(a) Let (A, :n E N) be a sequence of events in some sample space 2 Set A- (wefl:wEA, infinitely often) and B- (wel:we A, for all sufficiently large n). (i) Show that B-U A (ii) Show that A is an event and that P(A) < P(A). for all integers n. () Suppose that the series P(A.) converges. Show that P(A)0.

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(a) Let (A, :n E N) be a sequence of events in some sample space 2 Set
A= {w eN:w€ A, infinitely often} and B- {w e 2:we A, for all sufficiently large n}.
(i) Show that B-U . A
(ii) Show that A is an event and that
P(A) S
P(A),
for all integers n.
(i) Suppose that the series P(A.) converges. Show that P(A) = 0.
(b) Let X be an exponential random variable with parameter A 1.
(1) Let Y = |X be the greatest integer less than or equal to X. Write down the probability mass function of Y
Show that E(Y) =
(ii) Let Z = X
Y be the fractional part of X. Write down the probability density function of Z.
(ii) Show that Y and Z are independent.
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Transcribed Image Text:(a) Let (A, :n E N) be a sequence of events in some sample space 2 Set A= {w eN:w€ A, infinitely often} and B- {w e 2:we A, for all sufficiently large n}. (i) Show that B-U . A (ii) Show that A is an event and that P(A) S P(A), for all integers n. (i) Suppose that the series P(A.) converges. Show that P(A) = 0. (b) Let X be an exponential random variable with parameter A 1. (1) Let Y = |X be the greatest integer less than or equal to X. Write down the probability mass function of Y Show that E(Y) = (ii) Let Z = X Y be the fractional part of X. Write down the probability density function of Z. (ii) Show that Y and Z are independent. Filters Add a caption. > My group
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