MATH 181 Y 1st Semester AY 2018-2019

First Unit Exam Key to Corrections August 30, 2018

1. a. (2 points) Let S be the sample space of a random experiment. Let F be a

σ-algebra of S. A probability measure P is a function

P : F → [0, 1]

such that
1. P (S) = 1
2. If E1 , E2 , ... are mutually exclusive events, then
+∞
X
P (∪+∞
n=1 En ) = P (En ).
n=1

b. (3 points) Let S = {x1 , x2 , ..., xn }. Suppose the outcomes are equally-likely then
P ({x1 }) = P ({x2 }) = ... = P ({xn }). Then we have
n
X n
X
1 = P (S) = P (∪ni=1 {xi }) = P ({xi }) = P ({x1 }) = nP ({x1 }).
i=1 i=1

1
Hence, P ({x1 }) = P ({x2 }) = ... = P ({xn }) = . Let E be an event with k
n
outcomes, say E = {xi1 , xi2 , ..., xik } ⊂ S. Then,
k k
X X 1 k
P (E) = P (∪kj=1 {xij }) = P ({xij }) = = .
j=1 j=1
n n

2. a. (3 points) Pairwise independence does NOT imply mutual independence. Con-

sider the following example (this is an example discussed in class): A fair coin is
tossed twice. Consider the following events.
A: Heads on the first toss.
B: Heads on the second toss.
C: The two tosses come out the same.
We have:
P (AB) = P ({HH}) = 14 = 12 · 12 = P (A)P (B),
P (AC) = P ({HH}) = 41 = 12 · 12 =P(A)P(C),
P (BC) = P ({HH}) = 14 = 12 · 12 =P(B)P(C).
Thus, events A, B, and C are pairwise independent.However,
1 1
P (ABC) = P ({HH}) = 6= P (A)P (B)P (C) = .
4 8
Thus, the three events are not mutually independent.
b. (3 points) The statement P (E c |F ) = 1 − P (E|F ), for any events E and F is
TRUE.
 P (E c F ) P (F \EF ) P (F ) − P (EF )
Proof. P (E c |F ) = = = = 1 − P (E|F )
P (F ) P (F ) P (F )

3. Prove the following rigorously.

a. In this item, we prove the Bonferroni’s inequality.

i) (3 points)Let E and F be events. We have

P (EF ) = P (E) + P (F ) − P (E ∪ F ) ≥ P (E) + P (F ) − 1, (1)

since P (E ∪ F ) ≤ 1.
ii) (3 points) The statement holds for n = 1 since P (E1 ) ≥ P (E1 ). The state-
ment holds for n = 2 as shown in (1). Suppose that for a sequence of n
events E1 , E2 , ..., En ,
n
X
P (E1 E2 ...En ) ≥ P (Ei ) − (n − 1). (2)
i=1

Then,

P (E1 E2 ...En En+1 ) ≥P (E1 E2 ...En ) + P (En+1 ) − 1, by (1)

n
X
≥ P (Ei ) − (n − 1) + P (En+1 ) − 1, by (2)
i=1
n+1
X
= P (Ei ) − n.
i=1

By PMI, for a sequence of n events E1 , E2 , ..., En ,

n
X
P (E1 E2 ...En ) ≥ P (Ei ) − (n − 1).
i=1

b. i) (3 points) (⇒) Suppose E is independent to all other events. Then E is

independent to its complement E c . We have

0 = P (EE c ) = P (E)P (E c ) = P (E)(1 − P (E)).

Thus, P (E) is either 0 or 1.

(⇐) Let F be another event. Suppose P (E) is 0. Then, 0 ≤ P (EF ) ≤

P (E) = 0. This implies that P (EF ) = 0. Hence, P (EF ) = 0 = P (E)P (F ).
Suppose now that P (E) is 1. Then, 1 ≤ P (E) ≤ P (E ∪F ) ≤ 1. This implies
that P (E ∪ F ) = 1. Hence, 1 = P (E ∪ F ) = P (E) + P (F ) − P (EF ) =
1 + P (F ) − P (EF ). So, P (EF ) = P (F ) = P (E)P (F ).
ii) (3 points) Let {E1 , E2 , ..., En } be a mutually independent
collection
Qn k of events.
That is, for any subset {En1 , En2 , ..., Enk }, P ∩ni=n
k
1
Ei = i=n1 P (E i ).
Let F be an event (not in the collection) with P (F ) is 0 or 1. We need to
show that E1 , E2 , ..., En , F are mutually independent.

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 From item (3bi), if P (F ) is 0 or 1 then it is independent to all other events.
Let {En1 , En2 , ...,
Enk }Qbe a subset of {E1 , E2 , ..., En , F }. If F ∈ / {En1 , En2 , ..., Enk },
nk nk
then P ∩i=n1 Ei = i=n1 P (Ei ), because the original collection of events
is mutually independent. If F ∈ {En1 , En2, ..., Enk }, say F = Enj ,for
nj −1
some nj = n1 , ..., nk , then, P ∩ni=n Ei )Enj (∩ni=n


k
1
Ei = P (∩i=n 1
k
j +1
Ei ) =
   
nj −1 nj −1
P (∩i=n 1
Ei )F (∩ni=n
k
j +1
Ei ) = P (∩i=n 1
Ei )(∩ni=n
k
j +1
Ei ) P (F ) ( because F
is independent to any other events) = P (En1 )P (En2 )...P (Enj −1Q)P (Enj +1 )...P (Enk )P (F )
(the original collection of events is mutually independent)= ni=n k
1
P (Ei ).

4. Solve the following items. Show all necessary computations.

i) An experiment involves flipping a biased coin repeatedly until the first heads
shows. Let p be the probability that heads turns up. Assume that the outcomes
of each toss are independent.
a. (2 points) S = {H, T H, T T H, ...}
b. (3 points) P ({first heads will turn up on the 5th toss}) = P (T T T T H)
=P (T )P (T )P (T )P (T )P (H) (by independence) = (1 − p)4 p
P ({first heads will turn up on the nth toss}) = (1 − p)n−1 p
c. (3 points)

P (S) =P ({H}) + P ({T H}) + P ({T T H}) + ...

+∞
X +∞
X
i−1
= (1 − p) p = p (1 − p)i−1
i=1 i=1
1
=p =1
1 − (1 − p)

ii) A medical research team is studying three health risks most prevalent among
professionals. We denote these three as Type 1, Type 2 and Type 3. For each of
the health risks, 10% of the individuals has only this risk factor (and no others).
For any two of the three factors, 12% has exactly these two factors (but not the
other). One out of three has all of the three health risks given he/she has Type 1
and Type 2. In this problem, we want to know the probability that a randomly
chosen professional has none of the three health risks knowing that he/she does
not have Type 1.
Let A be the event that a randomly chosen professional has Type 1.
Let B be the event that a randomly chosen professional has Type 2. Let C be
the event that a randomly chosen professional has Type 3.
a. (3 points) Let x = P (ABC).

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 From the given, we have P (ABC|AB) = 13 . Then,

1 P (ABC) x
= P (ABC|AB) = = .
3 P (AB) 0.12 + x

Thus, P (ABC) = x = 0.06.

b. (3 points) P (a randomly chosen individual has at least one of the three
health risks)=P (A ∪ B ∪ C) = 0.10+0.10+0.10+0.12+0.12+0.12+0.06=0.72
c. (2 points)Let A, B, and C be events.

0 0 0 P (A0 B 0 C 0 )
0 P ((A ∪ B ∪ C)0 ) 1 − P (A ∪ B ∪ C)
P (A ∩ B ∩ C |A ) = 0
= 0
=
P (A ) P (A ) 1 − P (A)

1 − P (A ∪ B ∪ C) 1 − 0.72
d. (2 points) P (A0 ∩B 0 ∩C 0 |A0 ) = = =
1 − P (A) 1 − (0.10 + 0.12 + 0.12 + 0.06)
7
15

**************** TOTAL SCORE: 41/40 ****************

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