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Data Analysis Tutorial

This document outlines 6 problems related to data analysis and interpretation for a problem set in an electrical engineering course. The problems cover topics like: 1) Defining and proving properties of limit superior and limit inferior of a sequence of sets. 2) Showing that the intersection of all sigma-fields containing a collection of sets is the smallest sigma-field. 3) Proving that various intervals and sets are in the smallest sigma-field generated by a given collection of sets. 4) Constructing a probability space with sets that are pairwise independent but not mutually independent. 5) Calculating probabilities related to card distributions in a player's hand. 6) Calculating the probability a mother does not have

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Sahil Maan
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11 views

Data Analysis Tutorial

This document outlines 6 problems related to data analysis and interpretation for a problem set in an electrical engineering course. The problems cover topics like: 1) Defining and proving properties of limit superior and limit inferior of a sequence of sets. 2) Showing that the intersection of all sigma-fields containing a collection of sets is the smallest sigma-field. 3) Proving that various intervals and sets are in the smallest sigma-field generated by a given collection of sets. 4) Constructing a probability space with sets that are pairwise independent but not mutually independent. 5) Calculating probabilities related to card distributions in a player's hand. 6) Calculating the probability a mother does not have

Uploaded by

Sahil Maan
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Problem Set 1

Data Analysis and Interpretation (EE 223)


Instructor: Prof. Prasanna Chaporkar
EE Department, IIT Bombay

1. Consider a sequence of sets A1 , A2 , . . . ∈ F. Define, for ω ∈ Ω,


In (ω) = 1, if ω ∈ An ,
= 0, otherwise.
Using this, define
( )
lim sup An = ω : lim sup In (ω) = 1 ,
n↑∞ n↑∞
 
lim inf An = ω : lim inf In (ω) = 1 .
n↑∞ n↑∞

Show the following:


(a) lim supn↑∞ An = ∩∞ ∞
n=1 ∪k=1 Ak .
∞ ∞
(b) lim inf n↑∞ An = ∪n=1 ∩k=1 Ak .
(c) Show that lim supn↑∞ An ⊇ lim inf n↑∞ An .
(d) limn↑∞ An exists iff lim supn↑∞ An = lim inf n↑∞ An .
(e) show that
P(lim sup An ) ≥ lim sup P(An ),
P(lim inf An ) ≤ lim inf P(An ).

2. Consider a sample space Ω. Let A = {A1 , A2 , . . .} be a collection of subsets of Ω. Let S(A) denote the collection
of σ-fields that contain A, i.e. if F ∈ S(A), then A ⊆ F. Show that Fs = ∩F ∈S(A) F is the smallest σ-field that
contains F and it is unique.
3. Consider Ω = < and let B(<) be the smallest σ-field containing collection {(−∞, x] : x ∈ <}. Show the following:
(a) (−∞, x) ∈ B(<) for every x ∈ <,
(b) {x} ∈ B(<) for every x ∈ <,
(c) (x1 , x2 ] ∈ B(<) for every x1 , x2 ∈ <,
(d) [x1 , x2 ) ∈ B(<) for every x1 , x2 ∈ <,
(e) (x1 , x2 ) ∈ B(<) for every x1 , x2 ∈ <,
(f) [x1 , x2 ] ∈ B(<) for every x1 , x2 ∈ <,
(g) set of all irrational numbers ∈ B(<).
4. Construct a probability space (Ω, F, P) and three sets A1 , A2 and A3 in F such that these sets are pairwise
independent, but not independent, i.e. P(Ai ∪ Aj ) = P(Ai ) × P(Aj ) for every i 6= j, but P(A1 ∪ A2 ∪ A3 ) 6=
P(A1 ) × P(A2 ) × P(A3 ).
5. Consider a card game with 4 players. Each player gets 13 cards.
(a) Find the probability that a player has 3 cards each of clubs, diamonds and hearts given that she has 4 spades.
(b) Find the probability that cards distribution in a player’s hand is 4-3-3-3.
6. When a mother has blue eyes, the probability that her child also has blue eyes is 0.5 and it is independent for each
child. The child can’t get blue eyes if the mother doesn’t have blue eyes. Moreover, the probability of a woman
having blue eyes is 0.5. Suppose, three children don’t have blue eyes, what is the probability that the mother does
not have blue eyes.

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