MSO201A: PROBABILITY & STATISTICS

Problem Set #2

[1] Let W = {0,1, 2,!}. If for an event 𝐴,

-l x
(a) P ( A ) = å e l , l > 0.
xÎ A x !

(b) P ( A ) = å p (1 - p ) x , 0 < p < 1.

xÎ A

(c) P ( A ) = ì
1 if the number of elements in A is finite
í
î0 otherwise.
Determine in each of the above cases whether P is a probability measure.
In cases where your answer is in the affirmative, determine P ( E ) , P ( F ) , P ( G ) , P ( E ! F ) ,
P( E ! F ), P ( F ! G ), P ( E " G ) and P ( F ! G ), where E = { x Î W : x > 2} ,
F = { x Î W : 0 < x < 3} and G = { x Î W : 3 < x < 6}.
[2] Let W = Â . In each of the following cases determine whether P (.) is a probability measure. For an
interval I,
(a) P ( I ) = 1 e - | x| dx
ò2
I
ì0, if I Ì ( -¥,0 ) ,
(b) P ( I ) = ï
í 2 x e - x 2 dx, if I Ì [ 0, ¥ ) .
ïò
îI
(c) P ( I ) = ì1 if length of I is finite
í
î0 otherwise
[3] Show that the probability of exactly one of the events A or B occurring is P ( A) + P ( A) - 2 P ( A ! B ) .
[4] Prove 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 éë( A" B)C ùû - P( AC ) P( B C )

[5] For events A1, A2 ,..., An show that

\
æ n ö n
1£ i < i2 £ n
1
(
P ç " Ai ÷ = å P ( Ai ) - å P Ai ! Ai +
è i =1 ø i =1 1
å 2
)
1£ i < i2 < i3 £ n
P Ai ! Ai ! Ai
1
( 1 2 3
)
æ n ö
- .... + ( -1)
n -1
P ç ! Ai ÷
è i =1 ø
[6] Consider the sample space W = {0,1,2,...} and F the s - field of subsets of W . To the elementary
event { j} assign the probability
2j
1

P ({ j} ) = c , j = 0,1,2,....
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j!
 (a) Determine the constant c.
(b) Define the events A, B and C by A = { j :2 £ j £ 4}, B = { j : j ³ 3} and
C = { j : j is an odd integer}.
Evaluate P ( A) , P ( B ) , P ( C ) , P ( A ! B ) , P ( A ! C ) , P ( C ! B ) , P ( A ! B ! C ) and verify the
formula for P ( A ! B ! C ) . \

[7] Each packet of a certain cereal contains a small plastic model of one of the five different dinosaurs; a
given packet is equally likely to contain any one of the five dinosaurs. Find the probability that
someone buying six packets of the cereal will acquire models of three favorite dinosaurs.
[8] Suppose n cards numbered 1, 2, …, n are laid out at random in a row. Let Ai denote the event that ‘card
i appears in the ith position of the row’, which is termed as a match. What is the probability of obtaining
at least one match?
[9] A man addresses n envelopes and writes n cheques for payment of n bills.
(a) If the n bills are placed at random in the n envelopes, what would be the probability that each bill
would be placed in the wrong envelope?
(b) If the n bills and n cheques are placed at random in the n envelopes, one bill and one cheque in
each envelope, what would be the probability that in no instance would the enclosures be
completely correct?
[10] For events A, B and C such that P ( C ) > 0, prove that
(a) P ( A ! B | C ) = P ( A | C ) + P ( B | C ) - P ( AB | C )

( )
(b) P AC | C = 1 - P ( A | C ) .

[11] Let A and B be two events such that 0 < P ( A ) < 1. Which of the following statements is (are)
true?
( ) ( ) ( )
(a) P ( A | B ) + P AC | B = 1; (b) P ( A | B ) + P A | BC = 1; (c) P ( A | B ) + P AC | B C = 1
[12] Consider the two events A and B such that P ( A ) = 1 4, P ( B | A ) = 1 2 and P ( A | B ) = 1 4 . Which
of the following statements are true?
(a) A and B are mutually exclusive events,
(b) A Ì B ,
( )
(c) P AC | BC = 3 4,

(
(d) P ( A | B ) + P A | B C = 1 )
[13] Consider an urn in which 4 balls have been placed by the following scheme. A fair coin is tossed, if
the coin comes up heads, a white ball is placed in the urn otherwise a red ball is placed in the urn.
(a) What is the probability that the urn will contain exactly 3 white balls?
(b) What is the probability that the urn will contain exactly 3 white balls, given that the first ball placed
in the urn was white?
[14] A random experiment has three possible outcomes, A, B and C, with probabilities p A , pB and pC .
What is the probability that, in independent performances of the experiment, A will occur before B?
[15] A system composed of n separate components is said to be a parallel system if it functions when at
least one of the components functions. For such a system, if component i, independent of other
components, functions with probability 𝑝! , 𝑖 = 1, … , 𝑛, what is the probability that the system
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functions?
[16] A student has to sit for an examination consisting of 3 questions selected randomly from a list of 100
questions. To pass, the student needs to answer correctly all the three questions. What is the
probability that the student will pass the examination if he remembers correctly answers to 90
questions on the list?
[17] A person has three coins in his pocket, two fair coins (heads and tails are equally likely) but the third
one is biased with probability of heads 2 3. One coin selected at random drops on the floor, landing
heads up. How likely is it that it is one of the fair coins?
[18] A slip of paper is given to A , who marks it with either a + or a - sign, with a probability 1 3 of
writing a + sign. A passes the slip to B , who may either leave it unchanged or change the sign
before passing it to C . C in turn passes the slip to D after perhaps changing the sign; finally D
passes it to a referee after perhaps changing the sign. It is further 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.
[19] Each of the three boxes A, B and C , identical in appearance, has two drawers. Box A contains a
gold coin in each drawer, box B contains a silver coin in each drawer and box C contains a gold
coin in one drawer and silver coin in the other. A box is chosen at random and one of its drawers is
then chosen at random and opened, and a gold coin is found. What is the probability that the other
drawer of this box contains a silver coin?
[20] 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.
[21] Let A1, A2 ,... An be n independent events. Show that P æ ! AC ö £ exp æç - å P ( A ) ö÷ .
n n
ç i ÷ i
è i =1 ø è i =1 ø
[22] Give a counter example to show that pairwise independence of a set of events A1, A2 ,... An does not
imply mutual independence.
[23] We say that B carries negative information about event A if P ( A | B ) < P ( A ) . Let A, B and C
be three events such that B carries negative information about A and C carries negative information
about B . Is it true that C carries negative information about A? Prove your assertion.
[24] Suppose in a class there are 5 boys and 3 girl students. A list of 4 students, to be interviewed, is made
by choosing 4 students at random from this class. If the first student selected at random from the list,
for interview, is a girl, then find the conditional probability of selecting a boy next from among the
remaining 3 students in the list.
[25] An electrical system consists of four components as illustrated in the figure below.
C

A B

D
3

The system works if components A and B work and either of the components C or D work. It is
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known that the components work independently and that

P ( A works ) = P ( B works ) = 0.9 and P ( C works ) = P ( D works ) = 0.8.
 Find the probability that (a) the entire system works, and (b) the component C does not work, given
that the entire system works.
[26] During the course of an experiment with a particular brand of a disinfectant on flies, it is found that
80% are killed in the first application. Those which survive develop a resistance, so that the
percentage of survivors killed in any later application is half of that in the preceding application. Find
the probability that (a) a fly will survive 4 applications; (b) it will survive 4 applications, given that
it has survived the 1st one.
[27] An art dealer receives a group of 5 old paintings and on the basis of past experience, he thinks that
the probabilities are, 0.76, 0.09, 0.02, 0.01,0.02 and 0.10 that 0, 1, 2, 3, 4 or all 5 of them, respectively,
are forgeries. The art dealer sends one randomly chosen (out of 5) paintings for authentication. If
this painting turns out to be a forgery, then what probability should he now assign to the possibility
that the other 4 are also forgeries.

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