Homework Assignments
Homework 1
Reading
G&S, Chapter 1
Exercises
 Create a list of all the stochastic processes you can think of that might occur in the real world (not just examples from the textbook). Be creative!
 We defined a field to be a collection of sets that is closed under copmlementation and finite unions. Show that such a collection is also closed under finite intersections.

Using the axioms of probability, prove the following properties
of probability:

Suppose
. Prove the following properties of
conditional probability:
 .

For
with
for
,
 .
 Prove the law of total probability.
 Prove Bayes rule
 Suppose and are independent events. Show that and are also independent.
Copyright 2008,
Todd Moon.
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admin. (2006, June 13). Homework Assignments. Retrieved January 07, 2011, from Free Online Course Materials — USU OpenCourseWare Web site: http://ocw.usu.edu/Electrical_and_Computer_Engineering/Stochastic_Processes/hw1.htm.
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