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Sample Space and Events

The document defines key concepts in probability and statistics, including sample space, events, set operations, probabilities, conditional probabilities, independent events, and Bayes' formula. A sample space is the set of all possible outcomes, and an event is a subset of the sample space. Probabilities are assigned to events following three conditions: they are between 0 and 1, the probability of the sample space is 1, and probabilities of mutually exclusive events sum to the total probability. Conditional probability is the probability of one event given another event has occurred. Independent events have probabilities that are the product of their individual probabilities. Bayes' formula relates conditional and marginal probabilities.

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Anisah Nies
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70 views

Sample Space and Events

The document defines key concepts in probability and statistics, including sample space, events, set operations, probabilities, conditional probabilities, independent events, and Bayes' formula. A sample space is the set of all possible outcomes, and an event is a subset of the sample space. Probabilities are assigned to events following three conditions: they are between 0 and 1, the probability of the sample space is 1, and probabilities of mutually exclusive events sum to the total probability. Conditional probability is the probability of one event given another event has occurred. Independent events have probabilities that are the product of their individual probabilities. Bayes' formula relates conditional and marginal probabilities.

Uploaded by

Anisah Nies
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Sample Space and Events

Sample space: The set of all possible outcomes.


1. Roll a die: {1, 2, 3, 4, 5, 6}.
2. Flip a coin twice: {(H, H), (H, T ), (T, H), (T, T )}.
Event: A subset of the sample space.
1. Roll a die: the outcome is even {2, 4, 6}.
2. Flip a coin twice and the two results are different:
{(H, T ), (T, H)}.

Set operations
1. Union: E F : an outcome is in E F if it is either
in E or in F .
2. Intersection: E F , EF : an outcome is in EF if
it is in both E and F .
3. Mutually exclusive: E and F are mutually exclusive if EF = .
(a) Roll a die:
E1: outcome is below 3: {1, 2}
E2: outcome is above 4: {5, 6}
E1 E2 = .
4. Complement: E c: outcome that is not in E.

Probabilities
Sample space S, event E.
The probability of event E is a number P (E) assigned
to E that satisfies the following conditions:
1. 0 P (E) 1.
2. P (S) = 1.
3. For any sequence of events E1, E2, ..., which are
mutually exclusive,
that is EnEm = for any n 6=
P

m, P (
E
)
=
n
n=1
n=1 P (En ).

Compute Probabilities:
1. Roll a fair die, 6 equally likely outcomes: {1, 2, 3, 4, 5, 6}
P ({1}) = 1/6, P ({2}) = 1/6, ..., P ({6}) = 1/6 .
2. E: the outcome is even. P (E) =?:
P (E) = P ({2, 4, 6}) = P ({2})+P ({4})+P ({6}) = 1/2 .
Properties:
1. P (E) + P (E c) = 1.
2. Any event E and F (may not be mutually exclusive):
P (E F ) = P (E) + P (F ) P (EF )
Proof:
Let A = EF , B = E A, C = F A. Then
E = B A, F = C A, E F = B C A.
Note A, B, C are mutually exclusive.
P (E F )
= P (B) + P (C) + P (A)
= (P (B) + P (A)) + (P (C) + P (A)) P (A)
= P (E) + P (F ) P (EF )

Conditional Probability
Given one event has occurred, what is the probability
that another event occurs? Let F be given, then the
conditional probability of E is P (E | F ).
Example: Flip a coin twice.
S = {(H, H), (H, T ), (T, H), (T, T )}.
F : the first flip is H.
F = {(H, H), (H, T )}, P (F ) = 1/2.
E: the two flips are not both H.
E = {(H, T ), (T, T ), (T, H)}, P (E) = 3/4.
If F occurs, in order for E to occur, the second flip
has to be T . Since the coin is fair P (E|F ) = 1/2.
Definition:

P (EF )
.
P (E|F ) =
P (F )
Example: the above coin flip setup.
P (EF ) P ({(H, T )}) 1/4
=
=
= 1/2 .
P (E|F ) =
P (F )
P (F )
1/2

Independent Events
Definition: Two events E and F are independent if
P (EF ) = P (E)P (F ).
Equivalently: P (E|F ) = P (E), P (F |E) = P (F ).
Distinguish independent and mutually exclusive:
Independent: P (EF ) = P (E)P (F ).
E and F mutually exclusive: EF = , P (EF ) =
0. P (E F ) = P (E) + P (F ).
Extension to n events: E1, E2, ..., En are independent
if for any subset E1 , E2 , ..., Er , r n,
P (E1 E2 Er ) =

r
Y

P (Ei )

i=1

Independent trials: A sequence of experiments with


results being either a success or a failure, and the
experiments are independent.

Bayes Formula
Total probability formula:
Suppose events F1, F2, ..., Fn are mutually exclusive
and ni=1Fi = S. Given any event E, we have
P (E) =

n
X

P (FiE) =

i=1

n
X

P (Fi)P (E | Fi)

i=1

Bayes formula:
Suppose events F1, F2, ..., Fn are mutually exclusive
and ni=1Fi = S. Given any event E:
P (Fi)P (E | Fi)
P
P (Fi | E) = n
j=1 P (Fj )P (E | Fj )

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