Scribd
Upload
40 views3 pages

Probability: Event Spaces and Sample Spaces

1. The document discusses probability and introduces key concepts like sample spaces, event spaces, and axioms of probability. It defines a sample space as the set of all possible outcomes of an experiment and an event space as a subset of outcomes we assign meaning to. 2. It presents three axioms of probability: probabilities are between 0 and 1, the probability of the sample space is 1, and the probability of mutually exclusive events sums to the probability of their union. 3. It also discusses identities for probability, including that the probability of the complement of an event is 1 minus the probability of the event, and that if one event is a subset of another, its probability is lower.

Uploaded by

Mohammad Aslam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
40 views3 pages

Probability: Event Spaces and Sample Spaces

1. The document discusses probability and introduces key concepts like sample spaces, event spaces, and axioms of probability. It defines a sample space as the set of all possible outcomes of an experiment and an event space as a subset of outcomes we assign meaning to. 2. It presents three axioms of probability: probabilities are between 0 and 1, the probability of the sample space is 1, and the probability of mutually exclusive events sums to the probability of their union. 3. It also discusses identities for probability, including that the probability of the complement of an event is 1 minus the probability of the event, and that if one event is a subset of another, its probability is lower.

Uploaded by

Mohammad Aslam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

– 1–

Will Monroe Lecture Notes #3


CS 109 June 28, 2017
Probability
Handout by Chris Piech

It is that time in the quarter (it is still Week 1) when we get to talk about probability. We are again
going to build this up from first principles. We will heavily use the rules of counting that we learned
earlier this week.

Event Spaces and Sample Spaces


A sample space, S, is the set of all possible outcomes of an experiment. For example:
1. Coin flip: S = {Heads, Tails}
2. Flipping two coins: S = {(H, H), (H, T ), (T, H), (T, T )}
3. Roll of 6-sided die: S = {1, 2, 3, 4, 5, 6}
4. Number of emails in a day: S = {x | x ∈ Z, x ≥ 0} (non-negative integers)
5. Number of Netflix hours in a day: S = {x | x ∈ R, 0 ≤ x ≤ 24}
An event space, E, is some subset of S that we ascribe meaning to. In set notation, E ⊆ S.
1. Coin flip is heads: E = {Heads}
2. ≥ 1 head on 2 coin flips: E = {(H, H), (H, T ), (T, H)}
3. Roll of die is 3 or less: E = {1, 2, 3}
4. Number of emails in a day ≤ 20: E = {x | x ∈ Z, 0 ≤ x ≤ 20}
5. “Wasted day” (≥ 5 Netflix hours): E = {x | x ∈ R, 5 ≤ x ≤ 24}
We say that an event E occurs when the outcome of the experiment is one of the outcomes in E.

Probability
In the 20th century, people figured out one way to define what a probability is:
n(E)
P(E) = lim
n→∞ n

In English this reads: say you perform n trials of an experiment. The probability of a desired event
E is the ratio of trials that result in an outcome in E to the number of trials performed (in the limit
as your number of trials approaches infinity).
You can also give other meanings to the concept of a probability, however. One common meaning
ascribed is that P(E) is a measure of the chance of E occurring.
I often think of a probability in another way: I don’t know everything about the world. As a result I
have to come up with a way of expressing my belief that E will happen given my limited knowledge.
This interpretation acknowledges that there are two sources of probabilities: natural randomness
and our own uncertainty.
– 2–

Axioms of Probability
Here are some basic truths about probabilities:

Axiom 1: 0 ≤ P(E) ≤ 1
Axiom 2: P(S) = 1
Axiom 3: If E and F mutually exclusive (E ∩ F = ∅), then P(E) + P(F) = P(E ∪ F)

You can convince yourself of the first axiom by thinking about the definition of probability above:
when performing some number of trials of an actual experiment, it is not possible to get more
occurrences of the event than there are trials (so probabilities are at most 1), and it is not possible
to get less than 0 occurrences of the event (so probabilities are at least 0).
The second axiom makes intuitive sense as well: if your event space is the same as the sample space,
then each trial must produce an outcome from the event space. Of course, this is just a restatement
of the definition of the sample space; it is sort of like saying that the probability of you eating cake
(event space) if you eat cake (sample space) is 1.

Provable Identities of Probability


Identity 1:

P(E c ) = 1 − P(E) ( = P(S) − P(E))

Identity 2:

If E ⊆ F, then P(E) ≤ P(F)

Identity 3:

P(E ∪ F) = P(E) + P(F) − P(EF)

General Inclusion-Exclusion Identity:


[ n n
X X
P * Ei =
+ (−1)r+1 P(Ei1 Ei2 ...Eir )
, i=1 - r=1 i 1 <···<i r

This last rule is somewhat complicated, but the notation makes it look far worse than it is. What we
are trying to find is the probability that any of a number of events happens. The outer sum loops
over the possible sizes of event subsets (that is, first we look at all single events, then pairs of events,
then subsets of events of size 3, etc.). The “-1” term tells you whether you add or subtract terms
with that set size. The inner sum sums over all subsets of that size. The less-than signs ensure that
you don’t count a subset of events twice, by requiring that the indices i 1, . . . , ir are in ascending
order.
Here’s how that looks for three events (E1 , E2 , E3 ):
P(E1 ∪ E2 ∪ E3 ) = P(E1 ) + P(E2 ) + P(E3 )
− P(E1 E2 ) − P(E1 E3 ) − P(E2 E3 )
+ P(E1 E2 E3 )
– 3–

Equally Likely Outcomes


Some sample spaces have outcomes that are all equally likely. We like those sample spaces; they
make it simple to compute probabilities. Examples of sample spaces with equally likely outcomes:
1. Coin flip: S = {Heads, T ails}
2. Flipping two coins: S = {(H, H), (H, T ), (T, H), (T, T )}
3. Roll of 6-sided die: S = {1, 2, 3, 4, 5, 6}

Probability with equally likely outcomes: For a sample space S in which all outcomes are equally
likely,
1
P(Each outcome) =
|S|
and for any event E ⊆ S,
number of outcomes in E |E|
P(E) = =
number of outcomes in S |S|

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy