5. Let P be a probability measure and A, B two events. Show that |P(An B) – P(A)P(B)| < . Hìnt: Show that the two inequalities P(AN B) – P(A)P(B) < and P(A)P(B) – P(An B) < are true. To show the first of these inequalities, use the fact that the function f(p) = p(1 – p), for p e [0, 1], assumes its Maximum 1/4 at the point p = 1/2, so f(p) = 1/4 and f(p) < 1/4 for all p € [0, 1]. To show the second of these inequalities, use the first inequality with Be instead of B.

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5. Let P be a probability measure and A, B two events. Show that |P(An
B) – P(A)P(B)| < 1.
Hint: Show that the two inequalities
P(AN B) – P(A)P(B) <
and
P(A)P(B) – P(An B) <
are true. To show the first of these inequalities, use the fact that the
function f(p) = p(1 – p), for p e [0, 1], assumes its Maximum 1/4 at
the point p = 1/2, so f(p) = 1/4 and f(p) < 1/4 for all p € [0, 1]. To
show the second of these inequalities, use the first inequality with Be
instead of B.
Transcribed Image Text:5. Let P be a probability measure and A, B two events. Show that |P(An B) – P(A)P(B)| < 1. Hint: Show that the two inequalities P(AN B) – P(A)P(B) < and P(A)P(B) – P(An B) < are true. To show the first of these inequalities, use the fact that the function f(p) = p(1 – p), for p e [0, 1], assumes its Maximum 1/4 at the point p = 1/2, so f(p) = 1/4 and f(p) < 1/4 for all p € [0, 1]. To show the second of these inequalities, use the first inequality with Be instead of B.
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