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Unformatted text preview: Jacobs University Bremen School of Engineering and Science Peter Oswald Fall Term 2010 120201 ESM3A — Problem Set 6 Issued: 13.10.2010 Due: Wednesday 20.10.2010 (in class) This is about basic properties of probability spaces, conditioning and independence of events. Compare e.g. Lectures 8 and 9 in the posted script. 6.1. (12 pts) Suppose we have a probability space (Ω , Σ ,P ), i.e., a sample space Ω, a collection Σ of its subsets (called events of interest), and a probability function P : Σ → [0 , 1] (also called probability measure) that satisfy the properties mentioned in class. a) Suppose, we define new functions Q ( A ) = [ P ( A )] 2 resp. R ( A ) = P ( A ) / 2 for A ∈ Σ. Is (Ω , Σ ,Q ) a probability space? Why or why not? Same question for (Ω , Σ ,R ). b) Let A 1 ,A 2 ,A 3 ,... be a sequence of events in Σ. Prove that P ( S ∞ n =1 A n ) 5 ∑ ∞ n =1 P ( A n ). c) If you pick a real number from [0 , 1] at random than the probability that you pick a particular number, should be zero (why?). What is the probability that you pick a rational number? Hint : Write down which events are involved, and think how many rational numbers we have in [0 , 1]. Part b) or the countable additivity property of P may be used here....
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This note was uploaded on 02/06/2011 for the course ESM 3A taught by Professor Prof. dr. peter oswald during the Spring '11 term at Jacobs University Bremen.
 Spring '11
 Prof. Dr. Peter Oswald

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