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1.

Set Theory and Probability


JOMEL R. ALANZALON
STAT 3201: Statistical Theory
1st Semester A.Y. 2023-2024

CENTRAL LUZON STATE UNIVERSITY


1.1 Set Theory
JOMEL R. ALANZALON
STAT 3201: Statistical Theory
1st Semester A.Y. 2023-2024

CENTRAL LUZON STATE UNIVERSITY


DEPARTMENT of
STATISTICS
Learning Outcomes
After completing this module, the students must be able to
• Define the terminologies of Set Theory
• Illustrate relationship of sets using Venn diagram
• Recall the basic set operators
• Construct the power set of a given set

Set Theory | 3
DEPARTMENT of
STATISTICS 1.1.1 Set, Universe, and Elements
Definitions
A set is a well-defined collection of objects, and they are
called the elements or members of the set.
• Capital letters, 𝐴, 𝐵, 𝑋, 𝑌, …, denote sets
• Lowercase letters, 𝑎, 𝑏, 𝑥, 𝑦, …, denote elements of sets
• Synonyms for set are class, collection, and family

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DEPARTMENT of
STATISTICS

Examples: Set or Not Set


S a. The collection of colors of the rainbow
S b. The first five nonnegative integers
S c. 𝑃 = {2, 3, 5, 7}
NS d. The collection of good BS Statistics students at CLSU
NS e. Group of young faculty members from CLSU

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DEPARTMENT of
STATISTICS

Definitions
• All sets under investigation in any application of set
theory are assumed to be contained in some large fixed
set called the universal set or universe of discourse.
Usually denoted by 𝛀 or 𝑺.

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DEPARTMENT of
STATISTICS 1.1.2 Specifying Sets
• In Roster notation, we give a comprehensive listing of the
elements in the set.
• In Set-builder Notation or Rule Method, we define a set
variable, followed by verbal description of the category of
elements and the rule used to determine which elements
are in the set and which are not.
Example: Let 𝐴 be the set of positive odd numbers less than 10
Roster Notation: 𝐴 = 1, 3, 5, 7, 9
Set-Builder Notation: 𝐴 = 𝑥 𝑥 is a positive odd number less than 10}

Set Theory | 7
DEPARTMENT of
STATISTICS

Other Examples:
1. Let 𝐵 be the set of vowels of the English Alphabet
Roster: 𝐵 = 𝑎, 𝑒, 𝑖, 𝑜, 𝑢
Set-Builder: 𝐵 = 𝑥 𝑥 is a vowel of the English Alphabet}
2. Let 𝐶 be the set of positive integers less than 10
Roster: 𝐶 = 1, 2, 3, 4, 5, 6, 7, 8, 9
Set-Builder: 𝐶 = 𝑥 𝑥 is a positive integer less than 10}
or 𝐶 = 𝑛 𝑛 ∈ ℤ, 1 ≤ 𝑛 ≤ 9}
3. 𝐷 = 𝑘 𝑘 is a province in the Philippines}

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DEPARTMENT of
STATISTICS 1.1.3 Kinds of Sets
• Sets can be finite or infinite. A set 𝐴 is finite if 𝐴 is empty or if
𝐴 consists of exactly 𝑛 elements where 𝑛 is a positive integer;
otherwise set 𝐴 is infinite.
• The number of elements of a finite set 𝐴 is called the order or
cardinal number of set 𝐴 and is denoted by 𝒏 𝑨 or |𝑨|.
Examples:
1. 𝐸 = −8, −1, 4, 1998 𝒏 𝑬 =𝟒
2. 𝐹 = 𝑥 𝑥 is a month of the year} 𝒏 𝑭 = 𝟏𝟐
3. 𝐻 = {0, 1, 2, 3, 4 , 5} 𝒏 𝑯 =𝟒
4. 𝑁 = 𝑛 𝑛 is a positive integer} infinite set
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DEPARTMENT of
STATISTICS

• A set with no element is called the empty set or null set, and
is denoted by ∅ or . Thus, 𝑛 ∅ = 0.

Examples:
• Set of people living in the sun
• Collection of triangle having four sides
• 𝐺 = 𝑥 𝑥 2 < 0, 𝑥 ∈ ℝ}
• The zero set, 0 , is not a null set.

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DEPARTMENT of
STATISTICS 1.1.4 Relationship Between Sets
• We write 𝒙 ∈ 𝑨, if 𝑥 is an element in the set 𝐴 . The
membership symbol ∈ is used to say that an object is a
member of the given set. On the other hand, the symbol ∉ is
used to say that an object is not in the given set.
Illustration:
1. Consider 𝐶 = {blue, red, yellow}, we can write red ∈ 𝐶 . On the
other hand, green ∉ 𝐶.
2. Let 𝐽 = {0, 1 , 2}, here 1 ∉ 𝐽 but instead 1 ∈ 𝐽

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DEPARTMENT of
STATISTICS

Subset
• Set 𝐴 is a subset of set 𝐵, written 𝑨 ⊂ 𝑩 or 𝑩 ⊃ 𝑨, if every
elements of 𝐴 is also elements of 𝐵, that is
If 𝑨 ⊂ 𝑩, then 𝒙 ∈ 𝑨 implies 𝒙 ∈ 𝑩.
• On the other hand, we write 𝐴 ⊄ 𝐵 to mean that there is at least
one element of 𝐴 that is not in 𝐵.
• Proper Subset (⊂) and Improper Subset (⊆)
• Any set must be a subset of itself, that is 𝐴 ⊆ 𝐴.
• The empty set Ø is always a subset of any set.

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DEPARTMENT of
STATISTICS

Example: Subset
Consider the sets: 𝐴 = 𝑎, 𝑒, 𝑖, 𝑜, 𝑢
𝐵 = 𝑎, 𝑒, 𝑖, 𝑗
𝐶 = 𝑥 𝑥 is a letter in English alphabet}
Then,
• 𝐴⊂𝐶 • 𝐵⊄𝐴
• 𝐵⊂𝐶 • 𝐴⊄𝐵
• 𝐶⊄𝐴
• 𝐶⊄𝐵

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DEPARTMENT of
STATISTICS

Equal Sets
• Set 𝐴 and set 𝐵 are equal, denoted by 𝑨 = 𝑩, if they have
exactly the same elements or if each set is a subset of each
other, that is
𝑨 = 𝑩 if and only if 𝑨 ⊆ 𝑩 and 𝑩 ⊆ 𝑨.
Equivalent Sets
• Any set 𝐴 is equivalent to set 𝐵, denoted by 𝑨 ∼ 𝑩, if they
have the same number of elements or cardinality, that is
𝑨 ∼ 𝑩 implies 𝒏 𝑨 = 𝒏(𝑩).
Set Theory | 14
DEPARTMENT of
STATISTICS

Example: Equal Sets and Equivalent Sets


Consider the sets: 𝐴 = 𝑎, 𝑒, 𝑖, 𝑜, 𝑢
𝐵 = 𝑥 | 𝑥 is a vowel of the English Alphabet
𝐶 = −2, 0, 1, 7, 12
𝐷 = {𝑝, 𝑟, 𝑜, 𝑏}
Then,
• 𝐴=𝐵 • 𝐴≠𝐶
• 𝐴∼𝐶 • 𝐴≁𝐷
• 𝐵∼𝐶 • 𝐶≁𝐷

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DEPARTMENT of
STATISTICS

Theorem 1.1
Let 𝐴, 𝐵, 𝐶 be any sets. Then:
• 𝐴⊆𝐴
• If 𝐴 ⊆ 𝐵 and 𝐵 ⊆ 𝐴, then 𝐴 = 𝐵.
• If 𝐴 ⊆ 𝐵 and 𝐵 ⊆ 𝐶, then 𝐴 ⊆ 𝐶.

Theorem 1.2
For any set 𝐴, we have
Ø⊆𝑨⊆𝛀
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DEPARTMENT of
STATISTICS 1.1.5 Venn Diagram and Set Operations
A Venn diagram is a pictorial
representation of sets where
sets are represented by
enclosed areas in the plane. The
universal set is represented by
the points in a rectangle, and
the other sets are represented
by disks lying within the
rectangle.
Ω
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DEPARTMENT of
STATISTICS Set Operations
1. Union of Sets
• The union of two sets 𝐴 and 𝐵,
denoted by 𝑨 ∪ 𝑩, is the set of
all element which belongs to 𝐴
or to 𝐵.
Example: 𝐴 = {1, 2, 3, 4, 5}
𝐵 = {2, 4, 6, 8}
Then,
𝐴 ∪ 𝐵 = {1, 2, 3, 4, 5, 6, 8}
𝑨 ∪ 𝑩 = 𝒙 𝒙 ∈ 𝑨 𝐨𝐫 𝒙 ∈ 𝑩}
Set Theory | 18
DEPARTMENT of
STATISTICS Set Operations
2. Intersection of Sets
• The intersection of two sets 𝐴
and 𝐵, denoted by 𝑨 ∩ 𝑩, is the
set of all element which belongs
to both 𝐴 and 𝐵.
Example: 𝐴 = {1, 2, 3, 4, 5}
𝐵 = {2, 4, 6, 8}
Then,
𝐴 ∩ 𝐵 = {2, 4} 𝑨 ∩ 𝑩 = 𝒙 𝒙 ∈ 𝑨 𝐚𝐧𝐝 𝒙 ∈ 𝑩}
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DEPARTMENT of
STATISTICS

Two sets 𝐴 and 𝐵 are said to be


mutually exclusive or disjoint if
they have no elements in
common. Thus, 𝐴 ∩ 𝐵 = Ø.

Example: 𝐷 = {𝑝, 𝑟, 𝑜, 𝑏}
𝐸 = {𝑠, 𝑒, 𝑡}
𝐷∩𝐸 =Ø
∴ 𝐷 and 𝐸 are disjoint sets.

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DEPARTMENT of
STATISTICS

Properties of Union and Intersection


1. Every element 𝑥 in 𝐴 ∩ 𝐵 belongs to both 𝐴 and 𝐵, hence 𝑥
belongs to 𝐴 and 𝑥 belongs to 𝐵. Thus, 𝐴 ∩ 𝐵 is a subset of
𝐴 and of 𝐵, that is,
𝑨∩𝑩⊆𝑨 and 𝑨∩𝑩⊆𝑩
2. An element 𝑥 belongs to the union 𝐴 ∪ 𝐵 if 𝑥 belongs to 𝐴
or 𝑥 belongs to 𝐵, hence, every element in 𝐴 belongs to
𝐴 ∪ 𝐵, and every element in 𝐵 belongs to 𝐴 ∪ 𝐵. That is,
𝑨⊆𝑨∪𝑩 and 𝑩⊆𝑨∪𝑩
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DEPARTMENT of
STATISTICS

By transitive property of subset, we can state the previous properties as:

Theorem 1.3
For any sets 𝐴 and 𝐵, we have
𝑨∩𝑩⊆𝑨⊆𝑨∪𝑩 and 𝑨 ∩ 𝑩 ⊆ 𝑩 ⊆ 𝑨 ∪ 𝑩

Theorem 1.4
The following are equivalent:
𝑨 ⊆ 𝑩, 𝑨 ∩ 𝑩 = 𝑨, 𝑨∪𝑩=𝑩
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DEPARTMENT of
STATISTICS Set Operations
3. Absolute Complement
• The absolute complement or
simply, complement of a set 𝐴,
denoted by 𝐴𝑐 , is the set of
elements which belongs to Ω but 𝛀

which do not belong to 𝐴.



• 𝑨′ or 𝑨
Example: Ω = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
𝐸 = {1, 3, 5, 6, 7, 9, 10}
Then,
𝐸 𝑐 = {2, 4, 8} 𝛀
𝑨𝒄 = 𝒙 𝒙 ∈ 𝛀, 𝒙 ∉ 𝑨}
Set Theory | 23
DEPARTMENT of
STATISTICS Set Operations
4. Difference
• The relative complement of a set 𝐵
with respect to set 𝐴 or, simply the
difference between 𝐴 and 𝐵 ,
denoted by 𝑨\𝑩 or 𝑨 − 𝑩, is the
set of elements which belongs to 𝐴
but which do not belong to 𝐵.
Example: 𝐴 = {1, 2, 3, 4, 5}
𝐵 = {2, 4, 6, 8}
Then, 𝑨\𝑩 = 𝒙 𝒙 ∈ 𝑨, 𝒙 ∉ 𝑩}
𝐴\𝐵 = {1, 3, 5} and 𝐵\𝐴 = 6, 8
Set Theory | 24
DEPARTMENT of
STATISTICS Set Operations
5. Symmetric Difference
• The symmetric difference of the
sets 𝐴 and 𝐵, denoted by 𝑨 ⊕ 𝑩,
consists of those elements which
belong to 𝑨 or 𝑩, but not in both.
Example: 𝐴 = {1, 2, 3, 4, 5}
𝐵 = {2, 4, 6, 8}
Then, 𝑨⊕𝑩= 𝑨∪𝑩 \ 𝑨∩𝑩
𝐴 ⊕ 𝐵 = {1, 3, 5, 6, 8} or
𝑨 ⊕ 𝑩 = 𝑨\𝑩 ∪ (𝑩\𝑨)
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DEPARTMENT of
STATISTICS 1.1.6 Laws on Set Operations
Theorem 1.5. Idempotent Laws
𝑨∪𝑨=𝑨
𝑨∩𝑨=𝑨

Theorem 1.6. Associative Laws


𝑨 ∪ 𝑩 ∪ 𝑪 = 𝑨 ∪ (𝑩 ∪ 𝑪)
𝑨 ∩ 𝑩 ∩ 𝑪 = 𝑨 ∩ (𝑩 ∩ 𝑪)

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DEPARTMENT of
STATISTICS Laws on Set Operations
Theorem 1.7. Commutative Laws
𝑨∪𝑩=𝑩∪𝑨
𝑨∩𝑩=𝑩∩𝑨

Theorem 1.8. Distributive Laws


𝑨 ∪ 𝑩 ∩ 𝑪 = 𝑨 ∪ 𝑩 ∩ (𝑨 ∪ 𝑪)
𝑨 ∩ 𝑩 ∪ 𝑪 = 𝑨 ∩ 𝑩 ∪ (𝑨 ∩ 𝑪)

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DEPARTMENT of
STATISTICS Laws on Set Operations
Theorem 1.9. Identity Laws
𝑨∪Ø=𝑨 𝑨∩𝛀=𝑨
𝑨∪𝛀=𝛀 𝑨∩Ø=Ø

Theorem 1.10. Involution Law

𝑨𝒄 𝒄
=𝑨

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DEPARTMENT of
STATISTICS Laws on Set Operations
Theorem 1.11. Complement Laws
𝑨 ∪ 𝑨𝒄 = 𝛀 𝑨 ∩ 𝑨𝒄 = Ø
𝛀𝒄 = Ø Ø𝒄 = 𝛀

Theorem 1.12. De Morgan’s Laws


𝒄
𝑨∪𝑩 = 𝑨𝒄 ∩ 𝑩 𝒄
𝒄
𝑨∩𝑩 = 𝑨𝒄 ∪ 𝑩 𝒄

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DEPARTMENT of
STATISTICS

Duality
• It can be observed that the identities on the Laws of Set
Operations are arranged in pairs.
• It is a fact of set algebra, called the principle of duality, that, if
any equation 𝐸 is an identity, then its dual 𝐸* is also an
identity.
• The dual 𝐸* of 𝐸 is the equation obtained by replacing each
occurrence of ∪, ∩, Ω, and Ø in 𝐸 by ∩, ∪, Ø, and Ω ,
respectively.
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DEPARTMENT of
STATISTICS 1.1.7 Counting Elements in Finite Sets
Lemma 1.13.
Suppose 𝐴 and 𝐵 are finite disjoint sets. Then 𝐴 ∪ 𝐵 is finite and
𝒏 𝑨 ∪ 𝑩 = 𝒏 𝑨 + 𝒏(𝑩)

Lemma 1.14.
Suppose 𝑆 is the disjoint union of finite sets 𝐴 and 𝐵. Then 𝑆
is finite and
𝒏 𝑺 = 𝒏 𝑨 + 𝒏(𝑩)

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DEPARTMENT of
STATISTICS

Consider,
𝐴\𝐵 and 𝐴 ∩ 𝐵 are disjoint sets
𝐴 𝐵 whose union is the set 𝐴, that is,
𝐴= 𝐴\𝐵 ∪ 𝐴∩𝐵
𝐴\𝐵 𝐴∩𝐵
From Lemma 1.14,
𝑛 𝐴 =𝑛 𝐴\𝐵 +𝑛 𝐴∩𝐵
𝑛 𝐴 − 𝑛 𝐴 ∩ 𝐵 = 𝑛(𝐴 \ 𝐵)
Corollary 1.15.
𝒏 𝑨\𝑩 =𝒏 𝑨 −𝒏 𝑨∩𝑩

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DEPARTMENT of
STATISTICS

Consider also,
Clearly, 𝐴 and 𝐴𝑐 are disjoint sets
and whose union is Ω, that is
𝐴𝑐 Ω = 𝐴 ∪ 𝐴𝑐
𝐴

From Lemma 1.14,


Ω 𝑛 Ω = 𝑛 𝐴 + 𝑛 𝐴𝑐
𝑛 Ω − 𝑛 𝐴 = 𝑛(𝐴𝑐 )
Corollary 1.16.
𝒏 𝑨𝒄 = 𝒏 𝛀 − 𝒏 𝑨

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DEPARTMENT of
STATISTICS

There is also a formula for 𝑛(𝐴 ∪ 𝐵), even when the sets are not disjoint,
called the Inclusion-Exclusion Principle.

Theorem 1.17. Inclusion-Exclusion Principle


𝒏 𝑨 ∪ 𝑩 = 𝒏 𝑨 + 𝒏 𝑩 − 𝒏(𝑨 ∩ 𝑩)

Illustration: 𝐴 = {1, 2, 3, 4, 5} 𝐵 = 2, 4, 6, 8
We have, 𝐴 ∪ 𝐵 = 1, 2, 3, 4, 5, 6, 8 and 𝐴 ∩ 𝐵 = {2, 4}
𝑛 𝐴 ∪ 𝐵 = 𝑛 𝐴 + 𝑛 𝐵 − 𝑛(𝐴 ∩ 𝐵)
𝑛 𝐴∪𝐵 =5+4−2 =7
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DEPARTMENT of
STATISTICS

Product Sets
• Consider two arbitrary sets 𝐴 and 𝐵, the set of all ordered pair
(𝑎, 𝑏) where 𝑎 ∈ 𝐴 and 𝑏 ∈ 𝐵 is called the product or Cartesian
product of 𝐴 and 𝐵, denoted by 𝑨 × 𝑩. By definition,
𝑨×𝑩= 𝒂, 𝒃 𝒂 ∈ 𝑨, 𝒃 ∈ 𝑩}
• The Cartesian product deals with ordered pairs, so naturally the
order in which the sets are considered is important.

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DEPARTMENT of
STATISTICS

Example: Let 𝐴 = {𝑎, 𝑏, 𝑐} and 𝐵 = 1, 2 , then


𝐴 × 𝐵 = 𝑎, 1 , 𝑎, 2 , 𝑏, 1 , 𝑏, 2 , 𝑐, 1 , (𝑐, 2)
and 𝐵 × 𝐴 = 1, 𝑎 , 1, 𝑏 , 1, 𝑐 , 2, 𝑎 , 2, 𝑏 , (2, 𝑐)
Theorem 1.18.
Suppose 𝐴 and 𝐵 are finite sets. Then 𝐴 × 𝐵 is finite and
𝒏 𝑨×𝑩 =𝒏 𝑨 ⋅𝒏 𝑩
Illustration: Using the previous example,
𝑛 𝐴×𝐵 =𝑛 𝐴 ⋅𝑛 𝐵
𝑛 𝐴×𝐵 =3⋅2=6
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DEPARTMENT of
STATISTICS 1.1.8 Classes of Sets, Power Sets, Partitions
Given a set Ω, we may wish to talk about some of its subsets.
• Class of Sets is a collection (or family) of sets.
Illustration: Consider 𝐷 = 1, 2, 3 , some of its subsets are Ø,
1 , 2 , 2, 3 , and {1, 2}.
When we get the collection of these subsets of 𝐷,
that will be Ø, 1 , 2 , 2, 3 , {1, 2} .

Class of Set D

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DEPARTMENT of
STATISTICS

Power Set
• For a given set Ω, the power set of Ω is the set of all subsets
of Ω and it will be denoted by 𝒫(Ω).

• If Ω is finite, then 𝒫(Ω) is also finite. In fact, the cardinality is


𝒏 𝓟 𝜴 = 𝟐𝒏(𝛀)

• Ø and Ω belong to 𝒫(Ω) since they are subsets of Ω.

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DEPARTMENT of
STATISTICS

Example: Power Sets


1. Consider 𝐷 = 1, 2, 3
• 𝑛 𝒫 𝐷 = 2𝑛(𝐷) = 23 = 8
• 𝒫 𝐷 = Ø, 𝐷, 1 , 2 , 3 , 1, 2 , 1, 3 , {2, 3}
2. For 𝐿 = 𝑎, 𝑏, 1, 2
• 𝑛 𝒫 𝐿 = 2𝑛(𝐿) = 24 = 16
• 𝒫 𝐿 = Ø, 𝐿, 𝑎 , 𝑏 , 1 , 2 , 𝑎, 𝑏 , 𝑎, 1 , 𝑎, 2 , {𝑏, 1 ,
𝑏, 2 , 1, 2 , 𝑎, 𝑏, 1 , 𝑎, 1, 2 , 𝑎, 𝑏, 2 , {𝑏, 1, 2}}

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DEPARTMENT of
STATISTICS

Partitions
• Let Ω be a non-empty set. A partition of Ω is a subdivision of
Ω into non-overlapping, non-empty subsets
• A partition of Ω is a collection {𝐴𝑖 } of non-empty subsets of Ω
such that
✓ Each 𝑎 ∈ Ω belongs to one of the 𝐴𝑖 .
✓ The set of {𝐴𝑖 } are mutually disjoint; that is, if
𝐴𝑖 ≠ 𝐴𝑗 , then 𝐴𝑖 ∩ 𝐴𝑗 = Ø
• The subsets in a partition are called cells.
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DEPARTMENT of
STATISTICS

Example: Partition
Consider Ω = {1, 2, 3, 4, 5, 6}. 6
3
4
One possible partition of Ω is
{𝐴1 , 𝐴2 , 𝐴3 } where: 1 2
5
•𝐴1 = 1
•𝐴2 = 2, 3, 6
•𝐴3 = {5, 4}
𝐴1 , 𝐴2 , and 𝐴3 are cells.

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DEPARTMENT of
STATISTICS

Indexed Classes of Sets


• An indexed class of sets, usually presented in the form
𝐴𝑖 | 𝑖 ∈ 𝐼 or simply {𝐴𝑖 }
means that there is a set 𝐴𝑖 assigned to each 𝑖 ∈ 𝐼. The set 𝐼 is called
the indexing set and the sets 𝐴𝑖 are said to be indexed by 𝐼.
• The union of sets 𝐴𝑖 , written ‫ 𝑖𝐴 𝐼∈𝑖ڂ‬, consists of those elements which
belong to at least one of the 𝐴𝑖 .
• The intersection of sets 𝐴𝑖 , written ‫ 𝑖𝐴 𝐼∈𝑖ځ‬, consists of those elements
which belong to every 𝐴𝑖 .

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DEPARTMENT of
STATISTICS

Indexed Classes of Sets


• When the indexing set is the set ℕ of positive integers, the indexed
class {𝐴1 , 𝐴2 , 𝐴3 , … } is called a sequence of sets.

ራ 𝐴𝑖 = 𝐴1 ∪ 𝐴2 ∪ 𝐴3 ∪ ⋯
𝑖=1

ሩ 𝐴𝑖 = 𝐴1 ∩ 𝐴2 ∩ 𝐴3 ∩ ⋯
𝑖=1

Set Theory | 43
DEPARTMENT of
STATISTICS 1.1.9 Mathematical Induction
It is a standard procedure for establishing the validity of
mathematical propositions involving a series of positive integers.
Recall the steps in proving using Mathematical Induction
• Step 1: Check if the proposition is true for 𝑛 = 1.
• Step 2: Assume that the proposition is true for some positive
integer 𝑛 = 𝑘.
• Step 3: Prove that the proposition is also true for 𝑛 = 𝑘 + 1.
• Step 4: Make a conclusion.

Set Theory | 44

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