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MTH 425: Distributions in Statistics

2013-2014-I Semester
Assignment No. 1
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1. For events A, B and C, show that P (A B C) = P (A)+P (B)+P (C)P (A B)


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P (A C) P (B C) + P (A B C). In general, for events, A1 , . . . , An , show that
P(

n
[

k=1

Ak ) =

n
X

P (Ak )

k=1

P (Ak1

Ak2 ) +

P (Ak1

Ak2

Ak3 )

1k1 <k2 <k3 n

1k1 <k2 n

+ (1)n+1 P (

n
\

Ak ).

k=1

2. In each of the following cases, verify if P () defines a probability measure on P ():


P
P
(a) P (A) = xA e x /x!, A F, > 0; (b) P (A) = xA p(1 p)x , A F,
0 < p < 1; (c) P (A) = 1, if A has a finite number of elements, and P (A) = 0, if A
has infinite number of elements, A F.
3. (a) Given n ( 2) events A1 , . . . , An , show that
n
X
i=1

P (Ai )

P (Ai

Aj ) P (

n
[

Ai )

P (Ai );

i=1

i=1

1i<jn

n
X

(b) For countable collection of events A1 , A2 , . . ., show that P (


P
c
j=1 P (Aj ).

j=1

Aj ) 1

4. Three distinct integers are chosen at random from the first 20 positive integers.
Compute the probability that: (a) their sum is even; (b) their product is even.
5. Each of four persons fires one shot at a target. Let Ck denote the event that the
target is hit by person k, k = 1, 2, 3, 4. If the events C1 , C2 , C3 , C4 are independent
and if P (C1 ) = P (C2 ) = 0.7, P (C3 ) = 0.9 and P (C4 ) = 0.4, compute the probability
that: (a) all of them hit the target; (b) no one hits the target; (c) exactly one hits
the target; (d) at least one hits the target.
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6. Suppose that P (A) = 0.6, P (B) = 0.5, P (C) = 0.4, P (A B) = 0.3, P (A C) =


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0.2, P (B C) = 0.2, P (A B C) = 0.1, P (B D) = P (C D) = 0, P (A D) =
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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)
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and P (A (B C)); (c) P ((Ac B c ) C c ) and P ((Ac B c ) C c ); (d) P (D B C)
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and P (A C D); (e) P (A B D) and P (A B C D); (f) P ((A B) (C D)).
7. For events A1 , . .P
. , An , show that: (a) P ( ni=1 Ai ) ni=1 P (Ai ) (n 1); (b)
n
Tn
P ( i=1 Aci ) e i=1 P (Ai ) , provided A1 , . . . , An are independent.
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8. Prove that if A and B are independent events, then (a) Ac and B are independent
events; (b) Ac and B c are independent events.
9. Provide a counter example in support of the argument that the pairwise independence does not imply mutual independence.
10. Let A and B be independent events. Show that max{P ((A
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4/9, where AB = (A B) (B A).

B)c ), P (A

B), P (AB)}

11. A slip of paper is given to person A, who marks it with either a + or a sign;
the probability of his writing a + sign is 1/3. A passes the slip to B, who may
either leave it unchanged or change the sign before passing it to C. Next C passes
the slip to D after perhaps changing the sign; finally D passes it to a referee after
perhaps changing the sign. It is known that B, C and D each change the sign with
probability 2/3. Find the probability that A originally wrote a + given that the
referee sees a + sign on the slip.
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12. Let A, B and C be three events such that P (B C) > 0. Prove or disprove
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each of the following: (a) P (A B|C) = P (A|BC)P (B|C); (b) P (A B|C) =
P (A|C)P (B|C), if A and B are independent.
13. Show that negative information is not transitive, i.e., P (A|B) < P (A) and P (B|C) <
P (B) does not imply that P (A|C) < P (A).