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Chap 3

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The document summarizes key concepts in probability theory, including: 1) It introduces Kolmogorov's three axioms of probability that provide a universally accepted set of rules for probability. 2) It discusses important probability concepts like sample space, events, unions, intersections, and complements. 3) It derives the inclusion-exclusion formula for calculating probabilities of unions and intersections of events through proof by induction.

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Chap 3

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ching chau
5 views19 pages
The document summarizes key concepts in probability theory, including: 1) It introduces Kolmogorov's three axioms of probability that provide a universally accepted set of rules for probability. 2) It discusses important probability concepts like sample space, events, unions, intersections, and complements. 3) It derives the inclusion-exclusion formula for calculating probabilities of unions and intersections of events through proof by induction.

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Chap3

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The document summarizes key concepts in probability theory, including: 1) It introduces Kolmogorov's three axioms of probability that provide a universally accepted set of rules for probability. 2) It discusses important probability concepts like sample space, events, unions, intersections, and complements. 3) It derives the inclusion-exclusion formula for calculating probabilities of unions and intersections of events through proof by induction.

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5 views19 pages

Chap 3

Uploaded by

ching chau
The document summarizes key concepts in probability theory, including: 1) It introduces Kolmogorov's three axioms of probability that provide a universally accepted set of rules for probability. 2) It discusses important probability concepts like sample space, events, unions, intersections, and complements. 3) It derives the inclusion-exclusion formula for calculating probabilities of unions and intersections of events through proof by induction.

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Chapter 2

Combinatorial probability

General probability
universally accepted

We need rules!
A genius who gave “probability” a Chapter 3
universally accepted set of rules…

[Three axioms of probability]

ℙ 𝛀𝛀 = 𝟏𝟏
𝑨𝑨 ∩ 𝑩𝑩 = ∅ ⇒ ℙ 𝑨𝑨 ∪ 𝑩𝑩 = ℙ 𝑨𝑨 + ℙ 𝑩𝑩
ℙ(𝑨𝑨𝟏𝟏 ∪ 𝑨𝑨𝟐𝟐 ∪ ⋯ ) = lim ℙ(𝑨𝑨𝟏𝟏 ∪ ⋯ ∪ 𝑨𝑨𝒏𝒏 )
𝒏𝒏→∞

equivalent
𝑨𝑨𝟏𝟏 ⊂ 𝑨𝑨𝟐𝟐 ⊂ ⋯ ⇒ ℙ(𝑨𝑨𝟏𝟏 ∪ 𝑨𝑨𝟐𝟐 ∪ ⋯ ) = lim ℙ(𝑨𝑨𝒏𝒏 )
𝒏𝒏→∞
(original statement)
Andrey Kolmogorov
(1903 – 1987)
Recall:
Sample space (of all outcomes): 𝜴𝜴
𝝎𝝎𝝎

Event: 𝑨𝑨
𝜴𝜴
𝑩𝑩

𝑨𝑨

Union Intersection
𝜴𝜴
𝑩𝑩

𝑨𝑨

Complement
Subtraction
𝑨𝑨𝒄𝒄 = 𝜴𝜴 ∖ 𝑨𝑨
𝜴𝜴
𝑩𝑩
𝑨𝑨

Implication: 𝑨𝑨 ⊂ 𝑩𝑩
Useful event operations:
Simple exercise: 3 girls walking in the dark…
1 2 3
Simple exercise: 3 girls walking in the dark…
1 2 3

Which of the above are identical events?


(slightly less) simple exercise: Consider an omicron-stricken world…
1 2 3
Three axioms of probability
i. ℙ 𝛀𝛀 = 𝟏𝟏
ii. 𝑨𝑨 ∩ 𝑩𝑩 = ∅ ⇒ ℙ 𝑨𝑨 ∪ 𝑩𝑩 = ℙ 𝑨𝑨 + ℙ 𝑩𝑩
iii. ℙ(𝑨𝑨𝟏𝟏 ∪ 𝑨𝑨𝟐𝟐 ∪ ⋯ ) = lim ℙ(𝑨𝑨𝟏𝟏 ∪ ⋯ ∪ 𝑨𝑨𝒏𝒏 )
𝒏𝒏→∞

𝜴𝜴 𝑩𝑩
𝑨𝑨

𝑨𝑨𝟑𝟑
𝑨𝑨𝟒𝟒 𝑨𝑨𝟏𝟏 ∪ ⋯ ∪ 𝑨𝑨𝒏𝒏
𝑨𝑨𝟏𝟏
𝑨𝑨𝟐𝟐
Three axioms of probability
i. ℙ 𝛀𝛀 = 𝟏𝟏
ii. 𝑨𝑨 ∩ 𝑩𝑩 = ∅ ⇒ ℙ 𝑨𝑨 ∪ 𝑩𝑩 = ℙ 𝑨𝑨 + ℙ 𝑩𝑩
iii. ℙ(𝑨𝑨𝟏𝟏 ∪ 𝑨𝑨𝟐𝟐 ∪ ⋯ ) = lim ℙ(𝑨𝑨𝟏𝟏 ∪ ⋯ ∪ 𝑨𝑨𝒏𝒏 )
𝒏𝒏→∞

Important properties:
Example: YES!

𝟎𝟎
time
𝑻𝑻 > 𝟎𝟎
no response

Define:

implied by Axiom (iii)


Inclusion-Exclusion Formula

Proof by induction… (true for 𝑛𝑛 = 1)

Assume: true for 𝑛𝑛 = 1, ⋯ , 𝑁𝑁


Inclusion-Exclusion Formula Proof by induction…
Example: (umbrella problem)

collect umbrellas at random when leaving restaurant

Inclusion-Exclusion Formula
Example: (umbrella problem)

collect umbrellas at random when leaving restaurant

𝒋𝒋 correct
matches
Example: (umbrella problem)

collect umbrellas at random when leaving restaurant


Example: (umbrella problem)

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