i.e.
P ( rj=1 Aij ) = rj=1 Aij , for r = 2, 3...N. Assume that P (An ) = n+1
1
,
n=1, 2,...N.

(a) Find the probability that exactly one of the Ai ’s occur?


(b) Find the probability that at most two Ai ’s occur?

10. A dice is rolled repeatedly until a 6 turns up. Show that the event A,
that ”a 6 will eventually show up”, is certain to occur.

11. Two points are chosen at random on a line of unit length. Find the
probability that each of the three line segments so formed will have a
length greater than 1/4.

12. There are 3 boxes. All of them have 2 fruits each with 1st , 2nd and 3rd
box having 0, 1 and 2 apples respectively. We choose a box according
to probability 41 , 12 & 14 respectively and then pick the fruit and note
that fruit. We do this n times and get only apples. What is the
probability that we have chosen box with only apples?

2
13. Consider a routine screening test for COVID-19. Suppose that the
frequency of the disease in the population is 0.5%. The test is highly
accurate with a 10% false negative rate and a 5% false positive rate.
You take the test and it comes back positive. What is the probability
that you have the disease?

14. Find the probability that the sum of two randomly chosen positive
numbers (both ≤ 1) will not exceed 1 and that their product will be
≤ 92 .

15. The base and altitude of a right angle triangle are obtained by picking
points randomly from [0, a] and [0, b], respectively. Show that the
probability that the area of the triangle so formed will be less than ab
4
is (1+ln
2
2)
.

16. A point X is chosen at random on a line segment AB.

(a) Show that the probability that the ratio of lengths AX/BX is
smaller than a (a > 0) is a/(1 + a).
(b) Show that the probability that the ratio of the length of the
shorter segment to that of the larger segment is less than 13 is 21 .

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