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Probability Axioms

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23 views7 pages

Probability Axioms

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mory yi
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Axioms, Interpretations, and Properties of Probability

Probability Axioms
Let S be a sample space, A probability function P from the set of all events in S to
the set of real numbers satisfies the following three axioms: For all events A and B
in S,
1. 0 ≤ P(A) ≤ 1
2. P(∅) = 0 and P(S) = 1
3. If A and B are disjoint (that is, if A ∩ B = ∅), then the probability of the union
of A and B is
P( A ∪ B) = P( A) + P(B).

Example Consider tossing a thumbtack in the air. When it comes to rest on the ground, either its
point will be up (the outcome U) or down (the outcome D). The sample space for this
event is therefore S  {U, D}. The axioms specify P(S )  1, so the probability assign-
ment will be completed by determining P(U) and P(D). Since U and D are disjoint and
their union is S , the foregoing proposition implies that

1  P(S )  P(U)  P(D)


It follows that P(D)  1  P(U). One possible assignment of probabilities is P(U) = .5,
P(D)  .5, whereas another possible assignment is P(U)  .75, P(D)  .25. In fact, let-
ting p represent any fixed number between 0 and 1, P(U)  p, P(D)  1  p is an
assignment consistent with the axioms. ■

The Probability of the Complement of an Event

Suppose that A is an event in a sample space S. Deduce that P(Ac) = 1 − P( A).


Solution S playing the role of the universal set U ,

A ∩ Ac = ∅ and A ∪ Ac = S.
Thus S is the disjoint union of A and Ac , and so
P(A ∪ Ac ) = P(A) + P(Ac ) = P(S) = 1.
Subtracting P(A) from both sides gives the result that P( Ac ) = 1 − P( A).

Probability of the Complement of an Event


If A is any event in a sample space S, then
P( Ac ) = 1 − P( A).
Probability of a General Union of Two Events
If S is any sample space and A and B are any events in S, then
P( A ∪ B) = P(A) + P(B) − P( A ∩ B).

A B

A – (A B) A B B – (A B)

Figure

Part 1: Show that A ∪ B ⊆ ( A − ( A ∩ B)) ∪ (B − ( A ∩ B)) ∪ ( A ∩ B): Given any


element x in A ∪ B, x satisfies exactly one of the following three conditions:
(1) x ∈ A and x ∈ B
(2) x ∈ A and x ∈
/ B
(3) x ∈ B and x ∈
/ A
1. In the first case, x ∈ A ∩ B, and so x ∈ (A − (A ∩ B)) ∪ (B − (A ∩ B)) ∪ (A ∩ B)
by definition of union.
2. In the second case, x ∈
/ A ∩ B (because x ∈
/ B), and so x ∈ A − (A ∩ B). Therefore
x ∈ (A − (A ∩ B)) ∪ (B − (A ∩ B)) ∪ (A ∩ B) by definition of union.
3. In the third case, x ∈
/ A ∩ B (because x ∈
/ A), and hence x ∈ B − (A ∩ B). So, again,
x ∈ (A − (A ∩ B)) ∪ (B − ( A ∩ B)) ∪ (A ∩ B) by definition of union.
Hence, in all three cases, x ∈ (A − (A ∩ B)) ∪ (B − (A ∩ B)) ∪ (A ∩ B), which com-
pletes the proof of part 1.
Moreover, since the three conditions are mutually exclusive, the three sets A − (A ∩ B),
B − (A ∩ B), and A ∩ B are mutually disjoint.
Part 2: Show that ( A − ( A ∩ B)) ∪ (B − ( A ∩ B)) ∪ ( A ∩ B) ⊆ A ∪ B: : Suppose x
is any element in ( A − ( A ∩ B)) ∪ (B − (A ∩ B)) ∪ (A ∩ B). By definition of union,
x ∈ A − (A ∩ B) or x ∈ B − (A ∩ B) or x ∈ A ∩ B.
1. In case x ∈ A − (A ∩ B), then x ∈ A and x ∈
/ A ∩ B by definition of set difference.
In particular, x ∈ A and so x ∈ A ∪ B.
2. In case x ∈ B − (A ∩ B), then x ∈ B and x ∈
/ A ∩ B by definition of set difference.
In particular, x ∈ B and so x ∈ A ∪ B.
3. In case x ∈ A ∩ B, then in particular, x ∈ A and so x ∈ A ∪ B.
Hence, in all three cases, x ∈ A ∪ B, which completes the proof of part 2.

b. P(A ∪ B) = P((A − (A ∩ B)) ∪ (B − (A ∩ B)) ∪ (A ∩ B)) by part (a)


= P(A − (A ∩ B)) + P(B − (A ∩ B)) + P( A ∩ B)
by exercise 13 at the end of the section and the fact that
A − (A ∩ B), B − (A ∩ B), and A ∩ B are mutually disjoint
= P(A) − P(A ∩ B) + P(B) − P(A ∩ B) + P(A ∩ B)
by exercise 12 at the end of the section
because A ∩ B ⊆ A and A ∩ B ⊆ B
= P(A) + P(B) − P(A ∩ B) by algebra. ■
Example
Prove that if S is any sample space and U and V are events in S with U ⊆ V , then P(U ) ≤ P(V ).

Example
Prove that if S is any sample space and U and V are any events in S, then P(V − U ) = P(V ) − P(U ∩ V ).

Example
Use the axioms for probability and mathematical induction to prove that for all integers n ≥ 2, if
A1, A2, A3, . . . , An are any mutually disjoint events in a sample space S, then

n

P(A1 ∪ A2 ∪ A3 ∪ · · · ∪ An ) = P( Ak ).
k=1
Theorem The Inclusion/Exclusion Rule for Two or Three Sets

If A, B, and C are any finite sets, then

N (A ∪ B) = N (A) + N (B) − N (A ∩ B)
and
N (A ∪ B ∪ C) = N (A) + N (B) + N (C) − N (A ∩ B) − N (A ∩ C)
−N (B ∩ C) + N (A ∩ B ∩ C).

Example Counting the Number of Elements in an Intersection


A professor in a discrete mathematics class passes out a form asking students to check
all the mathematics and computer science courses they have recently taken. The finding
is that out of a total of 50 students in the class,
30 took precalculus; 16 took both precalculus and Java;
18 took calculus; 8 took both calculus and Java;
26 took Java; 47 took at least one of the three courses.
9 took both precalculus and calculus;
Note that when we write “30 students took precalculus,” we mean that the total num-
ber of students who took precalculus is 30, and we allow for the possibility that some of
these students may have taken one or both of the other courses. If we want to say that
30 students took precalculus only (and not either of the other courses), we will say so
explicitly.
a. How many students did not take any of the three courses?
b. How many students took all three courses?
c. How many students took precalculus and calculus but not Java? How many students
took precalculus but neither calculus nor Java?
For any three events A, B, and C,
P(A  B  C)  P(A)  P(B)  P(C)  P(A  B)  P(A  C)
 P(B  C)  P(A  B  C)

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