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Chapter 2

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12 views40 pages

Chapter 2

Uploaded by

Vasanth Kattamuri
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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AMS 507

CHAPTER 2.AXIOM OF PROBABILITY


WEIHAO WANG
2.1 INTRODUCTION

¡ In this chapter, we introduce the concept of the probability of an event


and then show how probabilities can be computed in certain situations.
As a preliminary, however, we need to discuss the concept of the
sample space and the events of an experiment.
2.2 SAMPLE SPACE AND EVENTS

¡ Def. Sample Space (S):The set of all possible outcomes of the


experiment
¡ Def. Event:A set of outcomes contained in S
¡ If A is an event, then A ⊂ S.
A
A ⊂ B means that if x ∈ then x ∈ B.
A = B means A ⊂ B and B ⊂ A.
EXAMPLE 2.2.1

(a) Tossing a coin twice: S =


1. The event of getting exactly one head: (H,T),(T,H)

2. The event that at least one of the flips results in a head: (H,T),(T,H),(H,H)

(b) Tossing a die: S =


1. The outcome is an odd number: (1,3,5)

2. The outcome is less than 4: (1,2,3)

3. The outcome is 3: (3)


Roll two dice, and record the sum.Then the sample space S =
SET OPERATIONS

¡ Union of two events A and B (A ∪ B;A or B):


The event consisting of all outcomes that are
either in A or B or both.
¡ 𝐴 ∪ 𝐵 = {𝑥: 𝑥 ∈ A 𝑜𝑟 𝑥 ∈ 𝐵}
SET OPERATIONS

¡ Intersection of two events A and B (A ⋂ B;A


and B):The event consisting of all outcomes
that are in both A and B.
¡ 𝐴⋂𝐵 = {𝑥: 𝑥 ∈ A 𝑎𝑛𝑑 𝑥 ∈ 𝐵}
SET OPERATIONS

¡ Complement (AC): not A


¡ Ac = {𝑥: 𝑥 ∉ A }
EXAMPLE 2.2.2

¡ Tossing a coin twice


A:Tail at the second toss
B:At least one head
A = {HT,TT}, B = {HH, HT,TH}
A∪B =
A⋂B =
AC =
BC =
PROPERTIES OF SET OPERATION

¡ Commutative laws: ¡ Distributive laws:


1. E∪F = F∪E 1. (E∪F)⋂G = (E⋂G)∪(F⋂G)
2. E⋂F = F⋂E 2. (E⋂F)∪G = (E∪G)⋂(F∪G)
¡ Associative laws:
1. (E∪F)∪G = E∪(F∪G)
2. (E⋂F)⋂G = E⋂(F⋂G)
PROPERTIES OF SET OPERATION

Prove the 3 properties of set operations


EXAMPLE 2.2.3

!
¡ Let S = (0,1] and Ai = [ , 1], I = 1,2,….Then
"
¡ ⋃$
"#! 𝐴" = (0,1]
ask chatgpt

¡ ⋂$
"#! 𝐴" =
{1}
DE MORGAN’S LAW

DE MORGAN’S LAW
it helps calculate the probability of events that are complementary (e.g., finding the probability of at least one event happening by
taking the complement of none happening).
EXAMPLE 2.2.2 (REVISITED)

¡ Tossing a coin twice


A:Tail at the second toss
B:At least one head
A = {HT,TT}, B = {HH, HT,TH}
(A∪B) C = ∅= AC ⋂ BC
where ∅ is the empty set
(A⋂B) C = AC∪BC
MUTUALLY EXCLUSIVE EVENTS

¡ A and B are mutually exclusive (disjoint)


if A and B have no outcomes in common.
EXAMPLE 2.2.2 (CONTINUED)

¡ Tossing a coin twice


A:Tail at the second toss
B:Two heads
A: B:
A and B are disjoint.
EXAMPLE 2.2.4

! !
¡ Let Ai = [ , ), i = 1,2,….Then
"%! "

⋃$
"#! 𝐴" =
ask chatgpt already we
¡ (0,1) have a chat for this
named

$
¡ ⋂"#! 𝐴" = phi
"Probability chapter 2
ppt slides explaination"
PARTITION

¡ Def. If A1,A2,… are disjoint and ⋃$


"#! 𝐴" = S, then A1,A2,… form a
partition of S.
! !
¡ From example 2.2.4,A1,A2,…, where Ai = [ , )
"%! "
form a partition of (0,1).
ask chatgpt
2.3 AXIOMS OF PROBABILITY

¡ Probability Axioms:
1. P(A) ≥ 0
2. P(S) = 1
3. For any mutually exclusive (pairwise disjoint) events A1,A2,…,
P(⋃$ 𝐴
"#! " ) = ∑ $
"#! 𝑃(𝐴" )
EXAMPLE 2.3.1

Tossing a fair coin: S = {H,T}


P(H) = P(T) =
P(S) = P(H) + P(T)
EXAMPLE 2.3.2

Tossing two balanced coins:


S = {HH, HT,TH,TT}
P(S) =
Let A be the event of obtaining at least one tail.
Then
A=
P(A) =
EXAMPLE 2.3.3

Tossing a fair coin until a tail is obtained


S = {T, HT, HHT, …}
P(S) = see in gpt
2.4 SOME SIMPLE PROPOSITIONS

Theorem 2.4.1 If P is a probability function and A ⊂ S, then


1. P(∅) = 0
2. 1≥ P(A) ≥ 0
3. P(Ac) = 1-P(A)
2.4 SOME SIMPLE PROPOSITIONS

Theorem 2.4.2 If P is a probability function and A∈S and B∈S, then


1. P(B⋂Ac) = P(B) – P(A⋂B)
2. P(A∪B) = P(A) + P(B) - P(A⋂B)
3. A⊂B then P(B) ≥ P(A)
2.4 SOME SIMPLE PROPOSITIONS

P(E ∪ F ∪ G)
= P(E) + P(F) − P(EF) + P(G) − P(EG ∪ FG)
= P(E) + P(F) − P(EF) + P(G) − P(EG) − P(FG) + P(EGFG)
= P(E) + P(F) + P(G) − P(EF) − P(EG) − P(FG) + P(EFG)

see in chatgpt chat


2.4 SOME SIMPLE PROPOSITIONS
EXAMPLE 2.4.1

Let 80% of freshmen in a college take statistics, 50% take physics and 40%
take both statistics and physics.
1. What is the probability of taking at least one of these courses?
2. What is the probability of taking only one of these courses?
EXAMPLE 2.4.2

Suppose we know that P(A) = 0.2 and P(B) = 0.6.


1. What is the largest possible value of P(A⋂B)?
2. What is the largest possible value of P(A∪B)?
always P(AB) max =P(A)+P(B)

3. What is the smallest possible value of P(A⋂B)?


always P(AB) min =0

4. What is the smallest possible value of P(A∪B)?


EXAMPLE 2.4.3

Suppose we know that P(A) = 0.7 and P(B) = 0.6.


1. What is the largest possible value of P(A⋂B)?
2. What is the largest possible value of P(A∪B)?
3. What is the smallest possible value of P(A⋂B)? see notes

4. What is the smallest possible value of P(A∪B)?


2.5 EQUALLY LIKELY OUTCOMES

If there are n equally likely outcomes, and s are labeled success, then the
probability of a successful outcome is given as s/n.
Suppose that each outcome of S={a1,a2,a3,…, an} is ‘equally likely’ (meaning
that P({ai})= P({aj}) for each i ≠ j)
Then, from the axioms of probability , we get that
𝐸
𝑃 𝐸 =
𝑆
EXAMPLE 2.5.1

Tossing a fair die: S = {1,2,3,4,5,6}


Probability of getting an odd number A = {1,3,5} is
P(A) =
EXAMPLE 2.5.2

Probability of drawing a king from a deck of 52 cards:


Let A = {king}.Then
P(A) =
EXAMPLE 2.5.3

Tossing a fair die twice


Let A = {sum of the number is 6} = {(1,5), (2,4), (3,3), (4,2), (5,1)}.
The probability of A is
P(A) =
EXAMPLE 2.5.4

A committee has 8 male members and 12 female members. Choose 5


representatives in this committee at random. Let Di = {exactly i of the 5
representatives are females}, i=0, 1, …, 5.
1. Probability that exactly 3 of the 5 representatives are females?
2. Probability that at least 3 of the 5 representatives are females?
from here see chatgpt chat
EXTRA 1.

¡ In the game of bridge, the entire deck of 52 cards is dealt out to 4


players. What is the probability that:
¡ (a) One of the players receives all 13 spades?
(b) Each player receives exactly 1 ace?
EXTRA 2.

¡ A total of 36 members of a club play tennis, 28 play squash, and 18 play


badminton. Additionally, 22 members play both tennis and squash, 12 play
both tennis and badminton, 9 play both squash and badminton, and 4 play
all three sports.
¡ How many members of the club participate in at least one of these three
sports?
EXTRA 3.

¡ If two dice are rolled, what is the probability that the sum of the
upturned faces will equal 7?
EXTRA 4.

¡ Suppose that in a 7-horse race, you believe that each of the first 2 horses
has a 20 percent chance of winning, horses 3 and 4 each have a 15
percent chance, and the remaining 3 horses have a 10 percent chance
each. Would it be better for you to wager at even money that the winner
will be one of the first three horses or to wager, again at even money,
that the winner will be one of the horses 1, 5, 6, and 7?
EXTRA 5.

¡ Suppose that A and B are mutually exclusive events for which P(A) = .3
and P(B) = .5. What is the probability that
¡ (a) either A or B occurs?
¡ (b) A occurs but B does not?
¡ (c) both A and B occur?
EXTRA 6.

¡ Suppose that you are playing blackjack against a dealer. In a freshly


shuffled deck, what is the probability that neither you nor the dealer is
dealt a blackjack?
HOMEWORK 2

¡ Chapter 2
¡ Problems: 38, 43, 45, 54
¡ Theoretical Exercises: 5, 9, 15, 19

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