1 Probability Measures

Let S be a sample space

Let F be the set of valid events on R

Finite F PCR
I curcountable
Fisa 5 field

A probability measure on a is a function

that associates to every event a real number

P F IR
Psatisfies the following axioms

1 P E 0 for every event E

2 PCR 1

3 If A andB are mutuallyexclusive then

P AUB PCA PCB

theorem let f be a samplespace and P a probability

measure on Then

1 P d 0

2 If A and B are events and AC B then

PB A PB PCA
 Law of complements

6
3 If A is an event then PCA 1 PCA

4 If Ar Az An is a finite set of mutually

exclusive events then
P AnUAzU UAn PCA PCA Plan

5 If A B are events then

P AUB PCAI PCB PLANB

Proof
1 110 p so

1 PCR P RUO PCR PID 1 PCO

1 1 110 PD 0

2 Since B A UCB A and AAB A 0

PCB PLAO B A PCA PCB A

peg A peg _pea

3 PCA PCR A PCR PCA 1 PCA

4 Proof by induction on n
 AAB
5 P AUB

PCA AaB PCAMBI PCB Adb

PCA P AAB PLAN PCB PADB

B camp
A AAB PLAI PCBI PCAAB

Sigma additivity
3 Let A Az Ag be a countable collection

of mutuallyexclusive events Then

P Ai PCAL

2 Examples

Finite sample spaces

I Wa Wz on

Any probability measure on R is specified

by a
sequence of numbers P1 P2 I Pn
such that

1 pi 30 for it n

2 Pat Pat Pn 1
 For any event ACR we let

Plw
PLA
If
Examples

1 Roll our die I 41.2.3 4 5,64

Assume all faces are equally likely
P1 P 21 P13 P 4 P 5 P6

Since we must have Put P2 P3 P 4 P 5 P6 1

this implies

P1 P 21 P13 P 4 P 5 P6

Let A be the event A result is a prime

number

Then A

2 Toss a coin twice

a
Assume all outcomes likely
equally
P HH
 A At least one head in two tosses

2 Toss a coin 100 times

I Set of all sequences of length 100 on 4H T

The number of such sequences is 1521

Assume all sequences of length100 are equallylikely

P w

A we s w has k heads and 100 k tails

Ao P Ao

An

PLAN
An

Az
 Az

PlAz

In general

An Plan

Let B At most two tosses result heads

Then
B

PB

Let C At most 98 tosses result heads

P C
 3 Powerball probabilities

Choose 5 white balls numbered 1,2 69

Choose A red ball numbered 1,2 __ 26

111
Jacknot probability

One million probability 5 white balls correct

4 Urn probabilities
3 red balls
Urn contains
2 blue balls
Two balls are drawn randomly Whatis the probability
that at least one is blue
with replacement
Consider two cases
without replacement
 Solution
a With replacement

Sample sunce

b Without replacement

Sample space
 5 Reliability

A B

Each link has probability

p of being active and
probability p of being broken
1

What is the probability that a

signal emitted at
A reaches b

Samplespace