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Sheet1 Sol

The document contains exercises related to probability theory, including proofs of key probability axioms and applications of Bayes' theorem. It discusses the probabilities associated with COVID-19 testing and the likelihood of being a man given a certain grade in a class. The document includes detailed calculations and a MATLAB simulation for verifying results.

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0% found this document useful (0 votes)
8 views3 pages

Sheet1 Sol

The document contains exercises related to probability theory, including proofs of key probability axioms and applications of Bayes' theorem. It discusses the probabilities associated with COVID-19 testing and the likelihood of being a man given a certain grade in a class. The document includes detailed calculations and a MATLAB simulation for verifying results.

Uploaded by

Riley Collins
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

MATH 368, Summer 2025

Dr. A. Alpers
Tutorial in Week 1

Exercise 1. Let A and B two events. Using the axioms of Pr prove:

Pr(A ∪ B) = Pr(A) + Pr(B) − Pr(A ∩ B).

Solution. From axiom (iii) we have

Pr(A ∪ B) = Pr(A) + Pr(B \ (A ∩ B))

and
Pr(B) = Pr(B \ (A ∩ B)) + Pr(A ∩ B).
Eliminating Pr(B \ (A ∩ B)) from both equations gives

Pr(A ∪ B) − Pr(A) = Pr(B) − Pr(A ∩ B) ⇔ Pr(A ∪ B) = Pr(A) + Pr(B) − Pr(A ∩ B).

Exercise 2. Let A and B be two events, and let Ac denote the complement of A, i.e. ,Ac = Ω \ A.

Using the axioms of Pr prove:

(a) Pr(Ac ) = 1 − Pr(A);

(b) If A ⊆ B, then Pr(A) ≤ Pr(B).

Solution.

(a) Since Ω = A ∪ Ac , A ∩ Ac = ∅ (and, formally, Ac ∈ F, which is a property of σ-algebras):


(ii) (iii)
1 = Pr(Ω) = Pr(A ∪ Ac ) = Pr(A) + Pr(Ac ),

proving the result.

(b) We can express B as a union of disjoint events:

B = (B ∩ A) ∪ (B ∩ Ac ) = A ∪ (B ∩ Ac ).

Therefore, by Axiom (iii), we have

Pr(B) = Pr(A) + Pr(B ∩ Ac ).

Since probabilities are non-negative (Axiom (i)) we obtain Pr(B) ≥ Pr(A).

Exercise 3.

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(a) According to an Oxford study from 2020, lateral flow tests (LFTs) for COVID have a true
positive rate (sensitivity) of 76.8% and a true negative rate (specificity) of 99.68%. At the
peak of the second wave 2% of England’s population were assumed to be infected with the
virus. What is the probability that a person in England with a positive LFT, at that time,
actually has COVID?
(b) What is the probability that a person in England with a positive LFT actually has COVID
if we assume that only 0.3% of England’s population have COVID?
(c∗ ) Simulate (a) by selecting a person at random from the community and deciding whether the
person has COVID. Then administer the test and decide whether it was positive. Keep a
counter for the times the test is positive and for the times the test is positive and the person
has COVID.
Solution.
(a) Let A denote the event that a person has COVID (during the peak of the second wave in
England), and let B denote the event that the LFT is positive. What we are looking for is
the probability Pr(A|B), i.e., given that the LFT is positive, what is the probability that the
person has actually COVID.
We apply Bayes’ formula
Pr(B|A)Pr(A)
.
Pr(A|B) =
Pr(B)
In our case, we know that Pr(A) = 0.02. We also know Pr(B|A) = 0.768, as this is the
probability that given a person has COVID there will be a detection (sensitivity). Further
we know that among the non-diseased people (which is 98% of the community) the test
will in 100% − 99.68% = 0.32% of the cases report a detection of COVID (‘false positive’).
Therefore, Pr(B), which is the unconditional probability that the test outcome is positive is
Pr(B) = 0.768 · 0.02 + 0.0032 · 0.98 = 0.018496. Plugging this in into Bayes’s formula gives
the probability
0.768 · 0.02
Pr(A|B) = = 0.83044982699.
0.018496
(b) Repeating the above calculations with the new numbers give:
0.768 · 0.003
Pr(A|B) = = 0.41933605125.
0.768 · 0.003 + 0.0032 · 0.997
In other words, we have a rate of false positives of about 59%!
(c) We simulate with the following MATLAB code.
1 nTrials =10^8;
2 COVIDprobability =0.02; % COVIDprobabili ty =0.003; % for ( b )
3 sensitivity =0.768;
4 specificity =0.9968;
5
6 person = rand (1 , nTrials ) ;
7 p e r s o n h a s r e a l l y C O V I D =( person <= COVIDprobability ) ;
8 t e s t p o s i t i v i f p e r s o n h a s C O V I D =( rand (1 , nTrials ) <= sensitivity ) ; % draw random numbers describing if test outcome will be
positiv if person has COVID
9 t e s t n e g a t i v i f p e r s o n h a s n o t C O V I D =( rand (1 , nTrials ) <= specificity ) ; % draw random numbers describing if test outcome will
be negativ if person hasn ’ t COVID
10
11 npositives = sum ( p e r s o n h a s r e a l l y C O V I D .* t e s t p o s i t i v i f p e r s o n h a s C O V I D +(1 - p e r s o n h a s r e a l l y C O V I D ) .*(1 -
testnegativifpersonhasnotCOVID ));
12 h as CO V ID a nd te s tp o s = sum ( p e r s o n h a s r e a l l y C O V I D .* t e s t p o s i t i v i f p e r s o n h a s C O V I D ) ;
13
14 fprintf ( ’ Trials : % d \ nPositives : % d \ nCOVID and positive : % d \ nP ( B ) : %.4 f \ n ’ , nTrials , npositives , hasCOVIDandtestpos ,
h as CO V ID a nd te s tp o s / npositives ) ;

ex COVID.m
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A simulation outcome for 108 trials gives

Trials: 100000000
Positives: 1848824
COVID and positive: 1535526
P(B): 0.8305

The probability P (B) = 0.8305 = 83.05% fits very well with the result that we expect from
the above calculations.

Exercise 4. Suppose 20% of the women in a class received an A on the test and 15% of the men
received an A. The class is 60% women, the others are men. Given that a person chosen at random
received an A, what is the probability this person is a man?
Solution. Let A be the event of receiving an A, M be the event of being a man, and M C
the event of being a woman. We are given Pr(A|M C ) = 0.20, Pr(A|M ) = 0.15, Pr(M C ) = 0.60,
Pr(M ) = 0.40. We would like to know Pr(M |A).
From Bayes Theorem we have

Pr(A|M )Pr(M ) 0.15 · 0.40 0.06


Pr(M |A) = = = .
Pr(A) Pr(A) Pr(A)

To determine Pr(A) we write

Pr(A) = Pr((A ∩ M ) ∪ (A ∩ M C )) = Pr(A ∩ M ) + Pr(A ∩ M C )

as A ∩ M and A ∩ M C are disjoint.


Since the class is 60% women,

Pr(A ∩ M C ) = Pr(A|M C )Pr(M C ) = 0.20 · 0.60 = 0.12.

And, as above:
Pr(A ∩ M ) = Pr(A|M )Pr(M ) = 0.15 · 0.40 = 0.06.
Plugging everything in, we obtain

Pr(A) = 0.06 + 0.12 = 0.18,

and finally
Pr(M |A) = 0.06/0.18 = 0.33.

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