\
|
=
=
|
|
.
|
\
|
1 1 i
c
i
c
i
i
E E
n
i
c
i
c
n
i
i
E E
0 0 = =
=
|
|
.
|
\
|
=
=
|
|
.
|
\
|
1 1 i
c
i
c
i
i
E E
13
Proof of DeMorgans Laws
c c c
F E F E _ ) (
c c c
F E F E _ ) (
c
F E x Let ) ( e
) ( F E x Then e
F x and E x So e e ,
) ( ,
c c
F E x Hence e
c c
F E x Let e
c c
F x and E x Then e e
F x and E x So e e ,
F E x Therefore e ,
c
F E x Thus ) ( , e
14
3. Axioms of Probability
Axioms of Probability:
Let S be the sample space of a random phenomenon.
Suppose that to each event A of S. a number denoted by
P(A), is associated with A. If P satisfies the following axioms,
then it is called a probability and the number P(A) is said to
be the probability of A.
P(A) > 0 for any event A.
P(S) = 1 where S is the sample space.
If {A
i
}, i=1,2,, is a sequence of mutually exclusive
events (that is, A
i
A
j
=| for all i=j), then
=
=
1
1
) ( ) (
i
i i
i
A P A P
15
3. Axioms of Probability
Theorem 1.1
The probability of the empty set P(|)=0.
16
3. Axioms of Probability
Theorem 1.2
If {A
i
}, i=1,2,n, are mutually exclusive (that
is, A
i
A
j
=| for all i=j), then
=
=
=
n
i
i i
n
i
A P A P
1
1
) ( ) (
17
Examples
Flipping a fair or unbiased Coin
Events
Sample space, S
Probability on sample space and events.
Probability on unbiased coin.
Probability on biased coin.
18
3. Axioms of Probability
Theorem 1.3
Let S be the sample space of an experiment. If
S has N points that are all equally likely occur,
then for any event A of S,
where N(A) is the number of points of A.
Example
Flipping a fair coin three times and A be the
event at least two heads.
N
A N
A P
) (
) ( =
19
Proof on Theorem 1.3
20
Examples
21
Solutions
22
4. Basic Theorems
Theorem 1.4
Theorem 1.5
Corollary
then B A If , _
) ( ) ( ) ( ) ( A P B P BA P A B P
c
= =
). ( 1 ) ( , A P A P A event any For
c
=
) ( ) ( , B P A P then B A If s _
23
Proof
24
4. Basic Theorems
Theorem 1.6
Inclusion-Exclusion Principle
Theorem 1.7
). ( ) ( ) ( ) ( AB P B P A P B A P + =
). ( ) 1 ( ... ) (
) ( ) ( ) (
2 1
1
2
1
1
1 1
1
1 1 1 1
n
n
n
i
n
i j
n
j k
k j i
n
i
n
i j
j i
n
i
i
n
i
i
A A A P A A A P
A A P A P A P
+ +
=
+ = + =
= + = = =
) ( ) ( ) (
c
AB P AB P A P + =
25
4. Basic Theorems
S
A B
26
4. Basic Theorems
Ex 1.15 In a community of 400 adults, 300 bike or
swim or do both, 160 swim, and 120 swim and bike.
What is the probability that an adult, selected at
random from this community, bike?
Sol: A: event that the person swims
B: event that the person bikes
P(AUB)=300/400, P(A)=160/400,
P(AB)=120/400
P(B)=P(AUB)+P(AB)-P(A)
= 300/400+120/400-160/400=260/400= 0.65
27
4. Basic Theorems
Ex 1.16 A number is chosen at random from the
set of numbers {1, 2, 3, , 1000}. What is the
probability that it is divisible by 3 or 5(I.e. either
3 or 5 or both)?
Sol: A: event that the outcome is divisible by 3
B: event that the outcome is divisible by 5
P(AUB)=P(A)+P(B)-P(AB)
=333/1000+200/1000-66/1000
=467/1000
28
4. Basic Theorems
Inclusion-Exclusion Principle
29
4. Basic Theorems
Inclusion-Exclusion Principle
) ... ( ) 1 ( ... ) (
) ( ) ( ) ... (
2 1
1
2 1
n
n
k j i
j i i n
A A A P A A A P
A A P A P A A A P
+ +
=
30
4. Basic Theorems-- Examples
31
4. Basic Theorems-- Examples
(c.1)
32
4. Basic Theorems
Theorem 1.7 P(A) = P(AB) + P(AB
c
)
Proof:
) ( ) ( ) ( ) (
) (
c c
c
c c
AB P AB P AB AB P A P
exclusive mutually are AB and AB Since
AB AB B B A AS A
+ = =
= = =
33
Examples (c.2)
34
Continuous Functions
Let R denotes the set of all real numbers.
is called continuous at a point if
It is called continuous on R if it is continuous at all points.
Sequential Criterion
f(x) is continuous on R if and only if, for every convergent
sequence in R.
5. Continuity of Probability Functions
. : R R f
R ce
) ( ) ( lim c f x f
c x
=
) lim ( ) ( lim
n
n
n
n
x f x f
=
R ce
=1
} {
n n
x
35
5. Continuity of Probability Functions
Increasing Sequence of Events of Sample Space
=
=
1
lim
n
n
n
n
E E
=
=
1
lim
Applicable to the probability
density function ?
n
n
E
lim
n
n
E
lim
36
5. Continuity of Probability Functions
Theorem 1.8 Continuity of Probability Function
For any increasing or decreasing sequence of events,
{ }. lim ) ( lim
n
n
n
n
E P E P
=
37
Example
38
6. Probabilities 0 and 1
Not correct speculation
If E and F are events with probabilities 1 and 0, respectively, it
is not correct to say that E is the sample space and F is the
empty space.
Ex. P(1/3) in (0, 1).
39
7. Random Selection of Points
from Intervals
Randomly selected from an Interval
A point is said to be randomly selected from an interval
(a, b) if any two subintervals of (a, b) that have the same
length are equally likely to include the point. The probability
associated with the event that the subinterval (o, |) contains
the point is defined to be (|-o)/(b-a).