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Problems in statistics and Probability.

Problems in statistics and Probability.

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Problem Set 01

1. Let be a sample space of a random experiment and F be a -field (or -algebra) on the subset of . Let

A, B, C F. What is the event that only A occurs? What is the event that at least two of A, B, C occur? What

is the event that both A, B, but not C occur? What is the event of at most one of the A, B, C occurs?

2. Let = {1, 2, 3, 4}. Check which of the following is a -field of subsets of .

(a) F1 = {, {1, 2} {3, 4}}.

(b) F2 = {, , {1}, {2, 3, 4} {1, 2}, {3, 4}}.

(c) F3 = {, , {1}, {2}, {1, 2}, {3, 4}, {2, 3, 4}, {1, 3, 4}} .

3. Let {F : } be a collection of -fields of subsets of . Prove or disprove

\

(a)

F is a sigma-field.

(b)

F is a sigma-field.

(a) Show that A is closed under complements and finite unions.

(b) Using a counter example show that A may not be closed under countably infinite unions (and hence A may

not be a sigma-field).

5. Let = {0, 1, 2, . . .} and F = P() = power set of . In each of the following cases, verify if (, F, P ) is a

probability space.

X e x

, A F, > 0.

x!

xA

X

(b) P (A) =

p(1 p)x , A F, 0 < p < 1.

(a) P (A) =

xA

(c) P (A) = 0, if A has a finite number of elements, and P (A) = 1, if A has infinite number of elements, A F.

P

n

[

i=1

Ai

n

X

P (Ai ) .

i=1

!

n X

n X

n

n X

n

n

n

X

X

X

[

P (Ai1 Ai2 Ai3 ) . . . + (1)n+1 P

P (Ai1 Ai2 ) +

P (Ai )

Ai =

P

i=1

i=1

i1 =1 i2 =1 i3 =1

i1 <i2 <i3

i1 =1 i2 =1

i1 <i2

n

X

i=1

P (Ai )

n X

n

X

P (Ai Aj ) P

n

[

i=1

i=1 j=1

i<j

Ai

P (A B) 1 P (Ac ) P (B c ).

1

n

X

i=1

P (Ai ).

n

\

i=1

Ai

10. Let (, F, P ) be a probability space and let A, B, C, D F. Suppose that P (A) = 0.6, P (B) = 0.5, P (C) =

0.4, P (AB) = 0.3, P (AC) = 0.2, P (B C) = 0.2, P (AB C) = 0.1, P (B D) = P (C D) = 0, P (AD) =

0.1, and P (D) = 0.2. Find

(a) P (A B C) and P (Ac B c C c ).

(b) P ((A B) C) and P (A (B C)).

(c) P ((A B) C) and P ((A B) C).

(d) P (D B C) and P (A C D).

(e) P (A B D) and P (A B C D).

(f) P ((A B) (C D)).

11. Let (, F, P ) be a probability space and let A, B F. Show that P (A B) P (A)P (B) = P (A)P (B c ) P (A

B c ) = P (Ac )P (B) P (Ac B) = P ((A B)c ) P (Ac )P (B c ).

12. Consider an experiment involving two successive rolls of a 4-sided die in which all 16 possible outcomes are equally

likely and have probability 1/16.

(a) Are the events A = {1st roll results in 1} and B = {2nd roll results in 2} independent?

(b) Are the events A = {1st roll results in 1} and B = {sum of the two rolls is a 5} independent?

(c) Are the events A = {maximum of the two rolls is 2} and B = {minimum of the two rolls is 2} independent?

13. Consider two independent fair coin tosses, in which all four possible outcomes are equally likely. Let H1 =

{1st toss is a head}, H2 = {2nd toss is a head}, and D = {the two tosses have different results}. Find P (H1 ),

P (H2 ), P (H1 H2 ), P (H1 |D), P (H2 |D), and P (H1 H2 |D). (Note: Independent does not imply conditionally

independent.)

14. There are two coins, a blue and a red one. We choose one of the two at random, each being chosen with probability

1/2, and proceed with two independent tosses. The coins are biased. With the blue coin, the probability of heads

in any given toss is 0.99, whereas for the red coin it is 0.01. Let D be the event that the blue coin was selected.

Let Hi , i = 1, 2, be the event that the ith toss resulted in head. Find P (H1 ), P (H2 ), P (H1 H2 ), P (H1 |D),

P (H2 |D), and P (H1 H2 |D). (Note: Conditional independence does not imply independence.)

15. Let A, B, and C be three events such that P (B C) > 0. Prove or disprove each of the following: (a) P (A

B|C) = P (A|B C)P (B|C); (b) P (A B|C) = P (A|C)P (B|C) if A and B are independent events.

16. For independent events A1 , . . . , An , show that:

P

n

\

i=1

Aci

Pn

i=1

P (Ai )

17. Let A, B, and C be three events such that A and B are negatively (positively) associated and B and C are negatively (positively) associated. Can we conclude that, in general, A and C are negatively (positively) associated?

18. Let A and B be two events. Show that if A and B are positively (negatively) associated then A and B c are

negatively (positively) associated.

19. Suppose that n ( 3) persons P1 , . . . , Pn are made to stand in a row at random. Find the probability that there

are exactly r persons between P1 and P2 ; here r {1, 2, . . . , n 2}.

20. (Geometric Probability) A point (X, Y ) is randomly chosen on the unit square

S = {(x, y) : 0 x 1, 0 y 1}

i.e., for any region R S for which the area is defined, the probability that (X, Y ) lies on R is

the probability that distance from (X, Y ) to the nearest side does not exceed 15 units.

Area of R

Area of S .

Find

21. Two persons agree to meet a place at a given time. Each will arrive at the meeeting place with a random delay

between 0 to 1 hour. The first to arrive will wait for 15 mintues and will leave if the other has not yet arrived.

What is the probability that they meet? (Hint: Try to use geometric probability.)

2

22. Three numbers a, b, and c are chosen at random and with replacement from the set {1, 2, . . . , 6}. Find the

probability that the quadratic equation ax2 + bx + c = 0 will have real root(s).

23. Three numbers are chosen at random from the set {1, 2, . . . , 50}. Find the probability that the chosen numbers

are in (a) arithmetic progression, and (b) geometric progression.

24. A class consisting of four graduate and twelve undergraduate students is randomly divided into four groups of

four. What is the probability that each group includes a graduate student?

25. Suppose that we have n ( 2) letters and corresponding n addressed envelopes. If these letters are inserted at

random in n envelopes, find the probability that no letter is inserted into the correct envelop.

26. (The Monty Hall problem) Suppose youre on a game show, and youre given the choice of three doors: Behind

one door is a car; behind the others are goats. You pick a door, say No. 1, and the host, who knows whats behind

the doors, opens anothe door, which has a goat. He then askes to you, Do you want to pick door No. 2? What

should be your answer?

27. Consider an empty box in which four balls are to be placed (one-by-one) according to the following scheme. A

fair die is cast each time and the number of spots on the upper face is noted. If the upper face shows up 2 or 5

spots then a white ball is placed in the box. Otherwise a black ball is placed in the box. Given that the first ball

placed in the box was white find the probability that the box will contain exactly two black balls.

28. Consider four coding machines M1 , M2 , M3 , and M4 producing binary codes 0 and 1. The machine M1 produces

codes 0 and 1 with respective probabilities 41 and 34 . The code produced by machine Mk is fed into machine Mk+1 ,

(k = 1, 2, 3), which may either leave the received code unchanged or may change it. Suppose that each of the

machines M2 , M3 , and M4 change the code with probability 43 . Given that the machine M4 has produced code

1, find the conditional probability that the machine M1 produced code 0.

29. A student appears in the examinations of four subjects Biology, Chemistry, Physics and Mathematics. Suppose

that probabilities of the student clearing examinations in these subjects are 21 , 13 , 14 , and 51 respectively. Assuming

that the performances of the student in four subjects are independent, find the probability that the student will

clear examination(s) of (a) all the subjects; (b) no subject; (c) exactly one subject; (d) exactly two subjects; (e)

at least one subject.

30. A locality has n houses numbered 1, . . . , n and a terrorist is hiding in one of these houses. Let Hj denote the

event that the terrorist is hiding in house numbered j, j = 1, . . . , n, and let P (Hj ) = pj (0, 1), j = 1, . . . , n.

During a search operation, let Fj denote the event that search of the house number j will fail to nab the terrorist

there and let P (Fj |Hj ) = rj (0, 1), j = 1, . . . , n. For each i, j {1, . . . , n} , i 6= j, show that Hj and Fj are

negatively associated but Hi and Fj are positively associated.

31. A die is rolled repeatedly until a 6 turns up. Assume that the rolls of the die are independent. Show that the

event A is certain to occur, i.e., P (A) = 1, where A = a 6 will eventually shows up.

32. You roll a fair four-sided die. If the result is 1 or 2, you roll once more but otherwise, you stop. What is the

probability that the sum total of your rolls is at least 4?

33. A student is taking a probability course and at the end of each week, she can be wither up-to-date ot she may

have fellen behind. If she is up-to-date in a given week, the probability that she will be up-to-date in the next

week is 0.8. If she is behind in a week, the probability that wshe will be up-to-date in the next week is 0.4. She

is up-to-date when she starts the class. Find the probability that she is up-to-date after three weeks.

34. If an aircraft is present in a certain area, a radar detects it and generates an alarm signal with probability 0.99. If

an aircraft is not present. the radar generates a (false) alarm, with probability 0.10. We assume that an aircraft

is present with probability 0.05. What is the probability of no aircraft presence and a false alarm? What is the

probability of aircraft presence and no detection? If the radar generates a alarm, what is the probability of the

presence of an aircraft?

35. (The False-Positive Puzzle) A test for a certain rare disease is assumed to be correct 95% of the time. A random

person drawn from a certain population has probability 0.001 of having the disease. Given that the person just

tested positive, what is the probability of having the disease?

36. A k-out-of-n system is a system comprising of n components that functions if and only if at least k {1, 2, . . . , n}

of the components function. A 1-out-of-n system is called a parallel system and an n-out-of-n system is called a

series system. Consider n components C1 , . . . , Cn that function independently. At any given time t the probability

that the component Ci will be functioning is pi (t) (0, 1) and the probability that it will not be functioning at

time t is 1 pi (t), i = 1, . . . , n.

(a) Find the probability that a parallel system comprising of components C1 , . . . , Cn will function at time t.

(b) Find the probability that a series system comprising of components C1 , . . . , Cn will function at time t.

(c) If pi (t) = p(t), i = 1, . . . , n find the probability that a k-out-of-n system comprising of components

C1 , . . . , Cn will function at time t.

37. A computer networks connects two nodes A and B through intermideate nodes C, D, E, and F as shown in the

figure. For every pair of directly connected nodes, say i and j, there is a given probability pij that the link form i

to j is up. Assume that the link failure are independent each other. What is the probability that there is a path

from A to B?

0.80

C

0.90

0.95

0.90

0.85

A

0.75

0.95

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