MA209: INTRODUCTION TO PROBABILITY THEORY

Disclaimer: These are the solutions to Class test held on 11th August 2023. The comments are based on
the your “collective” writing (not any indivisual). I am writing these comments and sharing with all of you
so that you can improve on your mathematical writing, in general. You should take it as a feedback of your
mathematical writing instead of mathematical understanding. This will give you an idea what is expected
and what is not expected when you write your answer. You should justify all your claims while writing in
exams.

Question 1: [1 mark] Consider the probability space of rolling two fair dice. Find all the events A
such that A is independent to A.
Solution: By definition if A and B are independent event then P(A ∩ B) = P(A)P(B).
If A is independent to A itself, if and only if
P(A ∩ A) = P(A)P(A) ⇔ P(A) = P(A)2 ⇔ P(A) = 0 or P(A) = 1.
In the given case of rolling two fair dice, P(A) = 0 ⇒ A = ∅ and P(A) = 1 ⇒ A = Ω (the sample space).
So only ∅ and Ω are the events which are independent to itself.

Comments: This is was to check if you are following the mathematical definitions which we discuss in
the lecture. You should focus more on the mathematical definition than the intuitive meaning in the English
language. Do not try to construct your own meaning of independence of events using English vocabulary
/ language, although it is fair enough to get an intuition from the word meaning of the term which you define.

If someone does that one line calculation and concludes that an event is independent to itself if and only
if its probability is either 0 or 1, it is a good enough answer, conceptually. In the given case of rolling two
fair die we have more information. In particular, (1) it is only ∅ which has probability is 0 and (2) it is the
only whole sample space Ω which has probability 1. So you can conclude that the possibilities are only ∅
and Ω.

You should take a pause and think that for a general probability space (Ω, F , P) (even the case of finite
or countable Ω) there might be subsets other than ∅ which have probability 0 and there might be subsets
other that Ω which have probability 1. Try to construct your own example (it is simple if you recall some
discussion on constructing probability space done in the class). In such a case, the answer of subsets A
which are independent to itself will be many more than ∅ and Ω.

Some students have listed the whole sample space, which does not serve any purpose here. An answer
can be (sometimes partially) accepted if there is some justification or proof written.

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Question 2: [1 mark] Let (Ω, F , P) be a probability space. For events A, B ∈ F prove that
P(A ∪ B) = P(A) + P(B) − P(A ∩ B).
(You can use only defining axioms of probability.) [1 mark]
Solution: This was done in the class.
NOTATION: Ac , Bc denotes the complement of the set A, B respectively.

Using set theory: A ∪ B = (A ∩ Bc ) ∪ (A ∩ B) ∪ (Ac ∩ B) is a disjoint union. Therefore,

(1) P(A ∪ B) = P(A ∩ Bc ) + P(A ∩ B) + P(Ac ∩ B).
Write A = (A ∩ Bc ) ∪ (A ∩ B) a disjoint union and B = (Ac ∩ B) ∪ (A ∩ B) a disjoint union. This gives
(2) P(A) = P(A ∩ Bc ) + P(A ∩ B) and P(B) = P(B ∩ Ac ) + P(A ∩ B).
From Equation (1) and Equation (2), we get
P(A ∪ B) = P(A) + P(B) − P(A ∩ B).

Comments: Some students have used a different notation in their answers for the complement of a set
such as A0 and Ac which is perfectly fine, but make sure that you explain your notation. If you do not
do so, your notations will be open for interpretations. It is common practice to use standard notation, for
example that are used frequently in our lecture. Standard notation may change for different textbooks and
for different teachers. But in any case, I suggest you to explain your notation whenever you use any.

A common mistake which I noticed was: writing A = (A ∩ B) ∪ Bc which is NOT correct. What is
correct is: A = (A ∩ B) ∪ (A ∩ Bc ).

Drawing a figure instead of writing a mathematical proof is not recommended. Although, it is very good
idea to draw a figure if you want to give explanation along with your mathematical proof.