1.2 The Algebra of Sets

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Study Guide 1.

2
The Algebra of Sets

Textbook Reference: Section 2.2 on pages 21-25


Lecture Video:https://youtu.be/BDUDNRsDZhw

Associated with events defined on a sample space are several operations collec-
tively referred to as the algebra of sets. These are the rules that govern the ways in
which one event can be combined with one another. In all of the following opera-
tions, the events A and B belong to a fixed sample space S.

Operation Notation Definition


Intersection of A and B A∩B The intersection of A and B is the
event whose sample points
belong to both A and B.
Union of A and B A∪B The union of A and B is
the event whose sample points
belong to either A or B or both.
Complement of A Ac The complement of A is the
event consisting of all the sample
points in S other than those
contained in A.
The intersection and union operations can be extended to more than two sets.
If E1 , E2 , ... , Ek are events defined over the same sample space, then
[k
• Ei = E1 ∪ E2 ∪ E3 ∪ ... ∪ Ek denotes the event in which at least one of the
i=1
events Ei , 1 ≤ i ≤ k, occurs; and
\k
• Ei = E1 ∩ E2 ∩ E3 ∩ ... ∩ Ek represents the event that occurs only when all of
i=1
the events Ei , 1 ≤ i ≤ k occur.
Definition 1. The cardinality of a finite sample space S is the number of sample
points in the sample space S. We denote the cardinality of S as |S|. Similarly, |A|
represents the number of sample points in a finite event A.
Definition 2. If events A and B belonging to the same sample space have no sample
points in common–that is, if A∩B = ∅, then events A and B are said to be mutually
exclusive (or disjoint). A set of events {E1 , E2 , ... , Ek } are called mutually exclu-
sive (or pairwise disjoint) if and only if every pair of events is mutually exclusive, i.e.
Ei ∩ Ej = ∅ for all i 6= j.

The operations mentioned above satisfy many useful relations between events.
For the following relations, the events A, B, C , E1 , E2 , ... , Ek are defined over a fixed
sample space S.

1
1. (Ac )c = A
2. A ∪ Ac = S
3. A ∩ Ac = ∅
4. Commutative laws
A∪B =B ∪A
A∩B =B ∩A
5. Associative laws
A ∪ (B ∪ C ) = (A ∪ B) ∪ C
A ∩ (B ∩ C ) = (A ∩ B) ∩ C
6. Distributive laws
(A ∩ B) ∪ C = (A ∪ C ) ∩ (B ∪ C )
(A ∪ B) ∩ C = (A ∩ C ) ∪ (B ∩ C )
7. De Morgan’s first law
(A ∪ B)c = Ac ∩ B c
k
!c k
[ \
Ei = Eic
i=1 i=1
8. De Morgan’s second law
(A ∩ B)c = Ac ∪ B c
k
!c k
\ [
Ei = Eic
i=1 i=1
These and similar identities are usually proved formally by the elementwise
method. The idea is to show that the events on both sides of the equation are
formed of the same sample points. To use this method, we prove set inclusion in
both directions. That is, sample points belonging to the event on the left also be-
long to the event on the right, and vice versa. We use this method in the following
example.
Example 3. Prove De Morgan’s first law: for A and B belonging to the same sample
space S, (A ∪ B)c = Ac ∩ B c .
Proof. First we show that (A ∪ B)c ⊆ Ac ∩ B c ; then we prove the reverse inclusion
Ac ∩ B c ⊆ (A ∪ B)c . To show that (A ∪ B)c ⊆ Ac ∩ B c , let x be a sample point
that belongs to (A ∪ B)c . Thus,

x ∈ (A ∪ B)c ⇒ x ∈
/ A∪B
⇒x ∈
/ A and x ∈
/B
⇒ x ∈ Ac and x ∈ B c

2
⇒ x ∈ Ac ∩ B c
We have shown that (A∪B)c ⊆ Ac ∩B c . To prove the reverse inclusion, suppose
x ∈ Ac ∩ B c . Therefore,

x ∈ Ac ∩ B c ⇒ x ∈ Ac and x ∈ B c
⇒x ∈
/ A and x ∈
/B
⇒x ∈
/ A∪B
⇒ x ∈ (A ∪ B)c
Thus, Ac ∩ B c ⊆ (A ∪ B)c . This proves De Morgan’s first law.

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