EN.553.

310/311 Probability and Statistics Fall 2022

Lecture 1: Introduction, Sample Spaces and Sets

All the lecture notes are based on those of Dr. Fred Torcaso who is a previous instructor of this course.
The content of this lecture roughly corresponds to Sec. 3.1–3.3 of Sheldon and Ross’ Introduction to Proba-
bility and Statistics for Engineers and Scientists.

1.1 Sample Space and Algebra of Sets

Experiment

– procedure that can be repeated and has a well-defined set of possible outcomes

Sample space (of an experiment)

– set of all possible outcomes that can be observed.

– we usually use S or Ω to denote the sample space

– we refer to the individual outcomes as sample point or sample outcomes or elementary outcomes

Event

– a (sub)collection (set) of sample points, i.e., an event is a subset of the sample space.

Remark 1.1 We will be interested in quantifying the likelihood an event occurs. Events will be usually
denoted by capital letters like A, B, C, etc.

Remark 1.2 We say an event A occurs to mean that the sample point which occurred belongs to A.

Example 1. Consider the experiment of rolling a 4-sided die twice ∗ (let’s think for now that two dice are
different colors, say red and blue) and observe the “up-faces”.
The sample space is

Ω = {(1, 1), (1, 2), (1, 3), (1, 4),

(2, 1), (2, 2), (2, 3), (2, 4),
(3, 1), (3, 2), (3, 3), (3, 4),
(4, 1), (4, 2), (4, 3), (4, 4)}

In this notation the sample point (2, 3), for example, means “a 2 occurred on the red doe and a 3 occurred
on the blue die”. Notice that (3, 2) is different from (2, 3) and both are included in our sample space.

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1-2 Lecture 1: Introduction, Sample Spaces and Sets

Abstractly, events are just subsets of the sample space. So, in the above example, the subset {(1, 1), (2, 2),
(3, 3), (4, 4)} is an event. Sometimes it is more convenient to specify an event using words in context of the
experiment, for example, the event that the sum of the up-faces is an even: write as a set...
E = {(1, 1), (3, 1), (1, 3), (2, 2), (4, 2), (3, 3), (2, 4), (4, 4)}

Example 2. 5 people in a room – call them a, b, c, d, e – and an experiment is to select two of these 5 to be
representatives.
∗
The sample space is
Ω = {ab, ac, ad, ae, bc, bd, be, cd, ce, de}

∗
we think for now that the order in which the two are selected can be ignored – consequently we see there
are 10 possible sample points. If we decided to NOT ignore the order of selection in this case, we would have
a sample space of 20 possible sample points.
The event that person ‘a’ is not selected as a representative can be written as the following subset of Ω:
{bc, bd, be, cd, ce, de}

Remark 1.3 (Two important events ∗ )

∗
these are usually forgotten to be events but since they are both subsets of Ω, they are events

• ∅ = null set = empty set = {} is the event that nothing occurs

• Ω = sample space is the event that something occurs

The two previous examples were examples with finite sample spaces. Here’s another example but here the
sample space is infinite.
Example 3. The experiment is to toss a coin until a head occurs for the first time – we observe which toss
this first head occurred: ∗
Ω = {1, 2, 3, 4, 5, . . . } =: Z+ (the set of positive integers)
∗
here Ω is an infinite sample space and happens to be discrete sample space.
The sample point 1, for instance, means a head occured on the first toss. The sample point 2 means the first
head occurred on the second toss, etc.
An interesting event is the event that the first head occurs on an ODD number toss:
{1, 3, 5, 7, . . . } = {x ∈ Z+ : x is odd}

One last example ...

Example 4. In a set of patients, we measure their diastolic blood pressure (as a real number).
∗
The sample space can be thought of as:
Ω = {x ∈ R : x ≥ 0} (the set of non-negative real numbers)
∗
here Ω is an infinite sample space and happens to be continuous sample space.
The event that a patient has a diastolic blood pressure between 80 and 100 can be represented as:
{x ∈ R : 80 ≤ x ≤ 100}.
Lecture 1: Introduction, Sample Spaces and Sets 1-3

1.2 Unions, Intersections, Complements and Algebra of Sets

In what follows, A, B, A1 , A2 , etc. are events in a sample space Ω. From these events we will create “NEW”
events from them.
The event “A intersect B” or “ the intersection of A and B”

A ∩ B = set of sample points that belong to both sets A and B

The event “A union B” or “ the union of A and B”

A ∪ B = set of sample point that belong to at least one of the sets A and B

Abstractly, using Venn diagrams can help a lot in understanding complex events.
Use a rectangle to abstractly represent the sample space

the set of outcomes where BOTH are shaded is the intersection, and the set of outcomes that are shaded is
the union.

Events A and B such that A ∩ B = ∅ are called mutually exclusive.

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Remark 1.4 Going back to the Example 1, the event

A = {sum of dice is ODD}
B = {doubles}
are mutually exclusive. Please convince yourself of this.

Continuing with Example 1, letting

C = {red die and blue die are ODD}
= {(1, 1), (1, 3), (3, 1), (3, 3)}
then
B ∩ C = {(1, 1), (3, 3)} =
6 ∅
has a non-trivial intersection. Note
B ∪ C = {(1, 1), (2, 2), (3, 3), (4, 4), (1, 3), (3, 1)}.

If A is an event in Ω, then “the complement of A” or “A complement” is the event that A does not occur,
i.e.
Ac = A complement
= set of sample points in Ω that do not belong to A

Remark 1.5 The binary operations ‘∩’ and ‘∪’ carry over to many sets (not just two) since these operations
are associative: for example,
(A ∩ B) ∩ C = A ∩ (B ∩ C) = A ∩ B ∩ C = event that all 3 events A, B and C occur
(A ∪ B) ∪ C = A ∪ (B ∪ C) = A ∪ B ∪ C = event that at least one of the 3 events A, B or C occurs
Lecture 1: Introduction, Sample Spaces and Sets 1-5

Some other properties these operations have with events:

• the distributive property ∗ of cap over cup:

A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C)

• the distributive property ∗ of cup over cap:

A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C)

• the commutativity property:

A∩B =B∩A and A∪B =B∪A

∗
try showing the distributive properties using Venn diagrams
Odds and ends... Here’s a Venn diagram of 3 events A, B and C in a sample space Ω in general position:

These 3 events partition Ω into 23 = 8 distinct pieces. The piece shaded in green, for instance, is the event
Ac ∩ B ∩ C, since the sample points in the green region simultaneously do not belong to A and belong to B
and belong to C.
Exercise: you shade A ∩ B c ∩ C c .