P&S
1.Experiments, Models, and Probabilities
• Mutually Exclusive sets) A collection of sets A1,..., An is mutually
exclusive if and only if
Ai ∩ Aj = φ, i = j.
• Collectively Exhaustive sets) A collection of sets A1,..., An is
collectively exhaustive iff
A1 ∪ A2 ∪···∪ An = S.
• Theorem 1.1) De Morgan’s law relates all three basic operations:
(A ∪ B)’ = A’ ∩ B’.
• Definition 1.3) Event An event is a set of outcomes of an experiment.
• Definition 1.4) Event Space An event space is a collectively exhaustive,
mutually exclusive set of events.
An event space and a sample space have a lot in common. The
members of both are mutually exclusive and collectively exhaustive.
They differ in the finest-grain property that applies to a sample space
but not to an event space. Because it possesses the finest-grain
property, a sample space contains all the details of an experiment. The
members of a sample space are outcomes. By contrast, the members of
an event space are events. The event space is a set of events (sets),
while the sample space is a set of outcomes (elements). Usually, a
member of an event space contains many outcomes.
• Theorem 1.2) For an event space B = {B1, B2,...} and any event A in
the sample space, let Ci = A∩ Bi. For i = j, the events Ci and Cj are
mutually exclusive and A = C1 ∪ C2 ∪···
• Definition 1.5) Axioms of Probability A probability measure P[·] is a
function that maps events in the sample space to real numbers such
that-
Axiom 1) For any event A, P[A] ≥ 0.
Axiom 2) P[S] = 1.
Axiom 3) For any countable collection A1, A2,... of mutually exclusive
events
P [A1 ∪ A2 ∪···] = P [A1] + P [A2] +··· .
• Theorem 1.3) For mutually exclusive events A1 and A2,
P [A1 ∪ A2] = P [A1] + P [A2]
• Theorem 1.4) If A = A1 ∪ A2 ∪···∪ Am and Ai ∩ Aj = φ for i = j, then
P [A] =
• Theorem 1.5) The probability of an event B = {s1,s2,...,sm} is the sum
of the probabilities of the outcomes contained in the event:
P [B] =
• Theorem 1.6) For an experiment with sample space S = {s1,...,sn } in
which each outcome is equally likely,
P [] = 1/n, 1 ≤ i ≤ n.
• Theorem 1.7) The probability measure P[·] satisfies
(a) P[φ] = 0.
(b) P[A’] = 1 − P[A].
(c) For any A and B (not necessarily disjoint),
P [A ∪ B] = P [A] + P [B] − P [A ∩ B].
(d) If A ⊂ B, then P[A] ≤ P[B].
• Theorem 1.8) For any event A, and event space {B1, B2,..., Bm},
P [A] =
• Definition 1.6) The conditional probability of the event A ,given the
occurrence of the event B is
P [A|B] = P [AB] P [B] .
• Theorem 1.9) A conditional probability measure P[A|B] has the
following properties that correspond to the axioms of probability.
Axiom 1: P[A|B] ≥ 0.
Axiom 2: P[B|B] = 1.
Axiom 3: If A = A1 ∪ A2 ∪··· with ∩ = φ for i = j, then
P [A|B] = P [A1|B] + P [A2|B] +···
• Theorem 1.10) Law of Total Probability
For an event space {B1, B2,..., Bm} with P[Bi] > 0 for all i,
P [A] =
• Theorem 1.11) Bayes’ theorem
P [B|A] =.
• Definition 1.7) Two Independent Events
Events A and B are independent if and only if
P [AB] = P [A] P [B].
independent and disjoint are not synonyms.
• Definition 1.8) 3 Independent Events A1, A2, and A3 are independent
if and only if
(a) A1 and A2 are independent,
(b) A2 and A3 are independent,
(c) A1 and A3 are independent,
(d) P[A1 ∩ A2 ∩ A3] = P[A1]P[A2]P[A3].
• Tree diagram) tree diagram are used to represent the sequence of subexperiments. To do
so, we assemble the outcomes of each subexperiment into sets in event space. Starting at the
root of the tree we represent each event in the event space of the first subexperiment as a
branch and we label the branch with the probability of the event. Each branch leads to a node.
The events in the event space of the second subexperiment appear as branches growing from
every node at the end of the first subexperiment. The labels of the branches of the second
subexperiment are the conditional probabilities of the events in the second subexperiment. We
continue the procedure taking the remaining subexperiments in order. The nodes at the end of
the final subexperiment are the leaves of the tree. Each leaf corresponds to an outcome of the
entire sequential experiment. The probability of each outcome is the product of the probabilities
and conditional probabilities on the path from the root to the leaf. We usually label each leaf with
a name for the event and the probability of the event.
• Definition 1.10) Fundamental Principle of Counting
If subexperiment A has n possible outcomes, and subexperiment B
has k possible outcomes, then there are nk possible outcomes when
you perform both subexperiments.
• Theorem 1.12) The number of k-permutations of n distinguishable
objects is = n(n − 1)(n − 2)···(n − k + 1) = .
• Theorem 1.13)
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2. Discrete Random Variables
