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    AMS 507, Lecture 3: E E E E

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    Rasheeda Ramsingh
    This document summarizes key concepts in probability theory: 1. It defines sample spaces as the set of all possible outcomes of an experiment, and events as any subset of a sample space. 2. The three axioms of probability theory are presented: probabilities are non-negative, the probability of the sample space is 1, and the probability of mutually exclusive events sums their individual probabilities. 3. Several probability properties are outlined, including the addition rule, complement rule, and inclusion-exclusion principle for calculating probabilities of unions of events. 4. An example problem demonstrates calculating probabilities using a Venn diagram or contingency table to account for relationships between events.

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    AMS 507, Lecture 3: E E E E

    Uploaded by

    Rasheeda Ramsingh
    28 views2 pages
    This document summarizes key concepts in probability theory: 1. It defines sample spaces as the set of all possible outcomes of an experiment, and events as any subset of a sample space. 2. The three axioms of probability theory are presented: probabilities are non-negative, the probability of the sample space is 1, and the probability of mutually exclusive events sums their individual probabilities. 3. Several probability properties are outlined, including the addition rule, complement rule, and inclusion-exclusion principle for calculating probabilities of unions of events. 4. An example problem demonstrates calculating probabilities using a Venn diagram or contingency table to account for relationships between events.

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    This document summarizes key concepts in probability theory: 1. It defines sample spaces as the set of all possible outcomes of an experiment, and events as any subset of a sample space. 2. The three axioms of probability theory are presented: probabilities are non-negative, the probability of the sample space is 1, and the probability of mutually exclusive events sums their individual probabilities. 3. Several probability properties are outlined, including the addition rule, complement rule, and inclusion-exclusion principle for calculating probabilities of unions of events. 4. An example problem demonstrates calculating probabilities using a Venn diagram or contingency table to account for relationships between events.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    28 views2 pages

    AMS 507, Lecture 3: E E E E

    Uploaded by

    Rasheeda Ramsingh
    This document summarizes key concepts in probability theory: 1. It defines sample spaces as the set of all possible outcomes of an experiment, and events as any subset of a sample space. 2. The three axioms of probability theory are presented: probabilities are non-negative, the probability of the sample space is 1, and the probability of mutually exclusive events sums their individual probabilities. 3. Several probability properties are outlined, including the addition rule, complement rule, and inclusion-exclusion principle for calculating probabilities of unions of events. 4. An example problem demonstrates calculating probabilities using a Venn diagram or contingency table to account for relationships between events.

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    AMS 507, Lecture 3

    Fall Semester, 2021

    Example: Consider a set of n antennas of which m are defective and n-m are functional and assume that all
    of the defectives and all of the functionals are considered indistinguishable. How many linear orderings are
    there in which no two defectives are consecutive?

    Section 2.2: Sample Spaces and Events

    Sample Space: the set of all possible outcomes of an experiment.


    Events: any subset of a sample space
    n n n n
    There are two DeMorgan’s laws: ( Ei ) c =  Eic , and ( Ei ) c =  Eic .
    i =1 i =1 i =1 i =1
    Section 2.3 Axioms of Probability

    The axioms of probability theory

    1. For any event E, P( E ) ≥ 0.


    2. For the sample space S, P( S ) = 1.
    3. If {E1 , E 2 , E 3 ,} is a sequence of mutually exclusive events (that is events for
    ∞ ∞
    which Ei  E j = φ ), then P( E i ) =
    i =1
    ∑ P( E ).
    i =1
    i

    2.4 Some Simple Propositions

    Proposition 4.1. For any event E, P(Ec)=1-P(E).


    Proposition 4.2. If E⊆F, then P(E)≤P(F).
    Also, if E⊆F, then P(F-E)=P(FEc)=P(F)-P(E).
    Proposition 4.3. If E and F are any two events, P(E∪F)=P(E)+P(F)-P(EF).

    Boole’s (Bonferroni’s) Inequality


    If E and F are any two events, P(E∪F)≤P(E)+P(F).
    This is a crucial fact to have handy in applied statistical work.
    If E and F are any two events, P(E)=P(EF)+P(EFc).

    Odds in favor of an event A are r to s if P(A)=r/(r+s). Odds against an event A are r to s,


    if P(A)=s/(r+s). If P(A)=p, then the odds in favor of A are p to 1-p.

    Generalizations of probability of union of two events:


    If E1, E2, E3 are any three events, then
    P( E1  E 2  E3 ) = P( E1 ) + P( E 2 ) + P( E3 ) − P( E1 E 2 ) − P( E1 E3 ) − P( E 2 E3 ) + P( E1 E 2 E3 ).

    Example. A doctor has 520 patients, of which


    1. 230 are hypertensive (T)
    2. 185 are diabetic (D)
    3. 35 are hypochondriac (C) and diabetic
    4. 25 are all three
    5. 150 are none
    6. 140 are only hypertensive
    7. 15 are hypertensive and hypochondriac but not diabetic.

    Find the probability that the doctor’s next appointment is hypochondriac but neither
    diabetic nor hypertensive. Assume that appointments are all random. Answer 30/520.
    Solution by completing Venn Diagram or by laying out a 23 contingency table.

    Generalization is called the Inclusion-Exclusion Principle.

    Proposition 4.4:
    P( E1 ∪ E 2 ∪  ∪ E n ) =
    n

    ∑ P( E ) − ∑ P( E
    i =1
    i
    i1 <i2
    i1 Ei2 ) +  + (−1) r +1 ∑ P( E
    i1 <i2 <<ir
    i1 Ei2  Eir ) +  + (−1) n +1 P( E1 E 2  E n ).

    The summation ∑ P( E i1 Ei2  Eir ) is taken over all of the ( ) possible subsets of size
    n
    r
    i1 <i2 <<ir

    r of the set {1, 2, …, n}.

    2.5. Sample Spaces Having Equally Likely Outcomes

    Theorem. Let S be the sample space of an experiment. If S has N points that are all equally likely to occur,
    then for any event E of S,
    N (E)
    P( E ) = ,
    N
    where N(E) is the number of points of E.

    Example. A 5-card poker hand is said to be a full house if it consists of 3 of the same denomination and 2
    cards of the same denomination. (That is, a full house is three of a kind plus a pair.) What is the probability
    that one is dealt a full house?

    Example: The matching problem. Suppose that each of N men at a party throws his hat
    into the center of the room. The hats are first mixed up, and then each man randomly
    selects a hat. What is the probability that
    a) none of the men selects his own hat;
    b) exactly k of the men select their own hats?

    End of Handout

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