Principles of Statistics

Week 2
Sample spaces and Algebra of Sets. (2.2)
The Probability function.(2.3)

Mihaela Angelova
 Introduction
•Mid-term test (50% of the grade)
•End-term test (50 % of the grade)

•Larsen, R. and Marx, M. ‘An Introduction to

Mathematical Statistics and Its Applications’
 Main topics
Probability theory
•Theory that justifies the various methods
to analyse data
Main topics

Practice of statistics
•Collection,
analysis,
interpretation,
presentation and
organization of
data
Probability theory
• Experiment
• Procedure that can be infinitely
repeated
• Well-defined set of possible
outcomes
• Sample outcome s - each of the
potential eventualities of an experiment
• Sample space Ω - set of possible
outcomes
• Random variable X – variable
determined by the outcome of the
experiment
• Event A – a subset of the sample space
 Probability theory
• Experiment 1 – Throw a fair die

• Sample outcomes?
• Sample space Ω= ?
• Random variable N=?
• Events – examples?
• A1= ? (the event that you throw 6)
• A2 = ? (the event that you throw odd number)
Probability theory
• Experiment 1 – Throw a fair die
• 6 sample outcomes
• Sample space Ω={1,2,3,4,5,6}
• Random variable N=number
shown on die
• Events - examples
• A1= {6} - the event that you
throw 6
• A2 = {1,3,5} - the event that
you throw odd number
Probability theory
• Experiment 2 – Count the number of
job offers received by an
unemployed person
• Sample space Ω=?
• Example of random variable X=?
• Example of events
A1 =? (at least one job offer)
A2= ? (no job offer)
A3= more than five job offers
Probability theory
• Experiment 2 – Count the
number of job offers received
by an unemployed person
• Sample space Ω={0,1,2,3,4,….}
• Examples of random variables
• X=number of offers
• Examples of events
•A1= {1,2,3…} - at least one job
offer
•A2= {0} - no job offer
•A3= {6,7,8…} - more than five
job offers
 Probability theory
• Experiment 3 –
throwing 2 dice
• Sample outcome is an
ordered pair
• Sample space Ω=?
• Example of
random variable
X=?
• Example of event
A =?
 Probability theory
• Experiment 3 – throwing 2 dice
• Sample outcome is an ordered pair
• NB!

Experiment 1 – Experiment 3 –
Throw 1 die # throwing 2 dice
 Probability theory
• Experiment 3 – throwing 2 dice
• Sample space Ω=
• {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6),
• (2,1), (2,2), (2,3), (2,4), (2,5), (2,6),
• (3,1), (3,2), (3,3), (3,4), (3,5), (3,6),
• (4,1), (4,2), (4,3), (4,4), (4,5), (4,6),
• (5,1), (5,2), (5,3), (5,4), (5,5), (5,6),
• (6,1), (6,2), (6,3), (6,4), (6,5), (6,6)}
• Examples of random variables
• X=sum of numbers shown on dice
• Y=product of numbers shown on dice
Probability theory
• Experiment 3 – throwing 2 dice
• Examples of events
• A1 − sum of faces =7
• {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6),
• (2,1), (2,2), (2,3), (2,4), (2,5), (2,6),
• (3,1), (3,2), (3,3), (3,4), (3,5), (3,6),
• (4,1), (4,2), (4,3), (4,4), (4,5), (4,6),
• (5,1), (5,2), (5,3), (5,4), (5,5), (5,6),
• (6,1), (6,2), (6,3), (6,4), (6,5), (6,6)}
Probability theory
• Experiment 3 – throwing 2 dice
•Examples of events
• A2 − sum of faces is even number
•{(1,1), (1,2), (1,3), (1,4), (1,5), (1,6),
•(2,1), (2,2), (2,3), (2,4), (2,5), (2,6),
•(3,1), (3,2), (3,3), (3,4), (3,5), (3,6),
•(4,1), (4,2), (4,3), (4,4), (4,5), (4,6),
•(5,1), (5,2), (5,3), (5,4), (5,5), (5,6),
•(6,1), (6,2), (6,3), (6,4), (6,5), (6,6)}
Unions, Intersections, and Complements

• Let A and B be any two events

defined over the same sample
space S. Then:
• A ∩ B - the intersection of A and
B is the event whose outcomes
belong to both A and B.
• A ∪ B - the union of A and B is
the event whose outcomes
belong to either A or B or both.
• Ac - the complement of A is the
event consisting of all the
outcomes in S other than those
contained in A.
Unions, Intersections, and Complements

Intersection Union Complement

A∩B AUB Ac
Unions, Intersections, and Complements

• Let A and B be any two events. Use Venn

diagrams to show DeMorgan’s laws:
•(A ∩ B)c = Ac ∪ Bc
•(A ∪ B)c = Ac ∩ Bc
Unions, Intersections, and Complements
 Unions, Intersections, and Complements
Suppose that three events - A, B, and C - are defined on a sample
space S. Use the union, intersection, and complement operations to
represent each of the following events:
(a) none of the three events occurs
(b) all three of the events occur
(c) only event A occurs
(d) exactly one event occurs
(e) at least one of the events A, B , C
(f) events A and B occur, but not C
 Unions, Intersections, and Complements
Suppose that three events—A, B, and C—are defined on a sample
space S. Use the union, intersection, and complement operations to
represent each of the following events:
(a) none of the three events occurs – Ac ∩ Bc ∩ Cc

(b) all three of the events occur - A ∩ B ∩ C

(c) only event A occurs - A ∩ BC ∩ CC

(d) exactly one event occurs -

[A ∩ BC ∩ CC)] ∪ [AC ∩ B ∩ CC] ∪ [ Ac ∩ B c ∩ C)]

(e) at least one of the events occurs - A ∪ B ∪ C

(f) events A and B occur, but not C - A ∩ B ∩ Cc
Unions, Intersections, and Complements

Find A ∩ B ∩ C =?
if A = {x: 0 ≤ x ≤ 4}, B = {x: 2 ≤x ≤ 6}, and C ={x: x =0,1,2,...}.
Unions, Intersections, and Complements

Find A ∩ B ∩ C=?
if A = {x: 0 ≤ x ≤ 4}, B = {x: 2 ≤x ≤ 6}, and C ={x: x =0,1,2,...}.

A={0,1,2,3,4}

B ={2,3,4,5,6}

C={0,1,2,3,4,..}

A ∩ B ∩ C = {2,3,4}
The Probability function
• If Ω is a sample space
•An event is a subset of Ω
•An event space is a non-
empty set of subsets of Ω,
satisfying:
•If A ∈ Ω, then A𝑐 ∈ Ω
•If A1 ,A2 …. ∈ Ω, then:
 The Probability function
• The capital U denotes Union of sets. Suppose
you have n number of sets denoted by A1, A2,
A3,........, An.
• Then their union is denoted by the given symbol.
 The Probability function
• if A is any event defined on a sample space S
• the symbol P(A) will denote the probability of A
• and we will refer to P as the probability function
 The Probability function
• Kolmogorov - three axioms are necessary and sufficient
for characterizing the probability function P
• Axiom 1. Let A be any event defined over S. Then
P(A)≥0.
• Axiom 2. P(S)=1.
• Axiom 3. Let A and B be any two mutually exclusive
events defined over S => (A ∩ B=∅ , they have no
intersection)
Then P(A ∪ B)= P(A)+ P(B)

When S has an infinite number of members, a fourth

axiom is needed:
• Axiom 4. Let A1 , A2 ,..., be events defined over S.
If Ai ∩ Aj =∅ for each i # j, then
 The Probability function
Probability axioms

Experiment 1: Throw a fair die

• Event A𝑖 =throw i, for i=1,2..6
• P(A𝑖 )= 1/6
• Sample space Ω={1,2,3,4,5,6}
• Event S=throw any number 1 to 6={1,2,3,4,5,6}
• Event B=throw less than 3={1,2}
• Event C=throw even ={2,4,6}
• P(B)= ?
• P(C)=?
• P(S)=?
 The Probability function
Probability axioms
Experiment 1: Throw a fair die
• Event A𝑖 =throw i, for i=1,2..6 (mutually exclusive events)
• P(A𝑖 )= 1/6
• P(B)= ?

• Event B=throw less than 3={1,2} Axiom 3

• P(B)=P(A1 ∪ A2 )= P(A ∪ B)= P(A)+ P(B)
=P(A1 )+P(A2)= 1/6 + 1/6 = 1/3

• Note A1 and A2 are disjoint, i.e. A1 ∩ A2 = ∅

• P(B)>0 (Axiom 1)
 The Probability function
Probability axioms

Experiment 1: Throw a fair die

• Event A𝑖 =throw i, for i=1,2..6
• P(A𝑖 )= 1/6
• P(C)=?
Axiom 3
• Event C=throw even ={2,4,6} P(A ∪ B)= P(A)+ P(B)
• P(C)= P(A2 ∪ A4 ∪ A6)= P(A2 )+P(A4)+P(A6)=
1/6 + 1/6 + 1/6 = 1/2

• Note A2,A4 and A6 are disjoint, i.e. A2 ∩ A4 = ∅,

A2 ∩ A6 = ∅, A4 ∩ A6 = ∅
 The Probability function
Probability axioms

Experiment 1: Throw a fair die

• Event A𝑖 =throw i, for i=1,2..6 Axiom 4
• P(A𝑖 )= 1/6
• P(S)=?

• Event S=throw any number={1,2,3,4,5,6}

(Axiom 2)
The Probability function
Results: Basic Properties of P

• P(Ac) = 1 – P(A)

• P(Ø) = 0, we read ‘empty set’

• P(A ∪ B )=P(A)+P(B) - P(A ∩ B )

in case A and B
have intersection

• If A є B, P(A)<P(B)
The Probability function
Let A and B be two events defined on a
sample space Ω such that
P(A)=0.3, P(B)=0.5, and P(A ∪ B)=0.7

• P(A ∩ B)=?
• P(A𝑐 ∪ B𝑐 )=?
• P(A𝑐 ∩ B)=?
 The Probability function
Let A and B be two events defined on a sample space Ω
such that P(A)=0.3, P(B)=0.5, and P(A ∪ B)=0.7

P(A ∩ B)=?
• P(A ∪ B)= P (A) + P (B) − P (A ∩ B)
=>P(A ∩ B) = P (A) + P (B) − P (A ∪ B)
=>P(A ∩ B)=0.3+0.5-0.7=0.1
P(A𝑐 ∪ B𝑐 )=?
• P(A𝑐 ∪ B𝑐 )=P((A ∩ B)𝑐) (De Morgan’s laws)
=> P(A𝑐 ∪ B𝑐 )=P((A ∩ B)𝑐)=1-P(A ∩ B) = 1 − 0.1 = 0.9

P(A𝑐 ∩ B)=?
• P(A𝑐 ∩ B)=P(B)-P(A ∩ B)=0.5-0.1=0.4
(use Venn diagram to prove this)
The Probability function
• P(A𝑐 ∩ B)=P(B)-P(A ∩ B)=0.5-0.1=0.4
(use Venn diagram to prove this)

B
A
 The Probability function
In a newly released film, the actor playing the lead role has a stunt double
who handles all of the physically dangerous action scenes. According to the
script, the actor appears in 40% of the film’s scenes, his double appears in
30%, and the two of them are together 5% of the time. What is the probability
that in a given scene
(a) only the stunt double appears
(b) neither the lead actor nor the double appears?
 The Probability function
In a newly released film, the actor playing the lead role has a stunt double
who handles all of the physically dangerous action scenes. According to the
script, the actor appears in 40% of the film’s scenes, his double appears in
30%, and the two of them are together 5% of the time. What is the probability
that in a given scene
(a) only the stunt double appears
(b) neither the lead actor nor the double appears?

(a) If L =event “Lead actor appears in scene” and D =event “Double

appears in scene” we are given that P(L)=0.40, P(D)=0.30, and P(L ∩ D)= 0.05.
It follows that P(Only double appears)= P(D)− P(L ∩ D)=0.30−0.05=0.25
(b) The event “Neither appears” is the complement of the event “At least
one appears.” But P(At least one appears) = P(L ∪ D). Then,
P(Neither appears)=1− P(L ∪ D) =1−[P(L)+ P(D)− P(L ∩ D)] =1−[0.40+0.30−0.05]
=0.35
Thank you for your attention!