My confusion in probability

Forum for the GRE subject test in mathematics.
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lime
Posts: 129
Joined: Tue Dec 04, 2007 2:11 am

My confusion in probability

Postby lime » Sat Oct 11, 2008 12:55 pm

I dug up an old problem, we were discussing a while ago. Unfortunately, I still don't understand it.

If A and B are events in a probability space such that 0 < P(A) = P(B) = P(A intersect B) < 1, which of the following cannot be true?
A) A and B are independent
B) A is a proper subset of B
C) A != B
D) A intersect B = A union B
E) P(A)P(B) < P(A intersect B)

Despite the correct answer A does make sense, the answer B does not. Would really appreciate if someone gave the counterexample for B.

Nameless
Posts: 128
Joined: Sun Aug 31, 2008 4:42 pm

Postby Nameless » Sat Oct 11, 2008 1:37 pm

Hi Lime,
If you know about measure theory then there does exist a subset A of a set B such that : m(A)=m(B), where m(A) is the measure of A
For example : let B=[0,1/2] and A=(0,1/2) then we have A is a proper subset of A and m(A)=m(B)=m(A intersection B)=1/2

the probability space is just a specific case of measure spaces :D

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lime
Posts: 129
Joined: Tue Dec 04, 2007 2:11 am

Postby lime » Sat Oct 11, 2008 3:05 pm

Thank you Nameless! Now I see it!




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