1. (a) For each one of the statements below say whether the statement is true or false
explaining your answer. A and B are events with probabilities in (0,1).
i. If P(A) = P(B), then it holds that P(A|B) = P(B|A).
ii. It holds that:
P(A|B) + P(A| ΰ) > P(A)
where denotes a complementary event.
iii. If P(A) < P(B), then A is a subset of B.
iv. For any discrete random variable X, it holds that P(X= E(X)) > 0.
v. If T is an unbiased estimator of the parameter 0 > 0, then 1/T is an
unbiased estimator of 1/0.
(10 marks)
(b) Let Zā and Z2 be two independent and normally distributed random variables,
both with mean 0 and variance 1. Calculate:
P(3Zā-Zā >6 | 3Zā-Zā > 5).
(6 marks)