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Mathematics and Statistics MAST20004
Probability Writing time: 3 hours Reading time: 15 minutes This is NOT an open book exam This paper consists of 16 pages (including this page) Authorised Materials
• Mobile phones, smart watches, and internet or communication devices are forbidden.
• Students may bring one double-sided A4 sheet of handwritten notes into the exam room.
• Approved hand-held electronic scientific (but not graphing) calculators may be used. Instructions to Students
• You must NOT remove this question paper at the conclusion of the exam.
• This paper has 10 questions. Attempt as many questions, or parts of questions, as you can. Marks for individual questions are shown.
• Working and/or reasoning must be given to obtain full credit. Clarity, neatness, and style count.
• Statistical tables are not provided but you may use the MATLAB output at the end of the examination paper FOR ANY QUESTION.
• The total number of marks available for this exam is 110. Instructions to Invigilators
• Students must NOT remove this question paper at the conclusion of the exam. • Initially students are to receive a 14 page script booklet.
This paper may be held in the Baillieu Library Blank page (ignored in page numbering)
Consider a random experiment with sample space Ω. (a) Write down the axioms which must be satisfied by a probability mapping P defined on the events of the experiment. (b) Using the axioms show that for any event A ⊂ Ω, P(Ac) = 1− P(A). (c) Using the axioms show that for any events A,B ⊂ Ω such that A ⊂ B, P(B\A) = P(B) − P(A). (Recall that B\A is the event that B and not A will occur, that is, B ∩Ac.) (d) Let C,D ⊂ Ω be events. Using (c) and the axioms, show that the probability of exactly one of these events occurring is P(C) + P(D)− 2P(C ∩D). [10 marks] Solution (a) The axioms are A1 For all events A, P(A) ≥ 0; A2 P(Ω) = 1; A3 For disjoint events A1, A2, . . ., P ( ∞⋃ i=1 Ai ) = ∞∑ i=1 P(Ai). (b) We first note that A ∪Ac = Ω and A ∩Ac = ∅. By A2 and A3 we have 1 = P(Ω) = P(A ∪Ac) = P(A) + P(Ac). Therefore, P(Ac) = 1− P(A). (c) We have B = A ∪ (B ∩Ac) and A ∩ (B ∩Ac) = ∅. Therefore by A3, P(B) = P (A ∪ (B ∩Ac)) = P(A) + P (B ∩Ac) . Therefore, P(B\A) = P(B)− P(A). (d) We note that the events C\(C ∩D) and D\(C ∩D) are mutually exclusive, and the event that exactly one event will occur is (C\(C ∩D)) ∪ (D\(C ∩D)). Also, C ∩D ⊂ C and C ∩D ⊂ D. Therefore by A3 and (c), P((C\(C ∩D)) ∪ (D\(C ∩D))) = P((C\(C ∩D)) + P(D\(C ∩D)) = P(C)− P(C ∩D) + P(D)− P(C ∩D) = P(C) + P(D)− 2P(C ∩D). 2.