DEPARTMENT OF MATHEMATICS

INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI

MA225 Probability Theory and Random Processes July - November 2017

Duration: 60 Minutes Quiz I : Solutions Maximum Marks: 15

Answer all the questions. Support your conclusions with precise explanations. NS
In the sequel, all the conventions and notations are as used in the class. Answers given without proper
justification will be awarded zero marks.

1. You roll a (six-sided) fair die repeatedly until either a 2 shows up or an odd number shows up. Write
down the sample space for this experiment. What is the probability of rolling a 2 before rolling an odd
number? 3
Solution: The sample space for the given experiment is given by

= {| = (1 , 2 , . . . , k ), k N, with i {4, 6}, i = 1, 2, . . . , k 1, and k {1, 2, 3, 5}}.

1 mark
Now, to compute the probability of rolling a 2 before rolling an odd number, realize that the only way
we can have a 2 rolled before an odd number is to have m rolls that result in either a 4 or 6 followed
by a roll that results in a 2. After that, we dont care what happens because the condition has been
satisfied. Of course, we need to sum this over all ms from 0 to to obtain all such sequences of
interest. That is, if A is the roll number corresponding to a 2 being rolled and B is the roll number
corresponding to an odd number being rolled, then
 
X 2 m1 1
P (B > A) = = .
6 6 4 2 marks
m=0

2. (a) If the events A and B are independent then show that A and B c are independent.
(b) Suppose that the events A and B are independent, the event A is not a null event, the probability
that event A occurs is twice the probability that event B occurs, and the probability that at least
one of events A and B occurs is 8 times the probability that both events A and B occur. What
is the probability that event A occurs? 1+2
Solution:

(a) Given that A and B are independent and this means that P (A B) = P (A)P (B). We can write
A = (A B) (A B c ) and (A B) (A B c ) = . Hence P (A) = P (A B) + P (A B c ) =
P (A B c ) = P (A) P (A B) = P (A)(1 P (B)) = P (A)P (B c ). 1 mark
(b) Given that P (A B) = P (A)P (B), P (A) 6= 0, P (A) = 2P (B), P (A B) = 8P (A B).
Now P (A B) = P (A) + P (B) P (A B)
= P (A) + P (B) = 9P (A B) = 9P (A)P (B)
= 3P (B) = 18P (B) = P (B) = 1/6 since P (B) 6= 0.
Hence, P (A) = 2P (B) = 1/3. 2 marks

3. If X is a random variable on a probability space (, F, P ) such that for some a R, we have

   
1 10 1
P X a + n+1 = P X a = , n N.
2 n+1 2

1
 Obtain P {X a} and P {X = a}. 3
Solution:
Let An = {|X() a + 2n+1 1
} = X 1 (, a + 2n+11
]. Then An An+1 for all n, i.e., An is a
sequence of contracting events. By the continuity property of P , we then have

 1  \ \ 1
lim F a + = lim P (An ) = P ( An ) = P ( X 1 (, a + ])
n 2n+1 n 2n+1
n=1 n=1

 \ 1

= P X 1 (, a + ]
2n+1
n=1
1
= P (X (, a]) = F (a).
 
1 1
Now, since F a + 2n+1
= 2 for n N, we have F (a) = P {X a} = 21 . 1 mark
10
Similarly, let Bn = {|X() a n+1 }. Then Bn Bn+1 for all n N. Again using the continuity
property, we get

 10  [ [ 10
lim F a = lim P (Bn ) = P ( Bn ) = P ( X 1 (, a ])
n n+1 n n+1
n=1 n=1

 [ 10

= P X 1 (, a ]
n+1
n=1
= P (X 1 (, a)) = lim F (x) = F (a).
xa

10 1
for n N, we have F (a) = P {X < a} = 21 .


Now, since F a n+1 = 2 1 mark
Finally, P (X = a) = P (X a) P (X < a) = F (a) F (a) = 0. 1 mark

4. Let f : R R be defined as
x

2, 0<x1
1


2, 1<x2
f (x) = 3x

2 , 2<x3

0, otherwise

Does f satisfy the properties of a probability density function of any random variable? If yes, find the
distribution function. Also, compute P {1.5 X 2.5} 3
Solution: To show f is probability density function of some random variable, we need to check
R
whether f is non-negative and satisfies f (x)dx = 1. Here, since f (x) 0 for x R and
1 2 3
3x
Z Z Z Z
x 1 1 1 1
f (x)dx = dx + dx + dx = + + = 1,
0 2 1 2 2 2 4 2 4

the given f is a PDF of some continuous random variable X (say). 1 mark

2
 The distribution function corresponding to the given PDF is given by


0, x 0
Rx x 1 2
0 2Rdx = 4 x , 0 < x 1



1 x 1 2x1
F (x) = P {X x} = 4 + R1 2 dx = 4 , 1<x2
3 x 3x 3x x2 5



4
+ 2 2 dx = 2 4 4, 2<x3

1, x > 3 1 mark
Now, since P {X = 1.5} = 0 as X is continuous, we have that
15 1 7 1 mark
P {1.5 x 2.5} = F (2.5) F (1.5) = = .
16 2 16
5. Suppose a box has 5 balls labelled 1, 2, . . . , 5. Two balls are selected at random and with replacement.
Let X denote the larger of the two numbers on the balls selected. Find the smallest and largest -fields
with respect to which X is measurable. If possible, find another -field with respect to which X is
measurable. Also, determine the probability mass function of X. 3
Solution: For the given experiment, we have = {(i, j)|i, j = 1, 2, 3, 4, 5} and X((i, j)) =
max{i, j}, 1 i, j 5 with range(X) = {1, 2, 3, 4, 5}. Since X is a discrete random variable,
the smallest -field with respect to which X would be measurable is given by

F X = ({X 1 {1}, X 1 {2}, X 1 {3}, X 1 {4}, X 1 {5}}),

where, as usual, (C) means the -field generated by the class of events C and

X 1 {1} = {(1, 1)},

X 1 {2} = {(1, 2), (2, 1), (2, 2)},
X 1 {3} = {(1, 3), (3, 1), (2, 3), (3, 2), (3, 3)},
X 1 {4} = {(1, 4), (4, 1), (2, 4), (4, 2), (3, 4), (4, 3), (4, 4)},
X 1 {5} = {(1, 5), (5, 1), (2, 5), (5, 2), (3, 5), (5, 3), (4, 5), (5, 4), (5, 5)}.

This -field F X consists of 25 = 32 elements. 1 mark

The largest -field with respect to which X is measurable is of course the power set of , P(), and
will consist of 225 elements.
The function X is measurable with respect to any -field (over ) that contains F X given above.
One such -field would be F 0 = ({F X {(2, 2)}}) which will have 26 = 64 elements. 1 mark
The probability mass function (PMF) is obtained as

f (x) = P {X = x} = P {X = x, both the balls have the same label}

+ P {X = x, both the balls do not have the same label}
1 x1 2x 1
= +2 = , x = 1, 2, . . . , 5
25 25 25

and f (x) is zero otherwise. 1 mark

1 3 5 7 9
(That is, P {X = 1} = 25 , P {X = 2} = 25 , P {X = 3} = 25 , P {X = 4} = 25 , P {X = 5} = 25 )