Exercise 4: Proving Theorems

Theorem 1. P     0

Proof:

  Ω   and   Ω  Ω
P   Ω   P    P Ω  by axiom 3 : probability
P Ω   P    P Ω 
1  P    1 by axiom 2 : probability
P    1 1  0

Theorem 2. P  A   1 P  A
C

Proof:

AC  A   and AC  A  Ω
P  AC  A   P  AC   P  A by axiom 3 : probability
P Ω   P  AC   P  A
1  P  AC   P  A by axiom 2 : probability
P  AC   1 P  A

Theorem 3.  A, B ς , P A  B  P A  PB  P A  B
Proof:

 A  B   B  A   B  A   
 A  B   B  A   B  A   A  B
By axiom 3 : probability ,
P  A  B  P  A  B  P B  A   P  A  B 
 P  A  P  A  B  P B  P  A  B  P  A  B 
 P  A   P B   P  A  B 

 A , B, C  ς ,
Corollary 3.1.
P  A  B  C   P  A  P B  P C   P  A  B  P  A  C   P B  C   P A  B  C 

Proof: (exercise)
Corollary 3.2.
 A1 , A2 ,..., An   ,
n  n n n

 P  A     P  A A      P  A A A   1
n 1
P  Ai   i i j i j k
  P  A1 A2 An 
 i 1  i 1 i  j 2 i  j  k 3

Proof: (by mathematical induction)

We define the propositional function,

n  n n n
Q  n  P  Ai    P  A     P  A A     P  A A A   1
n1
i i j i j k
  P  A1 A2 An 
 i 1  i 1 i  j 2 i  j k 3

Step 1: For n = 2, it immediately follows from Theorem 3 that

P  A1  A2   P  A1  P  A2   P  A1  A2  so that Q  n  is true.

Step 2: Let m be an arbitrarily selected integer greater than or equal to 2. Assume Q  m  is true.

m  m m m
Q  m  P  Ai    P  A     P  A A     P  A A A   1
m1
i i j i j k
  P  A1 A2 A\m 
 i 1  i 1 i  j 2 i  j  k 3

Step 3: We need to show that Q  m  1 is true.

By assumption made in step 2,

 m1  m 
P Ai   P  Ai  Am1 
 i 1   i 1 
 m
 m 
 P  Ai   P  Am1   P  Ai  Am1 
 i 1   i 1 
m m m

 P  A     P  A A      P  A A A   1
m1
 i i j i j k
  P  A1 A2 Am 
i 1 i  j 2 i  j  k 3

m 
 P  Am1   P  Ai  Am1 
 i 1 
m m m

 P  A     P  A A      P  A A A   1
m1
 i i j i j k
  P  A1 A2 Am   P  Am1 
i 1 i  j 2 i  j  k 3

m m m 
   P  Ai Am1     P  Ai Aj Am1      P  A A A A   ...   1 P  Ai Aj Ak ...Am Am1  
m
i j k m1
 i 1 i  j 2 i  j  k 3 
m1 m1 m1

 P  A     P  A A      P  A A A   1 P  A1 A2
m
 i i j i j k
  Am1 
i 1 i  j 2 i  j  k 3

Corollary 3.3.  A, B ς , P A  B  P A  PB

Proof: Since P  A  B  0, then P  A  B  P  A  P B

n  n
Corollary 3.4.  A1 , A2 ,..., An   , P  Ai    P  A  i
 i 1  i 1

Proof: (by mathematical induction – exercise)

Theorem 4.  A, B ς and A  B, P A  PB
Proof:

A  B  A   
A  B  A   B
P B  P  A   B  A  
 P  A   P B  A 
 P  A

  
Corollary 4.1.  A1 , A2 ,...   , P  Ai    P  A 
i
 i 1  i 1

Proof: (exercise)

Theorem 5.  A, B ς , P A  B  1 P A   PB 

C C

Proof:

 A  B   AC  BC
C

P  A  B  1 P  A  B  
C
 
 1 P  AC  BC 
 1 P  AC   P BC 

  
Corollary 5.1.  A1 , A2 ,...   , P  Ai   1   P  AiC 
 i 1  i 1

Proof: (exercise)