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AMS 311, Handout 3 Spring Semester, 2004 Review of the development of probability theory: Solving gambling problems is the

origin of the equiprobable model theory. Axiomatic probability theory developed to deal with harder problems. Section 2.2: Sample Spaces and Events Sample Space: the set of all possible outcomes of an experiment. Events: any subset of a sample space Use of intersection and union to define events of interest Recall basic set theory algebra: the definition of the complement of a set, commutative, associative, distributive laws, DeMorgan’s laws. These are illustrated in Venn diagrams. Also, E = EF ∪ EF c . There are two DeMorgan’s laws: (∪ Ei ) c = ∩ Eic , and (∩ Ei ) c = ∪ Eic .
i =1 i =1 i =1 i =1 n n n n

Section 2.3 Axioms of Probability The axioms of probability theory 1. For any event E, P( E ) ≥ 0. 2. For the sample space S, P( S ) = 1. 3. If {E1 , E 2 , E 3 ,… } is a sequence of mutually exclusive events (that is events for which Ei ∩ E j = φ ), then P(∪ E i ) =
i =1 ∞

∑ P( E ).
i =1 i

2.4 Some Simple Propositions Proposition 4.1. For any event E, P(Ec)=1-P(E). Proposition 4.2. If E⊆F, then P(E)≤P(F). Also, if E⊆F, then P(F-E)=P(FEc)=P(F)-P(E). Proposition 4.3. If E and F are any two events, P(E∪F)=P(E)+P(F)-P(EF).

A number is chosen at random from the set of numbers {1, 2, 3, …, 1000}. What is the probability that it is divisible by 3 or 5 (i.e., either 3 or 5 or both)? Answer is 467/1000.
Extra! Boole’s (Bonferroni’s) Inequality If E and F are any two events, P(E∪F)≤P(E)+P(F).

185 are diabetic (D) 3. Odds in favor of an event A are r to s if P(A)=r/(r+s). Proposition 4. if P(A)=s/(r+s). The summation i1 <i2 < < ir ∑ P( E i1 E ir ) is taken over all of the ( ) possible subsets of size r of the set {1. End of Handout . 2. 25 are all three 5. of which 1. 140 are only hypertensive 7. Example. Assume that appointments are all random. Solution by completing Venn Diagram or by laying out a 23 contingency table. E3 are any three events.4: P ( E1 ∪ E 2 ∪ ∪ E n ) = ∑ P( E ) − ∑ P( E i =1 i i1 <i2 n i1 E i2 ) + + (−1) r +1 E i2 i1 <i2 < < ir ∑ P( E i1 E i2 E ir ) + + (−1) n +1 P( E1 E 2 n r E n ). Odds against an event A are r to s. Answer 30/520. Example. If P(A)=p. 230 are hypertensive (T) 2. Find the probability that the doctor’s next appointment is hypochondriac but neither diabetic nor hypertensive. Generalization is called the Inclusion-Exclusion Principle. 150 are none 6. What percentage of this community smoke? Answer 59%. 32% of the population are male smokers.This is a crucial fact to have handy in applied statistical work. 27% are female smokers. then the odds in favor of A are p to 1-p. 35 are hypochondriac (C) and diabetic 4. In a community. Generalizations of probability of union of two events: If E1. …. then P ( E1 ∪ E 2 ∪ E3 ) = P( E1 ) + P( E 2 ) + P( E3 ) − P( E1 E 2 ) − P( E1 E3 ) − P( E 2 E3 ) + P( E1 E 2 E3 ). A doctor has 520 patients. P(E)=P(EF)+P(EFc). 15 are hypertensive and hypochondriac but not diabetic. E2. n}. If E and F are any two events.