DEPARTMENT OF MATHEMATICS

INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI

MA225 Probability Theory and Random Processes July - November 2017
Problem Sheet 1 - Answers NS
The (brief/final) answers are given below and you work out the details wherever required and necessary.

1. (a) Ω = {ω|ω = ω1 ω2 . . . ω25 , ωi = H, T, i = 1, 2, . . . , 25}

(b) Ω = {H, T H, T T H, . . . , T T · · · T H, T T · · · T T }, with the last two having the sequence length
as 25.
(c) Ω = {ω|ω = ω1 ω2 . . . ωk−1 ωk , ωi = H, T, i = 1, 2, . . . , k − 1, with exactly one of them as H and
remaining as T’s and ωk = H; k ≥ 2}
(d) Ω = {ω|ω = (ω1 , ω2 , . . . , ωk ), ωi = 1, 3, 5, i = 1, 2, . . . , k − 1, and ωk = 2, 4, 6; k ≥ 1}
(e) The sample space will! consists of all possible combinations of two people from the class of 25
25
and will have = 300 elements
2
!
5
(f) Ω will consists of any two items out of the 5 items and will have = 10 elements
2
(g) Ω = {2, 3, 4, . . . , 12}
(h) The sample space consists of 10! elements
(i) The first card can be any of the 52 cards, the second any of the remaining 51 cards, and so on.
The sample space will consists of 52 × 51 × 50 × 49 × 48 elements.
(j) The sample space consists of 105 elements
(k) The sample space consists of 10 × 9 × 8 × 7 × 6 elements
(l) Ω = (0, 1/2]
(m) Ω = {0, 1, 2, . . . }

2. (a) A ∪ B ∪ C
(b) (A ∩ B c ∩ C c ) ∪ (Ac ∩ B ∩ C c ) ∪ (Ac ∩ B c ∩ C)
(c) (A ∩ B ∩ C c ) ∪ (A ∩ B c ∩ C) ∪ (Ac ∩ B ∩ C)
(d) (Ac ∩B c ∩C c )∪(A∩B c ∩C c )∪(Ac ∩B∩C c )∪(Ac ∩B c ∩C)∪(A∩B∩C c )∪(A∩B c ∩C)∪(Ac ∩B∩C)

3. Both (a) and (b) are σ-fields, and hence fields too.

4. Here Ω = {HHH, HHT, HT H, T HH, HT T, T HT, T T H, T T T }.

(a) For the required sequence Ai ⊆ Ω, i = 1, 2, . . ., take A1 = A, A2 = Ac and Ai = ∅, i ≥ 3. Now,

guess whether another such a sequence possible.
(b) Here, C = {HHH, HHT, HT H, T HH, HT T, T HT, T T H}, then the required field is F =
{∅, Ω, C, C c } and F is also a σ-field.

1
 (c) Here F = {∅, Ω, A1 , A2 , A3 , B1 , B2 , B3 }, where A1 = {HHH, HHT, HT H, HT T, T HT, T T H, T HH},
A2 = {HHH, HHT, HT H, T HH}, A3 = {HHH}, B1 = {T T T, T T H, T JT, T HH, HT H, HHT, HT T },
B2 = {HT T, T HT, T T H, T T T } and B3 = {T T T }. This F is a σ-field.
 1
 1 c  1  S9 h 1 1 i
5. (a) 0, 10 = 10 , 1 ∈ F as 10 , 1 = n=1 n+1 , n ∈ F.
(b) To show 0, 1, 21 , 31 , . . . ∈ F, we need to show that each element is in F. By the argument in


part(a), we see that 0, n1 for n ≥ 2. Therefore, {0} = ∞


T  1

n=2 0, n ∈ F.
h iTh i
For each n ≥ 2, we have { n1 } = n+1 1
, n1 1 1
n n−1 ∈ F.
,
(c) One can see easily that (0, 1] = {0}c ∈ F. For n ≥ 2, we have 0, n1 = (0, 1] ∩ 0, n1 ∪ { n1 } ∈ F.
 

6. Here Ω = (0, 1]. Now F consists of the empty set and all sets that are finite unions of the intervals
of the form (a, b]. Therefore ∅ and Ω ∈ F. A typical element A of this collection is of the form
A = (a1 , b1 ] ∪ (a2 , b2 ] ∪ . . . ∪ (an , bn ], where 0 ≤ a1 < b1 ≤ a2 < b2 ≤ . . . ≤ an < bn and n ∈ N.
Hence,
Ac = (0, a1 ] ∪ (b1 , a2 ] ∪ ... ∪ (bn , 1] ∈ F.

Also any finite union of Ai ∈ F, ni=1 Ai ∈ F. Therefore it is a field.

S

n
] ∈ F but ∞ n
S
But it is not a σ-field. Since (0, n+1 i=1 (0, n+1 ] = (0, 1) ∈/ F.

7. Here Ω = N and F = P(Ω). One can define a probability measure in a large number of ways (both
trivial and non-trivial). An example of the trivial way of defining a probability measure of E ∈ F is by

1
 3
 3∈E
2
P (E) = 3 4∈E

0 otherwise


Now the probability of A is P (A) = 1/3 and P (B) = 2/3. Similarly, one can define various probability
measures.

8. While (a) and (b) are probability measures, (c) is not.