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Axioms of Probability (incl. Proofs)

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of the sample space S to satisfy the following

axioms:

1. Non-Negative Probability:

P (E) ≥ 0.

2. Mutually-Exclusive Events:

P (E1 ∪ E2) = P (E1) + P (E2)

provided E1 and E2 are mutually exclusive.

i.e. E1 ∩ E2 is empty.

P (S) = 1

1

Properties of Probability

Theorem 1: Complementary Events

For each E ⊂ S:

P (E) = 1 − P (E)

Proof:

S =E∪E

Now, E and E are mutually exclusive.

i.e.

E ∩ E is empty.

Hence:

P (S) = P (E ∪ E) = P (E) + P (E)

(Axiom

Also: 2)

P (S) = 1

(Axiom

3)

i.e.

−→ 1 = P (E) + P (E)

So:

P (E) = 1 − P (E)

2

Properties of Probability

Proof:

S =S∪∅

i.e.

S ∩ ∅ is empty.

Hence:

(Axiom

2)

Also:

P (S) = 1

(Axiom

3)

i.e.

1 = 1 + P (∅)

i.e.

P (∅) = 0.

3

Properties of Probability

Theorem 3:

P (E1 ) ≤ P (E2 )

Proof:

E2 = E1 ∪ (E 1 ∩ E2 )

≥ P (E1 )

4

Properties of Probability

For each E ⊂ S

0 ≤ P (E) ≤ 1

Proof:

Since,

∅⊂E⊂S

0 ≤ P (E) ≤ 1

5

Theorem 5: The Addition Law of Probability

Proof:

E1 ∪ E2 = E1 ∪ (E2 ∩ E 1 )

(Axiom

2)

follows:

E2 = (E2 ∩ E1 ) ∪ (E2 ∩ E 1 )

So

P (E2 ) = P (E2 ∩ E1 ) + P (E2 ∩ E 1 )

(Axiom

2)

Thus:

P (E2 ∩ E 1 ) = P (E2 ) − P (E2 ∩ E1 ) (2)

Inserting (2) in (1), we get

6

Example:

60% of the smokers are male and 80% of the non smokers are

male. What is the probability that an employee chosen at ran-

dom:

1. is male or smokes cigarettes

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