Introductory Probability and Statistical Applications, Second Edition

Paul L. Meyer

Notes and Solutions by David A. Lee

Solutions to Chapter 1: Introduction to Probability

Suppose that the universal set consists of the positive integers from 1 through 10. Let
A = {2, 3, 4}, B = {3, 4, 5}, and C = {5, 6, 7}. List the members of the following sets.
1.1

A∩B
(a)

A = {1, 5, 6, ..., 10} =⇒ A ∩ B = {5}

A∪B
(b)

A ∪ B = {1, 3, 4, ..., 10}

A∩B
(c)

B = {1, 2, 6, 7, ..., 10} =⇒ A ∩ B = {1, 6, 7, ..., 10}

=⇒ A ∩ B = {2, 3, 4, 5}

A ∩ (B ∩ C)
(d)

B ∩ C = {5} =⇒ B ∩ C = {1, ..., 4, 6, ..., 10}

=⇒ A ∩ (B ∩ C) = {2, 3, 4}

=⇒ A ∩ (B ∩ C) = {1, 5, ..., 10}

A ∩ (B ∪ C)
(e)

B ∪ C = {3, 4, 5, 6, 7} =⇒ A ∩ (B ∪ C) = {3, 4}
=⇒ A ∩ (B ∪ C) = {1, 2, 5, ..., 10}

Suppose that the universal set U is given by U = {x | 0 ≤ x ≤ 2}. Let the sets A and B be
defined as follows: A = {x | 21 < x ≤ 1} and B = {x | 41 ≤ x < 32 }. Describe the following
sets.
1.2

A∪B
(a)

A ∪ B = {x | 1/4 ≤ x < 3/2} =⇒ A ∪ B = {x | 0 ≤ x < 1/4, 3/2 ≤ x ≤ 2}

1
 A∪B
(b)

B = {x | 0 ≤ x < 1/4, 3/2 ≤ x ≤ 2} =⇒ A ∪ B = {x | 0 ≤ x < 1/4, 1/2 < x ≤ 1, 3/2 ≤ x ≤ 2}

A∩B
(c)

A ∩ B = {x | 1/2 < x ≤ 1} =⇒ A ∩ B = {x | 0 ≤ x ≤ 1/2, 1 < x ≤ 2}

A∩B
(d)

A = {x | 0 ≤ x ≤ 1/2, 1 < x ≤ 2} =⇒ A ∩ B = {x | 1/4 ≤ x ≤ 1/2, 1 < x < 3/2}

Which of the following relationships are true?

1.3

(A ∪ B) ∩ (A ∪ C) = A ∪ (B ∩ C)
(a)
True .
Proof. LH. Let a ∈ (A ∪ B) ∩ (A ∪ C). Then a ∈ A ∪ B and a ∈ A ∪ C. Then a is either in A, B, C or some
combination of the three such that this holds. If a ∈ A, then a has inclusion in the RH. If a ∈
/ A, then it
must be that a ∈ B, C, so a ∈ B ∩ C, so a ∈ A ∪ (B ∩ C).
RH. Let a0 ∈ A ∪ (B ∩ C). Then a0 ∈ A or a0 ∈ B ∩ C or both. If a0 ∈ A, then a0 ∈ A ∪ B, A ∪ C, so
a0 ∈ (A ∪ B) ∩ (A ∪ C). If a0 ∈ B ∩ C, then a0 ∈ B, C, so a0 ∈ A ∪ B, A ∪ C, so a0 ∈ (A ∪ B) ∩ (A ∪ C).

(A ∪ B) = (A ∩ B) ∪ B
(b)
True .

Proof. LH Let a ∈ A ∪ B. Then either a ∈ A or B, or both. Suppose a ∈ / B, then we must have a ∈ A, B,

and consequently inclusion in the RH. Otherwise, a ∈
/ A implies a ∈ B, establishing RH inclusion.
RH Let a0 ∈ (A ∩ B) ∪ B = (A ∪ B) ∩ (B ∪ B) = A ∪ B.

A∩B =A∪B
(c)
False .

Proof. Suppose a0 ∈ A ∪ B. Then either a0 ∈ A or a0 ∈ B. If a0 ∈ A, then a0 ∈

/ A, and a0 ∈
/ A ∩ B.

(A ∪ B) ∩ C = A ∩ B ∩ C
(d)
False .

Proof. By an application of De Morgan’s laws, we can rewrite the LH as A ∩ B ∩ C, which clearly cannot
be equal to A ∩ B ∩ C since C 6= C.

(A ∩ B) ∩ (B ∩ C) = Ø
(e)
True .

Proof. Suppose that a ∈ (A ∩ B) ∩ (B ∩ C). Then a ∈ A ∩ B and a ∈ B ∩ C, implying a ∈ B, B, a

contradiction.

2
 Suppose that the universal set consists of all points (x, y) both of whose coordinates are
integers and which lie inside or on the boundary of the square bounded by the lines x =
0, y = 0, x = 6, and y = 6. List the members of the following sets.
1.4

A = {(x, y) | x2 + y 2 ≤ 6}
(a)
A = {(0, 0), (0, 1), (0, 2), (1, 0), (1, 1), (1, 2), (2, 0), (2, 1)}

B = {(x, y) | y ≤ x2 }
(b)

B = {(0, 0), (1, 0), (2, 0), (3, 0), (4, 0), (5, 0), (6, 0), (1, 1), (2, 1), (3, 1), (4, 1), (5, 1), (6, 1), (2, 2),
(3, 2), (4, 2), (5, 2), (6, 2), (2, 3), (3, 3), (4, 3), (5, 3), (6, 3), (2, 4), (3, 4), (4, 4), (5, 4), (6, 4), (3, 5),
(4, 5), (5, 5), (6, 5), (3, 6), (4, 6), (5, 6), (6, 6)}

C = {(x, y) | x ≤ y 2 }
(c)

C = {(0, 0), (0, 1), (0, 2), (0, 3), (0, 4), (0, 5), (0, 6), (1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6), (2, 2),
(2, 3), (2, 4), (2, 5), (2, 6), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6), (4, 2), (4, 3), (4, 4), (4, 5), (4, 6), (5, 3),
(5, 4), (5, 5), (5, 6), (6, 3), (6, 4), (6, 5), (6, 6)}

B∩C
(d)

B ∩ C = {(0, 0), (1, 1), (2, 2), (2, 3), (2, 4), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6), (4, 2), (4, 3), (4, 4),
(4, 5), (4, 6), (5, 3), (5, 4), (5, 5), (5, 6), (6, 3), (6, 4), (6, 5), (6, 6)}

(B ∪ A) ∩ C
(e)
First we calculate
C = {(1, 0), (2, 0), (2, 1), (3, 0), (3, 1), (4, 0), (4, 1), (5, 0), (5, 1), (5, 2), (6, 0), (6, 1), (6, 2)}
Next,

B ∪ A = {(0, 0), (0, 1), (0, 2), (1, 0), (1, 1), (1, 2), (2, 0), (2, 1), (3, 0), (4, 0), (5, 0), (6, 0), (1, 1), (2, 1), (3, 1),
(4, 1), (5, 1), (6, 1), (2, 2), (3, 2), (4, 2), (5, 2), (6, 2), (2, 3), (3, 3), (4, 3), (5, 3), (6, 3), (2, 4), (3, 4), (4, 4), (5, 4),
(6, 4), (3, 5), (4, 5), (5, 5), (6, 5), (3, 6), (4, 6), (5, 6), (6, 6)}
Thus we have

(B ∪ A) ∩ C = {(1, 0), (2, 0), (2, 1), (3, 0), (3, 1), (4, 0), (4, 1), (5, 0), (5, 1), (5, 2), (6, 0), (6, 1), (6, 2)}

3
 Use Venn diagrams to establish the following relationships.
1.5

A ⊂ B and B ⊂ C imply that A ⊂ C

(a)

A ⊂ B implies that A = A ∩ B
(b)

A ⊂ B implies that B ⊂ A
(c)

4
 A ⊂ B implies that A ∪ C ⊂ B ∪ C
(d)

A ∩ B = Ø and C ⊂ A imply that B ∩ C = Ø

(e)

Items coming off a production line are marked defective (D) or nondefective (N ). Items
are observed and their condition listed. This is continued until two consecutive defectives
are produced or four items have been checked, whichever occurs first. Describe a sample
space for this experiment.
1.6
{ DD, NDD, NNDD, NNNN, DNNN, NDNN, NNDN, NNND, DNDN, DNND, NDND, DNDD }

[Intentionally blank]
1.7

A box of N light bulbs has r (r < N ) bulbs with broken filaments. These bulbs are
tested, one by one, until a defective bulb is found. Describe a sample space for this
experiment.
(a)
Let F denote the event of testing a non-defective bulb and T for defective. The sample space is

5
 {T, F T, F F T, ..., |F ·{z
· · F} T}
N −r non-defectives

Suppose that the above bulbs are tested, one by one, until all defectives have been
tested. Describe the sample space for this experiment.
(b)
The sample space consists of sequences of every combination of 1, 2, ..., N − r non-defectives with the r
defectives such that the r-th defective is the last of the sequence. For instance, given
i, 1 ≤ i ≤ N −
r non-defectives are cycled through to examine all r defectives, there would be r−1+ii such sequences
corresponding to i non-defectives.

Consider four objects, say a, b, c, and d. Suppose that the order in which these objects
are listed represents the outcome of an experiment. Let the events A and B be defined as
follows: A = {a is in the first position}; B = {b is in the second position}.
1.8

List all elements of the sample space.

(a)

B = {abcd, abdc, acbd, acdb, adbc, adcb, bacd, badc, bcad, bcda, bdac, bdca,
cabd, cadb, cbad, cbda, cdab, cdba, dabc, dacb, dbac, dbca, dcab, dcba}

List all elements of the events A ∩ B and A ∪ B.

(b)

A ∩ B = {abcd, abdc}
A ∪ B = {abcd, abdc, acbd, acdb, adbc, adcb, cbad, cbda, dbac, dbca}

A lot contains items weighing 5, 10, 15, ..., 50 pounds. Assume that at least two items
of each weight are found in the lot. Two items are chosen from the lot. Let X denote
the weight of the first item chosen and Y the weight of the second item. Thus the pair
of numbers (X, Y ) represents a single outcome of the experiment. Using the XY -plane,
indicate the sample space and the following events.
1.9
The sample space is graphically given by

6
The described events below are indicated in red.

{X = Y }
(a)

{Y > X}
(b)

7
 The second item is twice as heavy as the first item.
(c)

The first item weighs 10 pounds less than the second item.
(d)

8
 The average weight of the two items is less than 30 pounds.
(e)

During a 24-hour period, at some time X, a switch is put into “ON” position. Subsequently,
at some future time Y (still during that same 24-hour period) the switch is put into the
“OFF” position. Assume that X and Y are measured in hours on the time axis with the
beginning of the time period as the origin. The outcome of the experiment consists of the
pair of numbers (X, Y ).
1.10
The sample space and specific events are described below in the shaded gray area.

Describe the sample space.

(a)

Describe and sketch in the XY -plane the following events.

(b)

The circuit is on for one hour or less.

i.
If the circuit is turned on at some time X, we must have X < Y ≤ X + 1.

9
 The circuit is on at time z where z is some instant during the given 24-hour period.
ii.
If the circuit is turned on at time X, and near-instantaneously turned off at time Y = X + ∆X, we
may approximate this as the 45◦ line going through the origin.

10
 The circuit is turned on before time t1 and turned off after time t2 (where again
t1 < t2 are two time instants during the specified period).
iii.
Here, we describe the outcomes 0 ≤ X < t1 and X ≤ Y < t2 .

The circuit is on twice as long as it is off.

iv.
The only way to ensure the constraint is met is that the circuit is on for sixteen hours and off for eight.
The event is thus described as a straight line between (0, 16) and (8, 24), or all points satisfying the
condition (X, X + 16).

Let A, B, and C be three events associated with an experiment. Express the following
verbal statements in set notation.
1.11

At least one of the events occurs.

(a)
A∪B∪C

Exactly one of the events occurs.

(b)

[A ∩ B ∩ C] ∪ [A ∩ B ∩ C] ∪ [A ∩ B ∩ C]

11
 Exactly two of the events occur.
(c)

[A ∩ B ∩ C] ∪ [A ∩ B ∩ C] ∪ [A ∩ B ∩ C]

Not more than two of the events occur simultaneously.

(d)

A∩B∩C

Prove Theorem 1.4.

1.12

Theorem. If A, B, and C are any three events, then

P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B) − P (A ∩ C) − P (B ∩ C) + P (A ∩ B ∩ C)

Proof. We know that for any events X, Y ,

P (X ∪ Y ) = P (X) + P (Y ) − P (X ∩ Y )
Let X = A ∪ B, Y = C. Then

P (A ∪ B ∪ C) = P (A ∪ B) + P (c) − P ((A ∪ B) ∩ C)
= P (A) + P (B) + P (C) − P (A ∩ B) − P ((A ∩ C) ∪ (B ∩ C))
= P (A) + P (B) + P (C) − P (A ∩ B) − P (A ∩ C) − P (B ∩ C) + P (A ∩ B ∩ C)

[Intentionally blank]
1.13

Show that for any two events, A1 and A2 , we have P (A1 ∪ A2 ) ≤ P (A1 ) + P (A2 ).
(a)

Proof. We know that P (A1 ∪ A2 ) = P (A1 ) + P (A2 ) − P (A1 ∩ A2 ). It immediately follows that P (A1 ∪ A2 ) ≤
P (A1 ∪ A2 ) + P (A1 ∩ A2 ) = P (A1 ) + P (A2 ).

Show that for any n events A1 , ..., An , we have

P (A1 ∪ · · · ∪ An ) ≤ P (A1 ) + · · · + P (An )
[Hint: Use mathematical induction. The result stated in (b) is called Boole’s inequality.]
(b)
By part (a), P (A1 ∪ A2 ) ≤ P (A1 ) + P (A2 ). Now suppose that the result holds for n events. Then by our
induction hypothesis,
n
 [   n
[  n
 [   n+1
X n
 [  
P Ai ∪An+1 =P Ai +P (An+1 )−P Ai ∩An+1 ≤ P (Ai )−P Ai ∩An+1
i=1 i=1 i=1 i=1 i=1
Sn


Since 0 ≤ P i=1 Ai ∩ An+1 ≤ 1, it follows that
n
 [   n
[  n+1
X
P Ai ∪ An+1 = P Ai ≤ P (Ai )
i=1 i=1 i=1

12
 Theorem 1.3 deals with the probability that at least one of the two events A or B occurs.
The following statement deals with the probability that exactly one of the events A or B
occurs. Show that
[P (A ∩ B) ∪ (B ∩ A)] = P (A) + P (B) − 2P (A ∩ B)
1.14

Proof. Meyer Theorem 1.3 states

Theorem. If A and B are any two events, then

P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

The intuition to appeal to here is to observe that A ∩ B and B ∩ A are mutually exclusive events. We formally
prove this as follows:

Proof. Let a ∈ A ∩ B. Then a ∈ A, B, so a ∈

/ B and a ∈/ B ∩ A. Conversely, let a0 ∈ B ∩ A, then a0 ∈ B, A, so
0 0
a ∈/ A, then a ∈/ A ∩ B. Thus (A ∩ B) ∩ (B ∩ A) = Ø, establishing the mutual exclusivity of these events.

Using the mutual exclusive property, we know that P [(A ∩ B) ∪ (B ∩ A)] = P (A ∩ B) + P (B ∩ A). We can also
see that
(A ∩ B) ∪ (A ∩ B) and (B ∩ A) ∪ (A ∩ B) = B
and moreover, that A ∩ B, B ∩ A, and A ∩ B are all disjoint. Thus we have

P (A) = P [(A ∩ B) ∪ (A ∩ B)] = P (A ∩ B) + P (A ∩ B)

P (B) = P [(B ∩ A) ∪ (A ∩ B)] = P (B ∩ A) + P (A ∩ B)

Substituting P (A ∩ B) = P (A) − P (A ∩ B) and P (B ∩ A) = P (B) − P (A ∩ B) yields our desired result.

A certain type of electric motor fails either by seizure of the bearings, or by burning out
of the electric windings, or by wearing out of the brushes. Suppose that seizure is twice as
likely as burning out, which is four times as likely as brush wearout. What is the probability
that failure will be by each of these three mechanisms?
1.15
Let P (brush wearout) = p. Then P (burning out) = 4p and P (seizure) = 8p. Assuming mutual exclusivity of
each event, we must have 13p = 1 or p = 1/13.
Then P (brush wearout) = 1/13, P (burning out) = 4/13, P (seizure) = 8/13 .

Suppose that A and B are events for which P (A) = x, P (B) = y, and P (A∩B) = z. Express
each of the following probabilities in terms of x, y, and z.
1.16

P (A ∪ B)
(a)

P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
= (1 − P (A)) + (1 − P (B)) − (1 − P (A ∪ B))
= 2 − (P (A) + P (B)) − (1 − (P (A) + P (B) − P (A ∩ B)))
= 2 − (x + y) + x + y − z = 1 − z
For the following problems, we recall the identities from Problem 1.14:

P (A) = P (A ∩ B) + P (A ∩ B)
P (B) = P (B ∩ A) + P (A ∩ B)

P (A ∩ B)
(b)

P (A ∩ B) = P (B) − P (A ∩ B) = y − z

13
 P (A ∪ B)
(c)

P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
= (1 − P (A)) + P (B) − P (A ∩ B)
=1−x+y−y+z = 1−x+z

P (A ∩ B)
(d)

P (A ∩ B) = 1 − P (A ∪ B) = 1 − (P (A) + P (B) − P (A ∩ B)) = 1 − x − y + z

Suppose that A, B, and C are events such that P (A) = P (B) = P (C) = 14 , P (A ∩ B) =
P (C ∩ B) = 0, and P (A ∩ C) = 81 . Evaluate the probability that at least one of events A, B,
or C occurs.
1.17
Since P (A ∩ B) = P (C ∩ B) = 0 implies A ∩ B = C ∩ B = Ø, we must also have A ∩ B ∩ C = Ø which implies
P (A ∩ B ∩ C) = 0. By Theorem 1.4,

P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B) − P (A ∩ C) − P (B ∩ C) + P (A ∩ B ∩ C)

= 1/4 + 1/4 + 1/4 − 1/8
= 5/8

An installation consists of two boilers and one engine. Let the event A be ethat the engine
is in good condition, while the events Bk (k = 1, 2) are the events that the kth boiler is
in good condition. The event C is that the installation can operate. If the installation is
operative whenever the engine and at least one boiler function, express C and C in terms
of A and the Bi0 s.
1.18

C = (A ∩ B1 ) ∪ (A ∩ B2 ) and C = (A ∩ B1 ) ∩ (A ∩ B2 ) = (A ∪ B1 ) ∩ (A ∪ B2 )

A mechanism has two types of parts, say I and II. Suppose that there are two of type I and
three of type II. Define the events Ak , k = 1, 2, and Bj , j = 1, 2, 3 as follows: Ak : the kth
unit of type I is functioning properly; Bj : the jth unit of type II is functioning properly.
Finally, let C represent the event: the mechanism functions. Given that the mechanism
functions if at least one unit of type I and at least two units of type II function, express
the event C in terms of the AK ’s and Bj ’s.
1.19
C = (A1 ∪ A2 ) ∩ ((B1 ∩ B2 ) ∪ (B1 ∩ B3 ) ∪ (B2 ∩ B3 ))

14