Consider the probability space (Ω,A , P) where Ω = R and  A is the Borel σ-algebra on R. Suppose that for any n = 1, 2, . . . , we have          P((−∞, 2−n]) = 1/2      and    P((−∞, −2−n]) = 1/3 − 1/(4^n) .   Given the above, compute the following probability values, if possible, showing complete justifi- cation for every step. If it is impossible to compute a value precisely, provide the tightest possible bounds on it. P((−∞, 0]) P({0}) P((−∞, −1]) P((1/4, π/7]) limn→∞ P((0, n])

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  1. Consider the probability space (Ω,A , P) where Ω = R and  A is the Borel σ-algebra on R. Suppose that for any n = 1, 2, . . . , we have

         P((−∞, 2n]) = 1/2      and    P((−∞, −2n]) = 1/3 − 1/(4^n) .

 

Given the above, compute the following probability values, if possible, showing complete justifi- cation for every step. If it is impossible to compute a value precisely, provide the tightest possible bounds on it.

  1. P((−∞, 0])
  2. P({0})
  3. P((−∞, −1])
  4. P((1/4, π/7])
  5. limn→∞ P((0, n])
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