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I) Show that the denition of probability implies:
1: Probability of the impossible event P{} = 0.
Note: A common technique is to partition the space, i.e. cover it completely with disjoint sets:
A family of sets A
1
, A
2
, A
3
, A
4
, etc. . . is called a partition of space S if
(1) they are mutually exclusive, A
j
A
k
= for any k = j, and
(2) their union completely covers the space, S = A
1
A
2
A
3
. . .
Note: The notation + introduced in class can be used in this case instead of . In other words,
the statement the family of sets A
1
, A
2
, A
3
, A
4
, etc. . . is a partition of space S is equivalent to
writing simply:
S = A
1
+A
1
+A
3
+ . . .
Proof. Events S and are mutually exclusive, S = ; they also cover the entire space,
S = S. In other words, S = S + is atrivial partition of S. Thus, using the additivity
property of probability, P(S) = P(S + ) = P(S) + P() = 1. This is equivalent to
1 + P() = 1, i.e. P() = 0.
2: If
A = complement of A, i.e.
A A = S and
AA = ,
P(A) = 1 P(
A) 1.
Proof. The sets Aand
Aform a partition of S. Using again the additivity property P(A) +
P(
A) = P(A
A) = P(S) = 1 which means that P(A) = 1 P(
A).
3: For any A and B,
P(A B) = P(A) + P(B) P(A B).
Proof. It can be easily checked that the setsAand B
Aare a partition of A. Then AB =
A
B
A
(orA B = A+
B
A
B
A
. Similarly
set B can be partition into sets A B and B
A: B = (A B) +
B
A
meaning that
P(B) = P (A B) + P
B
A
. Therefore
P(A B) = P (A) + P
B
A
= P (A) + P(B) P (A B) .
4: If A B, then
P(B) = P(A) + P(B
A) P(A)
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Proof. If A B, sets A and B
A are a partition of B: B = A +
B
A
so P(B) =
P(A) + P
B
A
n
k=1
A
k
F. Then,
n+1
k=1
A
k
= (
n
k=1
A
k
) A
n+1
= BA
n+1
is a union of two events,
which was shown to be an event. So
N+1
k=1
A
k
F. Similar procedure for intersections of
events, and combinations of unions and intersections.
III) Show that if A B = , P(A) P(
B).
Note: If A B = , it follows that A
B. You can check it using Venn diagrams. Or, heres a proof
of this based on logic:
because A B = , if x is an element of A, x A, it cannot be an element of B, x / B
A B = x A & x / B
Note that not belonging to B leaves to x only one choice, to belong to
B, since S = B +
B; in
other words, every element of A also belongs
B, i.e.
A
B.
Proof. The proof is short. Thus, A B = is equivalent to A
B. From the property 4 of
probability, P(A) P(
B).
IV) Show that
2
1: P(A) = P(B) = P(A B) P
A
B
A B
= 0.
Proof. Since A =
A
B
A
B
A
B
= 0. Similarly, P
B
A
A
B
= 1 P
A
B
= 1 P(
A) P(
B) + P
A
B
,
that is
P (A B) = 1 + P
A
B
.
Since
A
B
A, P
A
B
= 0, so P (A B) = 1.
V) Prove that:
P(A B C) = P(A) + P(B) + P(C) P(A B) P(A C) P(B C) + P(A B C).
What is the corresponding decomposition for
P(A B C D) =?
Proof. Using several times the rule for the probability of the union of events yields
P(A B C) = P [(A B) C] = P(A B) + P(C) P [(A B) C] =
= P(A) + P(B) P(A B) + P(C) P [(A B) C] .
But (A B) C = (A C) (B C) so
P [(A B) C] = P [(A C) (B C)] = P (A C) + P (B C) P [(A C) (B C)]
and since (A C) (B C) = A B C
P(A B C) = P(A) + P(B) + P(C) P(A B) P(A C) P(B C) + P(A B C).
The expression should be a sum of the probabilities of all the sets, their 2-, 3- and 4-
intersections, with alternating signs.
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