Proof of a General Conditional Expectation or Independence Property
The question asks for a formal proof of a theoretical result involving conditional expectation, conditional probability identities, or independence of events in a general or abstract setting.
We fix $n \in \mathbf { N } ^ { * }$ and draw successively and with replacement two integers $p$ and $q$ according to a uniform distribution on $\llbracket 1 , n \rrbracket$. Using the result $H_n \sim \ln n$ as $n \to +\infty$, show that $$\mathbf { P } \left( A _ { n } \cup B _ { n } \right) \sim \frac { \ln n } { n } \quad ( n \rightarrow + \infty )$$
Let $Z$ be a random variable taking values in $\{ 0 , \ldots , M \}$. Show that: $$\mathbf { E } [ Z ] = \sum _ { ( s , i , r ) \in E } \left( \sum _ { k = 0 } ^ { M } k \mathbf { P } \left( Z = k \mid \left( \tilde { S } _ { n } , \tilde { I } _ { n } , \tilde { R } _ { n } \right) = ( s , i , r ) \right) \right) \mathbf { P } \left( \left( \tilde { S } _ { n } , \tilde { I } _ { n } , \tilde { R } _ { n } \right) = ( s , i , r ) \right).$$
29. If $\vec { E }$ and $\vec { F }$ are the complementary events of events $E$ and $F$ respectively and if $0 < \mathrm { P } ( \mathrm { F } ) < 1$, then. (A) $\quad P ( E / F ) + P ( \vec { E } / F ) = 1$ (B) $\quad P ( E / F ) + P ( E / \vec { F } ) = 1$ (C) $\mathrm { P } ( \vec { E } / \mathrm { F } ) + \mathrm { P } ( \mathrm { E } / \vec { F } ) = 1$ (D) $\quad \mathrm { P } ( \mathrm { E } / \vec { F } ) + \mathrm { P } ( \vec { E } / \vec { F } ) = 1$