Homework # 1

2.3. (a.) The proof consists of two parts: Arguments for

S
c T

and for
n=1 Acn .
n=1 An

S

n=1

An

c

n=1

Acn

Indeed,

[

n=1

An

c

= 6

n 1 =

n=1

So we conclude that
The proof of

An = 6 An n 1 =

Acn

S

S

n=1

n=1

An

n=1

An
c

c

n=1

n=1

Acn .

Acn is similar.

(b). Replace An by Acn in (a).

[

Acn

n=1

Therefore

Acn

n=1

c

(Acn )c

n=1

 [

Acn

n=1

An

n=1

c c

\

An

n=1

c

2.15 Write
B1 = A1 and Bi = Ai \ i1
k=1 Ak i = 2, 3,
Then {Bi } is pairwise disjoint and
n
[

Ai =

n
[

Bi and

Ai =

Bi

i=1

i=1

i=1

i=1

Thus,
P

i=1

Ai = P

i=1

Bi =

P (Bi )

i=1

where the last step follows from the relation Bi Ai .

Similar argument leads to
P

n
[

i=1

Ai

n
X
i=1

P (Ai )

X
i=1

P (Ai )

Acn

3.11. Let Bi denote the event that the ith ball is blue.
P (B2 ) = P (B1 )P (B2 |B1 ) + P (B1c )P (B2 |B1c )
b
b+d
r
b
b
=
+
=
b+rb+r+d b+rb+r+d
b+r
P (B1 |B2 ) =
=

P (B1 )P (B2 |B1 )

P (B1 )P (B2 |B1 ) + P (B1c )P (B2 |B1c )

b
b+d
b+r b+r+d
b+d
r
b
b
b+r b+r+d + b+r b+r+d

b+d
b+r+d

3.12. Let n 2 be fixed but arbitrary. Define

Ak = k blues are taken in the first n 1 rounds ,

k = 0, 1, , n 1.

We have that
P (Bn+1 |Ak ) = P (Bn |Ak )P (Bn+1 |Ak Bn ) + P (Bnc |Ak )P (Bn+1 |Ak Bnc )
b + kd
b + (k + 1)d r + (n 1 k)d b + kd
=
+
b + r + (n 1)d b + r + nd
b + r + (n 1)d b + r + nd
b + kd
=
= P (Bn |Ak ) k = 0, 1, , n 1
b + r + (n 1)d
Hence,
P (Bn+1 ) =

n1
X

P (Ak )P (Bn+1 |Ak ) =

k=0

n1
X

P (Ak )P (Bn |Ak ) = P (Bn )

n = 2, 3

k=0

So the conclusion follows from induction.

3.13. Write A = B2 Bn+1
P (B1 |A) =

P (B1 )P (A|B1 )
P (B1 )P (A|B1 ) + P (B1c )P (A|B1c )

We have

r
b
and P (B1c ) =
b+r
b+r
b+d
b + nd
b
b + (n 1)d
P (A|B1 ) =

and P (A|B1c ) =

b+r+d
b + r + nd
b+r+d
b + r + nd
Put everything together,
b + nd
P (B1 |A) =
b + r + nd
Clearly,
lim P (B1 |A) = 1
P (B1 ) =

This shows if you get a long run of blue since the second round, then you have enough
reason to believe that the first round was blue.
2