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MTH5401-Mathematical Statistics
Jayanthi Arasan
UPM
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1 Chapter 1-Probability
Chapter 1-Probability
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1 Chapter 1-Probability
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1 Chapter 1-Probability Probability Theory
Probability Theory
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1 Chapter 1-Probability Sample Space
Sample Space
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1 Chapter 1-Probability Sample Space
Sample Space
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1 Chapter 1-Probability Axioms of probability
P(A) ≥ 0
P(S) = 1
If A1 ∩ A2 = ∅ then P(A1 ∪ A2 ) = P(A1 ) + P(A2 )
Commutative laws
A1 ∪ A2 = A2 ∪ A1
A1 ∩ A2 = A2 ∩ A1
Associative laws
(A1 ∪ A2 ) ∪ A3 = A1 ∪ (A2 ∪ A3 )
(A1 ∩ A2 ) ∩ A3 = A1 ∩ (A2 ∩ A3 )
Distributive laws
(A1 ∪ A2 ) ∩ A3 = (A1 ∩ A3 ) ∪ (A2 ∩ A3 )
(A1 ∩ A2 ) ∪ A3 = (A1 ∪ A3 ) ∩ (A2 ∪ A3 )
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1 Chapter 1-Probability Axioms of probability
DeMorgan’s laws
(A1 ∪ A2 )0 = A01 ∩ A02
(A1 ∩ A2 )0 = A01 ∪ A02
In general:
n 0 n
Ai 0
S T
Ai =
i=1 i=1
n
0 n
Ai 0
T S
Ai =
i=1 i=1
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1 Chapter 1-Probability Axioms of probability
From (iv):
P(A1 ∪ A2 ∪ A3 ) = P[(A1 ∪ A2 ) ∪ A3 ]
= P(A1 ∪ A2 ) + P(A3 ) − P[(A1 ∪ A2 ) ∩ A3 ]
= P(A1 ) + P(A2 ) − P(A1 ∩ A2 ) + P(A3 ) − P[(A1 ∩ A3 ) ∪ (A2 ∩ A3 )]
= P(A1 ) + P(A2 ) − P(A1 ∩ A2 ) + P(A3 ) − P(A1 ∩ A3 ) −
P(A2 ∩ A3 ) + P(A1 ∩ A2 ∩ A3 )
= P(A1 ) + P(A2 ) + P(A3 ) − P(A1 ∩ A2 ) − P(A1 ∩ A3 ) −
P(A2 ∩ A3 ) + P(A1 ∩ A2 ∩ A3 )
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1 Chapter 1-Probability Axioms of probability
Boole’s inequality
If A1 , A2 are two events, then
P(A1 ∪ A2 ) ≤ P(A1 ) + P(A2 )
Bonferonni’s inequality,
P(A1 ∩ A2 ) ≥ P(A1 ) + P(A2 ) − 1
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1 Chapter 1-Probability Axioms of probability
Example 1
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1 Chapter 1-Probability Axioms of probability
Example 2
Two fair dice are rolled and the outcomes were recorded.
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1 Chapter 1-Probability Axioms of probability
Example 3
i) P(X + Y ≤ 1/2)
ii) P(X = 0.1, Y = 0.8)
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