EEF 271E

Probability and Statistics

Fall 2022

Lecture 01

Basic Definitions & Axioms of Probability

Lecture Notes 01 Basic Definitions & Axioms of Probability 1

 Lesson Overview
Basic Definitions & Axioms of
Probability
Objectives:
– To define basic concepts & notation
– Experiment
– Sample Space
– Event
– Elementary Event
– Relative Frequency of an Event
– Probability
– Axioms of Probability
– Basic Properties of Probability

Lecture Notes 01 Basic Definitions & Axioms of Probability 2

 Probability is:

A quantitative measure of uncertainty

A measure of the strength of belief in the
occurrence of an uncertain event

A measure of the degree of chance or
likelihood of occurrence of an uncertain
event

Measured by a number between 0 and 1 (or
between 0% and 100%)

A probability of:
• 1 means certainty
• 0 means impossibility
 Types of Probability

Objective or Classical Probability
based on equally-likely events
based on long-run relative frequency of
events
not based on personal beliefs
 is the same for all observers (objective)
examples: toss a coin, roll a die, pick a
card
Types of Probability (Continued)

Subjective Probability is a “degree of
belief.”
based on personal beliefs, experiences,
prejudices, intuition - personal judgment
different for all observers (subjective)
examples: Sport matches, elections, new
product introduction, snowfall
Example: “There is a 50% chance that I’ll
study tonight.”
Types of Probability (Continued)
Basic Definitions
Basic Concepts: Experiments and Outcomes

Experiment (Ep): A set of well-defined actions

with some end results.

Outcomes: The result of an experiment

Random Experiment: An experiment whose

outcomes cannot be
predicted.

An experiment is a procedure that

(1) may be repeated an infinite number of times,
and
(2) has a well-defined
Lecture Notes 01
set of possible outcomes.
Basic Definitions & Axioms of Probability 7
Examples:

Experiments Outcomes
Tossing a coin Head (H), Tail (T)
Taking a grade AA, BA, BB, CB, CC, DC,
DD, FF
Rolling a die 1, 2, 3, 4, 5, 6
Measuring a
room temperature [ 25 – 30 ]

Lecture Notes 01 Basic Definitions & Axioms of Probability 8

 IMPORTANT:
Depending on the definition of the experiment
different sets of outcome are possible for the
“same” experiment.
Example:
Experiment 1,
toss three coins and note dawn the
results from each coin.
Outcomes:
HHH, HHT, HTH, HTT, THH, TTH, THT, TTT
Experiment 2,
toss three coins and count # of heads.
Outcomes: 0, 1, 2, 3
Lecture Notes 01 Basic Definitions & Axioms of Probability 9
Some mathematical definitions
(very important)

Sample Space ():

the set of all possible outcomes of the experiment.

Example: Ep: to toss two coins

1= {HH, HT, TH, TT}

2= {(2, 0), (1, 1), (0, 2)} ← (#of heads, # of tails)
3= (A, D) A-alike, D–different

Lecture Notes 01 Basic Definitions & Axioms of Probability 10

Fundamentals of Probability
 is “ capital omega”;
“lower case omega”, that is, , is used to denote a
generic outcome.

(Thus the notation  ∊  )

Examples
Experments Sample space
Tossing a coin H,T}
Taking a grade AA, BA, BB, CB, CC,DC,DD,
FF}
Rolling a die 1, 2, 3, 4, 5, 6}
Measuring a room temp. [ 25 – 30 ]
Lecture Notes 01 Basic Definitions & Axioms of Probability 11
Event (E):
• A subset of the sample space () of an
Expt.
That is, for example A ⊂ , where "⊂"
denotes "is a subset of."
• Thus, an event is a set of outcomes.

• Any collection of possible outcomes of an

Expt.
may be designated as an event ---
Including the entire sample space, the null
set.
Lecture Notes 01 Basic Definitions & Axioms of Probability 12
 Event (E) continued:

What does an event stand for?

“ something has happened”
More precisely,
“ An event A occurs if the outcome 
of the experiment is an element of A,
i.e.,
∊A”

Lecture Notes 01 Basic Definitions & Axioms of Probability 13

Examples:
Ep.: toss two coins, note down the results from each
coin.
 = HH, HT, TH, TT}
A = HH, HT, TH } “ at least one head”
B = HT, TH } “ one and only one head”
C= } “ nothing was observed”

Expt: Taking MAT271 E, observing final grade

= AA, BA, BB, CB, CC, DC, DD, F, VF}
A = AA, BA, BB, CB, CC} “ ? ”
B = AA, BA, BB, CB, CC, DC, DD “ ? ”
C =  AA, BA } “ ? ”
D =  F, VF } “ ? ”
Lecture Notes 01 Basic Definitions & Axioms of Probability 14
Elementary Event }
“ An event with one and only one element”
Idea: Elementary events are “atomic events”
i.e. most fundamental,
they are mutually exclusive.
a single element in  (i.e., one possible outcome)
Examples:
 = {i; i=1, 2, …, n} has a finite number of elements.
 = {i; i=1, 2, …, ∞} has an infinite but countable number
of elements.
Exp: toss a die and note dawn # of dot (#:number)
Elementary events are: {1}, {2}, {3}, {4}, {5}, {6}

Lecture Notes 01 Basic Definitions & Axioms of Probability 15

Example: A lottery consists of 5 tickets, 2 of which will be
drawn and designated as the winners.

Exp: Select 2 winner tickets out of 5 tickets.

• If the 2 prizes to be awarded are the same, what is the

sample space?

Let the tickets be numbered, through 5; then there are

10 possible pairs of numbers that can be drawn.

 = { (1, 2), (1, 3), (1, 4), (1, 5), (2, 3), (2, 4), (2, 5),
(3,4), (3, 5), (4, 5) }

Lecture Notes 01 Basic Definitions & Axioms of Probability 16

• If the prize are different, then

 = {(1, 2), (1, 3), (1, 4), (1, 5), (2, 3), (2, 4), (2, 5), (3, 4),
(3, 5), (4, 5), (2, 1), (3, 1), (4, 1), (5, 1), (3, 2), (4, 2), (5, 2),
(4, 3), (5, 3), (5, 4)}
where (x, y):
x = ticket # of 1st prize,
y = ticket # of 2nd prize
E( “ #1 is a winning ticket ” ) = {(1, 2), (1, 3), (1, 4), (1, 5),
(2, 1), (3, 1), (4,
1), (5, 1)}

F( “ #1 is a 1st - prize ticket” ) = {(1, 2), (1, 3), (1, 4), (1, 5)}

Lecture Notes 01 Basic Definitions & Axioms of Probability 17

Example:

A computer programmer has written a

subroutine for solving a general quadratic
equation,
ax2+bx+c = 0,

where a, b, c may be any real number.

• What is the corresponding sample space for

the coefficients a, b, and c?

 = {(a, b, c): - < a < , - < b <  , - < c

< }
Lecture Notes 01 Basic Definitions & Axioms of Probability 18
Example:

• How may the event E =“equation has two

equal roots” be characterized?

From algebra, a quadratic equation has equal

roots iff its discriminant

b2 - 4ac = 0. Thus,

E= {(a, b, c): b2 - 4ac = 0}

Lecture Notes 01 Basic Definitions & Axioms of Probability 19

Example:

• How would the event F, “routes are real”,

be described?

F = {(a, b, c): b2 - 4ac ≥ 0}

Lecture Notes 01 Basic Definitions & Axioms of Probability 20

Example:

Ep: to roll a black dice and a white dice.

 = { ( i, j ): i, j =1,2,3,4,5,6 }

|| =36

 i,j = (i,j)
i: # on black die, j: # on white
die

Lecture Notes 01 Basic Definitions & Axioms of Probability 21

Example:

E = “ the two dices together give 7”

E = (1,6) (2,5), (3,4), (4, 3), (5,2), (6,1)

|E| = 6

Lecture Notes 01 Basic Definitions & Axioms of Probability 22

 Sample Space Defined By A Tree Diagram
Example:
Messages are classified as on-time(0) or late(1).
Classify the next 3 messages.
Ω = {000, 001, 010, 1011, 100, 101, 110,
111}

Lecture Notes 01 Basic Definitions & Axioms of Probability 23

 Event Space :

• Denoted by F “Script F” .

• Set of all subsets of . (Note F is a set of sets.)

Idea: We run an experiment; collec all events that
can possibly occur, and call that the “ event
space”.
Example: Take MAT 271E, cassify grade into pass,
fail, incomplete.
= { P, F, I }

F ={ { }, {P}, {P, F}, {P, I}, {F}, {F,I}, {I}, {P,F, I } }

Lecture Notes 01 Basic Definitions & Axioms of Probability 24
Suppose  has n elements (we will call these
discrete, finite sample space). Then how
many elements does the event space F
have?

Answer: 2n

Lecture Notes 01 Basic Definitions & Axioms of Probability 25

 Proof:

Let  = { 1, 2, 3, ….., n }

Then the every subset ........

of  is the form of ........
Ai = { }
2 2 2 2
where a solid line indicates i is included in the
subset, while dashed line indicates i is not included
in the subset. There are
2x2x2x2x….x2 = 2n
distinct choices.
Lecture Notes 01 Basic Definitions & Axioms of Probability 26
Event space for a general sample space:

The event space does not work with a

general ,
say for example [0,1].

The correct, technical definition is given the

next slide.

Lecture Notes 01 Basic Definitions & Axioms of Probability 27

Event space for a general sample space:

The event space F of an experiment is a non

empty collection of subsets of  such that:

1. If A ∊ F, F.
c
A =  - A also belongs to

2. If A1, A2 , …, An ∊ F, then A1UA2U …UAn ∊ F


A
3. If A1, A2 , …∊ F, then i 1 i ∊F
Where Ac is the complement of A,
it can also be use the notation .
A
NOTE: For a discrete finite sample space, this definition same as previous definition

Lecture Notes 01 Basic Definitions & Axioms of Probability 28

Basic Concepts of Set Theory

Sets and elements

Set theory is a basis of modern mathematics,
and notions of set theory are used in all
formal descriptions.
A set is a collection of objects which are
called the members or elements of that set. If
we have a set we say that some objects
belong (or do not belong) to this set, are (or
are not) in the set. We say also that sets
consist of their elements.
Lecture Notes 01 Basic Definitions & Axioms of Probability 29
Basic Concepts of Set Theory

Sets and elements

Sets can be finite or infinite.
There is exactly one set, the empty set, or
null set, which has no members at all.
A set with only one member is called a
singleton or a singleton set. (“Singleton of
a”)

Lecture Notes 01 Basic Definitions & Axioms of Probability 30

Basic Concepts of Set Theory
Subsets
A set A is a subset of a set B if every element
of A is also an element of B. Such a relation
between sets is denoted by A ⊆ B. If A ⊆ B
and A≠ B we call A a proper subset of B and
write A ⊂ B.
(Caution: sometimes ⊂ is used the way we are
using ⊆ .)
Both signs can be negated using the slash /
through the sign.
Examples:
{a, b} ⊆ {d, a, b, e} and {a, b} ⊂ {d, a, b, e}.
A and
Lecture Notes 01B are subsets of &A∪B.
Basic Definitions Axioms of Probability 31
Events and Set Operations:

The definition of events as sets

enables us to talk about
“composite” events naturally,
using the language of set
theory

Lecture Notes 01 Basic Definitions & Axioms of Probability 32

Events and Set Operations
(Operations on sets):
Recall that if the outcomes ω of an
experiment belongs to A, then the
event A “happens”.
c
What about A =  - A ?
c
If ω ∊ A, then ω  A and
c
If ω ∊ A , then ω  A .
c
Thus A is the event “A does not
happen”.
Lecture Notes 01 Basic Definitions & Axioms of Probability 33
 Events and Set Operations

Let A and B be two events.

What about AB ?
An outcome ω ∊ AB
if and only if ω ∊A and ω ∊B
Thus AB happen if and only if “A
happens and B happens”
What about AB ?
An outcome ω ∊ AB
if and only if ω ∊A or ω ∊B
Thus AB happen “A happens” or “B
happens”.
Lecture Notes 01 34
Basic Definitions & Axioms of Probability
 Complement of a Set of an
Event

c
A
A Where Ac (or Ā, or A’)
represents the
complement of A

Venn Diagram illustrating

the Complement of an
event
Lecture Notes 01 Basic Definitions & Axioms of Probability 35
 Intersection (And) AB
–a set containing all elements in both A and B
The intersection of A and B, written A ∩ B, is the
set whose elements are just the elements of both
A and B. In the predicate notation the definition is
AB = def {x | x ∊ A and x ∊ B }

ă
A∩B = B ∩ A
(A∩B ) ⊆ A
A A B B (A∩B ) ⊆ B
 Union (Or) AB
– a set containing all elements in A or B or both
– The union of A and B, written A∪B, is the set
whose elements are just the elements of A or
B or of both. In the predicate notation the
definition is

AB = def {x | x ∊ A or x ∊ B }
ă Commutative Law:
A∪B=B∪A
(like a+b =b+a in ordinary algebra)
A B Associative Law :
A ∪ (B ∪ C) = (A ∪ B) ∪ C

(like a+ (b+c) = (a+b) + c in ordinary

algebra)
 2-38

• Mutually exclusive or disjoint sets

–sets having no elements in common,
having no intersection, whose
intersection is the empty set
• Partition
–a collection of mutually exclusive
sets which together include all
possible elements, whose union is
the universal set ()
 2-39

Mutually Exclusive or Disjoint Sets

Sets have nothing in common
AiAj = { }
ă
AiAj = 
where { } and  both shows A B
empty set.
This means the two events
cannot ocur simultaneously!
ă
Sets: Partition A4
A7
A1
AiAj = 
for i, j =1,2,..,n A2 A6
A5
for ij A3
 Mutually Exclusive Events - Laws
• Commutative law (event order is
unimportant):
A  B(like
= a.b
B =b.aAandand A inordinary
a+b =b+a B = algebra)
BA

(like
• Distributive law (like in algebra): (a+b)c = (a.c)+(b.c)
But be careful about
(A  B)  C = (A  C)  (B  C) (a.b)+c ≠ (a+c)(b+c)
(A  B)  C = (A  C)  (B  C)
(like
• Associative law (like in algebra): (a+b)+c = a+(b+c)
and
(A  B)  C = A  (B  C) (a.b)c = a(b.c) in
ordinary algebra)
(A  B)  C = A  (B  C)
40
Mutually Exclusive Events - Laws

 DeMorgan’s law:
 (A  B) = A  B
The complement of the union is the
intersection of the complements.
 (A  B) = A  B
The complement of the intersection is the
union of the complements.

 Complement law:
(Ac)c = A ( or (A) = A )
41
 Some Derivable Relations

•AA=A A+A=A
• A  (A  B) = A A + AB = A
• A  (A’  B) = A  B A + A’B = A +
B
• A  A’ =  A + A’ = 
•A= A+=
•A= A=

42
 Collectively Exhaustive

A set of events are collectively

exhaustive if the sum up to Ω

ă
B
A

C D

ABCD=Ω

43
 Venn diagrams
(continued…)
A\B = AB’
B\A = BA’ Ω

A
B
A \ B = A  B’
AB

AC B \ A = B  A’

B and C are mutually

exclusive
44
 Events and Set Operations

Example:
Expt: Toss 3 coins

Let Event A: Exactly two heads.

A= { HHT, HTH, THH }

Let Event B: Heads on the first coin.

B= { HHH, HHT,HTH, HTT }

Lecture Notes 01 Basic Definitions & Axioms of Probability 45

 Events and Set Operations

AUB = { HHT, HTH, THH, HHT, HTT }

(same as exactly two heads or heads
on the first coin)

AB = { HHT, HTH }

(same as exactly two heads and head
on the first coin)
c
B ={ THH, THT, TTH, TTT }
(same as tails,i.e., NOT heads on the
first coin)…
Lecture Notes 01 Basic Definitions & Axioms of Probability 46
 Events and Set Operations

Set-theoretic equalities (review)

There are a number of general laws about
sets which follow from the definitions
of set- theoretic operations, subsets, etc.
A useful selection of these is shown below.
They are grouped under their traditional
names. These equations below hold for any
sets X, Y, Z.

Lecture Notes 01 Basic Definitions & Axioms of Probability 47

 Events and Set Operations

Set-theoretic equalities (review)

1. Idempotent Laws
(a) X ∪ X = X
(b) X ∩ X = X
2. Commutative Laws
(a) X ∪ Y = Y ∪ X
(b) X ∩ Y = Y ∩ X
3. Associative Laws
(a) (X ∪ Y) ∪ Z = X ∪ (Y ∪ Z)
(b) (X ∩ Y) ∩ Z = X ∩ (Y ∩ Z)
48
Lecture Notes 01 Basic Definitions & Axioms of Probability
 Events and Set Operations

Set-theoretic equalities (review)

4. Distributive Laws
(a) X ∪ (Y ∩ Z) = (X ∪ Y) ∩ (X ∪ Z)
(b) X ∩ (Y ∪ Z) = (X ∩ Y) ∪ (X ∩ Z)
In ordinary Algebra :
(i) a + ( b ×c ) ≠ (a + b) × (a + c)
(ii) a × (b + c ) = (a × b) + (a × c)
5. Identity Laws
(a) X ∪ Ø = X (c) X ∩ Ø = Ø
(b) X ∪ Ω = Ω (d) X ∩ Ω = X
49
Lecture Notes 01 Basic Definitions & Axioms of Probability
 Events and Set Operations

Set-theoretic equalities (review)

6. Complement Laws \
(a) X ∪ X’ = Ω (c) X ∩ X’ = Ø
(b) (X’)’ = X (d) X – Y = X\Y = X ∩ Y’

7. DeMorgan’s Laws
(a) (X ∪ Y)’ = X’ ∩ Y’ (b) (X ∩ Y)’ = X’ ∪
Y’
8. Consistency Principle
(a) X ⊆ Y if X ∪Basic
Lecture Notes 01
Y Definitions
= Y &(b) X ⊆ Y if X ∩ Y =
Axioms of Probability
50
 Fundamentals of Probability

Probability
“measure of likelihood of an
event”
Recall that the event space F
contains every possible event
that we may care about.
The only remaining task is to
quanify how “likely” these events
are.
Lecture Notes 01 Basic Definitions & Axioms of Probability 51
 Fundamentals of Probability

The most modern definition of

probability does not tell us what the
values of the probability are, but
instead describes the proporties that a
probability function must satisfy.

Lecture Notes 01 Basic Definitions & Axioms of Probability 52

 Fundamentals of Probability

Definition of probability (very

importante)

A probability distribution on (, F)

(or simply “probability”) is a function

P: F  R such that

Lecture Notes 01 Basic Definitions & Axioms of Probability 53

Fundamentals of Probability

54
 Fundamentals of Probability
Note: condition “3” is technical, but
all it says that the probability of a
disjoint union of events is the sum of
the probability).

For our purposes (3) can be

replaced by

(3’) If A, B F with AB=

then P(AB)=P(A)+P(B)
Lecture Notes 01 Basic Definitions & Axioms of Probability 55
 Fundamentals of Probability

The three “axioms” of probability

provide a consistent framework for
computing the likelihood of any event.

Lecture Notes 01 Basic Definitions & Axioms of Probability 56

Some useful properties of P(.)
c
1 - P(A ) = 1- P(A)
c
Proof (Pf): AA = and
c
AA =
using axiom (3),
P(AA ) = P(A) + P(A )
c c

Also,
P(AA ) = P() = 1, thus
c

c
P(A ) = 1- P(A)
Lecture Notes 01 Basic Definitions & Axioms of Probability 57
Some useful properties of P(.)

2 – For any A F , P(A)  1

c
Pf: P(A) = 1 - P(A ) and
c
P(A )  0, thus
P(A)  1

Lecture Notes 01 Basic Definitions & Axioms of Probability 58

Some useful properties of P(.)

3 - P() = 0
Pf:  = 
P() = P()+P()
1=1+P() P()=0

Lecture Notes 01 Basic Definitions & Axioms of Probability 59

Some useful properties of P(.)

4 – If A1, A2,… An mutualy exclusive

(i.e., AiAj = for ij) then

Pf: Start with axiom (3’) and use

mathematical induction ….

Lecture Notes 01 Basic Definitions & Axioms of Probability 60

Some useful properties of P(.)
5 – P(AB) = P(A) + P(B) - P(AB)
Remark:
This is generalization of axiom (3’) to
non-disjoint events A & B.

Pf: We want P(AB). But in general

AB ≠, so we cannot useaxiom (3).
So first break up AB into a disjoint
union.
Lecture Notes 01 Basic Definitions & Axioms of Probability 61
  A B

AB
AB c
BAc

Lecture Notes 01 Basic Definitions & Axioms of Probability 62

Some useful properties of P(.)

AB = (AB ) c
 (BA )  (AB)
c

So P(AB) = P(AB ) c
+ P(BA c
) +
P(AB)

Next
B = (AB)  (AcB ) disjoint union
A = (BA)  (BcA ) disjoint union

So P(B) = P(AB) + P(AcB ) and

c
P(A) = P(BA)
Lecture Notes 01
+ P(B A )
Basic Definitions & Axioms of Probability 63
Some useful properties of P(.)

P(B) = P(AB) + P(A B ) c

and
P(A) = P(BA) + P(BcA )
+________________________
P(A)+P(B) = P(AB) + P(BA) + P(AcB )
c
+P(B A)
P(A)+P(B) - P(AB) = P(BA) + P(AcB )
c
+P(B A)
P(A)+P(B) - P(AB) = P(A  B)

Lecture Notes 01 Basic Definitions & Axioms of Probability 64

Some useful properties of P(.)

From algebraic manipulations of boxed

equations, the results follows.

Lecture Notes 01 Basic Definitions & Axioms of Probability 65

 Proof (Pf): By induction
When n=3, we have

P(AB C) = P(A) + P(B) + P(C)

- P(AB) - P(AC) - P(BC)
+ P(AB C)

Lecture Notes 01 Basic Definitions & Axioms of Probability 66

Some useful properties of P(.)

If ABthen P(A)  P(B)

Pf: B = (AB) U (AcB)

P(B) = P(AB) + P(AcB)

0

Lecture Notes 01 Basic Definitions & Axioms of Probability 67

 Examples
Example 1:
A company has bid on two large construction projects. The
company president believes that the probability of
winning the first contract is 0.6, the probability of winning
the second contract is 0.4, and the probability of winning
both contracts is 0.2.
1.What is the probability that the company wins at least
one contract?
2.What is the probability that the company wins the first
contract but not the second contract?
3.What is the probability that the company wins neither
contract?
4.What is the probability that the company wins exactly
one contract?
Lecture Notes 01 Basic Definitions & Axioms of Probability 68
 Examples
Solution of example 1:

Let A = wins first and let B = wins second

ă
1.P(at least one) = P(AB)
(AB)
P(AB) = P(A)+ P(B) - P(AB) A B
P(AB) = 0.6 + 0.4 – 0.2 = 0.8

2. P(It wins the first contract but not the second) = P(ABc)
P(ABc) = P(A) – P(AB) = 0.6 - 0.2 = 0.4
ă

ABc

A B
If it is asked that;
P(It wins the second contract but not the first) = ?

P(BAc) =P(B) – P(AB) = 0.4 - 0.2 = 0.2

69
 Examples
Solution of example 1:
Let A = wins first and let B = wins second

3. P(the company wins neither contract) = P[(AB)c(A

] B)c
P[(AB)c] = 1 - P(AB)
A B
P[(AB) ] = 1 - 0.8 = 0.2
c

4. P(the company wins exactly one contract) = P(AB) - P(AB)

P(exactly 1) = P(AB) - P(AB) = 0.8 -0.2 = 0.6 ă

or {(AB) - (AB)} = {(ABc)  (BAc)} ABc AB BA c

P(exactly 1) = P(ABc) + P (BAc) = 0.4 + 0.2 =0.6

A B

(AB) - (A B) =(ABc )  (BAc )

70
 Examples

Example 2:
Let assume the following data are given:
8% of the population smokes cigars,
26% of the population smokes cigarettes, and
5% of the population smokes both.
What percentage of the population smokes neither
cigars nor cigarettes?

Lecture Notes 01 Basic Definitions & Axioms of Probability 71

 Examples
Solution of example 2:
Let A = smokes cigars and (A B)c
let B = smokes cigarettes.
P(A) = 0.08, P(B) = 0.26, A B
ă
P(AB) = 0.05 (given data)
{the population smokes neither cigars nor cigarettes}
=(AB)c
P(the popltn. smokes neither cigars nor cigarettes) =
P[(AB)c]
P[(AB)c] = 1 - P(AB)
P(AB) = P(A) + P(B) - P(AB) = 0.08+0.26-0.05
=0.29
Lecture Notes 01 Basic Definitions & Axioms of Probability 72
 Review
Since events and sample spaces are just sets, let's
review the algebra of sets:
1.Ø is the "null set" (or "empty set")
2.C ∪ D = "union" = the elements in C or D or
both
3.A ∩ B = "intersection" = the elements in A and
B. If A ∩ B = Ø, then A and B are called "mutually
exclusive events" (or "disjoint events").
4.D' = Dc = Ā "complement" = the elements not
in D
5.If E ∪ F ∪ G ∪ ... = Ω, then E, F, G, and so on are
called "exhaustive events."
Lecture Notes 01 Basic Definitions & Axioms of Probability 73
 Review
Five Theorems
Theorem #1. P(A) = 1 − P(A').

Theorem #2. P(Ø) = 0.

Theorem #3. If events A and B are such that A ⊆

B,
then P(A) ≤ P(B).

Theorem #4. P(A) ≤ 1.

Theorem #5. For any two events A and B,

P(A ∪ B) = P(A) + P(B) − P(A ∩ B).
Lecture Notes 01 Basic Definitions & Axioms of Probability 74