EC3210/EE5110 Problem Set-1 1. For two events A and B, let P( A) 1 and P( B) 1 . Prove that P( AB) 1 2, i.e.

2, i.e., if A and B are events with probability nearly one, so is AB. 2. A, B and C are three events such that (i) P( A) > P( B) > P(C ) > 0, (ii) A and B partition the sample space , and (iii) A and C are independent. Determine whether P( BC ) can be 0. 3. If three events A, B, and C are independent, show that the events A and B C are independent. 4. A die is rolled three times. Let Aij be the event that the ith and jth rolls produce the same number, where 1 i < j 3. Determine whether the events { Aij } are independent. Are they pairwise independent? 5. In a box, there are four red balls, six red cubes, six blue balls and an unknown number of blue cubes. When an object from the box is selected at random, the shape and colour of the object are independent. Determine the number of blue cubes. 6. You are given that at least one of the events Ai , 1 i n, is certain to occur, but certainly no more than two can (jointly) occur. If P( Ai ) = p and P( Ai A j ) = q, i = j, derive a lower bound on p and an upper bound on q (both) in terms of n. 7. The event A is said to be attracted by the event B if P( A| B) > P( A) and repelled by B if P( A| B) < P( A). (a) Show that if B attracts A, then A attracts B and Bc repels A. (b) If A attracts B and B attracts C, does A attract C? 8. A, B, and C are three events. (a) Show that P( ABC ) = P( A| BC ) P( B|C ) P(C ). (b) Derive P( A| B) as P( A| B) = P( A| BC ) + P( A| BC c )(1 ), where is a conditional probability. Determine in terms of A, B, and C. 9. There are N urns of which the rth contains r 1 red balls and N r blue balls. You pick an urn at random and remove two balls at random without replacement. Find the probability that (a) the second ball is blue; (b) the second ball is blue, given that the rst is blue.

10. There are two roads from A to B and two roads from B to C. Each of these four roads is blocked by snow with probability p, independently of the others. In addition, there is a direct road from A to C which is blocked with probability q independently of the others. Find the probability that there is an open road from A to B given that there is no open route from A to C. 11. In a binary optical communication system, the receiver counts the number of electrons ejected by the light incident on a photocell during an interval (0, T ). When no light signal has been transmitted towards the photocell, the probability that k electrons are counted is given by
k P(k |No Light Sent) = (1 v0 ) v0 , k = 0, 1, 2, ....

When a light signal has been transmitted, the probability that k electrons are counted is given by
k P(k |Light Sent) = (1 v1 ) v1 , k = 0, 1, 2, ....

where 0 < v0 < v1 < 1, and the (prior) probability of the event Light Sent is p. If the count k of electrons in the (0, T ) interval is at least k0 , the receiver decides that a light signal was sent. Otherwise, it decides that no light signal was sent. (a) Determine the probability of error in terms of p, k0 , v0 and v1 . (b) Determine the choice of the threshold k0 that minimizes this error probability. Use the MAP principle. END