Solutions to Week 1 Exercises

Sn Tn Tn Sn
1.a. Let {Aj }nj=1 be a collection of sets. Then i) ( j=1 Aj )c = j=1 Acj and ii) ( j=1 Aj )c = j=1 Acj .

To prove these two statements, we proceed using mathematical induction. For n = 2, both statements

are true via DeMorgan’s Laws. Now suppose both statements are true for n = N . Then

 c   c
N[
+1 N
[
 Aj  =  Aj  ∪ AN +1 
j=1 j=1
 c
N
[ \
= Aj  AcN +1
j=1
 
N
\ \
= Acj  AcN +1
j=1
N\
+1
= Acj ,
j=1

and
 c   c
N\
+1 N
\
 Aj  =  Aj  ∪ AN +1 
j=1 j=1
 
N
\
= Acj  ∪ AcN +1
j=1
 
N
[
= Acj  ∪ AcN +1
j=1
N[
+1
= Acj .
j=1

Thus, both statements are true for any integer n ≥ 2.

1
1.b.
!c
[ [
x∈ Aα ⇐⇒ x ∈
/ Aα
α∈Γ α∈Γ

⇐⇒ x ∈
/ Aα for all α ∈ Γ

⇐⇒ x ∈ Acα for all α ∈ Γ

n
\
⇐⇒ x ∈ Acj .
j=1

c
c
c
Acj and Acj . Therefore Acj .
S T S T S T
Thus, α∈Γ Aα ⊂ α∈Γ α∈Γ Aα ⊃ α∈Γ α∈Γ Aα = α∈Γ

!c
\ \
x∈ Aα ⇐⇒ x ∈
/ Aα
α∈Γ α∈Γ

⇐⇒ x ∈
/ Aα for some α ∈ Γ

⇐⇒ x ∈ Acα for some α ∈ Γ

[
⇐⇒ x ∈ Acα .
α∈Γ

c
c
c
Acα and Acα . Therefore Acα .
T S T S T S
Thus, α∈Γ Aα ⊂ α∈Γ α∈Γ Aα ⊃ α∈Γ α∈Γ Aα = α∈Γ

2.a. From the lecture notes, P (A) = P (A∩B)+P (A∩B c ). Note that (A∩B c ) ⊂ B c . Since P (B c ) = 1−P (B),

then P (B c ) = 0, and so P (A ∩ B c ) = 0. Thus, P (A) = P (A ∩ B). Then

P (A|B) = P (A ∩ B)/P (B) = P (A)/1 = P (A).

2.b. If A ⊂ B, then A ∩ B = A. Then P (B|A) = P (A ∩ B)/P (A) = P (A)/P (A) = 1. Similarly, P (A|B) =

P (A ∩ B)/P (B) = P (A)/P (B).

2.c. Suppose A ∩ B = ∅. Then A ∩ (A ∪ B) = (A ∩ A) ∪ (A ∩ B) = A. Then

P (A ∩ (A ∪ B))
P (A|A ∪ B) =
P (A ∪ B)
P (A)
= .
P (A) + P (B)

2
2.d.

P (A ∩ B ∩ C) = P (A ∩ (B ∩ C))

= P (A|B ∩ C)P (B ∩ C)

= P (A|B ∩ C)P (B|C)P (C).

2.e. Suppose A ∩ B = ∅. Then P (A ∩ B) = P (∅) = 0 < P (A)P (B) since both P (A) > 0 and P (B) > 0.

Therefore A and B are not independent.

2.f. Suppose P (A ∩ B) = P (A)P (B). Since P (A) > 0 and P (B) > 0, then P (A)P (B) > 0 = P (∅). Therefore

A ∩ B 6= ∅.

3.a. FY (y) = 1−1/y 2 for y ∈ [1, ∞) and 0 elsewhere. Then limy→−∞ FY (y) = 0. Further, limy→∞ FY (y) = 1.
∂
Note that FY (y) = 0 for y ≤ 1 and ∂y FY (y) = 2/y 3 > 0 for y ∈ [1, ∞), and so FY (y) is strictly increasing.

Finally, FY (y) is a continuous function. Therefore, FY (y) is a valid cdf.

∂
3.b. From 3.a., fY (y) = ∂y FY (y) = 2/y 3 for y ∈ [1, ∞), and 0 elsewhere.

3.c.

FZ (z) = P (Z ≤ z)

= P (10(Y − 1) ≤ z)

= P (Y ≤ z/10 + 1)

= FY (z/10 + 1)

= 1 − (z/10 + 1)−2 for z ∈ [0, ∞) and 0 elsewhere.