DEPARTMENT OF MATHEMATICS

INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI

MA225 Probability Theory and Random Processes July - November 2017
Problem Sheet 1 NS

1. Give/describe the sample space Ω in the following random experiments. Give the number of elements
whenever listing down is a huge task.

(a) A coin is tossed 25 times.

(b) A coin is tossed either 25 times or until you get one head.
(c) A coin is tossed until you get two heads.
(d) A die is rolled repeatedly, until the first time (if ever) that an even number is obtained.
(e) Two people are elected from a class of 25 to represent the class on a committee.
(f) A game show contestant who loses has his/her choice of 2 out of 5 consolation prizes: a microwave
oven, a food processor, a tape recorder, a camera, and a blender.
(g) Getting the sum of the faces when you roll two dice together.
(h) The experiment of placing 10 letters in 10 dierent envelopes and the outcome noted, where each
envelope can hold at most one letter.
(i) Five cards are chosen one after the other (without replacing the card previously chosen) from a
pack of 52 cards and the cards drawn noted.
(j) Five balls numbered 1,2,3,4,5 are placed in 10 dierent boxes and the arrangement of the balls
(that is which ball has gone to which box) observed, where each box is big enough to hold all
five balls.
(k) Five balls numbered 1,2,3,4,5 are placed in 10 dierent boxes and the arrangement of the balls
(that is which ball has gone to which box) observed, where each box can hold at most one ball.
(l) Cut a string of length 1 meter in two pieces and note the length of the smaller piece.
(m) Counting the number of car accidents in Guwahati during a specified period given that there are
50000 cars in Guwahati.

2. Let A, B and C be three events associated with an experiment. Express the following verbal statements
in set notations:

(a) at least one of the events occurs;

(b) exactly one of the events occurs;
(c) exactly two of the events occur; and
(d) not more than two of the events occur simultaneously.

3. Which of the following F is a field and/or a σ-field of subsets of Ω?

(a) Ω = N, F = {∅} ∪ {Ω} ∪ {In : n ≥ 1} ∪ {Inc : n ≥ 1}, where for all n ≥ 1, In = {1, 2, . . . , n}.
(b) Ω = [0, 1], F = P(Ω), the power set of Ω.

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4. Consider the experiment of tossing a coin three times. Write the set of all possible outcomes of this
experiment.

(a) If A ⊆ Ω is a nonempty set then give a sequence of pairwise disjoint (or mutually exclusive) sets
Ai ⊆ Ω, i = 1, 2, . . ., with A1 = A and A2 = Ac . Is it possible to give two such sequences?
(b) Construct a field F (other than the power set of the sample space) of subsets of the sample space
such that C ∈ F where C is the event that at least one of three outcomes is a Head. Will F
also be a σ-field ?
(c) Let F = {∅, Ω, A1 , A2 , A3 , B1 , B2 , B3 }, where Ai is the event that there are at least i Heads in
the three tosses and Bi is the event that there are at least i Tails in the three tosses. Check
whether F is a σ-field.
h i
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5. If F is a σ-field on Ω = [0, 1] such that for every n ≥ 1, n ∈ N the set n+1 , n1 ∈ F, then show that
 1

, (b) 0, 1, 12 , 13 , . . . , and (c) 0, n1 for each
 
each of the following sets are elements of F: (a) 0, 10
n ≥ 1.

6. Let Ω = (0, 1]. Let F consists of the empty set and all sets that are finite unions of the intervals of
the form (a, b]. A typical element A of this set is of the form A = (a1 , b1 ] ∪ (a2 , b2 ] ∪ . . . ∪ (an , bn ],
where 0 ≤ a1 < b1 ≤ a2 < b2 ≤ . . . ≤ an < bn and n ∈ N. Prove that F is a field but not a σ-field.

7. Let Ω = N. Give two different probability measures on the power set of Ω and then calculate P (A) and
P (B) corresponding to each of the probability measures, where A ⊆ Ω is the set of all the numbers
in Ω which are divisible by 3 and B ⊆ Ω is the set of all numbers in Ω which are divisible by 4.

8. Which of the following set functions are probability measures (with appropriate event space)?

(a) Ω = [0, 1] with P defined by


 1/2,
 if 0 ∈ F or 1 ∈ F but not both
P (F ) = 1, if 0 ∈ F and 1 ∈ F

0, otherwise.


(b) Ω = {1, 2, 3, 4, 5, 6},

1 X 2
P (F ) = i ,
C
i∈F

where C is a fixed constant which can be chosen.

(c) Ω = R, Z
P (F ) = sin xdx.
F