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Consider a probability space (Ω, F, Ρ) such that Ω is countable and F = 2Ω.

(i) Suppose that B1, B2,......... ω ∈ Ω is a sequence of independent events such that for all i, P[Bi] = 1/2. Show that for any n ≥ 1 and for any ω ∈ Ω, we have

P[{ω}] ≤ 1/2n

(ii) Using the result of part (i), show that it is impossible for such a sequence B1, B2, ......... ∈ F to exist!

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