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I want help to solve this question 10) Prove the following a+b-1 b (a) Let P(A)...
1. Prove“inclusion-exclusion,”thatP(A∪B)=P(A)+P(B)−P(A∩B). 2. Prove the “unionbound, ”thatP(A1∪A2)≤P(A1)+P(A2). Under what conditions does the equality hold? 3. Provethat, for A1 andA2 disjoint, P(A1∪A2|B)=P(A1|B)+P(A2|B). 4. A and B are independent events with nonzero probability. Prove whether or not A and Bc are independent.
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(4) (a) Suppose that P(A) = P(B) = ? and that P(A|B) = P(B). Calculate P( AB') (b) Suppose that P(ANB) = , P(A|B') = and P(B) = . Calculate P(A) (c) Let A and B be events such that P(A) = if BCA and P(B']A) = Calculate P(B)
Let A1, A2, ...An Prove : P(Un k=1 Ak) = P9A1) + P(A1c
......
Problem 4.Let A1, A2, . . . , An be events. Prove
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(6) Suppose that PCB An) = – and that P(B A2) = where Aq and A2 are two equiprobable events forming a partition of 12. Calculate P(AB).
3. Let (12, F,P) be a probability space, and A1, A2, ... be an increasing sequence of events; that is, A1 CA2 C.... Using only the Kolmogorov axioms, prove that P is continuous from belour: lim P(An) = P(U=1 An). Hint: Work with a new sequence of events By := A and B := An An-1. n+00 [1]
10] Q3. (a) Prove the Bonferroni Inequality on three events A1, A2 and A3: P(An Agn A)21-P(A)- P(A2) - P(Aa) (b) Using the results in Q3.(a), and clearly describing the events At, A2 and A3. construct a 100(1-a)% joint confidence intervals for estima- tion of three parameters, denoted by 01,02 and 03, say.
10] Q3. (a) Prove the Bonferroni Inequality on three events A1, A2 and A3: P(An Agn A)21-P(A)- P(A2) - P(Aa) (b) Using the results in Q3.(a), and...
Problem (5), 10 points Let a0:a1, a2, be a sequence of positive integers for which ao-1, and a2n2an an+ for n 2 0. Prove that an and an+l are relatively prime for every non-negative integer n. 2n+an for n >0
Problem (5), 10 points Let a0:a1, a2, be a sequence of positive integers for which ao-1, and a2n2an an+ for n 2 0. Prove that an and an+l are relatively prime for every non-negative integer n. 2n+an for n >0
(10 marks) Let X1, X2,... be a sequence of independent and identically distributed random variables with mean EX1 = i and VarX1 = a2. Let Yı, Y2, ... be another sequence of independent and identically distributed random variables with mean EY = u and VarY1 a2 Define the random variable ( ΣxΣ) 1 Dn 2ng2 i= i=1 Prove that Dn converges in distribution to a standard normal distribution, i.e., prove that 1 P(Dn ) dt 2T as n >oo for...
1. [15 pts] Use Definition 1.5 (definition of probability function) to prove Propo- sition 1.3 () 15 pts) & (iv) [10 pts). You do not need to prove (i) and (ii). [Definition 1.5/ Let Ω be a set of all possible events. A probability function P : Ω → 0,11 satisfies the follouing three conditions (i) 0s P(A) S 1 for any event A; (iii) For any sequence of mutually exclusive events A1, A2 ,A", i.e. A, n Aj =...
(a) Prove the following loop invariant by induction on the
number of loop iterations: Loop Invariant: After the kth iteration
of the for loop, total = a1 + a2 + · · · + ak and L contains
all elements from a1 , a2 , . . . ,
ak that are greater than the sum of all previous terms of the
sequence.
(b) Use the loop invariant to prove that the algorithm is
correct, i.e., that it returns a...