EE210B: Probability & Intro Random Processes

Lecture 1: Introduction & Motivation

SooJean Han (한수진)

[email protected]
 Slide Numbers

If you have a question during lecture…

…but you missed your chance to ask it…

…we have slide numbers at the bottom!

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 What is Probability?
Probability is a method to numerically describe how likely certain events are to occur.
Examples:
• “what is the probability that a coin will hand Heads?”
• “how likely is it to rain tomorrow?”
• “what are the chances that Team A or Team B will win the game?”

The occurrence or non-occurrence of an event is often decided through an experiment (or

trial) or multiple experiments.
The result of these experiment(s) are called outcomes.
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 Why Study Probability?
A thorough understanding of probability is essential for studying more advanced topics in
various fields of science, engineering, and mathematics!

Autonomous driving.
Stock price prediction. Medical diagnosis.

Climate change prediction.

Particle suspended
Robot motion-planning. in a medium. 4
 Basic Definitions
(Recall…) The occurrence or non-occurrence of an event is often decided through an
experiment (or trial) or multiple experiments.
The result of these experiment(s) are called outcomes.

5
 Basic Definitions
(Recall…) The occurrence or non-occurrence of an event is often decided through an
experiment (or trial) or multiple experiments.
The result of these experiment(s) are called outcomes.

Definition: The set of all possible outcomes of an experiment is the sample space Ω.

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 Basic Definitions
(Recall…) The occurrence or non-occurrence of an event is often decided through an
experiment (or trial) or multiple experiments.
The result of these experiment(s) are called outcomes.

Definition: The set of all possible outcomes of an experiment is the sample space Ω.

Notice that we defined Ω as a set. Indeed, set theory provides a very natural way to
describe probability concepts.

7
 Basic Definitions
(Recall…) The occurrence or non-occurrence of an event is often decided through an
experiment (or trial) or multiple experiments.
The result of these experiment(s) are called outcomes.

Definition: The set of all possible outcomes of an experiment is the sample space Ω.

Notice that we defined Ω as a set. Indeed, set theory provides a very natural way to
describe probability concepts.

Definition: A set S is a collection of distinct objects. Each x in S is called an element of S,

and its membership is denoted x 2 S . If x is not an element of S, we instead use the
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notation x 62 S .
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Examples: S , {1, 2, 3, 4, 5, 6}
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S , R, the set of real numbers

S , Z, the set of integers
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 Basic Definitions
Definition: A probability space (⌦, F, P) is a tuple comprised of the following elements:
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• the sample space ⌦

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• the event space F , which is the set of events. An event is a set of outcomes from ⌦ .
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• the probability function (or probability measure) P, which maps each event in F to a
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value in [0,1] called the probability.

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 Basic Definitions
Definition: A probability space (⌦, F, P) is a tuple comprised of the following elements:
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• the sample space ⌦ \mathbb{P} in LaTeX

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\mathcal{F}
• the event space F , which is the set of events. An event is a set of outcomes from ⌦ .
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• the probability function (or probability measure) P, which maps each event in F to a
<latexit sha1_base64="q1Admqt3oCB+ZMgBzFQ8jNfc7bU=">AAADIHicbVLLbtQwFHVTHiU82sKSTcS0EkIomozUwgapgg3LQWI6lSZR5Th3EjN+RPZNy2DlI9jCjq9hh1jC1+BMR4hMuZLlo3PPkY/tm9eCWxwOf20F2zdu3rq9cye8e+/+g929/YenVjeGwYRpoc1ZTi0IrmCCHAWc1QaozAVM88Wbrj+9AGO5Vu9xWUMmaan4nDOKnpoepOM8PwjP9wbDeLiq6DpI1mBA1jU+3w+200KzRoJCJqi1s2RYY+aoQc4EtGHaWKgpW9ASZh4qKsFmbpW3jQ49U0RzbfxSGK3Yfx2OSmuXMvdKSbGym72O/F9v1uD8Zea4qhsExa4OmjciQh11l48KboChWHpAmeE+a8QqaihD/0Thoa/eUYXt8vUu4+wH6a3a9lmspMWlgA2aGkOXfaoLjVqLDSWjioHYcItS+5CVHMHzv5izvghUIzmC7D+5pKbk6lUSj7jKXAlaApouiQU/IqrEyqU1NVwV/gNb5/+uDcNUwSXTUlJVPHNppc2nnJrWpaYRMIuP4GPmRt3m9fGRd7R+bJLNIbkOTkdxchwfvxsNTl6vB2iHPCZPyFOSkBfkhLwlYzIhjCzIZ/KFfA2+Bd+DH8HPK2mwtfY8Ir0Kfv8BQ+8F2g==</latexit>

<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

value in [0,1] called the probability.

10
 Basic Definitions
Definition: A probability space (⌦, F, P) is a tuple comprised of the following elements:
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• the sample space ⌦

<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

• the event space F , which is the set of events. An event is a set of outcomes from ⌦ .
<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

• the probability function (or probability measure) P, which maps each event in F to a
<latexit sha1_base64="q1Admqt3oCB+ZMgBzFQ8jNfc7bU=">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</latexit>

<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

value in [0,1] called the probability.

Examples:
1. Coin toss. We have ⌦ = {H, T } .
<latexit sha1_base64="+GfH0yRRs/6hCLI8755dwynWKAI=">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</latexit>

We may want to compute the probability of the following events:

h

* A = {the outcome is H} 2 F . Then P(A) = 0.5 for a fair coin

<latexit sha1_base64="Zks6l/WkCHLBqQ7TPv4L0fEiswc=">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</latexit>

<latexit sha1_base64="3xmVw+dKKiA6wZZToVTDHvV3L+s=">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</latexit>

* A = {the outcome is either H or T} 2 F .

<latexit sha1_base64="3xmVw+dKKiA6wZZToVTDHvV3L+s=">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</latexit>

We can simply count the number of elements in ⌦ which satisfy this à P(A) = 1.
<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

<latexit sha1_base64="sphant5y0IFrMoREme4kkUE/bvk=">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</latexit>

11
 Basic Definitions
Definition: A probability space (⌦, F, P) is a tuple comprised of the following elements:
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• the sample space ⌦

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• the event space F , which is the set of events. An event is a set of outcomes from ⌦ .
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• the probability function (or probability measure) P, which maps each event in F to a
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value in [0,1] called the probability.

Examples:
1. Coin toss. We have ⌦ = {H, T } .
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We may want to compute the probability of the following events:

h

* A = {the outcome is H} 2 F . Then P(A) = 0.5 for a fair coin

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* A = {the outcome is either H or T} 2 F .

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We can simply count the number of elements in ⌦ which satisfy this à P(A) = 1.
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2. Two coin tosses. We have ⌦ = {HH, HT, T H, T T }.

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* A = {first toss is H} à P(A) = P(HH) + P(HT ).

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* A = {both tosses land the same way} à P(A) = P(HH) + P(T T ).

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12
 Sample Space
Your definition of the sample space (and probability space) will depend on the experiment
you’re running (e.g., one flip versus two flips), even if the setting is the same (coin tossing).
When solving probability problems, it is important to choose an appropriate sample space.

13
 Sample Space
Your definition of the sample space (and probability space) will depend on the experiment
you’re running (e.g., one flip versus two flips), even if the setting is the same (coin tossing).
When solving probability problems, it is important to choose an appropriate sample space.

Many elementary set operations can be directly related to a probability operation.

14
 Event Space
We think of events as subsets of the sample space ⌦ .
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An important property that F must satisfy is that it must be closed under the operation of
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(countable) unions.

15
 Event Space
We think of events as subsets of the sample space ⌦ .
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An important property that F must satisfy is that it must be closed under the operation of
<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

(countable) unions.

Definition: A collection F of subsets of ⌦ is called a -field if it satisfies:

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• ?2F
This is the definition of “closed under (countable) unions”
• if A1 , A2 , · · · 2 F, then [1 A more general condition for F
i=1 Ai 2 F.
is that is must be a sigma field.
• if A 2 F, then Ac 2 F.

16
 Event Space: Examples
In general, because F must be a sigma field, it is most convenient to define it as
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the set of all subsets of the sample space ⌦ .

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Let’s return to the examples from Slide 12.

Example 1: Coin toss. Recall we have ⌦ = {H, T } .

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Then F = {?, {H}, {T }, {H, T }}. Note that it is a set of sets!

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⌦
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We can finally write down events in terms of elements of F.

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* A = {the outcome is H} = {H} 2 F .

<latexit sha1_base64="MX2a3ui9g30UxBCJAU4hL53u41Y=">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</latexit>

* A = {the outcome is either H or T} = {H, T } = ⌦ 2 F .

<latexit sha1_base64="rIRtNihHXGXGQb9vHTheigBunLQ=">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</latexit>

17
 Event Space: Examples
In general, because F must be a sigma field, it is most convenient to define it as
<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

the set of all subsets of the sample space ⌦ .

<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

Let’s return to the examples from Slide 12.

Example 2: Two coin tosses. Recall we have ⌦ = {HH, HT, T H, T T }.

<latexit sha1_base64="Yy1mFiJMmTelKL/ykuRFey/wmSM=">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</latexit>

Then F = {?,
<latexit sha1_base64="kfNwF+NZy3xQ6ZerGJfeiXs2/OU=">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</latexit>

{HH}, {HT }, {T H}, {T T }},

{HH, HT }, {HH, T H}, {HH, T T }, {HT, T H}, {HT, T T }, {T H, T T },
{HH, HT, T H}, {HH, HT, T T }, {HH, T H, T T }, {HT, T H, T T }
{HH, HT, T H, T T }
}
⌦
<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

18
 Event Space: Examples
In general, because F must be a sigma field, it is most convenient to define it as
<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

the set of all subsets of the sample space ⌦ .

<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">AAADIXicbVLLbtQwFHVTHmV4tbBkEzGthBCKJiO1dINUwYYdRWLakSZRdePcSUz9iGynEKz8BFvY8TXsEDvEz+BMR4ikXMny0bnnyMf2zSrOjJ1Mfm0Em9eu37i5dWt0+87de/e3dx6cGFVrijOquNLzDAxyJnFmmeU4rzSCyDieZuevuv7pBWrDlHxnmwpTAYVkS0bBemq+m7wRWMDu2fZ4Ek1WFV4F8RqMybqOz3aCzSRXtBYoLeVgzCKeVDZ1oC2jHNtRUhusgJ5DgQsPJQg0qVsFbsM9z+ThUmm/pA1X7L8OB8KYRmReKcCWZtjryP/1FrVdHqaOyaq2KOnlQcuah1aF3e3DnGmkljceANXMZw1pCRqo9W802vPVOyo3Xb7eZZx5L7xVmT5rS2Fsw3FAg9bQ9KkutFWKD5QUJEU+cPNC+ZClmOKzv5jRvghlLZhF0X9yAbpg8kUcTZlMXYFKoNVdEoN+RmRhS5dUoJnM/Qe2zv9dOxolEj9QJQTI/KlLSqU/ZaBbl+ia4yLax4+pm3ab10f73tH6sYmHQ3IVnEyj+CA6eDsdH71cD9AWeUQekyckJs/JEXlNjsmMUMLJZ/KFfA2+Bd+DH8HPS2mwsfY8JL0Kfv8Bk1AGrw==</latexit>

Let’s return to the examples from Slide 12.

Example 2: Two coin tosses. Recall we have ⌦ = {HH, HT, T H, T T }.

<latexit sha1_base64="Yy1mFiJMmTelKL/ykuRFey/wmSM=">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</latexit>

Then F = {?,
<latexit sha1_base64="kfNwF+NZy3xQ6ZerGJfeiXs2/OU=">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</latexit>

{HH}, {HT }, {T H}, {T T }},

{HH, HT }, {HH, T H}, {HH, T T }, {HT, T H}, {HT, T T }, {T H, T T },
{HH, HT, T H}, {HH, HT, T T }, {HH, T H, T T }, {HT, T H, T T }
{HH, HT, T H, T T }
}
⌦
<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

We can finally write down events in terms of elements of F.

<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

* A = {first toss is H} = {HH, HT } 2 F

<latexit sha1_base64="Pr4wLTYG4PtJyhqfq+DatNuke8U=">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</latexit>

<latexit sha1_base64="3xmVw+dKKiA6wZZToVTDHvV3L+s=">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</latexit>

19
 Event Space: Examples
In general, because F must be a sigma field, it is most convenient to define it as
<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

the set of all subsets of the sample space ⌦ .

<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

Let’s return to the examples from Slide 12.

Example 2: Two coin tosses. Recall we have ⌦ = {HH, HT, T H, T T }.

<latexit sha1_base64="Yy1mFiJMmTelKL/ykuRFey/wmSM=">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</latexit>

Then F = {?,
<latexit sha1_base64="kfNwF+NZy3xQ6ZerGJfeiXs2/OU=">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</latexit>

{HH}, {HT }, {T H}, {T T }},

{HH, HT }, {HH, T H}, {HH, T T }, {HT, T H}, {HT, T T }, {T H, T T },
{HH, HT, T H}, {HH, HT, T T }, {HH, T H, T T }, {HT, T H, T T }
{HH, HT, T H, T T }
}
⌦
<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

We can finally write down events in terms of elements of F.

<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

* A = {both tosses land the same way} = {HH, T T } 2 F

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<latexit sha1_base64="3xmVw+dKKiA6wZZToVTDHvV3L+s=">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</latexit>

20
Review: Countable vs. Uncountable Infinity

21
 Review: Countable vs. Uncountable Infinity
Definition: A set S is said to be finite if it is either empty or there exists a natural
number n 2 N such that S has the same cardinality as {1,2,…n}.
<latexit sha1_base64="TQQBVZfxLMu8VjvOQRihuQ6rgLI=">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</latexit>

The space of natural

numbers {1, 2, 3, …}. number of elements

22
 Review: Countable vs. Uncountable Infinity
Definition: A set S is said to be finite if it is either empty or there exists a natural
number n 2 N such that S has the same cardinality as {1,2,…n}.
<latexit sha1_base64="TQQBVZfxLMu8VjvOQRihuQ6rgLI=">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</latexit>

The space of natural

numbers {1, 2, 3, …}. number of elements
Definition: Sets that are not finite are called infinite.

23
 Review: Countable vs. Uncountable Infinity
Definition: A set S is said to be finite if it is either empty or there exists a natural
number n 2 N such that S has the same cardinality as {1,2,…n}.
<latexit sha1_base64="TQQBVZfxLMu8VjvOQRihuQ6rgLI=">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</latexit>

The space of natural

numbers {1, 2, 3, …}. number of elements
Definition: Sets that are not finite are called infinite.

Definition: A set S is countable (or countably infinite) if it has the same cardinality as N.
<latexit sha1_base64="QdN1vpvx5lccKIQi7vuHoqcQ3Ao=">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</latexit>

If S is infinite, but not countable, then it is uncountable (or uncountably infinite).

24
 Review: Countable vs. Uncountable Infinity
Definition: A set S is said to be finite if it is either empty or there exists a natural
number n 2 N such that S has the same cardinality as {1,2,…n}.
<latexit sha1_base64="TQQBVZfxLMu8VjvOQRihuQ6rgLI=">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</latexit>

The space of natural

numbers {1, 2, 3, …}. number of elements
Definition: Sets that are not finite are called infinite.

Definition: A set S is countable (or countably infinite) if it has the same cardinality as N.
<latexit sha1_base64="QdN1vpvx5lccKIQi7vuHoqcQ3Ao=">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</latexit>

If S is infinite, but not countable, then it is uncountable (or uncountably infinite).

Examples: • The set Z of integers is countable. We can enumerate a1 = 0, a2 = 1, a3 = 1, a4 = 2,

<latexit sha1_base64="ODnpimtZmUyM+dn9mrQ/Jyl4rUw=">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</latexit>

a5 = 2, etc.
• The set of ordered pairs of nonnegative integers {(i, j)|i, j 2 Z 0 } is countable. This
is easily visualized using a 2D grid of points.
By the same logic, the set of rational numbers Q , {i/j|i, j 2 Z, j 6= 0} is also
countable.
• The set R of real numbers is uncountable. There is no way to enumerate the irrational
numbers (e.g., ai = ⇡ for what i??)
25
 Event Space: Relationship to Countable Infinity
We think of events as subsets of the sample space ⌦ .
<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

An important property that F must satisfy is that it must be closed under the operation of
<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

(countable) unions.

Definition: A collection F of subsets of ⌦ is called a -field if it satisfies:

<latexit sha1_base64="37k3OlG2W9cEruaveptbPDLCups=">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</latexit>

• ?2F
This is the definition of “closed under (countable) unions”
• if A1 , A2 , · · · 2 F, then [1 A more general condition for F
i=1 Ai 2 F.
is that is must be a sigma field.
• if A 2 F, then Ac 2 F.

26
 Event Space: Relationship to Countable Infinity
We think of events as subsets of the sample space ⌦ .
<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

An important property that F must satisfy is that it must be closed under the operation of
<latexit sha1_base64="R3mQBbiKkmlS9JCFcWOw2+ij4Q0=">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</latexit>

(countable) unions.

Definition: A collection F of subsets of ⌦ is called a -field if it satisfies:

<latexit sha1_base64="37k3OlG2W9cEruaveptbPDLCups=">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</latexit>

• ?2F
This is the definition of “closed under (countable) unions”
• if A1 , A2 , · · · 2 F, then [1 A more general condition for F
i=1 Ai 2 F.
is that is must be a sigma field.
• if A 2 F, then Ac 2 F.

Example: Toss a coin repeatedly until the first H. ⌦ = {H, T H, T T H, T T T H, T T T T H, · · · }

<latexit sha1_base64="z/PwaxW/SodhQgKI0A9TC+30J1U=">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</latexit>

Note that ⌦ is a countably infinite set!

<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">AAADIXicbVLLbtQwFHVTHmV4tbBkEzGthBCKJiO1dINUwYYdRWLakSZRdePcSUz9iGynEKz8BFvY8TXsEDvEz+BMR4ikXMny0bnnyMf2zSrOjJ1Mfm0Em9eu37i5dWt0+87de/e3dx6cGFVrijOquNLzDAxyJnFmmeU4rzSCyDieZuevuv7pBWrDlHxnmwpTAYVkS0bBemq+m7wRWMDu2fZ4Ek1WFV4F8RqMybqOz3aCzSRXtBYoLeVgzCKeVDZ1oC2jHNtRUhusgJ5DgQsPJQg0qVsFbsM9z+ThUmm/pA1X7L8OB8KYRmReKcCWZtjryP/1FrVdHqaOyaq2KOnlQcuah1aF3e3DnGmkljceANXMZw1pCRqo9W802vPVOyo3Xb7eZZx5L7xVmT5rS2Fsw3FAg9bQ9KkutFWKD5QUJEU+cPNC+ZClmOKzv5jRvghlLZhF0X9yAbpg8kUcTZlMXYFKoNVdEoN+RmRhS5dUoJnM/Qe2zv9dOxolEj9QJQTI/KlLSqU/ZaBbl+ia4yLax4+pm3ab10f73tH6sYmHQ3IVnEyj+CA6eDsdH71cD9AWeUQekyckJs/JEXlNjsmMUMLJZ/KFfA2+Bd+DH8HPS2mwsfY8JL0Kfv8Bk1AGrw==</latexit>

If we are interested in the event A = {first H occurs after an even number of tosses}, then
A = {T H, T T T H, T T T T T H, · · · }
<latexit sha1_base64="H3PP0024A28rE9h8pDYg3K/VjbI=">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</latexit>

is another infinite set (i.e., an infinite countable union of elements of ⌦).

<latexit sha1_base64="oeyIczHIei7Qa+MDNMJeIpfdy6U=">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</latexit>

27
 Probability Function (Measure)
The probability function P must satisfy the following probability axioms:
<latexit sha1_base64="q1Admqt3oCB+ZMgBzFQ8jNfc7bU=">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</latexit>

28
 Probability Function (Measure)
The probability function P must satisfy the following probability axioms:
<latexit sha1_base64="q1Admqt3oCB+ZMgBzFQ8jNfc7bU=">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</latexit>

\forall in LaTeX
1. Nonnegativity: 8 events A 2 F, P(A)
<latexit sha1_base64="dzwhfT5sw2IKq4nFB1LGeDy9rD4=">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</latexit>

0.

2. Additivity: if A, B 2 F are disjoint events, then P(A [ B) = P(A) + P(B).

This holds for any (countable) number of disjoint events.
3. Normalization: P(⌦) = 1.

29
 Probability Function (Measure)
The probability function P must satisfy the following probability axioms:
<latexit sha1_base64="q1Admqt3oCB+ZMgBzFQ8jNfc7bU=">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</latexit>

\forall in LaTeX
1. Nonnegativity: 8 events A 2 F, P(A)
<latexit sha1_base64="dzwhfT5sw2IKq4nFB1LGeDy9rD4=">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</latexit>

0.

2. Additivity: if A, B 2 F are disjoint events, then P(A [ B) = P(A) + P(B).

This holds for any (countable) number of disjoint events.
3. Normalization: P(⌦) = 1.

Some important properties of the probability measure can be derived from the axioms.
1. If A ⇢ B, then P(A)  P(B), 8 A, B 2 F.
<latexit sha1_base64="MRsp7eVrNF2MSXneZx/E+oXegNY=">AAAESXicbVLLbtNAFLXrAsW8WliyGdFUaiG14kgtCKlSGyQEuyKRtlImVOPxTTxkHmZmDAQrf8HXsIUdX8BnsEOsGKdpidNeyfLVvefc15wk58zYVuuXvxQsX7t+Y+VmeOv2nbv3VtfuHxlVaApdqrjSJwkxwJmErmWWw0mugYiEw3EyelHljz+CNkzJt3acQ1+QoWQDRol1odM1fxsnMGSyBFkI0MTCJETOMLMg0OsBahxgUyQGLOo0mshmIFEDHybJ5sEW5vABTf3Olss18EBpwjnOzIjlUUwFOmh2MJP4JSW8EYVzha/CXiCb5x3e0S20h2K0jWYd60VwIVPQ1eZlV7ptUKJcZPL8nI5pkaNOVWJGR0/Ox70oiSmZYv7vMg9rhBhkOneb09X1VtSaGrrsxDNn3ZvZ4enaUoBTRR1fWsqJMb24ldt+SbRllLtj48JATuiIDKHnXEkEmH45fdgJ2nCRFLlTuU9aNI3OM0oijBmLxCEFsZlZzFXBq3K9wg6e9Usm88KCpGeNBgVHVqFKJShlGqjlY+cQqpmbFdGMaEKt01K44azWKjXVfLVlSvNeOKoy9ajNhLFjDgthojUZ10PV0FYpvoCkRFLgC2w+VG7ITLSheeEzWgdVj1jJpn5yQbRT/14ctZnsl0NQAqyuJnGK5yCHNitxTjRzSnMLlu7tJmGIJXyiSggi08clzpT+khA9KbEuOPSiHfjcL9vVz+GjHceoZBMviuSyc9SO4t1o9017fb8zE9CK99B75G16sffU2/deeYde16P+V/+b/93/EfwMfgd/gr9n0CV/xnng1Ww5+AfJfGDs</latexit>

2. 8 A 2 F, P(A ) = 1 c
P(A). Ac , ⌦\A
<latexit sha1_base64="NsEsOp+ojQmMWPiRaTLrPzaIcjQ=">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</latexit>

3. Union bound: P(A [ B) = P(A) + P(B) P(A \ B)  P(A) + P(B)

30
 Probability Function (Measure)
The probability function P must satisfy the following probability axioms:
<latexit sha1_base64="q1Admqt3oCB+ZMgBzFQ8jNfc7bU=">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</latexit>

\forall in LaTeX
1. Nonnegativity: 8 events A 2 F, P(A)
<latexit sha1_base64="dzwhfT5sw2IKq4nFB1LGeDy9rD4=">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</latexit>

0.

2. Additivity: if A, B 2 F are disjoint events, then P(A [ B) = P(A) + P(B).

This holds for any (countable) number of disjoint events.
3. Normalization: P(⌦) = 1.

Some important properties of the probability measure can be derived from the axioms.
1. If A ⇢ B, then P(A)  P(B), 8 A, B 2 F.
<latexit sha1_base64="MRsp7eVrNF2MSXneZx/E+oXegNY=">AAAESXicbVLLbtNAFLXrAsW8WliyGdFUaiG14kgtCKlSGyQEuyKRtlImVOPxTTxkHmZmDAQrf8HXsIUdX8BnsEOsGKdpidNeyfLVvefc15wk58zYVuuXvxQsX7t+Y+VmeOv2nbv3VtfuHxlVaApdqrjSJwkxwJmErmWWw0mugYiEw3EyelHljz+CNkzJt3acQ1+QoWQDRol1odM1fxsnMGSyBFkI0MTCJETOMLMg0OsBahxgUyQGLOo0mshmIFEDHybJ5sEW5vABTf3Olss18EBpwjnOzIjlUUwFOmh2MJP4JSW8EYVzha/CXiCb5x3e0S20h2K0jWYd60VwIVPQ1eZlV7ptUKJcZPL8nI5pkaNOVWJGR0/Ox70oiSmZYv7vMg9rhBhkOneb09X1VtSaGrrsxDNn3ZvZ4enaUoBTRR1fWsqJMb24ldt+SbRllLtj48JATuiIDKHnXEkEmH45fdgJ2nCRFLlTuU9aNI3OM0oijBmLxCEFsZlZzFXBq3K9wg6e9Usm88KCpGeNBgVHVqFKJShlGqjlY+cQqpmbFdGMaEKt01K44azWKjXVfLVlSvNeOKoy9ajNhLFjDgthojUZ10PV0FYpvoCkRFLgC2w+VG7ITLSheeEzWgdVj1jJpn5yQbRT/14ctZnsl0NQAqyuJnGK5yCHNitxTjRzSnMLlu7tJmGIJXyiSggi08clzpT+khA9KbEuOPSiHfjcL9vVz+GjHceoZBMviuSyc9SO4t1o9017fb8zE9CK99B75G16sffU2/deeYde16P+V/+b/93/EfwMfgd/gr9n0CV/xnng1Ww5+AfJfGDs</latexit>

2. 8 A 2 F, P(A ) = 1 c
P(A). Ac , ⌦\A
<latexit sha1_base64="NsEsOp+ojQmMWPiRaTLrPzaIcjQ=">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</latexit>

3. Union bound: P(A [ B) = P(A) + P(B) P(A \ B)  P(A) + P(B)

The union bound can be extended to an arbitrary number of sets (exercise for you).

31
 Proofs of the Properties
1. If A ⇢ B, then P(A)  P(B), 8 A, B 2 F.
<latexit sha1_base64="MRsp7eVrNF2MSXneZx/E+oXegNY=">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</latexit>

2. 8 A 2 F, P(Ac ) = 1 P(A).
3. Union bound: P(A [ B) = P(A) + P(B) P(A \ B)  P(A) + P(B)

Proofs:
1. We can write B = A [ (B\A), which is the union of two disjoint sets.
<latexit sha1_base64="9mKbfoFwDisByWTLw/wbS9qLeqU=">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</latexit>

\therefore
in LaTeX ) P(B) = P(A) + P(B\A) by Axiom 2

By Axiom 1, P(B\A) 0, which implies P(B) P(A).

2. Note that A [ Ac = ⌦ and A, Ac are disjoint. By Axiom 2,

P(⌦) = P(A) + P(Ac )

Rearranging terms yields P(Ac ) = 1 P(A).

32
 Proofs of the Properties
1. If A ⇢ B, then P(A)  P(B), 8 A, B 2 F.
<latexit sha1_base64="MRsp7eVrNF2MSXneZx/E+oXegNY=">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</latexit>

2. 8 A 2 F, P(Ac ) = 1 P(A).
3. Union bound: P(A [ B) = P(A) + P(B) P(A \ B)  P(A) + P(B)

Proofs:
1. We can write B = A [ (B\A), which is the union of two disjoint sets.
<latexit sha1_base64="9mKbfoFwDisByWTLw/wbS9qLeqU=">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</latexit>

\therefore
in LaTeX ) P(B) = P(A) + P(B\A) by Axiom 2

By Axiom 1, P(B\A) 0, which implies P(B) P(A).

2. Note that A [ Ac = ⌦ and A, Ac are disjoint. By Axiom 2,

P(⌦) = P(A) + P(Ac )

Rearranging terms yields P(Ac ) = 1 P(A).

33
 Proofs of the Properties
1. If A ⇢ B, then P(A)  P(B), 8 A, B 2 F.
<latexit sha1_base64="MRsp7eVrNF2MSXneZx/E+oXegNY=">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</latexit>

2. 8 A 2 F, P(Ac ) = 1 P(A).
3. Union bound: P(A [ B) = P(A) + P(B) P(A \ B)  P(A) + P(B)

Proofs: (#3, union bound.)

Note that A [ B = A [ (B\A). Thus,

<latexit sha1_base64="UR+gbQ+o7RvSA9EmhhOU965XdEA=">AAAEAXicfVPLbtNAFHVqHsW8WliyGdFWagtYcaQWNpXasmGBUJH6kuKoGo9v7KHzsGauoWHIiq9hh9jyJfwA38E4CRVOK65k+fjc15m511kluMVu91dnIbxx89btxTvR3Xv3HzxcWn50bHVtGBwxLbQ5zagFwRUcIUcBp5UBKjMBJ9n568Z/8hGM5Vod4qiCgaSF4kPOKHrqbOn3O41AsKRIVvdSVldkn+yQKVrfTzPKzq2gtiR7G6txdFjW9nmUZlBw5ajghdocR8RbepBl67P8DV9g+r1Bnk1Ru9D//U0Z2pS5Js6jF5e9JkEkRbhAR7IR8cc2hiovrSBJPI5SUPlfkWdLK924OzFyFSQzsBLM7OBseSFMc81qCQqZ12X7SbfCgaMGORPgq9cWKi+aFtD3UFEJduAmAxmTNc/kZKiNfxSSCftvhqPS2pHMfKSkWNp5X0Ne5+vXOHw1cFxVNYJi00bDWhDUpJkuybkBhmLkAWWGe62EldRQhn4HojVvrVa5bfS1DuPsB+lTtW2zWEqLIwFzdHPjozbViEatxVwko4qBmMsWhfYiS9mD55eYs3YQqFpyBNm+ckmNH/ROEm9xNXAFaAloGiUW/D+gCixdWlHDVe4HOHZ+duMoShV8YlpKqvJNl5bafM6oGbvU1AL68RZcDFyvefn4eMtnNGuTzC/JVXDci5PtePt9b2V3f7ZAi8GT4GmwHiTBy2A3eBMcBEcB67ztmI7rfAm/ht/C7+GPaehCZ5bzOGhZ+PMPSzVKOg==</latexit>

P(A [ B) = P(A) + P(B\A) = P(A) + P(B\(A \ B)) = P(A) + P(B)

P(A) P(A \ B) by rearranging 1.
<latexit sha1_base64="Exw1lCZOYUunCAEONrjGHs/PndY=">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</latexit>

A B
B\A = QED symbol.
A∩B Typically ends a proof.
B\(A∩B)

34
 Review: Proof by Induction
Used when proving statement F(n) is true for every natural number n, (F(1), F(2), F(3)…)
Structure:
1. Prove a simple case (usually F(1))
2. Assume F(k) is true for a given k
3. Prove that F(k+1) is also true.

35
 Review: Proof by Induction
Used when proving statement F(n) is true for every natural number n, (F(1), F(2), F(3)…)
Structure:
1. Prove a simple case (usually F(1))
2. Assume F(k) is true for a given k
3. Prove that F(k+1) is also true.

Let’s go through a proof by induction for the following example: Bonferroni’s Inequality.
n
! n
<latexit sha1_base64="tw/UzTslhMC9VU8JeMgGU/90b7w=">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</latexit>

\ X
P Ai 1 n+ P(Ai )
i=1 i=1

36
 Review: Proof by Induction
Used when proving statement F(n) is true for every natural number n, (F(1), F(2), F(3)…)
Structure:
1. Prove a simple case (usually F(1))
2. Assume F(k) is true for a given k
3. Prove that F(k+1) is also true.

Let’s go through a proof by induction for the following example: Bonferroni’s Inequality.
n
! n
<latexit sha1_base64="tw/UzTslhMC9VU8JeMgGU/90b7w=">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</latexit>

\ X
P Ai 1 n+ P(Ai )
i=1 i=1

Step 1: for n = 1, we have

<latexit sha1_base64="5lvwi+HfhQXST6wdDtBRJDhFU6g=">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</latexit>

P(A1 ) 1 1 + P(A1 ) = P(A1 )

which is clearly always true.

37
 Review: Proof by Induction
Used when proving statement F(n) is true for every natural number n, (F(1), F(2), F(3)…)
Structure:
1. Prove a simple case (usually F(1))
2. Assume F(k) is true for a given k
3. Prove that F(k+1) is also true.

Let’s go through a proof by induction for the following example: Bonferroni’s Inequality.
n
! n
<latexit sha1_base64="tw/UzTslhMC9VU8JeMgGU/90b7w=">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</latexit>

\ X
P Ai 1 n+ P(Ai )
i=1 i=1

Step 2: Assume the inequality is true for some k.

<latexit sha1_base64="HUSsGyd1Xbr3e7Npzaaus5MjtsM=">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</latexit>

k
! k
\ X
P Ai 1 k+ P(Ai )
i=1 i=1

38
 Review: Proof by Induction
<latexit sha1_base64="tw/UzTslhMC9VU8JeMgGU/90b7w=">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</latexit>

n
! n
\ X
P Ai 1 n+ P(Ai )
i=1 i=1

Step 3: Prove that the same inequality holds for k + 1.

<latexit sha1_base64="mRvgyGVD7ezHlfBu+8Rg1IwdkPE=">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</latexit>

Let’s consider the LHS:

<latexit sha1_base64="8EJSyG4I2fcqcV5GGTktUUXm9s4=">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</latexit>

k+1
! k
!
\ \
P Ai = P Ai \ Ak+1
i=1 i=1
k
! k
!
\ \
=P Ai + P(Ak+1 ) P Ai [ Ak+1 by union bound
i=1 i=1

39
 Review: Proof by Induction
<latexit sha1_base64="tw/UzTslhMC9VU8JeMgGU/90b7w=">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</latexit>

n
! n
\ X
P Ai 1 n+ P(Ai )
i=1 i=1

Step 3: Prove that the same inequality holds for k + 1.

<latexit sha1_base64="mRvgyGVD7ezHlfBu+8Rg1IwdkPE=">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</latexit>

Let’s consider the LHS:

<latexit sha1_base64="8EJSyG4I2fcqcV5GGTktUUXm9s4=">AAAEQXichVPLbtQwFE0aHiW8WliysagKfTGajNSCkCoV2HTRRRH0IY2HkePcScz4EdkOdLDyB3wNW9jxFXwCO8SWDc50ipgpqFeKcnTuOb7X9nVacmZsu/0tnIsuXb5ydf5afP3GzVu3FxbvHBpVaQoHVHGlj1NigDMJB5ZZDselBiJSDkfp8EWTP3oH2jAlX9tRCT1BcskGjBLrqf5iuLwH9qFBVEnDMtDIFoD2dl89jXEKOZOOcJbLtTpGPvB+mmIOA7uCU5ZTUvYd207qNw6nvAI3XE/qGj3rM6xZXthV9GD7v5Zho0PYEx6MnRMTxuNSF1nPSqyPZSuTNVbRowsrVrMVEbZwYh1KR6iS/lBQqiqZ1TEGmZ1tv7+w1G61x4HOg2QCloJJ7PcX5yKcKVoJkJZyYkw3aZe254i2jHLwq1cGSkKHJIeuh5IIMD03vtAaLXsmQwOl/SctGrN/OxwRxoxE6pWC2MLM5hryX7luZQdPeo7JsrIg6WmhQcWRVaiZDpQxDdTykQeEauZ7RbQgmlDrZyhe9jFVKjNNf1Obceat8FZlpllbCGNHHGZoojUZTVNN01YpPqOkRFLgM26eK99kITqw8QczOi0CWQlmQUwfuSDaT/d20tpksudyUAKsbjox4N+QzG3hcEk0k5m/wNr5u6vjGEt4T5UQRGZrDhdKf0iJrh3WFYduaxNOeq7T/Ly+tekdzdgks0NyHhx2WslWa+tlZ2nn+WSA5oN7wf1gJUiCx8FOsBvsBwcBDT+Gn8LP4Zfoa/Q9+hH9PJXOhRPP3WAqol+/AXHIabc=</latexit>

k+1
! k
!
\ \
P Ai = P Ai \ Ak+1
i=1 i=1
k
! k
!
\ \
=P Ai + P(Ak+1 ) P Ai [ Ak+1 by union bound
i=1 i=1

40
 Review: Proof by Induction
<latexit sha1_base64="tw/UzTslhMC9VU8JeMgGU/90b7w=">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</latexit>

n
! n
\ X
P Ai 1 n+ P(Ai )
i=1 i=1

Step 3: Prove that the same inequality holds for k + 1.

<latexit sha1_base64="mRvgyGVD7ezHlfBu+8Rg1IwdkPE=">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</latexit>

Let’s consider the LHS:

<latexit sha1_base64="8EJSyG4I2fcqcV5GGTktUUXm9s4=">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</latexit>

k+1
! k
!
\ \
P Ai = P Ai \ Ak+1
i=1 i=1
k
! k
!
\ \
=P Ai + P(Ak+1 ) P Ai [ Ak+1 by union bound
i=1 i=1

We can apply our induction assumption to the first term above.

41
 Review: Proof by Induction
<latexit sha1_base64="tw/UzTslhMC9VU8JeMgGU/90b7w=">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</latexit>

n
! n
\ X
P Ai 1 n+ P(Ai )
i=1 i=1

<latexit sha1_base64="xP2AvAmv33KDZY0mH1XmprNaliU=">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</latexit>

k
! k
\ X
P Ai 1 k+ P(Ai )
i=1 i=1
k+1
! k k
!
\ X \
=) P Ai 1 k+ P(Ai ) + P(Ak+1 ) P Ai [ Ak+1
i=1 i=1 i=1
k+1 k
!
X \
=1 k+ P(Ai ) P Ai [ Ak+1
i=1 i=1
k+1
X
1 k+ P(Ai ) 1 since all probabilities are  1
i=1
k+1
X
=1 (k + 1) + P(Ai ) Indeed, the case k+1 is proved.
By induction, it must hold for all n.
i=1
42
 Next Time

More on basic probability concepts: conditioning, independence.

Introduction to “random variables”.

43