EE 5110: Probability Foundations

Tutorial 1

1. The Cantor set is an interesting subset of [0, 1], which we will encounter several times
in this course. One way to define the Cantor set C is as follows. Consider the set of all
real numbers in [0, 1] written down in ternary (base-3) expansion, instead of the usual
decimal (base-10) expansion. A real number x ∈ [0, 1] belongs to C iff x admits a ternary
expansion without any 1s. Show that C is uncountably infinite, and that it is indeed
equi-cardinal with [0, 1].

2. [σ-algebra : Properties and Construction]

(a) Given a sample space Ω and a σ-algebra F of the subsets of Ω, show that if A, B ∈ F,
A \ B and A 4 B, the symmetric difference of A and B are present in F.
(b) Consider the random experiment of throwing a die. If a statistician is interested in
the occurrence of either an odd or an even outcome, construct a sample space and a
σ-algebra of subsets of this sample space.
(c) Let A1 , A2 , ..., An be arbitrary subsets of Ω. Describe (explicitly) the smallest σ-
algebra F containing A1 , A2 , ..., An . How many sets are there in F? (Give an upper
bound that is attainable under certain conditions). List all the sets in F for n = 2.

3. Let F and G be two σ-algebras of subsets of Ω.

(a) Is F ∪ G, the collection of subsets of Ω lying in either F or G a σ-algebra?

(b) Show that F ∩ G, the collection of subsets of Ω lying in both F and G is a σ-algebra.
(c) Generalize (b) to arbitrary intersections as follows. Let I be an arbitrary index set
T uncountable), and let {Fi }i∈I be a collection of σ-algebras on Ω. Show
(possibly
that Fi is also a σ-algebra.
i∈I

4. Let F be a σ-algebra of subsets of Ω, and let B ∈ F. Show that

G = {A ∩ B |A ∈ F}

is a σ-algebra of subsets of B.

5. Let X and Y be two sets and let f : X → Y be a function. If F is a σ-algebra over the
subsets of Y and G = { A | ∃ B ∈ F such that f −1 (B) = A } , does G form a σ-algebra
of subsets of X ?
Note that f −1 (N ) is the notation used for the pre-image of set N under the function f
for some N ⊆ Y . That is, f −1 (N ) , {x ∈ X|f (x) ∈ N } for some N ⊆ Y .

6. Let Ω be an arbitrary set.

1
(a) Is the collection F1 consisting of all finite subsets of Ω an algebra?
(b) Let F2 consist of all finite subsets of Ω, and all subsets of Ω having a finite comple-
ment. Is F2 an algebra?
(c) Is F2 a σ-algebra?
(d) Let F3 consist of all countable subsets of Ω, and all subsets of Ω having a countable
complement. Is F3 a σ-algebra?