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Axioms of Probability
1. Introduction
This lecture is a continuation of discussion on random events that started with definition of
various terms related to Set Theory and event operations in previous lecture. Details of
axioms of probability, their properties, examples and a brief on conditional probability are
discussed in this lecture. Though the axiomatic definition probability was presented in lecture
1, these are mentioned again before proceeding to the elementary properties.
2. Axioms
Probability of any event ,
conditions. These conditions for assigning probability are known as Axioms of probability.
There are three such axioms. All conclusions drawn on probability theory are either directly
or indirectly related to these three axioms.
Axiom 1. For any event belongs to the sample space, , the value of probability of the
event lies between zero and one. Mathematically expressed as:
Thus, Axiom 1 states that probabilities of events for a particular sample space are
real numbers on the interval [0, 1].
Axiom 2. Probability of all the events in a sample space or the sample space in total is equal
to one. Mathematically denoted as,
Axiom 3. For any two mutually exclusive events and , the probability of union of them
is equal to simple sum of the probabilities of individual events. It is
.
belong to
equal to probability of
two events,
and
, i.e.,
, then probability of
, then
and
(Fig. 2).
, then probability of
from Axiom 1.
then
, where
are
where, A1 , A2 , , An
Property 6. If and are any two events in sample space, , then probability of union
of and can be determined by deducting the probability of intersection of
and from the summation of individual probabilities.
It is mathematically denoted as:
(4)
The visualization is given in Fig. 6.
. Further investigation
and
.
4. Conditional Probability
If and are two events in sample space and
given than has already occurred is denoted as
P B A
P A B
P B
(6)
So,
and
5. Concluding Remarks
Before finishing this lecture, let us summarize the important learning here. The three Axioms
define the basic properties of probability of events in a sample space. The elementary
properties formulated from the Probability Theorem, explain the probabilities of a particular
event when other events exist in the same space are basically derived from the Axioms. The
special probability theorems based on these elementary properties will be discussed in the
next lecture.