Calculus of Probabilities of Randomistic Variables

Vol.
9, 2024-01
Calculus of Probabilities of Randomistic Variables
Hugo Hernandez
ForsChem Research, 050030 Medellin, Colombia
hugo.hernandez@forschem.org
doi: 10.13140/RG.2.2.27248.23044
Abstract
This report summarizes the principles of the calculus of probabilities applied to real,
quantitative randomistic variables. These principles are consistent with the conventional
theories of probability, sets and logic. In addition, this calculus of probabilities applies to both
random and deterministic variables, as well as their linear combinations (randomistic variables).
Most equations involved in the calculus of probabilities are expressed in terms of set
membership functions, which can be either Boolean (binary values of 0 and 1) or Fuzzy (real
values between 0 and 1). A direct extension of the calculus of probabilities to multivariate
situations is also included.
Keywords
Boolean Algebra, Calculus, Constraints, Fuzzy Logic, Logical Operators, Membership Function,
Probability Density, Probability Transforms, Randomistic Variables, Set Theory
1. Introduction
The term probability is widely used in everyday language, implying the likelihood, chance or
possibility of something happening1. From a mathematical point of view, a probability is “a
number that represents how likely it is that a particular thing will happen”2.
There are different approaches for finding those numbers, that is, for quantifying probabilities.
The most direct approach, also known as frequency interpretation [1] or frequentist approach
[2] consists in associating probability to the relative frequency of occurrence of an event in a
representative sample of opportunities. However, the true value of probability will only be
obtained when the whole population of opportunities has been evaluated, which is commonly
1
https://dictionary.cambridge.org/dictionary/english/probability (C1), accessed on January 17, 2024.
2
https://dictionary.cambridge.org/dictionary/english/probability (American Dictionary / Mathematics),
accessed on January 17, 2024.
Cite as: Hernandez, H. (2024). Calculus of Probabilities of Randomistic Variables. ForsChem Research
Reports, 9, 2024-01, 1 - 27. Publication Date: 30/01/2024.
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ForsChem Research
impossible to achieve in practice, as is the case of events with extremely large or unlimited
number of opportunities.
A second approach, denoted as evidential, subjective or Bayesian [3] approach, uses a model
based on previous observations, which can then be improved when new observations are
available [4].
Irrespective of the particular interpretation of probability considered, the mathematical

operations involving probability values are basically the same. These mathematical rules are
known as calculus of probabilities [5,6]. Particularly in this report, the discussion is focused on
the calculus of probabilities of real quantitative randomistic variables [7].
The term randomistic represents the fusion of the random and deterministic domains. In
general, a quantitative randomistic variable can be described by the following expression [8]:
(1.1)
where represents the magnitude of the deterministic term (bias), represents the
magnitude of the pure random term (uncertainty), represents the standard deterministic
variable (with mean value and variance , and corresponding to number ), and represents
a type I standard random variable (with mean value and variance ).
The term is a probability distribution model describing the likelihood of occurrence of each
possible value . Such model is commonly described by the probability density function ( ).
Notice that certain categorical or qualitative variables can be transformed into equivalent
quantitative variables [9], which can then be described by Eq. (1.1).
Section 2 presents some basic definitions and properties of probabilities of randomistic

variables. Section 3 includes some additional considerations and logical relations. Finally,
Section 4 considers the multivariate calculus of probabilities of randomistic variables.
2. Basic Definitions and Properties
Probability: Number that represents how likely it is that a particular event will happen. The
probability of an event is the likelihood fraction of occurrence of the particular
event among all possible outcomes. Since probability is a fraction, the probability
( ) of occurrence of any event may only be a real number between and .
(2.1)
30/01/2024 ForsChem Research Reports Vol. 9, 2024-01

10.13140/RG.2.2.27248.23044 www.forschem.org (2 / 27)
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Probability of an Individual Value: The probability ( ) of observing a value for the randomistic
variable is denoted by ( ) .
Probability of Multiple Values: The probability ( ) of observing one of the values considered in a
list of multiple values ( ,…, ) for the randomistic variable is denoted by
( { }) . Since the values considered are different, and thus, are mutually
exclusive between them, the following additive property holds true:
( { }) ∑ ( )
(2.2)
Probability of all Values: The probability of observing any real value for the randomistic variable
is:
( ) ∑ ( )
(2.3)
Since probability is a fraction, the probability of observing any value is 100%.
Probability Density: The probability density ( ) of observing a value for the randomistic variable
is denoted by ( ), and is related to the probability of observing the same value
as follows:
( )
( )
(2.4)
where represents the positive difference between consecutive, possible values
of . For continuous variables [10].
Considering ( ) (Eq. 2.1) and since , we may conclude from Eq.
(2.4) that:
( )
(2.5)
There is no fixed upper limit for ( ) as may tend to (when ),
resulting in ( ) .
Now, the probability of observing any value for continuous variables becomes:
( ) ∫ ( )
(2.6)

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Possible Values: It is possible to observe a value for the randomistic variable as long as
( ) , or equivalently, ( ) . Notice that when ( ) , but
( ) , then it is possible but unlikely to observe the value .
Impossible Values: It is impossible to observe a value for the randomistic variable if its
probability is exactly zero. That is, ( ) , or equivalently, ( ) .
Deterministic Variables: A randomistic variable is considered a deterministic variable having a

value if ( ) . Notice also that ( ) . This means that the only
possible value for variable is . The probability density is in this case:
( ) {
(2.7)
corresponding to Dirac’s delta function for continuous variables [8]:
( ) ( )
(2.8)
Random Variables: A randomistic variable is considered a random variable if there exists at

least one value such that ( ) . In the case of continuous random
variables,
( ) ( )
(2.9)
Recalling Eq. (1.1), we may notice that a deterministic variable is obtained when , whereas
a random variable results when . Furthermore, a pure random variable is obtained when
and , and a null (deterministic) variable is obtained when and .
For deterministic variables, we simply obtain (from Eq. 1.1):
(2.10)
or equivalently,
(2.11)
with
( ) ( ) {
(2.12)

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Replacing Eq. (2.4) in Eq. (2.12), rearranging terms, and considering Eq. (2.5), we obtain [8,11]:
( ) ( )| | ( )
( ) | | | | ( )
(2.13)
For null deterministic variables ( ), we obtain:
( ) {
(2.14)
( ) ( )
(2.15)
Now, in the case of random variables ( ), Eq. (1.1) can be expressed as follows:
(2.16)
with
( ) ( )
(2.17)
( )
( ) | |
( ) | |
(2.18)
3. Additional Properties
3.1. Set Theory
Probability of a Set of Values: Considering a set of real values , then the probability of
observing any value in for the randomistic variable is:
( ) ∑ ( ) ( )
(3.1)
where ( ) represents a set membership function, defined as follows:
( ) {
(3.2)
For continuous variables we obtain:
( ) ∫ ( ) ( )
(3.3)

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Cumulative Probability: Is the probability of observing any real value less or equal than for the
randomistic variable , and is denoted by ( ) . This is a particular case of the
probability of a set of values described by the following set membership function:
( ) {
(3.4)
Then,
( ) ( ) ∑ ( ) ( )
(3.5)
and for continuous variables:
( ) ∫ ( ) ( ) ∫ ( )
(3.6)
Probability of the Complement of a Set of Values: Considering a set of real values , then the
probability of NOT observing any value in for the randomistic variable is:
( ) ( ) ∑ ( ) ( ) ∑( ( )) ( )
(3.7)
where denotes the complement of , ( ) is the set membership function
defined in Eq. (2.20), and
( ) ( ) {
(3.8)
Notice that:
( ) ( ) ∑ ( ) ( ) ∑( ( )) ( ) ∑ ( )
( )
(3.9)
Therefore:
( ) ( )
(3.10)
Probability of an Empty Set: An empty set, denoted as , is a set having no elements. Thus, the
membership function for the empty set is:

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( )
(3.11)
Then the probability of observing an empty set ( ) for the randomistic variable
is:
( ) ∑ ( ) ( )
(3.12)
Considering that the complement of the empty set is the real set , we obtain:
( ) ( )
(3.13)
which is consistent with Eq. (2.3).
Probability of the Intersection of Two Sets of Values: Considering two sets of real values
( ), then the probability of observing any value in the intersection of
the sets ( ) for the randomistic variable is:
( ) ∑ ( ) ( ) ∑ ( ) ( ) ( )
(3.14)
where
( ) ( ) ( )
(3.15)
That is, a value belongs to the intersection ( ( ) ), only when it also

belongs to each individual set ( ( ) ( ) ).
For continuous variables:
( ) ∫ ( ) ( ) ( )
(3.16)
Two Mutually Exclusive Sets: Two sets of real values ( ) are mutually exclusive when
their intersection is empty
(3.17)
Thus,
( ) ( )
(3.18)

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For two mutually exclusive sets the following relation also holds:
( ) ( )
(3.19)
Probability of the Union of Two Sets of Values: Considering two sets of real values ( ),
then the probability of observing any value in the union of the sets ( ) for
the randomistic variable is:
( ) ∑ ( ) ( ) ∑( ( ) ( ( )) ( )) ( )
∑( ( )( ( )) ( )) ( )
∑( ( ) ( ) ( ) ( )) ( )
∑( ( ) ( ) ( )) ( )
( ) ( ) ( )
(3.20)
Here we have
( ) ( ) ( ( )) ( )
(3.21)
indicating that value either belongs to ( ( ) ), or it doesn’t belong to

( ( ) ) but it belongs to ( ( ) ).
Probability of the Union of Two Mutually Exclusive Sets of Values: Considering two mutually
exclusive sets of real values ( ), then the probability of observing any
value in the union of the sets ( ) for the randomistic variable is (from Eq.
3.18 and 3.20):
( ) ∑ ( ) ( ) ∑( ( ) ( )) ( )
( ) ( )
(3.22)
Probability of the Intersection of Multiple Sets of Values: Considering three or more sets of real
values ( ), then the probability of observing any value in the

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multiple intersection of the sets ( ) for the randomistic

variable is:
( ) ∑ ( ) ( ) ∑∏ ( ) ( )
(3.23)
where
( ) ∏ ( )
(3.24)
Mutually Exclusive Sets: Two or more sets of real values ( ) are mutually
exclusive between them when all their pairwise intersections are empty. In
mathematical terms:
∑ ∑ ( )
(3.25)
For mutually exclusive sets the following relation also holds:
∑ ( )
(3.26)
Notice that ( ) does not necessarily imply that the sets are
all mutually exclusive.
Probability of the Union of Multiple Sets of Values: Considering three or more sets of real values
( ), then the probability of observing any value in the
multiple union of the sets ( ) for the randomistic variable
is:
( ) ∑ ( ) ( )
∑ ( ( ))( ) ( )
(3.27)
Now, sequentially using Eq. (3.21) we obtain

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( ( ))( )
( ) ( ( ))
( ( ) ( ( ))
( ( ) ( ( ))
( ( ) ( ( )) ( ) )))
(3.28)
which is equivalent to:
( ( ))( )
∑ ( ) ∑ ∑ ( ) ( )
∑ ∑ ∑ ( ) ( ) ( )
( ) ∑ ∑ ∑ ( ) ( ) ( )
( ) ∏ ( )
(3.29)
For mutually exclusive sets we simply obtain:
( ) ∑ ( )
(3.30)
Exhaustive Events: One or more events ( ) are exhaustive when the multiple union
of the events yields the whole domain of real values ( ).
( ) ( )
(3.31)
This means that ( ) for any real value .
3.2. Constrained Probabilities
Let us consider that one or more constraints are imposed on the possible values of the
randomistic variable, such that the possible values are now limited to the set ,
characterized by the following membership function:

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( ) {
(3.32)
The probability that the randomistic variable satisfies the constraint will be given by (from
Eq. 3.1):
( ) ∑ ( ) ( )
(3.33)
For continuous variables
( ) ∫ ( ) ( )
(3.34)
Then, the constrained probability distribution of the randomistic variable ( ( | )) will be

different from the original, unconstrained probability distribution ( ( ) ).
Constrained Probability of an Individual Value: The probability ( ) of observing a value for the
randomistic variable , constrained to the set is:
( ) ( ) ( )
( | ) ( )
∑ ( ) ( ) ( )
(3.35)
For continuous variables, the probability density of the individual value becomes:
( )
( | ) ( )
( )
(3.36)
Constrained Probability of a Set of Values (Conditional Probability): Considering a set of real

values , then the probability of observing any value in for the randomistic
variable , constrained to the set is:
∑ ( ) ( ) ( ) ∑ ( ) ( ) ( )
( | )
∑ ( ) ( ) ( ) ( )
(3.37)
This constrained probability is also known as the conditional probability of set
given (or constrained by) set .
Equivalently, the conditional probability of set given (or constrained by) set
will be:

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∑ ( ) ( ) ( ) ( )
( | )
∑ ( ) ( ) ( )
(3.38)
Bayes’ Theorem. Combining Eq. (3.37) and (3.38) we obtain Bayes’ Theorem [12]:
( )
( | ) ( | )
( )
(3.39)
Empty Constraint Sets: A particular situation is obtained when the constraints imposed on the
randomistic variable , result in an empty set . In this case, ( ) , and
Eq. (3.35) to (3.37) and (3.39) become undetermined. The constrained probability
of an individual value simply becomes:
( | )
(3.40)
For continuous variables, the probability density of the individual value becomes
in this case:
( | )
(3.41)
An empty constraint set reflects the impossibility to satisfy all constraints
imposed on the variable.
3.3. Boolean Algebra
Boolean algebra [13] is an algebraic framework based on classical propositional logic, which
allows assessing whether a proposition is true ( ) or false ( ). Boolean algebra can be
described in terms of membership functions, considering that a proposition or event is true
when:
( )
(3.42)
and false when:
( )
(3.43)
These two extreme membership values implicate absolute certainty or determinism about the
proposition’s validity. Of course, intermediate membership values might be possible
( ( ) ), but they will be considered in Section 3.4.

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Particularly, we have been considering events of the type:
(3.44)
consisting in the case where a randomistic variable takes a value belonging to the real set .
The following logical operators are commonly considered in Boolean algebra:
Negation NOT ( ): Equivalent to the complement of a set. In terms of probabilities:
( ) ( ) ( ) ( ) ( )
(3.45)
In terms of membership functions we have:
( ) ( ) ( )
(3.46)
Conjunction AND ( ): Equivalent to the intersection of two sets.
( ) ( )
(3.47)
( ) ( ) ( ) ( ) ( )
(3.48)
Disjunction OR ( ): Equivalent to the union of two sets.
( ) ( )
(3.47)
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
(3.48)
The term ( ) ( ) represents the exclusive portion of with respect to ,
that is, the subset of values that satisfies . It can also be expressed as
.
Alternative Denial NAND ( ): Negation of the conjunction operator, equivalent to the

complement of the intersection of two sets.
( ) ( ( )) ( )
(3.49)
( ) ( ) ( ) ( )
(3.50)

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Joint Denial NOR ( ): Negation of the disjunction operator, equivalent to the complement of the
union of two sets.
( ) ( ( )) ( )
(3.51)
( ) ( ) ( ) ( ) ( ) ( )
( ( ) )( ( ))
(3.52)
Material Implication IMPLY ( ): Equivalent to the complement of the exclusive portion of the
antecedent ( ) with respect to the consequent ( ).
( ) ( )
(3.53)
( ) ( ) ( )( ( ))
( ) ( ) ( ) ( ) ( ) ( )
(3.54)
Converse Implication CIMPLY ( ): Implication where the antecedent and the consequent are
interchanged.
( ) ( )
(3.55)
( ) ( ) ( ) ( )
(3.56)
Exclusive Disjunction XOR ( ): Equivalent to the union of the exclusive portions of each set.
( ) ( ) (( ) ( ))
(3.57)
( ) ( )
( ( ) ( ) ( )) ( ( ) ( ) ( ))
( ( ) ( ) ( ) )( ( ) ( ) ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( )
(3.58)
Notice that for the case of Boolean algebra (considering only binary membership
values of and ) we have:
( ) ( )
(3.59)
and therefore, Eq. (3.58) becomes:

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( ) ( ) ( ) ( ) ( ) ( )
(3.60)
Biconditional XNOR ( ): Intersection between the material conditional and the converse
implication, equivalent to the complement of the exclusive disjunction.
( ) ( ) ( ) ( ( ))
(3.61)
( ) ( )
(3.62)
For the case of Boolean algebra:
( ) ( ) ( ) ( ) ( ) ( )
(3.63)
Material Nonimplication NIMPLY ( ): Negation of the material implication.
( ) ( ( )) ( ) ( )
(3.64)
( ) ( ) ( )( ( )) ( ) ( ) ( )
(3.65)
Corresponding to the exclusive portion of the antecedent ( ) with respect to the
consequent ( ).
Additional Relations
Using the membership functions, additional logical relations between events can be obtained.
Some examples include:
( ) ( ( ) )( ( )) ( ) ( ) ( ) ( )
( ( ) ( ) ( ) ( )) ( ) ( )( )
(3.66)
( ) ( ) ( ) ( ( ) )( ( )) ( ) ( )
( ) ( )( )
(3.67)
( ) ( )( ( )) ( ) ( ) ( ) ( )
(3.68)
( ) ( ( ) )( ( )) ( ) ( ) ( ) ( ) ( )
(3.69)

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( ) ( ( ( ) )) ( ( ( ) )) ( ) ( ) ( )
(3.70)
( ) ( ) ( ) ( ) ( ( )) ( ( ) )( ( ))
( ) ( ) ( ) ( )
(3.71)
( )( ) ( ) ( ( ) ( ) ( )) ( ) ( ) ( )
( )( ( )) ( ) ( ) ( )
(3.72)
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ( )) ( )
( ) ( ) ( ) ( )
(3.73)
( )( ) ( ) ( ) ( )
( ) ( )( ( ) ( ) ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( )
(3.74)
( )( ) ( ) ( ) ( )
( ) ( )( ( ) ( ) ( ))
( ) ( ) ( ) ( ) ( ) ( )( )
(3.75)
( ) ( )( ) ( ) ( ) ( ) ( )
( )( ( )) ( ( )) ( )
( ) ( )( ( ) )( ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( )
(3.76)
( ) ( )( ( )) ( ) ( ) ( ) ( )
(3.77)
( )( ) ( ) ( ( )) ( ) ( ( )) ( )
( ) ( ) ( ) ( )
(3.78)
The following additional relations are exclusively valid for Boolean algebra, as Eq. (3.59) is used:
( ) ( ) ( )
(3.79)

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( ) ( ) ( ) ( ) ( ) ( )
(3.80)
( ) ( ) ( ) ( ) ( )
(3.81)
( ) ( ( )) ( ) ( ) ( ) ( ) ( ) ( )
( )
(3.82)
( ) ( ) ( ) ( ) ( ) ( )
(3.83)
( ) ( ) ( ) ( ) ( )
(3.84)
( ) ( ) ( ) ( ) ( )
(3.85)
( ) ( )( ( )) ( ) ( )
(3.68)
( ) ( )( ) ( ) ( ) ( )( ( )) ( )( ( ))
( )( ( ) ( ) ( ) ( )) ( )( ( ))
( )( )
(3.86)
( ) ( )( ) ( ) ( ) ( ) ( )
( )( ( )) ( )( ( ))
( )( ( ) ( ) ( ) ( )) ( )( ( ) ( ))
( )( )
(3.87)
( )( ) ( ) ( ) ( )( ( ) ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( )
(3.88)
( ) ( )( ) ( ) ( ) ( )( ( ) ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( )
(3.89)
( ) ( )( ) ( ) ( ( )) ( )
(3.90)

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( ) ( )( ) ( ) ( ( ) )( ( ))
( ) ( ) ( ) ( ) ( )
(3.91)
( ) ( )( ) ( ) ( )( )
( ( ) ( ) ( ) ( ) )( ( ) ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
(3.92)
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ( )) ( )
( ) ( ) ( ) ( ) ( ( ) ( ) ( ) ( ))
( ) ( )( )
(3.93)
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )( ( ))
( ) ( ) ( ) ( ) ( ) ( )( )
(3.94)
( ) ( )( ) ( ) ( )
( ( ) ( ) ( ) ( ) )( ( ) ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
(3.95)
( ) ( )( ) ( ) ( ) ( ) ( )
( ) ( ) ( ( ) )( ( ))
( ) ( )( ( ) )( ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
( )
(3.96)
( )( ) ( ) ( ( ) ) ( )
( ) ( ( ) )( ( ) ( ) ( ) ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
(3.97)

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( ) ( ) ( ) ( ( ) ) ( )
( ) ( ( ) )( ( ) ( ) ( ) ( ))
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )( )
(3.98)
3.4. Fuzzy Algebra
Łukasiewicz [14] considered a particular situation where the membership to a particular set or
event is unknown, and cannot be assigned a Boolean value ( :TRUE or :FALSE), and assumed
such uncertain case to have a membership value of (UNKNOWN). Thus, the following three-
valued membership function is obtained:
( ) {
(3.99)
Here, it is assumed that has a probability of belonging to set , and probability of
not belonging to
In this sense, multiple valued membership functions can be proposed assuming different
degrees of membership probability, reaching the limiting case where any real value in the
interval ( ) is possible.
In principle, it is possible to simply use the corresponding membership value in the different
relations presented in the previous Section (except in those involving Eq. 3.59, which is no
longer valid here). However, there are alternative formulations of non-binary logic including
the widely known Fuzzy Logic introduced by Zadeh in 1965 [15]. Zadeh’s basic operators are:
( ) ( )
(3.100)
(equivalent to Eq. 3.46)
( ) ( ( ) ( ))
(3.101)
( ) ( ( ) ( ))
(3.102)
Unfortunately, the introduction of the minimum and maximum value operators introduces
some mathematical difficulties for the evaluation and representation of other relations.

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The most adequate set of logic operators to be used depends on the interpretation of each
problem considered. Let us consider for example the evaluation of , which in terms of set
theory might be expressed as: , clearly corresponding to . Thus, Zadeh’s logic
operators are adequate for this interpretation since ( ) ( ( ) ( )) ( ).
However, if we are considering two different, independent observations and , having the
exact same value , then the evaluation of the conjunction can be now interpreted as ,
or in set theory: . In this case, Eq. (3.48) is a more suitable interpretation since
( ) ( ) ( ) ( ) . Notice that such distinction is not necessary for the case of
Boolean logic.
So whenever we are evaluating the membership function of a single observation, Zadeh’s fuzzy
logic is the correct approach, but if we are evaluating the membership function involving
different observations, then the classical logic relations (Eq. 3.45 to 3.65) must be used.
The remaining logical operators in fuzzy logic (obtained from Zadeh’s basic operators) are the
following:
( ) ( ( ) ( ))
(3.103)
( ) ( ( ) ( ))
(3.104)
( ) ( ( ) ( ))
(3.105)
( ) ( ) ( ( ( ) ( )) ( ( ) ( ) ))
(3.106)
( ) ( ( ( ) ( )) ( ( ) ( ) ))
(3.107)
( ) ( ( ) ( ))
(3.108)
As a final remark to this topic, notice that typically the following condition is met:
∑ ( )
(3.109)
where are exhaustive, mutually exclusive fuzzy events.

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3.5. Probability Transforms
In this Section, additional properties of probabilities, denoted as probability transforms [16],

are summarized.
Probability Transform of a Function: Mathematical mapping of a function of a randomistic

variable into a constant value, involving the probability distribution of .
Complete Probability Transform of a Function: Also known as expected value of a function:
{ ( )} ∑ ( ) ( )
(3.110)
{ ( )} ∫ ( ) ( )
(3.111)
Notice that the probability of a set is the expected value of the corresponding
membership function:
( ) { ( )}
(3.112)
Constrained Probability Transform of a Function: Represents a constrained probability transform

subject to .
{ ( )} ∑ ( ) ( ) ( ) { ( ) ( )}
(3.113)
{ ( )} ∫ ( ) ( ) ( )
(3.114)
Notice that
( ) { } { ( )}
(3.115)
Incomplete Probability Transform of a Function: Represents a constrained probability transform

subject to .

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{ ( )} ∑ ( ) ( ) ( ) { ( ) ( )}
(3.116)
{ ( )} ∫ ( ) ( )
(3.117)
Notice that
{ } { ( )} ( )
(3.118)
4. Multivariate Calculus
The calculus of probabilities can also be extended to two or more different randomistic
variables . A back subscript is used here to denote the index of the variable.
Multivariate Event: Event involving two or more different randomistic variables, describing a set
of values in multiple dimensions. In general, a multivariate event is a function of
individual univariate events observed in different dimensions (different
randomistic variables):
( )
(4.1)
represents a logic relation between events, represents the index of the
randomistic variable considered, is the index of the univariate event only
involving randomistic variable , and is the number of univariate events only
involving randomistic variable .
Joint Probability of Two Individual Values: The simplest multivariate event consists in the
simultaneous occurrence of two single-value events involving different
randomistic variables:
(4.2)
The probability of the joint event is:
( ) ( )
(4.3)

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( ) ( )
(4.4)
where ( )
is the joint probability density function.
Joint Probability of Three or More Individual Values: The simultaneous occurrence of three or
more single-value events involving different randomistic variables is:
(4.5)
Now, the probability of this joint event is:
( ) ( )
(4.6)
( ) ( )
∏
(4.7)
Independence: A group of different randomistic variables are independent if their joint probability
corresponds to the product of their individual probabilities.
( )
∏ ( )
(4.8)
( )
∏ ( )
(4.9)
Probability of Multivariate Events: In general, the probability of a multivariate event involving

different randomistic variables can be determined as follows:
( ) ∑ ∑ ∑
( ) ( )
(4.10)

Hugo Hernandez
ForsChem Research
where is the multivariate membership function to event .

( )
( )
∫ ∫ ∫ ( ) ( )
∏
(4.11)
In the case of independent variables, Eq. (4.10) and (4.11) become:
( ) ∑ ∑ ∑ ∏
( ) ( )
(4.12)
( ) ∫ ∫ ∫ ( )
∏ ( )
(4.13)
Since ( )
can be expressed in terms of the individual membership functions ( )
,
the expressions for independent variables can be further simplified as it can be seen in the
following examples.
Conjunction:
( )
∑ ∑
( ) ( )
∑ ∑
( ) ( ) ( )
(4.14)
For independent variables:
( )
∑ ∑
( ) ( ) ( ) ( )
∑ ∑ ( ) ( )
( ) ( ) ( ) ( )
(4.15)

Hugo Hernandez
ForsChem Research
Disjunction:
( )
∑ ∑
( ) ( )
∑ ∑ ( )
( ) ( ) ( ) ( )
( )
(4.16)
( )
∑ ∑
( ) ( ) ( )
∑ ∑
( ) ( ) ( )
∑ ∑
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
(4.17)
Implication:
( )
∑ ∑
( ) ( )
∑ ∑ ( )
( ) ( ) ( ) ( )
(4.18)
( )
∑ ∑ ∑ ∑
( ) ( ) ( ) ( ) ( )
∑ ∑
( ) ( ) ( ) ( )
( ) ( ) ( )
(4.19)

Hugo Hernandez
ForsChem Research
As it can be seen from these examples, the calculus of probabilities for multivariate events is
basically identical to that of univariate events in the case of independent variables. For
dependent variables it is always necessary to know the joint probability distribution between
the variables.
Acknowledgment and Disclaimer
This report provides data, information and conclusions obtained by the author(s) as a result of original
scientific research, based on the best scientific knowledge available to the author(s). The main purpose
of this publication is the open sharing of scientific knowledge. Any mistake, omission, error or inaccuracy
published, if any, is completely unintentional.
This research did not receive any specific grant from funding agencies in the public, commercial, or not-
for-profit sectors.
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International (CC BY-NC
4.0). Anyone is free to share (copy and redistribute the material in any medium or format) or adapt
(remix, transform, and build upon the material) this work under the following terms:
 Attribution: Appropriate credit must be given, providing a link to the license, and indicating if
changes were made. This can be done in any reasonable manner, but not in any way that
suggests endorsement by the licensor.
 NonCommercial: This material may not be used for commercial purposes.
References
[1] Friedman, C. (1999). The Frequency Interpretation in Probability. Advances in Applied

Mathematics, 23 (3), 234-254. doi: 10.1006/aama.1999.0653.
[2] Friedl, H., & Hörmann, S. (2008). Frequentist Probability Theory. In: Rudas, T. Handbook of
Probability: Theory and applications. Sage Publications, Inc. Los Angeles. Chapter 2. pp. 15-34. doi:
10.4135/9781452226620.
[3] O’Hagan, A. (2008). The Bayesian approach to Statistics. In: Rudas, T. Handbook of Probability:
Theory and applications. Sage Publications, Inc. Los Angeles. Chapter 6. pp. 85-100. doi:
10.4135/9781452226620.
[4] Scales, J. A., & Snieder, R. (1997). To Bayes or not to Bayes? Geophysics, 62 (4), 1045-1046. doi:
10.1190/1.6241045.1.
[5] Neveu, J. (1965). Mathematical Foundations of the Calculus of Probability. Holden-Day, Inc. San
Francisco. Translated by A. Feinstein. https://archive.org/details/mathematicalfounOOOOneve.
[6] Kalbfleisch, J. G. (1985). The Calculus of Probability. In: Kalbfleisch, J. G. Probability and Statistical
Inference: Volume 1: Probability. Second Edition. Springer Science+Business Media, LLC. New
York. Chapter 3. pp. 64-106. doi: 10.1007/978-1-4612-1096-2_3.
[7] Hernandez, H. (2018). The Realm of Randomistic Variables. ForsChem Research Reports, 3, 2018-
10, 1-19. doi: 10.13140/RG.2.2.29034.16326.

Hugo Hernandez
ForsChem Research
[8] Hernandez, H. (2022). Standard Deterministic, Standard Random, and Randomistic Variables.
ForsChem Research Reports, 7, 2022-06, 1 - 18. doi: 10.13140/RG.2.2.36316.87688.
[9] Hernandez, H. (2021). Quantitative Analysis of Categorical Variables. ForsChem Research Reports,
6, 2021-04, 1-25. doi: 10.13140/RG.2.2.19233.33129.
[10] Hernandez, H. (2020). On the Discreteness of Measured Variables and the Continuous
Approximation. ForsChem Research Reports, 5, 2020-20, 1-18. doi: 10.13140/RG.2.2.27740.00646.
[11] Hernandez, H. (2017). Multivariate Probability Theory: Determination of Probability Density
Functions. ForsChem Research Reports, 2, 2017-13, 1-13. doi: 10.13140/RG.2.2.28214.60481.
[12] Bayes, T. (1763). LII. An essay towards solving a problem in the doctrine of chances. By the late
Rev. Mr. Bayes, FRS communicated by Mr. Price, in a letter to John Canton, AMFR S. Philosophical
Transactions of the Royal Society of London, (53), 370-418. doi: 10.1098/rstl.1763.0053.
[13] Flaminio, T., Godo, L., & Hosni, H. (2020). Boolean algebras of conditionals, probability and logic.
Artificial Intelligence, 286, 103347. doi: 10.1016/j.artint.2020.103347.
[14] Łukasiewicz, J. (1963). Elements of Mathematical Logic. Pergamon Press, Oxford. Section 6. The
Consistency and the Independence of Axioms of the Sentential Calculus. Many-valued Logic. pp.
67-81. ark:/13960/t4bp7zw8n.
[15] Zadeh, L. A. (1965). Fuzzy sets. Information and control, 8 (3), 338-353. doi: 10.1016/S0019-
9958(65)90241-X.
[16] Hernandez, H. (2022). Probability Transforms: Expected Value of Functions. ForsChem Research
Reports, 7, 2022-11, 1 - 27.doi: 10.13140/RG.2.2.16305.86881.


Calculus of Probabilities of Randomistic Variables

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Calculus of Probabilities of Randomistic Variables

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Vol.

Calculus of Probabilities of Randomistic Variables

Irrespective of the particular interpretation of probability considered, the mathematical

Section 2 presents some basic definitions and properties of probabilities of randomistic

2. Basic Definitions and Properties

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Deterministic Variables: A randomistic variable is considered a deterministic variable having a

Random Variables: A randomistic variable is considered a random variable if there exists at

For deterministic variables, we simply obtain (from Eq. 1.1):

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3.1. Set Theory

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That is, a value belongs to the intersection ( ( ) ), only when it also

For continuous variables:

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indicating that value either belongs to ( ( ) ), or it doesn’t belong to

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multiple intersection of the sets ( ) for the randomistic

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3.2. Constrained Probabilities

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Then, the constrained probability distribution of the randomistic variable ( ( | )) will be

Constrained Probability of a Set of Values (Conditional Probability): Considering a set of real

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3.3. Boolean Algebra

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Particularly, we have been considering events of the type:

The following logical operators are commonly considered in Boolean algebra:

Negation NOT ( ): Equivalent to the complement of a set. In terms of probabilities:

Conjunction AND ( ): Equivalent to the intersection of two sets.

Disjunction OR ( ): Equivalent to the union of two sets.

Alternative Denial NAND ( ): Negation of the conjunction operator, equivalent to the

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Material Nonimplication NIMPLY ( ): Negation of the material implication.

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3.4. Fuzzy Algebra

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3.5. Probability Transforms

In this Section, additional properties of probabilities, denoted as probability transforms [16],

Probability Transform of a Function: Mathematical mapping of a function of a randomistic

Complete Probability Transform of a Function: Also known as expected value of a function:

Constrained Probability Transform of a Function: Represents a constrained probability transform

Incomplete Probability Transform of a Function: Represents a constrained probability transform

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For continuous variables:

Probability of Multivariate Events: In general, the probability of a multivariate event involving

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where is the multivariate membership function to event .

For continuous variables:

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Acknowledgment and Disclaimer

[1] Friedman, C. (1999). The Frequency Interpretation in Probability. Advances in Applied

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