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Advanced Topic1

The document reviews key concepts in probability including sample spaces, events, unions, intersections, complements, probabilities of events, conditional probabilities, independence, total probability, and Bayes' rule. It provides examples and explanations of each concept.

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5 views67 pages

Advanced Topic1

The document reviews key concepts in probability including sample spaces, events, unions, intersections, complements, probabilities of events, conditional probabilities, independence, total probability, and Bayes' rule. It provides examples and explanations of each concept.

Uploaded by

Huyền 可爱的公主 Đỗ
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© © All Rights Reserved
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GENERAL PROBABILITY

REVIEW
• The sample space S of an experiment (whose outcome is uncertain) is
the set of all possible outcomes of the experiment.
• Any subset E of the sample space S is known as an event; i.e. an event
is a set consisting of possible outcomes of the experiment.
• Given events E and F, E ∪ F is the set of all outcomes either in E or F
or in both E and F. E ∪ F occurs if either E or F occurs. E ∪ F is the
union of events E and F.
• If 𝐸𝑖 𝑖≥1 are events then the union is denoted ∪∞ 𝑖=1 𝐸𝑖 it is the event
which consists of all the outcomes in 𝐸𝑖 𝑖≥1
REVIEW
• Given events E and F, E ∩ F is the set of all outcomes which are both
in E and F. E ∩ F is also denoted EF and is called the intersection of E
and F
• If 𝐸𝑖 𝑖≥1 are events then the intersection is denoted ∩∞ 𝑖=1 𝐸𝑖 : it is the
event which consists of the outcomes which are in all of the events
𝐸𝑖 𝑖≥1 .
• Given 2 events E and F. If EF = ∅, then E and F are said to be mutually
exclusive.
REVIEW
• For any event E, we define the new event 𝐸 𝑐 (or ~E or 𝐸), referred to
as the complement of E, to consist of all outcomes in the sample
space S that are not in E. Hence we have
𝐸 ∪ 𝐸 𝑐 = S; E ∩ 𝐸 𝑐 = ∅
• For any two events E and F, we write E ⊂ F if all the outcomes of E are
in F.
REVIEW
• We say that a collection of events forms exhaustive outcomes, or that
this collection forms a partition of the probability space, if their
union is the entire probability space, and they are mutually exclusive.
• A1 , A2 ,…, An are called exhaustive events if

𝐴1 ∪ 𝐴2 ∪. . .∪ 𝐴𝑛 = 𝑆
𝐴𝑖 ∩ 𝐴𝑗 = ∅, 𝑖 ≠ 𝑗
REVIEW
(∪∞ 𝐸 ) 𝑐 =∩∞ 𝐸 𝑐
𝑖=1 𝑖 𝑖=1 𝑖

𝑐
(∩∞ 𝐸
𝑖=1 𝑖 ) 𝑐
=∪ ∞
𝐸
𝑖=1 𝑖
REVIEW
• Probabiliy is a function that assigns a number between 0 and 1 to
each event (0 ≤ P(E) ≤ 1), with the following defining properties
•P S =1
• P(∅) = 0
• For any sequence of mutually exclusive events Ei i≥1 , i.e Ei ∩ Ej =
∅ when i ≠ j, we have
∞

𝑃 ∪∞
𝑖=1 𝐸𝑖 = 𝑃(𝐸𝑖 )
𝑖=1
REVIEW
• 𝑃(𝐸 𝑐 ) = 1 − 𝑃(𝐸)
• If 𝐸 ⊂ 𝐹 then 𝑃 (𝐸) ≤ 𝑃(𝐹)
• 𝑃(𝐸 ∪ 𝐹) = 𝑃 (𝐸) + 𝑃 (𝐹) − 𝑃(𝐸 ∩ 𝐹)
• 𝑃(𝐸 ∪ 𝐹 ∪ 𝐺) = 𝑃 𝐸 + 𝑃 𝐹 + 𝑃 𝐺
− 𝑃(𝐸 ∩ 𝐹) − 𝑃 𝐸 ∩ 𝐺 − 𝑃 𝐹 ∩ 𝐺
+ 𝑃(𝐸 ∩ 𝐹 ∩ 𝐺)
EX1.1
EX1.2
EX1.3
EX1.3
EX1.4
EX1.5
EX1.6
EX1.7
REVIEW
• When the sample spaces has equally likely outcomes
for any event E,
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑖𝑛 𝐸 𝑛(𝐸)
𝑃 𝐸 = =
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑖𝑛 𝑆 𝑛(𝑆)
EX1.8
EX1.9
REVIEW
Conditional Probabilities: Consider an experiment with sample space 𝑆.
Let 𝐸 and 𝐹 be two events, then the conditional probability of 𝐸 given
𝐹 is denoted by 𝑃 (𝐸|𝐹) and satisfies if 𝑃 (𝐹) > 0

𝑃(𝐸 ∩ 𝐹)
𝑃 𝐸𝐹 =
𝑃(𝐹)
EX1.10
EX1.11
REVIEW
• Multiplicative rule: Let 𝐸1, 𝐸2, . . . , 𝐸𝑛 be a sequence of events, then we
have

𝑃 𝐸1 ∩ 𝐸2 ∩ ⋯ ∩ 𝐸𝑛
= 𝑃 𝐸1 . 𝑃 𝐸2 𝐸1 . 𝑃(𝐸3 |𝐸1 ∩ 𝐸2 ) … 𝑃(𝐸𝑛 |𝐸1 ∩ 𝐸2 ∩…∩ 𝐸𝑛−1 )
EX1.12
REVIEW
We say that two events 𝐸, 𝐹 are independent if
𝑃(𝐸 ∩ 𝐹) = 𝑃(𝐸) 𝑃(𝐹)

or equivalently
𝑃(𝐸|𝐹) = 𝑃(𝐸) and 𝑃 (𝐹|𝐸) = 𝑃(𝐹)

If 𝐸 and 𝐹 are independent then 𝐸 and 𝐹𝑐 are also independent


REVIEW
REVIEW
Three events 𝐸, 𝐹, and 𝐺 are said to be mutually independent if
• 𝑃(𝐸𝐹𝐺) = 𝑃(𝐸)𝑃(𝐹)𝑃(𝐺)
• 𝑃(𝐸𝐹) = 𝑃(𝐸)𝑃(𝐹)
• 𝑃(𝐸𝐺) = 𝑃(𝐸)𝑃(𝐺)
• 𝑃(𝐹𝐺) = 𝑃(𝐹)𝑃(𝐺)
EX1.13
EX1.14
REVIEW
Law of Total Probability

𝑃 𝐸 = 𝑃 𝐹 . 𝑃 𝐸 𝐹 + 𝑃 𝐹𝑐 . 𝑃 𝐸 𝐹𝑐
In general,
Assume ∪𝑛𝑖=1 𝐹𝑖 = 𝑆; 𝐹𝑖 ∩ 𝐹𝑗 = ∅, ∀𝑖 ≠ 𝑗, then

𝑛
𝑃 𝐸 = 𝑖=1 𝑃 𝐹𝑖 . 𝑃 𝐸 𝐹𝑖
EX1.15
REVIEW
Bayes’ Formula
𝑃 𝐹𝑗 . 𝑃 𝐸 𝐹𝑗
𝑃 𝐹𝑗 |𝐸 = 𝑛
𝑖=1 𝑃 𝐹𝑖 . 𝑃 𝐸 𝐹𝑖
EX1.16
EX1.17
EX1.18
EX1.19
EX1.20
EX1.21
EX1.22B
EX1.23D
EX1.24C
EX1.25A
EX1.26C
EX1.27E
EX1.28C
EX1.29C
EX1.30E
EX1.31B
EX1.32C
EX1.33B
EX1.34B
EX1.35B
HW1.1C
HW1.2B
HW1.3D
HW1.4E
HW1.5E
HW1.6D
HW1.7C
HW1.8D
HW1.9B
HW1.10C
HW1.11D
HW1.12D
HW1.13D
HW1.14C
HW1.15C

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