Probability Methods in Civil Engineering

Prof. Rajib Maity

Department of Civil Engineering
Indian Institute of Technology, Kharagpur
Lecture No. # 03
Set Theory and Set Operations

Hello there and welcome to the second lecture of our second module, random events. In
todays lecture, we will cover set theory and set operations, which is very important in
understanding the concept of probability theory. So in this class, we will know the
concept of set and different set operations, which will be useful to describe the different
probability of different set and subset of the outcome of a particular experiment.
(Refer Slide Time: 00:58)

First, we will know the definition of the set and set theory, basically a set is a collection
of physical or mathematical objects called as members or elements. So the elements of a
set do not require to have any similarity among them except that they belongs to the
same set. So, basically a set, if we want to define that, it is a collection of a particular
group of elements and those elements can be physical or mathematical in terms of
different outcomes of a particular experiment, if we think in the context of our
probability theory.

Now the set theory says the theory concerned with those properties of a set, which are
independent of the particular element belong to the set, so when we say set theory, those
theories are generally applicable to the whole set, it is not related to a particular element
of a set. So, the overall the set, what are the different operations that we can do, what are
the different theories that is applicable to the full set, and that consist that is, we call as
set theory.
(Refer Slide Time: 02:25)

So, with this, if we see that different examples, so if we start with our classical example
one for example, if we take a coin and if it is tossed twice, then the outcome of this
experiment can be: either the first and second both are head, or head-tail, or the first one
is tail and second one is head or both are tail. So the outcome of this events, that is the
full, all the collections of this experiment is one set. If an experiment is carried out to
determine the strength of concrete, in particularly in the civil engineering, then all the
experimental values, generally they form a set. In the other example of the stage height,
generally, we measure the stage height at a river gauging site, there if we take that the
river gauging site, if we take the stage height at a particular gauging site, then the all
possible values of the stage height form the set.
So, here you can see that these things can have any value depending on the feasible range
of the strength of the concrete depending on various factors its water cement ratio or the
time and type of curing and all these things, it can take any values. For this type of set,

we can say, whenever we are saying that the stage height, this is generally called, one
side it is bounded by 0, so physical or in the mathematically, it can take any value
starting from 0 to the plus infinity.
(Refer Slide Time: 04:11)

So, all this outcome if we take a total, this is generally this form, generally a set. There
are different properties that we will see now one after another, the first thing is that when
we say that both the sets are equal. So two sets are, we generally say, these are equal if
all the elements of one set belong to the other set and vice-versa. Here in this pictorial
representation, there are two sets are there; one is drawn by the red circle and another
one is drawn by the black circle, if we see that these are exactly same, so whatever the
entries that belongs to the red set, there are some red dots and the black dots and also
there are some So, all these dots belong to both the set S as well as set T. Now, so we
can say that this set S and set T are equal. In the example of the throwing a dice, it is
having the six different outputs, now if I say the one set is even and the outcome is even
number and if in other words, if I say the outcome consists of 2, 4 and 6, then we can say
that these two sets are equal.

(Refer Slide Time: 05:29)

This is very important which is known as the subset; a set S is a proper subset of another
set if we can designate that T when we say that all the elements of this set T belongs to
the former one that is S, but the opposite is not true, that is the vice versa is not correct.
So if you see this pictorial representation, this the bigger ellipse is the T set and inside
this there is another set, which is shown in a red circle, so this S belongs to this T, so this
S is known as the subset of this the larger set T.
So, in the example of the river gauging site if I say that the extreme values of the stage
height, then I can say that, if I say that all the stage height that is above say 10 meter or I
can say that another set, which takes all possible values. So, the all possible values
means that can take any value from 0 to whatever the feasible maximum available
height in the historical record or it can be even higher than that. And another set is that
the just extreme value which I put a threshold of the 10 meter, then I can say that the
threshold, which is more than 10 meter is a subset of the full set, which can take any
value from 0 to mathematically plus infinity.

(Refer Slide Time: 07:21)

The second thing that is known as a null set, when we say that there is a particular set,
which does not have any element in it, then we say that this is a null set and it is defined
as that when the set contains no element and this is denoted by this kind of symbol you
can see here that there is a set, where there is no element then we can say that this is a
null set. In the probability concept, we can say that this null set is generally a set that is
the impossible set, that is impossible outcome; for example, if I say that the strength of
concrete, then if I say some value which is negative, then we can say this is an
impossible event and this set is a null set, which does not have any entry, which belongs
to the negative value, less than 0.

(Refer Slide Time: 08:20)

Generally the sets are classified by its size according to the number of elements that they
are having; a set a may be finite or infinite, a finite set consists of a whole number of
elements, which is known as the cardinal number. Now if any set that is having the all
the with the cardinal numbers, is called the countable set; and infinite set, generally
infinite set, when we cannot count or the number of elements that belongs to it is infinite
or sometimes another term is used that is called the countably infinite. It can be
countable, but it can be infinite in number, those set, those size of set is known as
countably infinite set. So, these are all the basic concept that will be useful to understand
the other properties and the operations of set.

(Refer Slide Time: 09:29)

The second one, another important thing is ordered, a set is generally said to be ordered,
if a relation like the greater than or less than can be defined for any two elements of the
set. For example, if I say, if I take two elements a and b, I can say that a is greater than b
or a is less than b is possible, then this kind of set is known as the ordered set. We can
even conclude that if we say that a is less than b, and b is less than c, then I can say that
the element a is less than element c, so this kind of set is known as the ordered set.

(Refer Slide Time: 10:16)

These two are two operations, which is very important and frequently used; These are
known as one is union and another one is the intersection, these concepts are very
important to understand the later part of this class. First, we take this union, a union of
two events that is A and B, here you can see that this is your, full set; this is your full
sample space and in this space, there are two events, one is this the left hand side circle
and another one is the right hand side circle, which is denoted as B and the earlier one
denoted as A. So, this two are events in the sample space S; now the union of A and B is
generally denoted as A this symbol B, this is generally read as the A union B; this A
union B consist of all the outcomes that is either in A alone or B alone or both in A and
B. So you can see this three regions, where I am pointing now, this area belongs to A
only, this area belongs to the B only, and this in between belongs to both A and B. So if I
say that A union B, then this area which is highlighted in red, this area in total is known
as the A union B.
(Refer Slide Time: 11:57)

On the other hand, if I say the intersection, again this two events are defined here, one is
A and another one is B, and this is its intersection denoted as this symbol , and it is read
as the A intersection B. So, we call that intersection is defined as all the outcomes, those
are in both A and B, so it must be both in A and B. So obviously the highlighted area, the
red highlighted area is known as the intersection between A and B. So once again the
union is the total area that consist of either B or A or both A and B, that is the union; and
intersection means, it is both on A and B.

(Refer Slide Time: 12:51)

There are other few concepts that are also useful; here one is the mutually exclusive set,
this mutually exclusive set between two events A and B, we can call that this A and B
are mutually exclusive, when no outcome, no element in A are in B and of course vice
versa. So there is no overlap between these two sets. So if we say that there is no overlap
between these two sets that means. if I take the intersection between A and B, now you
know this symbol is an intersection, that means in this intersection there is a null event,
where there is no element existing in this part.
So you can say that if this two are completely separated, there is no overlap area, these
two events known as the mutually exclusive event, in the example of throwing a dice., If
I say that one set consist of all the even numbers and another set consist of all the odd
numbers, then you can easily say that there is no intersection between these two events,
and so all the set consist of the even number and the set consist of the odd number are
mutually exclusive sets.

(Refer Slide Time: 14:22)

There is another very important and very frequently used concept, which is known as
the collectively exhaustive sets. Now the collectively exhaustive sets means, when I take
some subsets or some events or some sets; and if I take the union of all this events then I
can say, if the union of this sets comprise the whole set, whole set means that whole
sample space if it consist of, now you can see that there are few subsets defined here say
for example, this area is your A1 , this area is your A2 , in this way it is going on, and
there are some subsets like this.
Ultimately, if I take the union then obviously, the full union consists of this whole
shaded, red shaded area, so this whole red shaded area is nothing but you have the full
sample space. Here one thing is important to note that the intersection of any two sets
need not be null sets, so you can see that this A1 and A2 the intersection is null but this
A1 and if I say that this is another set which is a A3 , so there are some intersection point.
So we are not considering the intersection point here we are just considering the union.
So, if I can somehow say that all this unions consist of the full set, then I can say that this
is a collectively exhaustive set. In the example of throwing a dice if I say that one event
is less than 4 and another event is greater than two, and if I take the union of this two
obviously, the union will consist of all possible outcomes starting from 1 to 6. So the two
sets, which is that less than 4 and greater than two, there may be some intersection but if
I take the union of this two, it consists of 4 full possible sets. So, these two events are
mutually exclusive sets.

(Refer Slide Time: 16:37)

Then the partition of a set. Now this partition of a set, suppose that we have one set in
hand, and I want to make it partition. Here I just make this is say the another subset A1 ,
this is A2 and in this way it is going on up to n, so n number of subsets are there in such
a way that two conditions must be satisfied.
The first condition is that if I take the union of all the sets, it should consist of the full
set, which is here shown as S, the full set. And if I take the intersection of any two sets as
long as i is not equal to j, then this intersection A i intersection A j should be a null set.
You see here no events are intersecting each other, so the intersection between any two
event, any two subset is the null set, then we can say that this S is partitioned by A 1 A 2
A 3 up to A n. So if partition U of the set S is the collection of , that will be one word
of the collection of mutually exclusive and collectively exhaustive. So, this is a new
word again we will just explain it in a moment.
So the mutually exclusive, this mutually exclusive means, all this unions consist of this
full set, again mutually exclusive and collectively exhaustive subset are A i, of the whole
set such that as I told there are two conditions one is that A 1 to A n, if I take the union of
all the set it consist of the full one and any two set in the section is 0. So in this way if
satisfying this two condition, if we can make, if we sub divide the sets, then this is
known as the partition of a set.

(Refer Slide Time: 18:54)

Now, the set operations; there are different set operations; the first thing is the
complement. A complement of a set A are the outcome in S, those are not contained in
A. So, suppose that this is your full sample space A, and there is one event A. So, this is
your event the complement of A is the area, is the set, which does not belong to A. So, if
I say that the even numbers of throwing a dice experiment if the even number consist of
one event, then the complement of this set is the odd number of the outcome.
So, one thing is very important to note here is that if I take the union of a set and its
complement then we get the full set, full feasible set, which is S. This complement is
generally denoted by either A

or A prime or A bar, so all this notations are just a

notational difference, but these are all the meaning the same, the complements of a
particular set. In this class, we will use this concept, which is A bar to denote that which
is the complement of a particular set.

(Refer Slide Time: 20:30)

Another set operation, which falls on this De Morgans law; okay, before I go to this, I
should tell that this unions and intersections are also the different set operation, which is
also very important, just it is covered and the complements also we covered, and using
this two things we will now explain a very important law which is known as the De
Morgans law and that is very helpful for different kinds of operations on different sets.
So, this is De Morgans law; when in a set identity, all the subsets are replaced by their
complements, all unions by intersection and all intersections by unions, the identity is
preserved. May be when I am just telling this one it may not be very communicable, but
we will just explain it, what all these things means. Before that, just look at this diagram,
where there are two sets one is A and another one is B, and if we just tell once again,
recapitulate what just now we have seen. So this is your A, this area is your B, so we
know that this is in between the intersection between this area, which is is little bit gray
looking, this is the A intersection B. Here when we write that A B side by side it
indicates that this is the intersection; and when we write this symbol, this is generally
the union. So, this area is your A intersection B; now so if I say this pink area around this
one, then it is A complement intersection B complement.
So what is A complement here? So, whatever the set that we can see here outside of this
area is your A complement, and here it is B, and outside of B is your B complement.
Now all this outside area, outside B that is the complement B and complement A, if we

take the intersection between these two, then only this area where my curser is moving
now, only this area is your A intersection as A complement intersection B complement.
Now if I say that A B complement A intersection B that complement, then it consist of
this set, this area as well as this area, which is not in this intersection but the rest of this
A and rest of this B, which is not in this one. So this understanding of these two that is A
complement intersection B complement and A intersection B that complement is
important. So, in this A intersection B complement consist of this pink area as well as
this A area apart from this intersection and this B area not belonging to this intersection;
these three area consist of A intersection B complement and only this outside area which
is not in A, not in B, not in A and B, that is that A complement intersection B
complement.
Now if we know these three area, then we can just appreciate these two relationship just
you can see that if A and B are the subsets of a set S, then A union B complement means,
this A first of all we will see, where is the A union B, this A union B is nothing but this
area and its complement means, this area what just now I explained, which is nothing but
here that A complement intersection B complement, so this relationship. we can show it
pictorially. Similarly, if I say that A intersection B, then the A intersection B is nothing
but only this area now if I take the complement of A intersection B, which is shown by
this bar here which is nothing but the summation of three areas; one is this area plus this
area plus this area and this three area is nothing but your A, so this three area is shown
here now again if I see that this one, the A complement union B complement that is that
A outside B outside, if you take the union of this two area, then this three area will be
added, so this area plus this area plus this area, so this two relationships also holds good.
Now again I am just reading this De Morgans law, when in a set identity all the subsets
are replaced by their complements, all the unions by their intersections, all the
intersections by unions, the identity is preserved. So, I am just making all the symbols
just opposite in the sense that if I say that intersection is opposite to the union or the
subsets are opposite to their complements, then if I just make this conversion, then this
identity is preserved, this will be more clear in the next slide, when I just see this
relationship.

(Refer Slide Time: 26:19)

This is a demonstration of that what just now we told is that this is your A intersection B
union C, and A intersection B union A C; you can even draw another figure just to see
that whether these two quantity are same or not; you can see by a simple Venn diagram
that these two quantity are same. Now you see this relationship, and you just see the last
line first before you go through all these steps, just see the last line here. Now this A
here, this A is replaced by its complement, this intersection is replaced by the union, this
B is replaced by its complement, this union is replaced by intersection, this C is replaced
by this C complement.
Similarly on the right hand side, this A is replaced by its complement, intersection is
replaced by union, B replaced by B complement similarly, this union replaced by this
intersection, A by A complement intersection by union and C by C complement. So
according to the De Morgans law if this two are equal, then again this two also will be
equal.
Now, let us see that in between, how we can show this thing. Just in the previous slide
we showed that this A B, A intersection B complement is A complement union B
complement. So using this one and we have described this one with this simple Venn
diagram, using this relationship here that A intersection B complement equals to A
complement union B complement. If we use this identity and we want to put this one is
that A intersection B union C full complement, so this is one set A, and this is B union C

is another set, so this is A corresponds to A here and B union C corresponds to another

set B here, then using this relationship we can write that this A complement union B
union C complement. Again this in the previous slide another identity that A union B
complement is equals to A complement intersection B complement; using this identity,
we can even this B union C from this right hand side, we can just write that A
complement union B union C using this one now, this B corresponds to A and C
corresponds to B, we can write that A complement union B complement intersection C
complement.
Similarly, so from this one I just prove that this is equals to this quantity; similarly, if I
use that A intersection B union A intersection C and its complement, this will be equal
to, using this identity again; they are the A intersection B corresponds to A and A
intersection C corresponds to B, then using this identity, I can explain that this is A
intersection B its complement intersection A intersection C its complement, which is
again equal to by using this back, sorry, using this identity; A B equals to A complement
union B complement; we just put this one here, so that we will get A complement union
B complement and A complement union C complement.
Now you see this relationship that is this one is equals to this, and this entity this set is
equals to this entity. Now, I have started with the relation that this set, this full set is
equals to this full set. Now, so if these two are equal, then their complements are also
equal; now this is nothing but the complement of the left hand side, and this one is
nothing but the complement of this one. So if this two are equal then this two are also
equal, so I can write that this entity is equals to this entity. So that way what I can write
is that I am just writing this one here and this entity here. So I am finally, getting this
statement, which if I compare with the first statement, then all the sets are replaced by
their complements, all the intersections replaced by their union, all the unions replaced
by their intersection and still we see that if we do all this replacement, then still the
identity is preserved; this is what is the De Morgans law.
There is, using this De Morgans law, we can we can utilize this De Morgans law for
another concept, take this concept further, to what is known as the duality concept; and
that duality concept is written here.

(Refer Slide Time: 32:04)

It is a, this is a simple extension of the De Morgans law; here, this is the S is the full set,
so if I say that S is the full set, then if I take its complement, which is nothing but a null
set. So S consists of everything, so if I take that its complement, obviously its
complement will be a null set and vice versa if I take the complement of a null set, then I
will get back the full set, which is known as S. Now if in a set identity, all the unions are
replaced by intersection, all the intersections by their unions, the set S by the null set and
the set and the null set by its set, then the full set S, the identity is preserved.
So, using this A intersection B, which is equals to this A B just in the previous slide we
have just shown the this one, then this will lead to, I will just simply change this
intersection as union and union as intersection on both side, left hand side and right hand
side, then we get the another side, another identity which is also preserved.
Then S union A is equals to S obviously the full set if I take the union of any sub set of
this S, then that also leads to this S, which leads to, if I just replace this whatever I told
here, the S by the null set, union by the intersection, and A by this one, then it will
written as this S is null set; so you see that the null set intersection A is the null set. So
this is known as the duality principle, which is an extension of the De Morgans law.

(Refer Slide Time: 34:13)

There are few other concepts also which are also useful in the set operation, say for
example, that first one is the symmetric difference; the symmetric difference for any two
sets A and B, the set of elements which exist only one of the set not in both called the
symmetric set. Here you can see there are two sets; one is the black rectangle which is
denoted as A and another set is denoted by B which is a red rectangle; here there are few
elements, which are common both in A and B in this area that you can see and which are
not common, which are located in this area or in this area. So, now if I prepare another
set, which consists of all the elements, which falls either in only A and or only in B, then
the set that is the symmetric difference between this A and B.

(Refer Slide Time: 35:32)

The second one is the cartesian product; for any two sets of events A and B, the set
comprise of all possible ordered pair, this is a new term will just explain it in a moment;
the all possible ordered pair A B, where a is a member of A and the small b is a member
of B, B set, then this all the possible ordered pair is called the cartesian product of A and
B, and which is denoted as A cross B. Now, what is this ordered pair? An ordered pair is
a collection of objects having two coordinates, such that one can always uniquely
determine the object; thus the first coordinate is A and the second coordinate is B, then
the ordered pair is A B. So always the first entity comes from the first set and the second
entity comes from the second set, which is obviously different from the B A. So if we
maintain the first entity of all the sets, all the elements, the first entity always comes
from the first set and second entity always comes from the second set, then this is known
as an ordered pair.
So once again the cartesian product if we see, it states that for any two sets of events A
and B, the set comprise all possible ordered pair A comma B, where a is a member of A
and b is a member of B is called the cartesian product of A and B, which is denoted as A
cross B.

(Refer Slide Time: 37:34)

The third one is the power set; the power set, sometimes this kind of terminologies are
used frequently to have the concept the power set of any particular set A is the set
whose elements are all possible subsets of A. I repeat the power set of any particular set
A is a set whose elements are all possible subsets of A. So if I just take one set that is 5
6, then the power set of this particular set can consist either the null set or the one
element, the first element or the second element or another subset can consist of the full
set, the 5 6, so there are 4 possible subset that can happen. So this is known as the power
set of this set 5 6. Generally, we say that this any particular set is one subset of its own
power set, which is obviously true.

(Refer Slide Time: 38:51)

There are two more things that we say, that open set and the closed set, the open set, a set
S is called open set, if any point A in S always belongs to the set even though it moves to
some particular direction; and the closed set, a set is called the closed set if its
complement is an open set. So the concept of open set is more important and the closed
set we generally say that, if the complement of a set is open set, then that particular set is
closed set. Before I go to this example, if simply we say that a particular set that consists
of all the integer numbers between 5 to 10, then this is a closed set, and if I say its
complement then it consists of the countably infinite number and that is obviously an
open set.
Coming back to this particular example, which is taken from the Wikipedia, the point a
b, if they satisfy this relationship that is a square plus b square equals to r square which
nothing but an equation of one circle and which is shown by this blue line here, this
circle. Then a square plus b square is exactly equal to r square is colored blue here the
points a b satisfying the a square plus b square less than equal to r square, these are
colored red. So, there are this red area consists of many points, which satisfies the
relationship a square plus b square less than r square, and this circle, this blue circle also
consists of many points, which satisfies this relationship a square plus b square is equal
to r square. This red points forms an open set, this red points, what we can see that in
between the inside this blue circle that forms an open set. The union of this red and
the, sorry this will be blue, the red and the blue points forms a closed set. The union of

red and blue points forms the closed set, because if I take the complement of this union
so this union is nothing but this full area, red area including this blue area if I take the
complement of this set, then it is completely outside so that is is an that is an open set; so
that is why this union is a closed set.
(Refer Slide Time: 41:57)

There is another important concept that we generally say that this is a borel set, the
concept is like this, suppose there are some events n number of sets A1, A2 is an infinite
set, in some class F. Now, if you say that the union of any number of sets here from this
A1 to An or intersection between any two or more than two sets, all this possible cases,
all the unions all the intersection of this sets also belongs to same class F, then the F is
known as the borel field or borel set. So this is important, when we say that we in
particularly in the probability theory, when we say that there are some events, and which
belongs to class F whether that probability can be applied to their unions, to their
intersection, so to apply that one this condition must be satisfied that is that particular set
should be a borel set or a borel field.

(Refer Slide Time: 43:17)

Another important thing is a sigma algebra, a sigma algebra is a set S, is a non empty
collection capital sigma here of sub sets of S, including S itself obviously, S is also
included that is closed under complementation and countable unions of its members. So
here importantly there are three conditions; one is that that set must be non empty this is
the first condition, second condition it should be closed set under its complementation. If
I take its complements, then the complements should also be closed; and the countable
union of the set also is it is closed under this countable unions also. So there are three
conditions, for a set if these three conditions are satisfied, then that set is known as the
sigma algebra. So, suppose here that this S consist of a, b, c, d is one possible sigma
algebra on S is that this particular set, the null set, first two, second two and these full
set. So this is a possible sigma algebra on the S where this your that collection of the
particular set, this is a sigma algebra.

(Refer Slide Time: 44:49)

The probability space, this probability space here is important, because this is the way
how we link between the set theory and the probability concept. So in this probability
concept, the sample space S or sigma is called the certain event; it is elements
experimental outcome and it is subsets are events. The empty set, null set is called the
impossible event, and the event consist of a single element is an elementary event. So,
the full samples space or its sigma algebra is a certain event, in from the set theory the
full sample space consist of the certain event, its elements are the experimental
outcomes; so whatever the experimental outcome that we have taught in the previous
classes; so its elements, the elements of the set is the experimental out come and its
subsets correspond to some events. The empty set, again here if I say, some set is empty
that means that is an impossible event, so for that experimental outcome that particular
outcome is not feasible, is not possible; and obviously if it consist of a single element,
single outcome, that is an elementary event.

(Refer Slide Time: 46:23)

In the application of the probability theory to the physical problems, the identification of
the experimental outcome is not always unique. This is important in the sense that is how
you are interpreting the particular outcome of an event that that generally consist of how
you are representing that particular outcome, for example, if I say that I am just
interested to know whether the outcome of a throwing a dice is even number or odd
number, then my possible sets or possible outcomes are two, either it is even number or
it is odd number, but if you say that, if I say that the whether the outcome is 2, 4 or 6, I
am also looking for the even number but my possible outcome here that 2, 4 and 6, so
there are three possible outcome in this representation.
Again if I say that if I throw a die and its coordinate, if I just fix up some coordinate
system, and say that the outcome is two and along with its location, where the two
comes. So, that location of die itself, its coordinate that is x coordinate and y coordinate
on a plane obviously and the outcome is two. Then the number of possible outcome is
infinite, so this is the way how a particular representation of a particular application of
this probability theory to a physical problem, generally this identification of the outcome
is not unique, the way we want to represent it, it becomes in that particular way.
A single performance of an experiment which we generally call is as a trial. So, a
particular, in a particular trial whether a particular outcome will come that depends on
this, how the experiment is conducted, and that is the way we generally assign the

particular probability. So a single performance of an experiment is known as a particular

trial.
(Refer Slide Time: 48:42)

In the concluding remarks, in this class, we have seen that different set theory, the
definition of set and the set theory that defines the various inter relationship among the
elements or the subsets of a set. The set operations also classify the different types of
sets, set properties of the elements. So, with this, in following lecture, in the next lecture,
we will explain about the axioms of probability theory which will be discussed in the
next class in details; that will very important for the probabilistic properties of events and
set. Thank you.