Chapter 2: Q8SE (page 90)
Suppose that the events A and B are disjoint and that
each has positive probability. Are A and B independent?
Short Answer
If A and B are disjoint events with positive probabilities are never independent.
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Chapter 2: Q8SE (page 90)
Suppose that the events A and B are disjoint and that
each has positive probability. Are A and B independent?
If A and B are disjoint events with positive probabilities are never independent.
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Consider the unfavourable game in Example 2.4.2. This time, suppose that the initial fortune of gambler A is i dollars with i 鈮 98. Suppose that the initial fortune of gambler B is 100 鈭 i dollars. Show that the probability is greater than 1/2 that gambler A losses i dollars before winning 100 鈭 i dollars.
Consider a machine that produces items in sequence. Under normal operating conditions, the items are independent with a probability of 0.01 of being defective. However, it is possible for the machine to develop a 鈥渕emory鈥 in the following sense: After each defective item, and independent of anything that happened earlier, the probability that the next item is defective is\(\frac{{\bf{2}}}{{\bf{5}}}\). After each non-defective item, and independent of anything that happened earlier, the probability that the next item is defective is\(\frac{{\bf{1}}}{{{\bf{165}}}}\).
Please assume that the machine is operating normally for the whole time we observe or has a memory for the whole time we observe. LetBbe the event that the machine is operating normally, and assume that\({\bf{Pr}}\left( {\bf{B}} \right){\bf{ = }}\frac{{\bf{2}}}{{\bf{3}}}\). Let\({{\bf{D}}_{\bf{i}}}\)be the event that theith item inspected is defective. Assume that\({{\bf{D}}_{\bf{1}}}\)is independent ofB.
a. Prove that\({\bf{Pr}}\left( {{{\bf{D}}_{\bf{i}}}} \right){\bf{ = 0}}{\bf{.01}}\) for alli. Hint:Use induction.
b. Assume that we observe the first six items and the event that occurs is\({\bf{E = D}}_{\bf{1}}^{\bf{c}} \cap {\bf{D}}_{\bf{2}}^{\bf{c}} \cap {{\bf{D}}_3} \cap {{\bf{D}}_4} \cap {\bf{D}}_{\bf{5}}^{\bf{c}} \cap {\bf{D}}_{\bf{6}}^{\bf{c}}\). The third and fourth items are defective, but the other four are not. Compute\({\bf{Pr}}\left( {{\bf{B}}\left| {\bf{E}} \right.} \right)\).
For any two events A and B with Pr(B) > 0, prove that Pr(Ac|B) = 1 鈭 Pr(A|B).
Suppose that in Example 2.3.4 in this section, the item selected at random from the entire lot is found to be non-defective. Determine the posterior probability that it was produced by machine\({{\bf{M}}_{\bf{2}}}\).
Suppose that a balanced die is rolled three times, and let\({X_i}\)denote the number that appears on the ith roll (i = 1, 2, 3). Evaluate\({\rm P}\left( {{X_1} > {X_2} > X3} \right)\).
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