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1. The document outlines lecture notes from an 18.05 probability and statistics class, covering topics like the classical, subjective, and frequency interpretations of probability, sample spaces, events, and properties of probability. 2. It defines key probability concepts like sample space, events, and probability distributions, and gives examples to illustrate these concepts. 3. The notes also summarize common set operations used in probability like union, intersection, complement, difference and symmetric difference, and list properties of these operations.

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129 views3 pages

Properties

1. The document outlines lecture notes from an 18.05 probability and statistics class, covering topics like the classical, subjective, and frequency interpretations of probability, sample spaces, events, and properties of probability. 2. It defines key probability concepts like sample space, events, and probability distributions, and gives examples to illustrate these concepts. 3. The notes also summarize common set operations used in probability like union, intersection, complement, difference and symmetric difference, and list properties of these operations.

Uploaded by

abhi_bhatye
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© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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18.

05 Spring 2005 Lecture Notes

18.05 Lecture 1
February 2, 2005

Required Textbook - DeGroot & Schervish, “Probability and Statistics,” Third Edition
Recommended Introduction to Probability Text - Feller, Vol. 1

§1.2-1.4. Probability, Set Operations.


What is probability?

• Classical Interpretation: all outcomes have equal probability (coin, dice)


• Subjective Interpretation (nature of problem): uses a model, randomness involved (such as weather)
– ex. drop of paint falls into a glass of water, model can describe P(hit bottom before sides)
– or, P(survival after surgery)- “subjective,” estimated by the doctor.

• Frequency Interpretation: probability based on history

– P(make a free shot) is based on history of shots made.

Experiment ↔ has a random outcome.


1. Sample Space - set of all possible outcomes.
coin: S={H, T}, die: S={1, 2, 3, 4, 5, 6}
two dice: S={(i, j), i, j=1, 2, ..., 6}

2. Events - any subset of sample space


ex. A √ S, A - collection of all events.

3. Probability Distribution - P: A ↔ [0, 1]


Event A √ S, P(A) or Pr(A) - probability of A

Properties of Probability:
1. 0 ← P(A) ← 1
2. P(S) = 1
3. For disjoint (mutually exclusive) events A, B (definition ↔ A ∞ B = ≥)
P(A or B) = P(A) + P(B) - this can be written for any number of events.
For a sequence of events A1 , ..., An , ... all disjoint (Ai ∞ Aj = ≥, i ∈= j):
∗
� ∗
�
P( Ai ) = P(Ai )
i=1 i=1

which is called “countably additive.”

If continuous, can’t talk about P(outcome), need to consider P(set)

Example: S = [0, 1], 0 < a < b < 1.

P([a, b]) = b − a, P(a) = P(b) = 0.

1
Need to group outcomes, not sum up individual points since they all have P = 0.

§1.3 Events, Set Operations

Union of Sets: A ⇒ B = {s ⊂ S : s ⊂ A or s ⊂ B}

Intersection: A ∞ B = AB = {s ⊂ S : s ⊂ A and s ⊂ B}

Complement: Ac = {s ⊂ S : s ⊂
/ A}

/ B} = A ∞ B c
Set Difference: A \ B = A − B = {s ⊂ S : s ⊂ A and s ⊂

2
Symmetric Difference: (A ∞ B c ) ⇒ (B ∞ Ac )

Summary of Set Operations:


1. Union of Sets: A ⇒ B = {s ⊂ S : s ⊂ A or s ⊂ B}
2. Intersection: A ∞ B = AB = {s ⊂ S : s ⊂ A and s ⊂ B }
3. Complement: Ac = {s ⊂ S : s ⊂/ A}
4. Set Difference: A \ B = A − B = {s ⊂ S : s ⊂ A and s ⊂ / B} = A ∞ B c
5. Symmetric Difference:

A⇔B = {s ⊂ S : (s ⊂ A and s ⊂ / B ) or (s ⊂ B and s ⊂


/
A)} =
(A ∞ B c ) ⇒ (B ∞ Ac )

Properties of Set Operations:


1. A ⇒ B = B ⇒ A
2. (A ⇒ B) ⇒ C = A ⇒ (B ⇒ C)
Note that 1. and 2. are also valid for intersections.
3. For mixed operations, associativity matters:

(A ⇒ B) ∞ C = (A ∞ C) ⇒ (B ∞ C)

think of union as addition and intersection as multiplication: (A+B)C = AC + BC

4. (A ⇒ B)c = Ac ∞ B c - Can be proven by diagram below:

Both diagrams give the same shaded area of intersection.

5. (A ∞ B)c = Ac ⇒ B c - Prove by looking at a particular point:


s ⊂ (A ∞ B)c = s ⊂
/ (A ∞ B)
s⊂ / B = s ⊂ Ac or s ⊂ B c
/ A or s ⊂
s ⊂ (Ac ⇒ B c )
QED

** End of Lecture 1

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