EE5137R 2013/14 Problem Set 1

1. (Problem 2.1, 2.5) Consider the experiment of tossing a coin three times.
(a) What is the sample space ? What is its cardinality (i.e. the number of elements
in the set)?
(b) Define event Ei as exactly i tosses yield heads, i = 0, 1, 2, 3. Write down the
four sets E1 , E2 , E3 , E4 .
(c) Assume that all of the outcomes in are equally likely. Find P [A], where A =
at least two of the tosses are heads.
(d) If the coin is a fair coin, i.e. equally likely to land heads or tails, find the
probability of the elementary (or simple) events in this experiment.
(e) Using the probability assignment in part (d), find P [A].
2. Consider a circular dartboard with unit area. Assume that a dart that is thrown at
the dartboard is equally likely to land anywhere on it, and that all darts thrown land
somewhere on the dartboard.
(a) What is the sample space ?
(b) Find an appropriate -field of events F, and find the probability mapping P :
F [0, 1] which models this problem.
(c) On a Venn diagram with the dartboard as , sketch two events A and B which
are independent. State the geometrical relationship between the areas of A, B
and A B.
3. From Axioms II and III, the probability of the impossible event, , is 0. If we know
that P (A) = 0, does this mean that A = ? Explain with the help of an example.
4. The probability space of a problem is (, F, P ). Let = {1, 2, 3}, F contain all
subsets of , A = {1} and B = {1, 3}. Assume too that P [{1}] = P [{3}] = 1/4 and
P [{2}] = 1/2.
(a) Find P [A|B].
(b) Conditioned on B, we have a new probability space (B, G, Q). Find G and Q().
5. A real number in the range (0, 1] is picked at random, with P ((0, t]) = t for 0 < t 1.
(a) If you observed only the integer part of the number, would it reduce your uncertainty about its value? Explain.
(b) If you observed the first decimal place of the number to be 2, use Bayes theorem to derive the new probability law you would associate with the experiment.

6. Consider some disease and its medical diagnosis test. The following statistics are
known:
For a person with this disease, the test yields a positive result 100 percent of
the time;
For a person without this disease, the test yields a positive result 100 percent
of the time;
Of the total population, 100 percent is infected by this disease.
(a) Re-tracing the steps in our in-class example, find
p = P [Disease present|Test positive]
in terms of , and .
(b) Let = 0.99, = 0.02. Plot p as a function of (using Matlab for instance).
(c) Let = 0.01 and = 0.001. Find the smallest value of that makes p 0.9.