achieved points: 05.0 07.0 07.5 08.0 09.0 09.5 10.5 11.0 12.

5
grade point: 1 2 3 4 5 6 7 8 9

Problem 1 (2 points) Let (≠, A , P) be a probability space. Show that the probability measure
P is continuous from below, i.e. for any sequence of events A 1 , A 2 , . . . 2 A with the property that
A n Ω A n+1 for all n 2 N, we have
≥[
1 ¥
P A n = lim P(A n ) .
n!1
n=1

Hint: Define sets B1 , B2 , . . . by

°1
≤ n[
B n := A n Ak .
k=1
S1
Show that B k \ B` = ; whenever k 6= `. Now express n=1 A n in terms of the B n , use the axioms
of the probability measure, and recall that

1
X N
X
P(B n ) = lim P(B n ) .
n=1 N !1 n=1

Problem 2 (1 point for each part) An urn contains 5 white balls and 7 black balls. Draw a
ball and do not put it back into the urn. Then draw a second ball.

(1) Define an appropriate probability space (≠, A , P) to describe the experiment.

(2) Describe the following events as subsets of the sample space ≠:

W1 := “The first ball is white” W2 := “The second ball is white”

B1 := “The first ball is black” B2 := “The second ball is black”

(3) Compute P(W2 | W1 ), P(W2 | B1 ), and P(W2 ).

(4) Are W1 and W2 independent? Justify your claim mathematically!

1
Problem 3 (2 points) Let ≠ = N and A = P (N). Let P : A ! [0, 1] be a function with the
property that for all A, B 2 A

P(A) = P(B) () #A = #B .

Show that P does not qualify as a probability measure.

Hint: Try a proof by contradiction. To this end, assume that P is a probability measure.
Define the sets A n := {1, . . . , n} and use the continuity from below and the additivity of the prob-
ability measures to show that the initial assumption leads to a contradiction.

Problem 4 (1 point + 2 points) Suppose that the probability that a child has brown eyes is 34 .
Now consider a family with 4 children. For each i = 1, . . . , 4 define the event B i that the ith child
has brown eyes. Assume that B1 , . . . , B4 are independent.

(1) Using the events B1 , . . . , B4 , describe the event that at least 3 children have brown eyes.

(2) Compute the conditional probability that at least 3 children have brown eyes, given that the
first child has brown eyes.

Problem 5 (1 + 2 points) You have three cards. The first card is green on both sides; the
second is red on both sides; and the third is green on one side and red on the other. Choose a card
at random (all outcomes should be equally likely!) and randomly choose which side of this card
you see first (again with equally likely outcomes), then turn the card to see the other side.

(1) Define events

C i = “you choose the ith card” (i = 1, 2, 3)

G 1 = “the first side is green”
G 2 = “the second side is green” .

Which values should the probabilities P(G j | C i ) for j = 1, 2 and i = 1, 2, 3 have in order to describe
the experiment adequately?

(2) Based on your answer in (1), compute the conditional probability that the second side of the
randomly chosen card is green, given that the first side was green, i.e. P(G 2 | G 1 ).