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Introduction
to
Mathematical Statistics
Eighth Edition
Global Edition
Robert V. Hogg
University of Iowa
Joseph W. McKean
Western Michigan University
Allen T. Craig
Late Professor of Statistics
University of Iowa
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Contents
Preface 11
1 Probability and Distributions 15

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.2 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.2.1 Review of Set Theory . . . . . . . . . . . . . . . . . . . . . . 18
1.2.2 Set Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.3 The Probability Set Function . . . . . . . . . . . . . . . . . . . . . . 26
1.3.1 Counting Rules . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.3.2 Additional Properties of Probability . . . . . . . . . . . . . . 32
1.4 Conditional Probability and Independence . . . . . . . . . . . . . . . 37
1.4.1 Independence . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
1.4.2 Simulations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
1.5 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
1.6 Discrete Random Variables . . . . . . . . . . . . . . . . . . . . . . . 59
1.6.1 Transformations . . . . . . . . . . . . . . . . . . . . . . . . . 61
1.7 Continuous Random Variables . . . . . . . . . . . . . . . . . . . . . 63
1.7.1 Quantiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
1.7.2 Transformations . . . . . . . . . . . . . . . . . . . . . . . . . 67
1.7.3 Mixtures of Discrete and Continuous Type Distributions . . . 70
1.8 Expectation of a Random Variable . . . . . . . . . . . . . . . . . . . 74
1.8.1 R Computation for an Estimation of the Expected Gain . . . 79
1.9 Some Special Expectations . . . . . . . . . . . . . . . . . . . . . . . 82
1.10 Important Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . 92
2 Multivariate Distributions 99
2.1 Distributions of Two Random Variables . . . . . . . . . . . . . . . . 99
2.1.1 Marginal Distributions . . . . . . . . . . . . . . . . . . . . . . 103
2.1.2 Expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
2.2 Transformations: Bivariate Random Variables . . . . . . . . . . . . . 114
2.3 Conditional Distributions and Expectations . . . . . . . . . . . . . . 123
2.4 Independent Random Variables . . . . . . . . . . . . . . . . . . . . . 131
2.5 The Correlation Coefficient . . . . . . . . . . . . . . . . . . . . . . . 139
2.6 Extension to Several Random Variables . . . . . . . . . . . . . . . . 148
5
6 Contents
2.6.1 ∗ Multivariate Variance-Covariance Matrix . . . . . . . . . . . 154

2.7 Transformations for Several Random Variables . . . . . . . . . . . . 157
2.8 Linear Combinations of Random Variables . . . . . . . . . . . . . . . 165
3 Some Special Distributions 169

3.1 The Binomial and Related Distributions . . . . . . . . . . . . . . . . 169
3.1.1 Negative Binomial and Geometric Distributions . . . . . . . . 173
3.1.2 Multinomial Distribution . . . . . . . . . . . . . . . . . . . . 174
3.1.3 Hypergeometric Distribution . . . . . . . . . . . . . . . . . . 176
3.2 The Poisson Distribution . . . . . . . . . . . . . . . . . . . . . . . . 181
3.3 The Γ, χ2 , and β Distributions . . . . . . . . . . . . . . . . . . . . . 187
3.3.1 The χ2 -Distribution . . . . . . . . . . . . . . . . . . . . . . . 192
3.3.2 The β-Distribution . . . . . . . . . . . . . . . . . . . . . . . . 194
3.4 The Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . 200
3.4.1 ∗ Contaminated Normals . . . . . . . . . . . . . . . . . . . . . 207
3.5 The Multivariate Normal Distribution . . . . . . . . . . . . . . . . . 212
3.5.1 Bivariate Normal Distribution . . . . . . . . . . . . . . . . . . 212
3.5.2 ∗ Multivariate Normal Distribution, General Case . . . . . . . 213
3.5.3 ∗ Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
3.6 t- and F -Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . 224
3.6.1 The t-distribution . . . . . . . . . . . . . . . . . . . . . . . . 224
3.6.2 The F -distribution . . . . . . . . . . . . . . . . . . . . . . . . 226
3.6.3 Student’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . 228
3.7 ∗ Mixture Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . 232
4 Some Elementary Statistical Inferences 239

4.1 Sampling and Statistics . . . . . . . . . . . . . . . . . . . . . . . . . 239
4.1.1 Point Estimators . . . . . . . . . . . . . . . . . . . . . . . . . 240
4.1.2 Histogram Estimates of pmfs and pdfs . . . . . . . . . . . . . 244
4.2 Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
4.2.1 Confidence Intervals for Difference in Means . . . . . . . . . . 255
4.2.2 Confidence Interval for Difference in Proportions . . . . . . . 257
4.3 ∗ Confidence Intervals for Parameters of Discrete Distributions . . . . 262
4.4 Order Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
4.4.1 Quantiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
4.4.2 Confidence Intervals for Quantiles . . . . . . . . . . . . . . . 275
4.5 Introduction to Hypothesis Testing . . . . . . . . . . . . . . . . . . . 281
4.6 Additional Comments About Statistical Tests . . . . . . . . . . . . . 289
4.6.1 Observed Significance Level, p-value . . . . . . . . . . . . . . 293
4.7 Chi-Square Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
4.8 The Method of Monte Carlo . . . . . . . . . . . . . . . . . . . . . . . 306
4.8.1 Accept–Reject Generation Algorithm . . . . . . . . . . . . . . 312
4.9 Bootstrap Procedures . . . . . . . . . . . . . . . . . . . . . . . . . . 317
4.9.1 Percentile Bootstrap Confidence Intervals . . . . . . . . . . . 317
4.9.2 Bootstrap Testing Procedures . . . . . . . . . . . . . . . . . . 322
4.10 ∗ Tolerance Limits for Distributions . . . . . . . . . . . . . . . . . . . 329
Contents 7
5 Consistency and Limiting Distributions 335

5.1 Convergence in Probability . . . . . . . . . . . . . . . . . . . . . . . 335
5.1.1 Sampling and Statistics . . . . . . . . . . . . . . . . . . . . . 338
5.2 Convergence in Distribution . . . . . . . . . . . . . . . . . . . . . . . 341
5.2.1 Bounded in Probability . . . . . . . . . . . . . . . . . . . . . 347
5.2.2 Δ-Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 348
5.2.3 Moment Generating Function Technique . . . . . . . . . . . . 350
5.3 Central Limit Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 355
5.4 ∗ Extensions to Multivariate Distributions . . . . . . . . . . . . . . . 362
6 Maximum Likelihood Methods 369

6.1 Maximum Likelihood Estimation . . . . . . . . . . . . . . . . . . . . 369
6.2 Rao–Cramér Lower Bound and Efficiency . . . . . . . . . . . . . . . 376
6.3 Maximum Likelihood Tests . . . . . . . . . . . . . . . . . . . . . . . 390
6.4 Multiparameter Case: Estimation . . . . . . . . . . . . . . . . . . . . 400
6.5 Multiparameter Case: Testing . . . . . . . . . . . . . . . . . . . . . . 409
6.6 The EM Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . 418
7 Sufficiency 427
7.1 Measures of Quality of Estimators . . . . . . . . . . . . . . . . . . . 427
7.2 A Sufficient Statistic for a Parameter . . . . . . . . . . . . . . . . . . 433
7.3 Properties of a Sufficient Statistic . . . . . . . . . . . . . . . . . . . . 440
7.4 Completeness and Uniqueness . . . . . . . . . . . . . . . . . . . . . . 444
7.5 The Exponential Class of Distributions . . . . . . . . . . . . . . . . . 449
7.6 Functions of a Parameter . . . . . . . . . . . . . . . . . . . . . . . . 454
7.6.1 Bootstrap Standard Errors . . . . . . . . . . . . . . . . . . . 458
7.7 The Case of Several Parameters . . . . . . . . . . . . . . . . . . . . . 461
7.8 Minimal Sufficiency and Ancillary Statistics . . . . . . . . . . . . . . 468
7.9 Sufficiency, Completeness, and Independence . . . . . . . . . . . . . 475
8 Optimal Tests of Hypotheses 483

8.1 Most Powerful Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . 483
8.2 Uniformly Most Powerful Tests . . . . . . . . . . . . . . . . . . . . . 493
8.3 Likelihood Ratio Tests . . . . . . . . . . . . . . . . . . . . . . . . . . 501
8.3.1 Likelihood Ratio Tests for Testing Means of Normal Distri-
butions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 502
8.3.2 Likelihood Ratio Tests for Testing Variances of Normal Dis-
tributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 509
8.4 ∗ The Sequential Probability Ratio Test . . . . . . . . . . . . . . . . . 514
8.5 ∗ Minimax and Classification Procedures . . . . . . . . . . . . . . . . 521
8.5.1 Minimax Procedures . . . . . . . . . . . . . . . . . . . . . . . 521
8.5.2 Classification . . . . . . . . . . . . . . . . . . . . . . . . . . . 524
8 Contents
9 Inferences About Normal Linear Models 529

9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 529
9.2 One-Way ANOVA . . . . . . . . . . . . . . . . . . . . . . . . . . . . 530
9.3 Noncentral χ2 and F -Distributions . . . . . . . . . . . . . . . . . . . 536
9.4 Multiple Comparisons . . . . . . . . . . . . . . . . . . . . . . . . . . 539
9.5 Two-Way ANOVA . . . . . . . . . . . . . . . . . . . . . . . . . . . . 545
9.5.1 Interaction between Factors . . . . . . . . . . . . . . . . . . . 548
9.6 A Regression Problem . . . . . . . . . . . . . . . . . . . . . . . . . . 553
9.6.1 Maximum Likelihood Estimates . . . . . . . . . . . . . . . . . 554
9.6.2 ∗ Geometry of the Least Squares Fit . . . . . . . . . . . . . . 560
9.7 A Test of Independence . . . . . . . . . . . . . . . . . . . . . . . . . 565
9.8 The Distributions of Certain Quadratic Forms . . . . . . . . . . . . . 569
9.9 The Independence of Certain Quadratic Forms . . . . . . . . . . . . 576
10 Nonparametric and Robust Statistics 583

10.1 Location Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 583
10.2 Sample Median and the Sign Test . . . . . . . . . . . . . . . . . . . . 586
10.2.1 Asymptotic Relative Efficiency . . . . . . . . . . . . . . . . . 591
10.2.2 Estimating Equations Based on the Sign Test . . . . . . . . . 596
10.2.3 Confidence Interval for the Median . . . . . . . . . . . . . . . 598
10.3 Signed-Rank Wilcoxon . . . . . . . . . . . . . . . . . . . . . . . . . . 600
10.3.2 Estimating Equations Based on Signed-Rank Wilcoxon . . . 607
10.3.3 Confidence Interval for the Median . . . . . . . . . . . . . . . 608
10.3.4 Monte Carlo Investigation . . . . . . . . . . . . . . . . . . . . 609
10.4 Mann–Whitney–Wilcoxon Procedure . . . . . . . . . . . . . . . . . . 612
10.4.2 Estimating Equations Based on the Mann–Whitney–Wilcoxon 618
10.4.3 Confidence Interval for the Shift Parameter Δ . . . . . . . . . 618
10.4.4 Monte Carlo Investigation of Power . . . . . . . . . . . . . . 619
10.5 ∗ General Rank Scores . . . . . . . . . . . . . . . . . . . . . . . . . . 621
10.5.1 Efficacy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 624
10.5.2 Estimating Equations Based on General Scores . . . . . . . . 626
10.5.3 Optimization: Best Estimates . . . . . . . . . . . . . . . . . . 626
10.6 ∗ Adaptive Procedures . . . . . . . . . . . . . . . . . . . . . . . . . . 633
10.7 Simple Linear Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 639
10.8 Measures of Association . . . . . . . . . . . . . . . . . . . . . . . . . 645
10.8.1 Kendall’s τ . . . . . . . . . . . . . . . . . . . . . . . . . . . . 645
10.8.2 Spearman’s Rho . . . . . . . . . . . . . . . . . . . . . . . . . 648
10.9 Robust Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 652
10.9.1 Location Model . . . . . . . . . . . . . . . . . . . . . . . . . . 652
10.9.2 Linear Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 659
Contents 9
11 Bayesian Statistics 669

11.1 Bayesian Procedures . . . . . . . . . . . . . . . . . . . . . . . . . . . 669
11.1.1 Prior and Posterior Distributions . . . . . . . . . . . . . . . . 670
11.1.2 Bayesian Point Estimation . . . . . . . . . . . . . . . . . . . 672
11.1.3 Bayesian Interval Estimation . . . . . . . . . . . . . . . . . . 676
11.1.4 Bayesian Testing Procedures . . . . . . . . . . . . . . . . . . 677
11.1.5 Bayesian Sequential Procedures . . . . . . . . . . . . . . . . . 678
11.2 More Bayesian Terminology and Ideas . . . . . . . . . . . . . . . . . 680
11.3 Gibbs Sampler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 686
11.4 Modern Bayesian Methods . . . . . . . . . . . . . . . . . . . . . . . . 693
11.4.1 Empirical Bayes . . . . . . . . . . . . . . . . . . . . . . . . . 696
A Mathematical Comments 701

A.1 Regularity Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . 701
A.2 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 702
B R Primer 707
B.1 Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 707
B.2 Probability Distributions . . . . . . . . . . . . . . . . . . . . . . . . . 710
B.3 R Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 712
B.4 Loops . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 713
B.5 Input and Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . 714
B.6 Packages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 714
C Lists of Common Distributions 717
D Tables of Distributions 721
E References 729
F Answers to Selected Exercises 735
Index 747
Preface
We have made substantial changes in this edition of Introduction to Mathematical

Statistics. Some of these changes help students appreciate the connection between
statistical theory and statistical practice while other changes enhance the develop-
ment and discussion of the statistical theory presented in this book.
Many of the changes in this edition reflect comments made by our readers. One
of these comments concerned the small number of real data sets in the previous
editions. In this edition, we have included more real data sets, using them to
illustrate statistical methods or to compare methods. Further, we have made these
data sets accessible to students by including them in the free R package hmcpkg.
They can also be individually downloaded in an R session at the url listed on page 12.
In general, the R code for the analyses on these data sets is given in the text.
We have also expanded the use of the statistical software R. We selected R
because it is a powerful statistical language that is free and runs on all three main
platforms (Windows, Mac, and Linux). Instructors, though, can select another
statistical package. We have also expanded our use of R functions to compute
analyses and simulation studies, including several games. We have kept the level of
coding for these functions straightforward. Our goal is to show students that with
a few simple lines of code they can perform significant computations. Appendix B
contains a brief R primer, which suffices for the understanding of the R used in the
text. As with the data sets, these R functions can be sourced individually at the
cited url; however, they are also included in the package hmcpkg.
We have supplemented the mathematical review material in Appendix A, placing
it in the document Mathematical Primer for Introduction to Mathematical Statistics.
It is freely available for students to download at the listed url. Besides sequences,
this supplement reviews the topics of infinite series, differentiation, and integra-
tion (univariate and bivariate). We have also expanded the discussion of iterated
integrals in the text. We have added figures to clarify discussion.
We have retained the order of elementary statistical inferences (Chapter 4) and
asymptotic theory (Chapter 5). In Chapters 5 and 6, we have written brief reviews
of the material in Chapter 4, so that Chapters 4 and 5 are essentially independent
of one another and, hence, can be interchanged. In Chapter 3, we now begin the
section on the multivariate normal distribution with a subsection on the bivariate
normal distribution. Several important topics have been added. This includes
Tukey’s multiple comparison procedure in Chapter 9 and confidence intervals for
the correlation coefficients found in Chapters 9 and 10. Chapter 7 now contains a
11
12 Preface
discussion on standard errors for estimates obtained by bootstrapping the sample.

Several topics that were discussed in the Exercises are now discussed in the text.
Examples include quantiles, Section 1.7.1, and hazard functions, Section 3.3. In
general, we have made more use of subsections to break up some of the discussion.
Also, several more sections are now indicated by ∗ as being optional.
Content and Course Planning

Chapters 1 and 2 develop probability models for univariate and multivariate vari-
ables while Chapter 3 discusses many of the most widely used probability models.
Chapter 4 discusses statistical theory for much of the inference found in a stan-
dard statistical methods course. Chapter 5 presents asymptotic theory, concluding
with the Central Limit Theorem. Chapter 6 provides a complete inference (esti-
mation and testing) based on maximum likelihood theory. The EM algorithm is
also discussed. Chapters 7–8 contain optimal estimation procedures and tests of
statistical hypotheses. The final three chapters provide theory for three important
topics in statistics. Chapter 9 contains inference for normal theory methods for
basic analysis of variance, univariate regression, and correlation models. Chapter
10 presents nonparametric methods (estimation and testing) for location and uni-
variate regression models. It also includes discussion on the robust concepts of
efficiency, influence, and breakdown. Chapter 11 offers an introduction to Bayesian
methods. This includes traditional Bayesian procedures as well as Markov Chain
Monte Carlo techniques.
Several courses can be designed using our book. The basic two-semester course
in mathematical statistics covers most of the material in Chapters 1–8 with topics
selected from the remaining chapters. For such a course, the instructor would have
the option of interchanging the order of Chapters 4 and 5, thus beginning the second
semester with an introduction to statistical theory (Chapter 4). A one-semester
course could consist of Chapters 1–4 with a selection of topics from Chapter 5.
Under this option, the student sees much of the statistical theory for the methods
discussed in a non-theoretical course in methods. On the other hand, as with the
two-semester sequence, after covering Chapters 1–3, the instructor can elect to cover
Chapter 5 and finish the course with a selection of topics from Chapter 4.
The data sets and R functions used in this book and the R package hmcpkg can
be downloaded from this title’s page at the site:
www.pearsonglobaleditions.com
Preface 13
Acknowledgments
Bob Hogg passed away in 2014, so he did not work on this edition of the book.
Often, though, when I was trying to decide whether or not to make a change in the
manuscript, I found myself thinking of what Bob would do. In his memory, I have
retained the order of the authors for this edition.
As with earlier editions, comments from readers are always welcomed and ap-
preciated. We would like to thank these reviewers of the previous edition: James
Baldone, Virginia College; Steven Culpepper, University of Illinois at Urbana-
Champaign; Yuichiro Kakihara, California State University; Jaechoul Lee, Boise
State University; Michael Levine, Purdue University; Tingni Sun, University of
Maryland, College Park; and Daniel Weiner, Boston University. We appreciated
and took into consideration their comments for this revision. We appreciate the
helpful comments of Thomas Hettmansperger of Penn State University, Ash Abebe
of Auburn University, and Professor Ioannis Kalogridis of the University of Leuven.
A special thanks to Patrick Barbera (Portfolio Manager, Statistics), Lauren Morse
(Content Producer, Math/Stats), Yvonne Vannatta (Product Marketing Manager),
and the rest of the staff at Pearson for their help in putting this edition together.
Thanks also to Richard Ponticelli, North Shore Community College, who accuracy
checked the page proofs. Also, a special thanks to my wife Marge for her unwavering
support and encouragement of my efforts in writing this edition.
Joe McKean
Acknowledgments for the Global Edition

Pearson would like to thank and acknowledge the following people for their work
on this Global Edition.
Contributors
Polina Dolmatova, American University of Central Asia
Tsung Fei Khang, University of Malaya
Eric A. L. LI, The University of Hong Kong
Choung Min Ng, University of Malaya
Neelesh S. Upadhye, Indian Institute of Technology Madras
Reviewers
Samprit Chakrabarti, ICFAI Business School Kolkata
Rubén Garcia Berasategui, Jakarta International College
Aneesh Kumar K., Mahatma Gandhi College, Iritty
Jesper Rydén, Swedish University of Agricultural Sciences
Pooja Sengupta, International Management Institute Kolkata
Neelesh S. Upadhye, Indian Institute of Technology Madras
Chapter 1
Probability and Distributions
1.1 Introduction
In this section, we intuitively discuss the concepts of a probability model which we
formalize in Secton 1.3 Many kinds of investigations may be characterized in part
by the fact that repeated experimentation, under essentially the same conditions,
is more or less standard procedure. For instance, in medical research, interest may
center on the effect of a drug that is to be administered; or an economist may be
concerned with the prices of three specified commodities at various time intervals; or
an agronomist may wish to study the effect that a chemical fertilizer has on the yield
of a cereal grain. The only way in which an investigator can elicit information about
any such phenomenon is to perform the experiment. Each experiment terminates
with an outcome. But it is characteristic of these experiments that the outcome
cannot be predicted with certainty prior to the experiment.
Suppose that we have such an experiment, but the experiment is of such a nature
that a collection of every possible outcome can be described prior to its performance.
If this kind of experiment can be repeated under the same conditions, it is called
a random experiment, and the collection of every possible outcome is called the
experimental space or the sample space. We denote the sample space by C.
Example 1.1.1. In the toss of a coin, let the outcome tails be denoted by T and let
the outcome heads be denoted by H. If we assume that the coin may be repeatedly
tossed under the same conditions, then the toss of this coin is an example of a
random experiment in which the outcome is one of the two symbols T or H; that
is, the sample space is the collection of these two symbols. For this example, then,
C = {H, T }.
Example 1.1.2. In the cast of one red die and one white die, let the outcome be the
ordered pair (number of spots up on the red die, number of spots up on the white
die). If we assume that these two dice may be repeatedly cast under the same con-
ditions, then the cast of this pair of dice is a random experiment. The sample space
consists of the 36 ordered pairs: C = {(1, 1), . . . , (1, 6), (2, 1), . . . , (2, 6), . . . , (6, 6)}.
15
16 Probability and Distributions
We generally use small Roman letters for the elements of C such as a, b, or

c. Often for an experiment, we are interested in the chances of certain subsets of
elements of the sample space occurring. Subsets of C are often called events and are
generally denoted by capitol Roman letters such as A, B, or C. If the experiment
results in an element in an event A, we say the event A has occurred. We are
interested in the chances that an event occurs. For instance, in Example 1.1.1 we
may be interested in the chances of getting heads; i.e., the chances of the event
A = {H} occurring. In the second example, we may be interested in the occurrence
of the sum of the upfaces of the dice being “7” or “11;” that is, in the occurrence of
the event A = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1), (5, 6), (6, 5)}.
Now conceive of our having made N repeated performances of the random ex-
periment. Then we can count the number f of times (the frequency) that the
event A actually occurred throughout the N performances. The ratio f /N is called
the relative frequency of the event A in these N experiments. A relative fre-
quency is usually quite erratic for small values of N , as you can discover by tossing
a coin. But as N increases, experience indicates that we associate with the event A
a number, say p, that is equal or approximately equal to that number about which
the relative frequency seems to stabilize. If we do this, then the number p can be
interpreted as that number which, in future performances of the experiment, the
relative frequency of the event A will either equal or approximate. Thus, although
we cannot predict the outcome of a random experiment, we can, for a large value
of N , predict approximately the relative frequency with which the outcome will be
in A. The number p associated with the event A is given various names. Some-
times it is called the probability that the outcome of the random experiment is in
A; sometimes it is called the probability of the event A; and sometimes it is called
the probability measure of A. The context usually suggests an appropriate choice of
terminology.
Example 1.1.3. Let C denote the sample space of Example 1.1.2 and let B be
the collection of every ordered pair of C for which the sum of the pair is equal to
seven. Thus B = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2)(6, 1)}. Suppose that the dice are
cast N = 400 times and let f denote the frequency of a sum of seven. Suppose that
400 casts result in f = 60. Then the relative frequency with which the outcome
60
was in B is f /N = 400 = 0.15. Thus we might associate with B a number p that is
close to 0.15, and p would be called the probability of the event B.
Remark 1.1.1. The preceding interpretation of probability is sometimes referred
to as the relative frequency approach, and it obviously depends upon the fact that an
experiment can be repeated under essentially identical conditions. However, many
persons extend probability to other situations by treating it as a rational measure
of belief. For example, the statement p = 25 for an event A would mean to them
that their personal or subjective probability of the event A is equal to 25 . Hence,
if they are not opposed to gambling, this could be interpreted as a willingness on
their part to bet on the outcome of A so that the two possible payoffs are in the
ratio p/(1 − p) = 25 / 35 = 23 . Moreover, if they truly believe that p = 25 is correct,
they would be willing to accept either side of the bet: (a) win 3 units if A occurs
and lose 2 if it does not occur, or (b) win 2 units if A does not occur and lose 3 if
1.2. Sets 17
it does. However, since the mathematical properties of probability given in Section

1.3 are consistent with either of these interpretations, the subsequent mathematical
development does not depend upon which approach is used.
The primary purpose of having a mathematical theory of statistics is to provide
mathematical models for random experiments. Once a model for such an experi-
ment has been provided and the theory worked out in detail, the statistician may,
within this framework, make inferences (that is, draw conclusions) about the ran-
dom experiment. The construction of such a model requires a theory of probability.
One of the more logically satisfying theories of probability is that based on the
concepts of sets and functions of sets. These concepts are introduced in Section 1.2.
1.2 Sets
The concept of a set or a collection of objects is usually left undefined. However,
a particular set can be described so that there is no misunderstanding as to what
collection of objects is under consideration. For example, the set of the first 10
positive integers is sufficiently well described to make clear that the numbers 34 and
14 are not in the set, while the number 3 is in the set. If an object belongs to a
set, it is said to be an element of the set. For example, if C denotes the set of real
numbers x for which 0 ≤ x ≤ 1, then 34 is an element of the set C. The fact that
3 3
4 is an element of the set C is indicated by writing 4 ∈ C. More generally, c ∈ C
means that c is an element of the set C.
The sets that concern us are frequently sets of numbers. However, the language
of sets of points proves somewhat more convenient than that of sets of numbers.
Accordingly, we briefly indicate how we use this terminology. In analytic geometry
considerable emphasis is placed on the fact that to each point on a line (on which
an origin and a unit point have been selected) there corresponds one and only one
number, say x; and that to each number x there corresponds one and only one point
on the line. This one-to-one correspondence between the numbers and points on a
line enables us to speak, without misunderstanding, of the “point x” instead of the
“number x.” Furthermore, with a plane rectangular coordinate system and with x
and y numbers, to each symbol (x, y) there corresponds one and only one point in the
plane; and to each point in the plane there corresponds but one such symbol. Here
again, we may speak of the “point (x, y),” meaning the “ordered number pair x and
y.” This convenient language can be used when we have a rectangular coordinate
system in a space of three or more dimensions. Thus the “point (x1 , x2 , . . . , xn )”
means the numbers x1 , x2 , . . . , xn in the order stated. Accordingly, in describing our
sets, we frequently speak of a set of points (a set whose elements are points), being
careful, of course, to describe the set so as to avoid any ambiguity. The notation
C = {x : 0 ≤ x ≤ 1} is read “C is the one-dimensional set of points x for which
0 ≤ x ≤ 1.” Similarly, C = {(x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1} can be read “C is the
two-dimensional set of points (x, y) that are interior to, or on the boundary of, a
square with opposite vertices at (0, 0) and (1, 1).”
We say a set C is countable if C is finite or has as many elements as there are
positive integers. For example, the sets C1 = {1, 2, . . . , 100} and C2 = {1, 3, 5, 7, . . .}
are countable sets. The interval of real numbers (0, 1], though, is not countable.
1.2.1 Review of Set Theory

As in Section 1.1, let C denote the sample space for the experiment. Recall that
events are subsets of C. We use the words event and subset interchangeably in this
section. An elementary algebra of sets will prove quite useful for our purposes. We
now review this algebra below along with illustrative examples. For illustration, we
also make use of Venn diagrams. Consider the collection of Venn diagrams in
Figure 1.2.1. The interior of the rectangle in each plot represents the sample space
C. The shaded region in Panel (a) represents the event A.
Panel (a) Panel (b)
A
A A ⊂B
Panel (c) Panel (d)
A B A B
A∪B A∩B
Figure 1.2.1: A series of Venn diagrams. The sample space C is represented by

the interior of the rectangle in each plot. Panel (a) depicts the event A; Panel (b)
depicts A ⊂ B; Panel (c) depicts A ∪ B; and Panel (d) depicts A ∩ B.
We first define the complement of an event A.
Definition 1.2.1. The complement of an event A is the set of all elements in C

which are not in A. We denote the complement of A by Ac . That is, Ac = {x ∈ C :
x∈/ A}.
1.2. Sets 19
The complement of A is represented by the white space in the Venn diagram in

Panel (a) of Figure 1.2.1.
The empty set is the event with no elements in it. It is denoted by φ. Note
that C c = φ and φc = C. The next definition defines when one event is a subset of
another.
Definition 1.2.2. If each element of a set A is also an element of set B, the set A
is called a subset of the set B. This is indicated by writing A ⊂ B. If A ⊂ B and
also B ⊂ A, the two sets have the same elements, and this is indicated by writing
A = B.
Panel (b) of Figure 1.2.1 depicts A ⊂ B.

The event A or B is defined as follows:
Definition 1.2.3. Let A and B be events. Then the union of A and B is the set
of all elements that are in A or in B or in both A and B. The union of A and B
is denoted by A ∪ B
Panel (c) of Figure 1.2.1 shows A ∪ B.

The event that both A and B occur is defined by,
Definition 1.2.4. Let A and B be events. Then the intersection of A and B is

the set of all elements that are in both A and B. The intersection of A and B is
denoted by A ∩ B
Panel (d) of Figure 1.2.1 illustrates A ∩ B.

Two events are disjoint if they have no elements in common. More formally we
define
Definition 1.2.5. Let A and B be events. Then A and B are disjoint if A∩B = φ
If A and B are disjoint, then we say A ∪ B forms a disjoint union. The next two
examples illustrate these concepts.
Example 1.2.1. Suppose we have a spinner with the numbers 1 through 10 on

it. The experiment is to spin the spinner and record the number spun. Then
C = {1, 2, . . . , 10}. Define the events A, B, and C by A = {1, 2}, B = {2, 3, 4}, and
C = {3, 4, 5, 6}, respectively.
Ac = {3, 4, . . . , 10}; A ∪ B = {1, 2, 3, 4}; A ∩ B = {2}

A ∩ C = φ; B ∩ C = {3, 4}; B ∩ C ⊂ B; B ∩ C ⊂ C
A ∪ (B ∩ C) = {1, 2} ∪ {3, 4} = {1, 2, 3, 4} (1.2.1)
(A ∪ B) ∩ (A ∪ C) = {1, 2, 3, 4} ∩ {1, 2, 3, 4, 5, 6} = {1, 2, 3, 4} (1.2.2)
The reader should verify these results.
Example 1.2.2. For this example, suppose the experiment is to select a real number
in the open interval (0, 5); hence, the sample space is C = (0, 5). Let A = (1, 3),
B = (2, 4), and C = [3, 4.5).
A ∪ B = (1, 4); A ∩ B = (2, 3); B ∩ C = [3, 4)

A ∩ (B ∪ C) = (1, 3) ∩ (2, 4.5) = (2, 3) (1.2.3)
(A ∩ B) ∪ (A ∩ C) = (2, 3) ∪ φ = (2, 3) (1.2.4)
A sketch of the real number line between 0 and 5 helps to verify these results.
Expressions (1.2.1)–(1.2.2) and (1.2.3)–(1.2.4) are illustrations of general dis-
tributive laws. For any sets A, B, and C,
A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C)
A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C). (1.2.5)
These follow directly from set theory. To verify each identity, sketch Venn diagrams
of both sides.
The next two identities are collectively known as DeMorgan’s Laws. For any
sets A and B,
(A ∩ B)c = Ac ∪ B c (1.2.6)
(A ∪ B)c = Ac ∩ B c . (1.2.7)
For instance, in Example 1.2.1,
(A∪B)c = {1, 2, 3, 4}c = {5, 6, . . . , 10} = {3, 4, . . . , 10}∩{{1, 5, 6, . . . , 10} = Ac ∩B c ;
while, from Example 1.2.2,
(A ∩ B)c = (2, 3)c = (0, 2] ∪ [3, 5) = [(0, 1] ∪ [3, 5)] ∪ [(0, 2] ∪ [4, 5)] = Ac ∪ B c .
As the last expression suggests, it is easy to extend unions and intersections to more
than two sets. If A1 , A2 , . . . , An are any sets, we define
A1 ∪ A2 ∪ · · · ∪ An = {x : x ∈ Ai , for some i = 1, 2, . . . , n} (1.2.8)

A1 ∩ A2 ∩ · · · ∩ An = {x : x ∈ Ai , for all i = 1, 2, . . . , n}. (1.2.9)
We often abbreviative these by ∪ni=1 Ai and ∩ni=1 Ai , respectively. Expressions for

countable unions and intersections follow directly; that is, if A1 , A2 , . . . , An . . . is a
sequence of sets then
A1 ∪ A2 ∪ · · · = {x : x ∈ An , for some n = 1, 2, . . .} = ∪∞n=1 An (1.2.10)

A1 ∩ A2 ∩ · · · = {x : x ∈ An , for all n = 1, 2, . . .} = ∩∞
n=1 An . (1.2.11)
The next two examples illustrate these ideas.

Example 1.2.3. Suppose C = {1, 2, 3, . . .}. If An = {1, 3, . . . , 2n − 1} and Bn =
{n, n + 1, . . .}, for n = 1, 2, 3, . . ., then
∪∞ ∞
n=1 An = {1, 3, 5, . . .}; ∩n=1 An = {1}; (1.2.12)
∪∞ ∞
n=1 Bn = C; ∩n=1 Bn = φ. (1.2.13)
1.2. Sets 21
Example 1.2.4. Suppose C is the interval of real numbers (0, 5). Suppose Cn =
(1 − n−1 , 2 + n−1 ) and Dn = (n−1 , 3 − n−1 ), for n = 1, 2, 3, . . . . Then
∪∞ ∞
n=1 Cn = (0, 3); ∩n=1 Cn = [1, 2] (1.2.14)
∪∞ ∞
n=1 Dn = (0, 3); ∩n=1 Dn = (1, 2). (1.2.15)
We occassionally have sequences of sets that are monotone. They are of two
types. We say a sequence of sets {An } is nondecreasing, (nested upward), if
An ⊂ An+1 for n = 1, 2, 3, . . .. For such a sequence, we define
lim An = ∪∞
n=1 An . (1.2.16)
n→∞
The sequence of sets An = {1, 3, . . . , 2n − 1} of Example 1.2.3 is such a sequence.

So in this case, we write limn→∞ An = {1, 3, 5, . . .}. The sequence of sets {Dn } of
Example 1.2.4 is also a nondecreasing suquence of sets.
The second type of monotone sets consists of the nonincreasing, (nested
downward) sequences. A sequence of sets {An } is nonincreasing, if An ⊃ An+1
for n = 1, 2, 3, . . .. In this case, we define
lim An = ∩∞
n=1 An . (1.2.17)
n→∞
The sequences of sets {Bn } and {Cn } of Examples 1.2.3 and 1.2.4, respectively, are
examples of nonincreasing sequences of sets.
1.2.2 Set Functions

Many of the functions used in calculus and in this book are functions that map real
numbers into real numbers. We are concerned also with functions that map sets
into real numbers. Such functions are naturally called functions of a set or, more
simply, set functions. Next we give some examples of set functions and evaluate
them for certain simple sets.
Example 1.2.5. Let C = R, the set of real numbers. For a subset A in C, let Q(A)
be equal to the number of points in A that correspond to positive integers. Then
Q(A) is a set function of the set A. Thus, if A = {x : 0 < x < 5}, then Q(A) = 4;
if A = {−2, −1}, then Q(A) = 0; and if A = {x : −∞ < x < 6}, then Q(A) = 5.
Example 1.2.6. Let C = R2 . For a subset A of C, let Q(A) be the area of A
if A has a finite area; otherwise, let Q(A) be undefined. Thus, if A = {(x, y) :
x2 + y 2 ≤ 1}, then Q(A) = π; if A = {(0, 0), (1, 1), (0, 1)}, then Q(A) = 0; and if
A = {(x, y) : 0 ≤ x, 0 ≤ y, x + y ≤ 1}, then Q(A) = 12 .
Often our set functions are defined in terms of sums or integrals.1 With this in
mind, we introduce the following notation. The symbol

f (x) dx
A
1 Please see Chapters 2 and 3 of Mathematical Comments, at site noted in the Preface, for a
review of sums and integrals
means the ordinary (Riemann) integral of f (x) over a prescribed one-dimensional

set A and the symbol
g(x, y) dxdy
A
means the Riemann integral of g(x, y) over a prescribed two-dimensional set A.

This notation can be extended to integrals over n dimensions. To be sure, unless
these sets A and these functions f (x) and g(x, y) are chosen with care, the integrals
frequently fail to exist. Similarly, the symbol

f (x)
A
means the sum extended over all x ∈ A and the symbol

g(x, y)
A
means the sum extended over all (x, y) ∈ A. As with integration, this notation
extends to sums over n dimensions.
The first example is for a set function defined on sums involving a geometric
series. As pointed out in Example 2.3.1 of Mathematical Comments,2 if |a| < 1,
then the following series converges to 1/(1 − a):
∞
1
an = , if |a| < 1. (1.2.18)
n=0
1−a
Example 1.2.7. Let C be the set of all nonnegative integers and let A be a subset
of C. Define the set function Q by
2 n
Q(A) = . (1.2.19)
3
n∈A
It follows from (1.2.18) that Q(C) = 3. If A = {1, 2, 3} then Q(A) = 38/27. Suppose
B = {1, 3, 5, . . .} is the set of all odd positive integers. The computation of Q(B) is
given next. This derivation consists of rewriting the series so that (1.2.18) can be
applied. Frequently, we perform such derivations in this book.
2 n ∞ 2n+1
2
Q(B) = =
3 n=0
3
n∈B
∞
2 n
2 2 2 1 6
= = =
3 n=0 3 3 1 − (4/9) 5
In the next example, the set function is defined in terms of an integral involving
the exponential function f (x) = e−x .
2 Downloadable at site noted in the Preface
1.2. Sets 23
Example 1.2.8. Let C be the interval of positive real numbers, i.e., C = (0, ∞).
Let A be a subset of C. Define the set function Q by

Q(A) = e−x dx, (1.2.20)
A
provided the integral exists. The reader should work through the following integra-
tions:
3 3

−x
Q[(1, 3)] = e dx = −e = e−1 − e−3 =0.318
−x
˙
1 1
∞
3 −x
Q[(5 and ∞)] = e dx = −e = e−5 =0.007
−x
˙
1 5
5 3 5
Q[(1, 3) ∪ [3, 5)] = e−x dx = e−x dx + e−x dx = Q[(1, 3)] + Q([3, 5)]
1 1 3
∞
−x
Q(C) = e dx = 1.
0
Our final example, involves an n dimensional integral.
Example 1.2.9. Let C = Rn . For A in C define the set function

Q(A) = · · · dx1 dx2 · · · dxn ,
A
provided the integral exists. For example, if A = {(x1 , x2 , . . . , xn ) : 0 ≤ x1 ≤

x2 , 0 ≤ xi ≤ 1, for i = 2, 3, . . . , n}, then upon expressing the multiple integral as
an iterated integral3 we obtain
1 x2 n 1
Q(A) = dx1 dx2 • dxi
0 0 i=3 0
1
x22 1
= •1= .
2 0 2
If B = {(x1 , x2 , . . . , xn ) : 0 ≤ x1 ≤ x2 ≤ · · · ≤ xn ≤ 1}, then

1 xn x3 x2
Q(B) = ··· dx1 dx2 · · · dxn−1 dxn
0 0 0 0
1
= ,
n!
where n! = n(n − 1) · · · 3 · 2 · 1.
3 For a discussion of multiple integrals in terms of iterated integrals, see Chapter 3 of Mathe-
matical Comments.
EXERCISES
1.2.1. Find the union C1 ∪ C2 and the intersection C1 ∩ C2 of the two sets C1 and
C2 , where
(a) C1 = {2, 3, 5, 7}, C2 = {1, 3, 5}.
(b) C1 = {x : 0 ≤ x ≤ 3}, C2 = {x : 2 < x < 4}.
(c) C1 = {(x, y) : 0 < x < 1, 0 < y < 3}, C2 = {(x, y) : 0 < x < 2, 2 ≤ y < 3}.
1.2.2. Find the complement C c of the set C with respect to the space C if
2
(a) C = {x : 0 < x < 2}, C = x : 0 < x < 3 .
(b) C = (x, y, z) : x2 + 2y 2 + 3z 2 ≤ 4 , C = (x, y, z) : x2 + 2y 2 + 3z 2 < 4 .
(c) C = (x, y) : x2 + y 2 ≤ 1 , C = {(x, y) : |x| + |y| < 1}.
1.2.3. List all possible arrangements of the four letters l, a, m, and b. Let C1 be
the collection of the arrangements in which b is in the first position. Let C2 be the
collection of the arrangements in which a is in the third position. Find the union
and the intersection of C1 and C2 .
1.2.4. Concerning DeMorgan’s Laws (1.2.6) and (1.2.7):
(a) Use Venn diagrams to verify the laws.
(b) Show that the laws are true.
(c) Generalize the laws to countable unions and intersections.
1.2.5. By the use of Venn diagrams, in which the space C is the set of points
enclosed by a rectangle containing the circles C1 , C2 , and C3 , compare the following
sets. These laws are called the distributive laws.
(a) C1 ∩ (C2 ∪ C3 ) and (C1 ∩ C2 ) ∪ (C1 ∩ C3 ).
(b) C1 ∪ (C2 ∩ C3 ) and (C1 ∪ C2 ) ∩ (C1 ∪ C3 ).
1.2.6. Show that the following sequences of sets, {Ck }, are nondecreasing, (1.2.16),
then find limk→∞ Ck .
(a) Ck = {x : 1/k ≤ x ≤ 3 − 1/k}, k = 1, 2, 3, . . . .
(b) Ck = {(x, y) : 1/k ≤ x2 + y 2 ≤ 4 − 1/k}, k = 1, 2, 3, . . . .
1.2.7. Show that the following sequences of sets, {Ck }, are nonincreasing, (1.2.17),
then find limk→∞ Ck .
(a) Ck = {x : 2 − 1/k < x ≤ 2}, k = 1, 2, 3, . . . .
(b) Ck = {x : 2 < x ≤ 2 + 1/k}, k = 1, 2, 3, . . . .

1.2. Sets 25
(c) Ck = {(x, y) : 0 ≤ x2 + y 2 ≤ 1/k}, k = 1, 2, 3, . . . .

1.2.8. For every
3 one-dimensional
1 x set C, define the function Q (C) = C f (x),
where f (x) = 4 4 , x = 0, 1, 2, . . ., zero elsewhere. If C1 = {x : x = 0, 2, 4} and
C2 = {x : x = 0, 1, 2, . . .}, find Q (C1 ) and Q (C2 ) .
Hint: Recall that Sn = a + ar + · · · + arn−1 = a(1 − rn )/(1 − r) and, hence, it
follows that limn→∞ Sn = a/(1 − r) provided that |r| < 1.
1.2.9. For every one-dimensional

3 2
set C for which the integral exists, let Q(C) =
C
f (x) dx, where f (x) = 4 (1−x ), −1 < x < 1, zero elsewhere; otherwise, let Q(C)
be undefined. If C1 = {x : − 13 < x < 13 }, C2 = {0}, and C3 = {x : −1 < x < 5},
find Q(C1 ), Q(C2 ), and Q(C3 ).
1.2.10. For every two-dimensional

set C contained in R2 for which the integral
2 2
exists, let Q(C) = C
(x + y ) dxdy. If C1 = {(x, y) : −1 ≤ x ≤ 1, −1 ≤ y ≤ 1},
C2 = {(x, y) : −1 ≤ x = y ≤ 1}, and C3 = {(x, y) : x2 + y 2 ≤ 1}, find Q(C1 ), Q(C2 ),
and Q(C3 ).
1.2.11. Let C denote the set of points that are interior to, or on the boundary
of, a
square with opposite vertices at the points (0, 0) and (1, 1). Let Q(C) = C dy dx.
(a) If C ⊂ C is the set {(x, y) : 0 < y/2 < x < 1/2}, compute Q(C).
(b) If C ⊂ C is the set {(x, y) : 0 < x < 1, x + y = 1}, compute Q(C).
(c) If C ⊂ C is the set {(x, y) : 0 < x/2 < y ≤ x + 1/4 < 1}, compute Q(C).
1.2.12. Let C be the set of points interior to or on the boundary of a cube with
edge of length 1. Moreover, say that the cube is in the first octant with one vertex
at
the
point (0, 0, 0) and an opposite vertex at the point (1, 1, 1). Let Q(C) =
C
dxdydz.
(a) If C ⊂ C is the set {(x, y, z) : 0 < x < y < z < 1}, compute Q(C).
(b) If C is the subset {(x, y, z) : 0 < x = y = z < 1}, compute Q(C).
1.2.13. Let C denote the set {(x, y, z) : x2 + y 2 + z 2 ≤ 1}. Using spherical coordi-
nates, evaluate
Q(C) = x2 + y 2 + z 2 dxdydz.
C
1.2.14. To join a certain club, a person must be either a statistician or a math-

ematician or both. Of the 35 members in this club, 25 are statisticians and 17
are mathematicians. How many persons in the club are both a statistician and a
mathematician?
1.2.15. After a hard-fought football game, it was reported that, of the 11 starting
players, 7 hurt a hip, 5 hurt an arm, 7 hurt a knee, 3 hurt both a hip and an arm,
3 hurt both a hip and a knee, 2 hurt both an arm and a knee, and 1 hurt all three.
Comment on the accuracy of the report.
1.3 The Probability Set Function

Given an experiment, let C denote the sample space of all possible outcomes. As
discussed in Section 1.1, we are interested in assigning probabilities to events, i.e.,
subsets of C. What should be our collection of events? If C is a finite set, then we
could take the set of all subsets as this collection. For infinite sample spaces, though,
with assignment of probabilities in mind, this poses mathematical technicalities that
are better left to a course in probability theory. We assume that in all cases, the
collection of events is sufficiently rich to include all possible events of interest and is
closed under complements and countable unions of these events. Using DeMorgan’s
Laws, (1.2.6)–(1.2.7), the collection is then also closed under countable intersections.
We denote this collection of events by B. Technically, such a collection of events is
called a σ-field of subsets.
Now that we have a sample space, C, and our collection of events, B, we can define
the third component in our probability space, namely a probability set function. In
order to motivate its definition, we consider the relative frequency approach to
probability.
Remark 1.3.1. The definition of probability consists of three axioms which we

motivate by the following three intuitive properties of relative frequency. Let C be
a sample space and let A ⊂ C. Suppose we repeat the experiment N times. Then
the relative frequency of A is fA = #{A}/N , where #{A} denotes the number of
times A occurred in the N repetitions. Note that fA ≥ 0 and fC = 1. These are
the first two properties. For the third, suppose that A1 and A2 are disjoint events.
Then fA1 ∪A2 = fA1 + fA2 . These three properties of relative frequencies form the
axioms of a probability, except that the third axiom is in terms of countable unions.
As with the axioms of probability, the readers should check that the theorems we
prove below about probabilities agree with their intuition of relative frequency.
Definition 1.3.1 (Probability). Let C be a sample space and let B be the set of
events. Let P be a real-valued function defined on B. Then P is a probability set
function if P satisfies the following three conditions:
1. P (A) ≥ 0, for all A ∈ B.
2. P (C) = 1.
3. If {An } is a sequence of events in B and Am ∩ An = φ for all m = n, then

∞ ∞

P An = P (An ).
n=1 n=1
A collection of events whose members are pairwise disjoint, as in (3), is said to

be a mutually exclusive collection and its union is often referred to as a disjoint
union. The collection is further said
∞ to be exhaustive if the union of its events is
the sample space, in which case n=1 P (An ) = 1. We often say that a mutually
exclusive and exhaustive collection of events forms a partition of C.
1.3. The Probability Set Function 27
A probability set function tells us how the probability is distributed over the set
of events, B. In this sense we speak of a distribution of probability. We often drop
the word “set” and refer to P as a probability function.
The following theorems give us some other properties of a probability set func-
tion. In the statement of each of these theorems, P (A) is taken, tacitly, to be a
probability set function defined on the collection of events B of a sample space C.
Theorem 1.3.1. For each event A ∈ B, P (A) = 1 − P (Ac ).
Proof: We have C = A ∪ Ac and A ∩ Ac = φ. Thus, from (2) and (3) of Definition
1.3.1, it follows that
1 = P (A) + P (Ac ),
which is the desired result.
Theorem 1.3.2. The probability of the null set is zero; that is, P (φ) = 0.
Proof: In Theorem 1.3.1, take A = φ so that Ac = C. Accordingly, we have
P (φ) = 1 − P (C) = 1 − 1 = 0
and the theorem is proved.
Theorem 1.3.3. If A and B are events such that A ⊂ B, then P (A) ≤ P (B).
Proof: Now B = A ∪ (Ac ∩ B) and A ∩ (Ac ∩ B) = φ. Hence, from (3) of Definition
1.3.1,
P (B) = P (A) + P (Ac ∩ B).
From (1) of Definition 1.3.1, P (Ac ∩ B) ≥ 0. Hence, P (B) ≥ P (A).
Theorem 1.3.4. For each A ∈ B, 0 ≤ P (A) ≤ 1.

Proof: Since φ ⊂ A ⊂ C, we have by Theorem 1.3.3 that
P (φ) ≤ P (A) ≤ P (C) or 0 ≤ P (A) ≤ 1,
the desired result.
Part (3) of the definition of probability says that P (A ∪ B) = P (A) + P (B) if A

and B are disjoint, i.e., A ∩ B = φ . The next theorem gives the rule for any two
events regardless if they are disjoint or not.
Theorem 1.3.5. If A and B are events in C, then
P (A ∪ B) = P (A) + P (B) − P (A ∩ B).
Proof: Each of the sets A ∪ B and B can be represented, respectively, as a union of

nonintersecting sets as follows:
A ∪ B = A ∪ (Ac ∩ B) and B = (A ∩ B) ∪ (Ac ∩ B). (1.3.1)

That these identities hold for all sets A and B follows from set theory. Also, the
Venn diagrams of Figure 1.3.1 offer a verification of them.
Thus, from (3) of Definition 1.3.1,
P (A ∪ B) = P (A) + P (Ac ∩ B)
and
P (B) = P (A ∩ B) + P (Ac ∩ B).
If the second of these equations is solved for P (Ac ∩ B) and this result is substituted
in the first equation, we obtain
P (A ∪ B) = P (A) + P (B) − P (A ∩ B).
This completes the proof.
Panel (a) Panel (b)
A B A B
A ∪ B = A ∪ (A c ∩ B ) A = (A ∩ B c )∪ (A ∩ B )
Figure 1.3.1: Venn diagrams depicting the two disjoint unions given in expression
(1.3.1). Panel (a) depicts the first disjoint union while Panel (b) shows the second
disjoint union.
Example 1.3.1. Let C denote the sample space of Example 1.1.2. Let the proba-
1
bility set function assign a probability of 36 to each of the 36 points in C; that is, the
dice are fair. If C1 = {(1, 1), (2, 1), (3, 1), (4, 1), (5, 1)} and C2 = {(1, 2), (2, 2), (3, 2)},
5 3 8
then P (C1 ) = 36 , P (C2 ) = 36 , P (C1 ∪ C2 ) = 36 , and P (C1 ∩ C2 ) = 0.
Example 1.3.2. Two coins are to be tossed and the outcome is the ordered pair
(face on the first coin, face on the second coin). Thus the sample space may be
represented as C = {(H, H), (H, T ), (T, H), (T, T )}. Let the probability set function
assign a probability of 14 to each element of C. Let C1 = {(H, H), (H, T )} and
C2 = {(H, H), (T, H)}. Then P (C1 ) = P (C2 ) = 12 , P (C1 ∩ C2 ) = 14 , and, in
accordance with Theorem 1.3.5, P (C1 ∪ C2 ) = 12 + 12 − 14 = 34 .
For a finite sample space, we can generate probabilities as follows. Let C =

{x1 , x2 , . . . , xm } be a finite set of m elements. Let p1 , p2 , . . . , pm be fractions such
that
m
0 ≤ pi ≤ 1 for i = 1, 2, . . . , m and i=1 pi = 1. (1.3.2)
Suppose we define P by

P (A) = pi , for all subsets A of C. (1.3.3)
xi ∈A
Then P (A) ≥ 0 and P (C) = 1. Further, it follows that P (A ∪ B) = P (A) + P (B)

when A ∩ B = φ. Therefore, P is a probability on C. For illustration, each of the
following four assignments forms a probability on C = {1, 2, . . . , 6}. For each, we
also compute P (A) for the event A = {1, 6}.
1 1
p 1 = p2 = · · · = p 6 = ; P (A) = . (1.3.4)
6 3
p1 = p2 = 0.1, p3 = p4 = p5 = p6 = 0.2; P (A) = 0.3.
i 7
pi = , i = 1, 2, . . . , 6; P (A) = .
21 21
3 3 3
p1 = , p2 = 1 − , p3 = p4 = p5 = p6 = 0.0; P (A) = .
π π π
Note that the individual probabilities for the first probability set function,
(1.3.4), are the same. This is an example of the equilikely case which we now
formally define.
Definition 1.3.2 (Equilikely Case). Let C = {x1 , x2 , . . . , xm } be a finite sample

space. Let pi = 1/m for all i = 1, 2, . . . , m and for all subsets A of C define
1 #(A)
P (A) = = ,
m m
xi ∈A
where #(A) denotes the number of elements in A. Then P is a probability on C and

it is refereed to as the equilikely case.
Equilikely cases are frequently probability models of interest. Examples include:

the flip of a fair coin; five cards drawn from a well shuffled deck of 52 cards; a spin of
a fair spinner with the numbers 1 through 36 on it; and the upfaces of the roll of a
pair of balanced dice. For each of these experiments, as stated in the definition, we
only need to know the number of elements in an event to compute the probability
of that event. For example, a card player may be interested in the probability of
getting a pair (two of a kind) in a hand of five cards dealt from a well shuffled deck
of 52 cards. To compute this probability, we need to know the number of five card
hands and the number of such hands which contain a pair. Because the equilikely
case is often of interest, we next develop some counting rules which can be used to
compute the probabilities of events of interest.
1.3.1 Counting Rules

We discuss three counting rules that are usually discussed in an elementary algebra
course.
The first rule is called the mn-rule (m times n-rule), which is also called the
multiplication rule. Let A = {x1 , x2 , . . . , xm } be a set of m elements and let
B = {y1 , y2 , . . . , yn } be a set of n elements. Then there are mn ordered pairs,
(xi , yj ), i = 1, 2, . . . , m and j = 1, 2, . . . , n, of elements, the first from A and the
second from B. Informally, we often speak of ways, here. For example there are five
roads (ways) between cities I and II and there are ten roads (ways) between cities
II and III. Hence, there are 5 ∗ 10 = 50 ways to get from city I to city III by going
from city I to city II and then from city II to city III. This rule extends immediately
to more than two sets. For instance, suppose in a certain state that driver license
plates have the pattern of three letters followed by three numbers. Then there are
263 ∗ 103 possible license plates in this state.
Next, let A be a set with n elements. Suppose we are interested in k-tuples
whose components are elements of A. Then by the extended mn rule, there are
n · n · · · n = nk such k-tuples whose components are elements of A. Next, suppose
k ≤ n and we are interested in k-tuples whose components are distinct (no repeats)
elements of A. There are n elements from which to choose for the first component,
n − 1 for the second component, . . . , n − (k − 1) for the kth. Hence, by the mn rule,
there are n(n − 1) · · · (n − (k − 1)) such k-tuples with distinct elements. We call
each such k-tuple a permutation and use the symbol Pkn to denote the number of
k permutations taken from a set of n elements. This number of permutations, Pkn
is our second counting rule. We can rewrite it as
n!
Pkn = n(n − 1) · · · (n − (k − 1)) = . (1.3.5)
(n − k)!
Example 1.3.3 (Birthday Problem). Suppose there are n people in a room. As-
sume that n < 365 and that the people are unrelated in any way. Find the proba-
bility of the event A that at least 2 people have the same birthday. For convenience,
assign the numbers 1 though n to the people in the room. Then use n-tuples to
denote the birthdays of the first person through the nth person in the room. Using
the mn-rule, there are 365n possible birthday n-tuples for these n people. This
is the number of elements in the sample space. Now assume that birthdays are
equilikely to occur on any of the 365 days. Hence, each of these n-tuples has prob-
ability 365−n . Notice that the complement of A is the event that all the birthdays
in the room are distinct; that is, the number of n-tuples in Ac is Pn365 . Thus, the
probability of A is
P 365
P (A) = 1 − n n .
365
For instance, if n = 2 then P (A) = 1 − (365 ∗ 364)/(3652 ) = 0.0027. This formula
is not easy to compute by hand. The following R function4 computes the P (A) for
the input n and it can be downloaded at the sites mentioned in the Preface.
4 An R primer for the course is found in Appendix B.
bday = function(n){ bday = 1; nm1 = n - 1

for(j in 1:nm1){bday = bday*((365-j)/365)}
bday <- 1 - bday; return(bday)}
Assuming that the file bday.R contains this function, here is the R segment com-
puting P (A) for n = 10:
> source("bday.R")
> bday(10)
[1] 0.1169482
For our last counting rule, as with permutations, we are drawing from a set A
of n elements. Now, suppose order is not important, so instead of counting the
number of permutations we want to count the number of subsets of k elements
taken from A. We use the symbol nk to denote the total number of these subsets.
Consider a subset of k elements from A. By the permutation rule it generates
Pkk = k(k − 1) · · · 1 = k! permutations. Furthermore, all these permutations are
distinct from the permutations generated by other subsets of k elements from A.
Finally, each permutation of k distinct elements drawn from
A must be generated
by one of these subsets. Hence, we have shown that Pkn = nk k!; that is,

n n!
= . (1.3.6)
k k!(n − k)!
We often
use the terminology combinations instead of subsets. So we say that there
are nk combinations
of k things taken from a set of n things. Another common
symbol for nk is Ckn .
It is interesting to note that if we expand the binomial series,
(a + b)n = (a + b)(a + b) · · · (a + b),
we get
n

n n
(a + b) = ak bn−k , (1.3.7)
k
k=0
n n
because we can select the k factors from which to take a in k ways. So k is also
referred to as a binomial coefficient.
Example 1.3.4 (Poker Hands). Let a card be drawn at random from an ordinary
deck of 52 playing cards that has been well shuffled. The sample space C consists of
52 elements, each element represents one and only one of the 52 cards. Because the
deck has been well shuffled, it is reasonable to assume that each of these outcomes
1
has the same probability 52 . Accordingly, if E1 is the set of outcomes that are
spades, P (E1 ) = 52 = 4 because there are 13 spades in the deck; that is, 14 is the
13 1
probability of drawing a card that is a spade. If E2 is the set of outcomes that

4 1 1
are kings, P (E2 ) = 52 = 13 because there are 4 kings in the deck; that is, 13 is
the probability of drawing a card that is a king. These computations are very easy
because there are no difficulties in the determination of the number of elements in

each event.
However, instead of drawing only one card, suppose that five cards are taken,
at random and without replacement, from this deck; i.e, a five card poker hand. In
this instance, order is not important. So a hand is a subset of five elements drawn
from a set of 52 elements. Hence, by (1.3.6) there are 52 5 poker hands. If the
deck
is well shuffled, each hand should be equilikely; i.e., each hand has probability
1/ 52 . We can now compute the probabilities of some interesting poker hands. Let
5 4
E1 be the event of a flush, all five cards of the same suit. There are 1 = 4 suits

to choose for the flush and in each suit there are 13 5 possible hands; hence, using
the multiplication rule, the probability of getting a flush is
413
4 · 1287
P (E1 ) = 1525 = = 0.00198.
5
2598960
Real poker players note that this includes the probability of obtaining a straight
flush.
Next, consider the probability of the event E2 of getting exactly three of a kind,
(the other two
cards
are distinct and are of different
kinds). Choose the kind for
the three, in 13 ways; choose the three, in 4
ways; choose the other two kinds,
1 3
in 12
2 ways; and choose one card from each of these last two kinds, in 41 41 ways.
Hence the probability of exactly three of a kind is
1341242
1 3
P (E2 ) = 522 1
= 0.0211.
5
Now suppose that E3 is the set of outcomes in which exactly

three cards are
kings and exactly two cards are queens. Select the kings, in 43 ways, and select

the queens, in 42 ways. Hence, the probability of E3 is

4 4 52
P (E3 ) = = 0.0000093.
3 2 5
The event E3 is an example of a full house: three of one kind and two of another
kind. Exercise 1.3.19 asks for the determination of the probability of a full house.
1.3.2 Additional Properties of Probability

We end this section with several additional properties of probability which prove
useful in the sequel. Recall in Exercise 1.2.6 we said that a sequence of events
{Cn } is a nondecreasing sequence if Cn ⊂ Cn+1 , for all n, in which case we wrote
limn→∞ Cn = ∪∞ n=1 Cn . Consider limn→∞ P (Cn ). The question is: can we legiti-
mately interchange the limit and P ? As the following theorem shows, the answer
is yes. The result also holds for a decreasing sequence of events. Because of this
interchange, this theorem is sometimes referred to as the continuity theorem of
probability.
Theorem 1.3.6. Let {Cn } be a nondecreasing sequence of events. Then

∞

lim P (Cn ) = P ( lim Cn ) = P Cn . (1.3.8)
n→∞ n→∞
n=1
Let {Cn } be a decreasing sequence of events. Then

∞

lim P (Cn ) = P ( lim Cn ) = P Cn . (1.3.9)
n→∞ n→∞
n=1
Proof. We prove the result (1.3.8) and leave the second result as Exercise 1.3.20.
∞ as R1 = C1 and, for n > 1, Rn = Cn ∩ Cn−1 . It
c
Define the sets,
∞called rings,
follows that n=1 Cn = n=1 Rn and that Rm ∩ Rn = φ, for m = n. Also,
P (Rn ) = P (Cn ) − P (Cn−1 ). Applying the third axiom of probability yields the
following string of equalities:
∞ ∞
∞ n
P lim Cn = P Cn = P Rn = P (Rn ) = lim P (Rj )
n→∞ n→∞
n=1 n=1 n=1 j=1
⎧ ⎫
⎨
n ⎬
= lim P (C1 )+ [P (Cj ) − P (Cj−1 )] = lim P (Cn ). (1.3.10)
n→∞ ⎩ ⎭ n→∞
j=2
This is the desired result.
Another useful result for arbitrary unions is given by

Theorem 1.3.7 (Boole’s Inequality). Let {Cn } be an arbitrary sequence of events.
Then ∞ ∞

P Cn ≤ P (Cn ). (1.3.11)
n=1 n=1
n
Proof:Let Dn = i=1 Ci . Then {Dn } is an increasing sequence of events that go
∞
up to n=1 Cn . Also, for all j, Dj = Dj−1 ∪ Cj . Hence, by Theorem 1.3.5,
P (Dj ) ≤ P (Dj−1 ) + P (Cj ),
that is,
P (Dj ) − P (Dj−1 ) ≤ P (Cj ).
In this case, the Ci s are replaced by the Di s in expression (1.3.10). Hence, using
the above inequality in this expression and the fact that P (C1 ) = P (D1 ), we have
∞ ∞ ⎧ ⎫
⎨ n ⎬
P Cn = P Dn = lim P (D1 ) + [P (Dj ) − P (Dj−1 )]
n→∞ ⎩ ⎭
n=1 n=1 j=2

n ∞

≤ lim P (Cj ) = P (Cn ).
n→∞
j=1 n=1
Theorem 1.3.5 gave a general additive law of probability for the union of two
events. As the next remark shows, this can be extended to an additive law for an
arbitrary union.
Remark 1.3.2 (Inclusion Exclusion Formula). It is easy to show (Exercise 1.3.9)

that
P (C1 ∪ C2 ∪ C3 ) = p1 − p2 + p3 ,
where
p1 = P (C1 ) + P (C2 ) + P (C3 )

p2 = P (C1 ∩ C2 ) + P (C1 ∩ C3 ) + P (C2 ∩ C3 )
p3 = P (C1 ∩ C2 ∩ C3 ). (1.3.12)
This can be generalized to the inclusion exclusion formula:
P (C1 ∪ C2 ∪ · · · ∪ Ck ) = p1 − p2 + p3 − · · · + (−1)k+1 pk , (1.3.13)
where pi equals the sum of the probabilities of all possible intersections involving i
sets.
When k = 3, it follows that p1 ≥ p2 ≥ p3 , but more generally p1 ≥ p2 ≥ · · · ≥ pk .
As shown in Theorem 1.3.7,
p1 = P (C1 ) + P (C2 ) + · · · + P (Ck ) ≥ P (C1 ∪ C2 ∪ · · · ∪ Ck ).
For k = 2, we have
1 ≥ P (C1 ∪ C2 ) = P (C1 ) + P (C2 ) − P (C1 ∩ C2 ),
which gives Bonferroni’s inequality,
P (C1 ∩ C2 ) ≥ P (C1 ) + P (C2 ) − 1, (1.3.14)
that is only useful when P (C1 ) and P (C2 ) are large. The inclusion exclusion formula
provides other inequalities that are useful, such as
p1 ≥ P (C1 ∪ C2 ∪ · · · ∪ Ck ) ≥ p1 − p2
and
p1 − p2 + p3 ≥ P (C1 ∪ C2 ∪ · · · ∪ Ck ) ≥ p1 − p2 + p3 − p4 .
EXERCISES
1.3.1. A positive integer from one to six is to be chosen by casting a die. Thus the
elements c of the sample space C are 1, 2, 3, 4, 5, 6. Suppose C1 = {1, 3, 5} and
C2 = {2, 4, 6}. If the probability set function P assigns a probability of 1/6 to each
of the elements of C, compute P (C1 ), P (C2 ), P (C1 ∩ C2 ), and P (C1 ∪ C2 ).
1.3.2. A random experiment consists of drawing a card from an ordinary deck of

1
52 playing cards. Let the probability set function P assign a probability of 52 to
each of the 52 possible outcomes. Let C1 denote the collection of the 13 hearts and
let C2 denote the collection of the 4 kings. Compute P (C1 ), P (C2 ), P (C1 ∩ C2 ),
and P (C1 ∪ C2 ).
1.3.3. A coin is to be tossed as many times as necessary to turn up one head. Thus
the elements c of the sample space C are H, T H, T T H, T T T H, and so forth. Let the
probability set function P assign to these elements the respective probabilities 12 , 14 ,
1 1
8 , 16 , and so forth. Show that P (C) = 1. Let C1 = {c : c is H, T T H, or T T T T H}.
Compute P (C1 ). Next, suppose that C2 = {c : c is H, T H, T T H, or T T T H}.
Compute P (C2 ), P (C1 ∩ C2 ), and P (C1 ∪ C2 ).
1.3.4. If the sample space is C = C1 ∪ C2 and if P (C1 ) = 0.65 and P (C2 ) = 0.75,
find P (C1 ∩ C2 ).
1.3.5. Let the sample space be C = {c : 0 < c < ∞}. Let C ⊂ C be defined by
C = {c : 0 < c < 10} and take P (C) = C 21 e−x/2 dx. Show that P (C) = 1. Evaluate
P (C), P (C c ), and P (C ∩ C c ).
1.3.6. If thesample space is C = {c : −∞ < c < ∞} and if C ⊂ C is a set for which

the integral C e−|3x| dx exists, show that this set function is not a probability set
function. What constant do we multiply the integrand by to make it a probability
set function?
1.3.7. If C1 and C2 are subsets of the sample space C, show that
P (C1 ∩ C2 ) ≤ P (C1 ) ≤ P (C1 ∪ C2 ) ≤ P (C1 ) + P (C2 ).
1.3.8. Let C1 , C2 , and C3 be three mutually disjoint subsets of the sample space
C. Find P [(C1 ∪ C2 ) ∩ C3 ] and P (C1c ∪ C2c ).
1.3.9. Consider Remark 1.3.2.
(a) If C1 , C2 , and C3 are subsets of C, show that
P (C1 ∪ C2 ∪ C3 ) = P (C1 ) + P (C2 ) + P (C3 ) − P (C1 ∩ C2 )

− P (C1 ∩ C3 ) − P (C2 ∩ C3 ) + P (C1 ∩ C2 ∩ C3 ).
(b) Now prove the general inclusion exclusion formula given by the expression
(1.3.13).
Remark 1.3.3. In order to solve Exercises (1.3.10)–(1.3.19), certain reasonable

assumptions must be made.
1.3.10. A bowl contains 16 chips, of which 6 are red, 7 are white, and 3 are blue. If
four chips are taken at random and without replacement, find the probability that:
(a) each of the four chips is red; (b) none of the four chips is red; (c) there is at
least one chip of each color.
1.3.11. A person has purchased 10 of 1000 tickets sold in a certain raffle. To

determine the five prize winners, five tickets are to be drawn at random and without
replacement. Compute the probability that this person wins at least one prize.
Hint: First compute the probability that the person does not win a prize.
1.3.12. Compute the probability of being dealt at random and without replacement
a 13-card bridge hand consisting of: (a) 6 spades, 4 hearts, 2 diamonds, and 1 club;
(b) 13 cards of the same suit.
1.3.13. Three distinct integers are chosen at random from the first 20 positive
integers. Compute the probability that: (a) their sum is even; (b) their product is
even.
1.3.14. There are five red chips and three blue chips in a bowl. The red chips
are numbered 1, 2, 3, 4, 5, respectively, and the blue chips are numbered 1, 2, 3,
respectively. If two chips are to be drawn at random and without replacement, find
the probability that these chips have either the same number or the same color.
1.3.15. In a lot of 50 light bulbs, there are 2 bad bulbs. An inspector examines
five bulbs, which are selected at random and without replacement.
(a) Find the probability of at least one defective bulb among the five.
(b) How many bulbs should be examined so that the probability of finding at least
one bad bulb exceeds 12 ?
1.3.16. For the birthday problem, Example 1.3.3, use the given R function bday to
determine the value of n so that p(n) ≥ 0.5 and p(n − 1) < 0.5, where p(n) is the
probability that at least two people in the room of n people have the same birthday.
1.3.17. If C1 , . . . , Ck are k events in the sample space C, show that the probability
that at least one of the events occurs is one minus the probability that none of them
occur; i.e.,
P (C1 ∪ · · · ∪ Ck ) = 1 − P (C1c ∩ · · · ∩ Ckc ). (1.3.15)
1.3.18. A secretary types three letters and the three corresponding envelopes. In
a hurry, he places at random one letter in each envelope. What is the probability
that at least one letter is in the correct envelope? Hint: Let Ci be the event that
the ith letter is in the correct envelope. Expand P (C1 ∪ C2 ∪ C3 ) to determine the
probability.
1.3.19. Consider poker hands drawn from a well-shuffled deck as described in Ex-
ample 1.3.4. Determine the probability of a full house, i.e, three of one kind and
two of another.
1.3.20. Prove expression (1.3.9).
1.3.21. Suppose the experiment is to choose a real number at random in the in-
terval (0, 1). For any subinterval (a, b) ⊂ (0, 1), it seems reasonable to assign the
probability P [(a, b)] = b − a; i.e., the probability of selecting the point from a subin-
terval is directly proportional to the length of the subinterval. If this is the case,
choose an appropriate sequence of subintervals and use expression (1.3.9) to show
that P [{a}] = 0, for all a ∈ (0, 1).
1.4. Conditional Probability and Independence 37
1.3.22. Consider the events C1 , C2 , C3 .

(a) Suppose C1 , C2 , C3 are mutually exclusive events. If P (Ci ) = pi , i = 1, 2, 3,
what is the restriction on the sum p1 + p2 + p3 ?
(b) In the notation of part (a), if p1 = 4/10, p2 = 3/10, and p3 = 5/10, are
C1 , C2 , C3 mutually exclusive?
For the last two exercises it is assumed that the reader is familiar with σ-fields.
1.3.23. Suppose D is a nonempty collection of subsets of C. Consider the collection
of events
B = ∩{E : D ⊂ E and E is a σ-field}.
Note that φ ∈ B because it is in each σ-field, and, hence, in particular, it is in each
σ-field E ⊃ D. Continue in this way to show that B is a σ-field.
1.3.24. Let C = R, where R is the set of all real numbers. Let I be the set of all
open intervals in R. The Borel σ-field on the real line is given by
B0 = ∩{E : I ⊂ E and E is a σ-field}.
By definition, B0 contains the open intervals. Because [a, ∞) = (−∞, a)c and B0
is closed under complements, it contains all intervals of the form [a, ∞), for a ∈ R.
Continue in this way and show that B0 contains all the closed and half-open intervals
of real numbers.
1.4 Conditional Probability and Independence

In some random experiments, we are interested only in those outcomes that are
elements of a subset A of the sample space C. This means, for our purposes, that
the sample space is effectively the subset A. We are now confronted with the
problem of defining a probability set function with A as the “new” sample space.
Let the probability set function P (A) be defined on the sample space C and let
A be a subset of C such that P (A) > 0. We agree to consider only those outcomes
of the random experiment that are elements of A; in essence, then, we take A
to be a sample space. Let B be another subset of C. How, relative to the new
sample space A, do we want to define the probability of the event B? Once defined,
this probability is called the conditional probability of the event B, relative to the
hypothesis of the event A, or, more briefly, the conditional probability of B, given
A. Such a conditional probability is denoted by the symbol P (B|A). The “|” in this
symbol is usually read as “given.” We now return to the question that was raised
about the definition of this symbol. Since A is now the sample space, the only
elements of B that concern us are those, if any, that are also elements of A, that
is, the elements of A ∩ B. It seems desirable, then, to define the symbol P (B|A) in
such a way that
P (A|A) = 1 and P (B|A) = P (A ∩ B|A).
Moreover, from a relative frequency point of view, it would seem logically incon-
sistent if we did not require that the ratio of the probabilities of the events A ∩ B
and A, relative to the space A, be the same as the ratio of the probabilities of these
events relative to the space C; that is, we should have
P (A ∩ B|A) P (A ∩ B)
= .
P (A|A) P (A)
These three desirable conditions imply that the relation conditional probability is
reasonably defined as
Definition 1.4.1 (Conditional Probability). Let B and A be events with P (A) > 0.
Then we defined the conditional probability of B given A as
P (A ∩ B)
P (B|A) = . (1.4.1)
P (A)
Moreover, we have
1. P (B|A) ≥ 0.
2. P (A|A) = 1.
∞
3. P (∪∞n=1 Bn |A) = n=1 P (Bn |A), provided that B1 , B2 , . . . are mutually ex-
clusive events.
Properties (1) and (2) are evident. For Property (3), suppose the sequence of
events B1 , B2 , . . . is mutually exclusive. It follows that also (Bn ∩A)∩(Bm ∩A) = φ,
n = m. Using this and the first of the distributive laws (1.2.5) for countable unions,
we have
P [∪∞
n=1 (Bn ∩ A)]
P (∪∞
n=1 Bn |A) =
P (A)
∞
P [Bn ∩ A]
=
n=1
P (A)
∞
= P [Bn |A].
n=1
Properties (1)–(3) are precisely the conditions that a probability set function must
satisfy. Accordingly, P (B|A) is a probability set function, defined for subsets of A.
It may be called the conditional probability set function, relative to the hypothesis
A, or the conditional probability set function, given A. It should be noted that
this conditional probability set function, given A, is defined at this time only when
P (A) > 0.
Example 1.4.1. A hand of five cards is to be dealt at random without replacement

from an ordinary deck of 52 playing cards. The conditional probability of an all-
spade hand (B), relative to the hypothesis that there are at least four spades in the
hand (A), is, since A ∩ B = B,

13 52
P (B) / 5
P (B|A) = = !13395 13 " 52
P (A) 4 1 + 5 / 5
13
= 13395 13 = 0.0441.
4 1 + 5
Note that this is not the same as drawing for a spade to complete a flush in draw
poker; see Exercise 1.4.3.
From the definition of the conditional probability set function, we observe that
P (A ∩ B) = P (A)P (B|A).
This relation is frequently called the multiplication rule for probabilities. Some-
times, after considering the nature of the random experiment, it is possible to make
reasonable assumptions so that both P (A) and P (B|A) can be assigned. Then
P (A ∩ B) can be computed under these assumptions. This is illustrated in Exam-
ples 1.4.2 and 1.4.3.
Example 1.4.2. A bowl contains eight chips. Three of the chips are red and
the remaining five are blue. Two chips are to be drawn successively, at random
and without replacement. We want to compute the probability that the first draw
results in a red chip (A) and that the second draw results in a blue chip (B). It is
reasonable to assign the following probabilities:
3
P (A) = 8 and P (B|A) = 57 .
Thus, under these assignments, we have P (A ∩ B) = ( 38 )( 57 ) = 15

56 = 0.2679.
Example 1.4.3. From an ordinary deck of playing cards, cards are to be drawn
successively, at random and without replacement. The probability that the third
spade appears on the sixth draw is computed as follows. Let A be the event of two
spades in the first five draws and let B be the event of a spade on the sixth draw.
Thus the probability that we wish to compute is P (A ∩ B). It is reasonable to take
1339
11
P (A) = 2523 = 0.2743 and P (B|A) = = 0.2340.
5
47
The desired probability P (A ∩ B) is then the product of these two numbers, which
to four places is 0.0642.
The multiplication rule can be extended to three or more events. In the case of
three events, we have, by using the multiplication rule for two events,
P (A ∩ B ∩ C) = P [(A ∩ B) ∩ C]
= P (A ∩ B)P (C|A ∩ B).
But P (A ∩ B) = P (A)P (B|A). Hence, provided P (A ∩ B) > 0,

P (A ∩ B ∩ C) = P (A)P (B|A)P (C|A ∩ B).
This procedure can be used to extend the multiplication rule to four or more
events. The general formula for k events can be proved by mathematical induction.
Example 1.4.4. Four cards are to be dealt successively, at random and without
replacement, from an ordinary deck of playing cards. The probability of receiving a
spade, a heart, a diamond, and a club, in that order, is ( 13 13 13 13
52 )( 51 )( 50 )( 49 ) = 0.0044.
This follows from the extension of the multiplication rule.
Consider k mutually exclusive and exhaustive events A1 , A2 , . . . , Ak such that
P (Ai ) > 0, i = 1, 2, . . . , k; i.e., A1 , A2 , . . . , Ak form a partition of C. Here the events
A1 , A2 , . . . , Ak do not need to be equally likely. Let B be another event such that
P (B) > 0. Thus B occurs with one and only one of the events A1 , A2 , . . . , Ak ; that
is,
B = B ∩ (A1 ∪ A2 ∪ · · · Ak )
= (B ∩ A1 ) ∪ (B ∩ A2 ) ∪ · · · ∪ (B ∩ Ak ).
Since B ∩ Ai , i = 1, 2, . . . , k, are mutually exclusive, we have
P (B) = P (B ∩ A1 ) + P (B ∩ A2 ) + · · · + P (B ∩ Ak ).
However, P (B ∩ Ai ) = P (Ai )P (B|Ai ), i = 1, 2, . . . , k; so
P (B) = P (A1 )P (B|A1 ) + P (A2 )P (B|A2 ) + · · · + P (Ak )P (B|Ak )

k
= P (Ai )P (B|Ai ). (1.4.2)
i=1
This result is sometimes called the law of total probability and it leads to the
following important theorem.
Theorem 1.4.1 (Bayes). Let A1 , A2 , . . . , Ak be events such that P (Ai ) > 0, i =
1, 2, . . . , k. Assume further that A1 , A2 , . . . , Ak form a partition of the sample space
C. Let B be any event. Then
P (Aj )P (B|Aj )
P (Aj |B) = k , (1.4.3)
i=1 P (Ai )P (B|Ai )
Proof: Based on the definition of conditional probability, we have

P (B ∩ Aj ) P (Aj )P (B|Aj )
P (Aj |B) = = .
P (B) P (B)
The result then follows by the law of total probability, (1.4.2).
This theorem is the well-known Bayes’ Theorem. This permits us to calculate
the conditional probability of Aj , given B, from the probabilities of A1 , A2 , . . . , Ak
and the conditional probabilities of B, given Ai , i = 1, 2, . . . , k. The next three
examples illustrate the usefulness of Bayes Theorem to determine probabilities.
Example 1.4.5. Say it is known that bowl A1 contains three red and seven blue
chips and bowl A2 contains eight red and two blue chips. All chips are identical
in size and shape. A die is cast and bowl A1 is selected if five or six spots show
on the side that is up; otherwise, bowl A2 is selected. For this situation, it seems
reasonable to assign P (A1 ) = 26 and P (A2 ) = 46 . The selected bowl is handed to
another person and one chip is taken at random. Say that this chip is red, an event
which we denote by B. By considering the contents of the bowls, it is reasonable
3 8
to assign the conditional probabilities P (B|A1 ) = 10 and P (B|A2 ) = 10 . Thus the
conditional probability of bowl A1 , given that a red chip is drawn, is
P (A1 )P (B|A1 )
P (A1 |B) =
P (A1 )P (B|A1 ) + P (A2 )P (B|A2 )
( 26 )( 10
3
) 3
= 2 3 4 8 = .
( 6 )( 10 ) + ( 6 )( 10 ) 19
16
In a similar manner, we have P (A2 |B) = 19 .
In Example 1.4.5, the probabilities P (A1 ) = 26 and P (A2 ) = 46 are called prior
probabilities of A1 and A2 , respectively, because they are known to be due to the
random mechanism used to select the bowls. After the chip is taken and is observed
3
to be red, the conditional probabilities P (A1 |B) = 19 and P (A2 |B) = 1619 are called
posterior probabilities. Since A2 has a larger proportion of red chips than does
A1 , it appeals to one’s intuition that P (A2 |B) should be larger than P (A2 ) and,
of course, P (A1 |B) should be smaller than P (A1 ). That is, intuitively the chances
of having bowl A2 are better once that a red chip is observed than before a chip
is taken. Bayes’ theorem provides a method of determining exactly what those
probabilities are.
Example 1.4.6. Three plants, A1 , A2 , and A3 , produce respectively, 10%, 50%,

and 40% of a company’s output. Although plant A1 is a small plant, its manager
believes in high quality and only 1% of its products are defective. The other two, A2
and A3 , are worse and produce items that are 3% and 4% defective, respectively.
All products are sent to a central warehouse. One item is selected at random
and observed to be defective, say event B. The conditional probability that it
comes from plant A1 is found as follows. It is natural to assign the respective prior
probabilities of getting an item from the plants as P (A1 ) = 0.1, P (A2 ) = 0.5, and
P (A3 ) = 0.4, while the conditional probabilities of defective items are P (B|A1 ) =
0.01, P (B|A2 ) = 0.03, and P (B|A3 ) = 0.04. Thus the posterior probability of A1 ,
given a defective, is
P (A1 ∩ B) (0.10)(0.01) 1
P (A1 |B) = = = .
P (B) (0.1)(0.01) + (0.5)(0.03) + (0.4)(0.04) 32
1
This is much smaller than the prior probability P (A1 ) = 10 . This is as it should be
because the fact that the item is defective decreases the chances that it comes from
the high-quality plant A1 .
Example 1.4.7. Suppose we want to investigate the percentage of abused children

in a certain population. The events of interest are: a child is abused (A) and its
complement a child is not abused (N = Ac ). For the purposes of this example, we
assume that P (A) = 0.01 and, hence, P (N ) = 0.99. The classification as to whether
a child is abused or not is based upon a doctor’s examination. Because doctors are
not perfect, they sometimes classify an abused child (A) as one that is not abused
(ND , where ND means classified as not abused by a doctor). On the other hand,
doctors sometimes classify a nonabused child (N ) as abused (AD ). Suppose these
error rates of misclassification are P (ND | A) = 0.04 and P (AD | N ) = 0.05; thus
the probabilities of correct decisions are P (AD | A) = 0.96 and P (ND | N ) = 0.95.
Let us compute the probability that a child taken at random is classified as abused
by a doctor. Because this can happen in two ways, A ∩ AD or N ∩ AD , we have
P (AD ) = P (AD | A)P (A) + P (AD | N )P (N ) = (0.96)(0.01) + (0.05)(0.99) = 0.0591,
which is quite high relative to the probability of an abused child, 0.01. Further, the
probability that a child is abused when the doctor classified the child as abused is
P (A ∩ AD ) (0.96)(0.01)
P (A | AD ) = = = 0.1624,
P (AD ) 0.0591
which is quite low. In the same way, the probability that a child is not abused
when the doctor classified the child as abused is 0.8376, which is quite high. The
reason that these probabilities are so poor at recording the true situation is that the
doctors’ error rates are so high relative to the fraction 0.01 of the population that
is abused. An investigation such as this would, hopefully, lead to better training of
doctors for classifying abused children. See also Exercise 1.4.17.
1.4.1 Independence
Sometimes it happens that the occurrence of event A does not change the probability
of event B; that is, when P (A) > 0,
P (B|A) = P (B).
In this case, we say that the events A and B are independent. Moreover, the
multiplication rule becomes
P (A ∩ B) = P (A)P (B|A) = P (A)P (B). (1.4.4)
This, in turn, implies, when P (B) > 0, that
P (A ∩ B) P (A)P (B)
P (A|B) = = = P (A).
P (B) P (B)
Note that if P (A) > 0 and P (B) > 0, then by the above discussion, independence
is equivalent to
P (A ∩ B) = P (A)P (B). (1.4.5)
What if either P (A) = 0 or P (B) = 0? In either case, the right side of (1.4.5) is 0.
However, the left side is 0 also because A ∩ B ⊂ A and A ∩ B ⊂ B. Hence, we take
Equation (1.4.5) as our formal definition of independence; that is,
Definition 1.4.2. Let A and B be two events. We say that A and B are inde-
pendent if P (A ∩ B) = P (A)P (B).
Suppose A and B are independent events. Then the following three pairs of
events are independent: Ac and B, A and B c , and Ac and B c . We show the first
and leave the other two to the exercises; see Exercise 1.4.11. Using the disjoint
union, B = (Ac ∩ B) ∪ (A ∩ B), we have
P (Ac ∩B) = P (B)−P (A∩B) = P (B)−P (A)P (B) = [1−P (A)]P (B) = P (Ac )P (B).
(1.4.6)
Hence, Ac and B are also independent.
Remark 1.4.1. Events that are independent are sometimes called statistically in-
dependent, stochastically independent, or independent in a probability sense. In
most instances, we use independent without a modifier if there is no possibility of
misunderstanding.
Example 1.4.8. A red die and a white die are cast in such a way that the numbers
of spots on the two sides that are up are independent events. If A represents a
four on the red die and B represents a three on the white die, with an equally
likely assumption for each side, we assign P (A) = 16 and P (B) = 16 . Thus, from
independence, the probability of the ordered pair (red = 4, white = 3) is
P [(4, 3)] = ( 16 )( 16 ) = 1
36 .
The probability that the sum of the up spots of the two dice equals seven is
P [(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)]

= 16 16 + 16 16 + 16 16 + 16 16 + 16 16 + 16 16 = 6
36 .
In a similar manner, it is easy to show that the probabilities of the sums of the
upfaces 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 are, respectively,
1 2 3 4 5 6 5 4 3 2 1
36 , 36 , 36 , 36 , 36 , 36 , 36 , 36 , 36 , 36 , 36 .
Suppose now that we have three events, A1 , A2 , and A3 . We say that they are
mutually independent if and only if they are pairwise independent:
P (A1 ∩ A3 ) = P (A1 )P (A3 ), P (A1 ∩ A2 ) = P (A1 )P (A2 ),

P (A2 ∩ A3 ) = P (A2 )P (A3 ),
and
P (A1 ∩ A2 ∩ A3 ) = P (A1 )P (A2 )P (A3 ).
More generally, the n events A1 , A2 , . . . , An are mutually independent if and only
if for every collection of k of these events, 2 ≤ k ≤ n, and for every permutation
d1 , d2 , . . . , dk of 1, 2, . . . , k,
P (Ad1 ∩ Ad2 ∩ · · · ∩ Adk ) = P (Ad1 )P (Ad2 ) · · · P (Adk ).

In particular, if A1 , A2 , . . . , An are mutually independent, then
P (A1 ∩ A2 ∩ · · · ∩ An ) = P (A1 )P (A2 ) · · · P (An ).
Also, as with two sets, many combinations of these events and their complements
are independent, such as
1. The events Ac1 and A2 ∪ Ac3 ∪ A4 are independent,
2. The events A1 ∪ Ac2 , Ac3 and A4 ∩ Ac5 are mutually independent.
If there is no possibility of misunderstanding, independent is often used without the

modifier mutually when considering more than two events.
Example 1.4.9. Pairwise independence does not imply mutual independence. As

an example, suppose we twice spin a fair spinner with the numbers 1, 2, 3, and 4.
Let A1 be the event that the sum of the numbers spun is 5, let A2 be the event that
the first number spun is a 1, and let A3 be the event that the second number spun
is a 4. Then P (Ai ) = 1/4, i = 1, 2, 3, and for i = j, P (Ai ∩ Aj ) = 1/16. So the
three events are pairwise independent. But A1 ∩ A2 ∩ A3 is the event that (1, 4) is
spun, which has probability 1/16 = 1/64 = P (A1 )P (A2 )P (A3 ). Hence the events
A1 , A2 , and A3 are not mutually independent.
We often perform a sequence of random experiments in such a way that the

events associated with one of them are independent of the events associated with
the others. For convenience, we refer to these events as as outcomes of independent
experiments, meaning that the respective events are independent. Thus we often
refer to independent flips of a coin or independent casts of a die or, more generally,
independent trials of some given random experiment.
Example 1.4.10. A coin is flipped independently several times. Let the event Ai
represent a head (H) on the ith toss; thus Aci represents a tail (T). Assume that Ai
and Aci are equally likely; that is, P (Ai ) = P (Aci ) = 12 . Thus the probability of an
ordered sequence like HHTH is, from independence,
P (A1 ∩ A2 ∩ Ac3 ∩ A4 ) = P (A1 )P (A2 )P (Ac3 )P (A4 ) = ( 12 )4 = 1

16 .
Similarly, the probability of observing the first head on the third flip is
P (Ac1 ∩ Ac2 ∩ A3 ) = P (Ac1 )P (Ac2 )P (A3 ) = ( 12 )3 = 18 .
Also, the probability of getting at least one head on four flips is
P (A1 ∪ A2 ∪ A3 ∪ A4 ) = 1 − P [(A1 ∪ A2 ∪ A3 ∪ A4 )c ]
= 1 − P (Ac1 ∩ Ac2 ∩ Ac3 ∩ Ac4 )
4
= 1 − 12 = 15 16 .
See Exercise 1.4.13 to justify this last probability.

Another random document with
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other hand, though they may show a degenerate condition of the
ovigerous appendages (Fig. 72, D), never develop a single positively
male characteristic. On dissecting crabs of these various categories it
is found that the generative organs are in varying conditions of
degeneration and disintegration.
The most remarkable fact in this history is the subsequent
behaviour of males which have assumed perfect female external
characters, if the Sacculina drops off and the crabs recover from the
disease. It is found that under these circumstances these males may
regenerate from the remains of their gonads a perfect hermaphrodite
gland, capable of producing mature ova and spermatozoa. The
females appear quite incapable, on the other hand, of producing the
male primary elements of sex on recovery, any more than they can
produce the secondary. Exactly analogous facts have been observed
in the case of the hermit-crabs parasitised by Peltogaster, but here
the affected males produce small ova in their testes before the
parasite is got rid of. Here, too, the females seem incapable of
assuming male characters under the influence of the parasite.
To summarise shortly the conclusions to be deduced from these
facts—certain animals react to the presence of parasites by altering
their sexual condition. This alteration consists in the female sex in an
arrest of reproductive activity, in the male sex in the arrest of
reproductive activity coupled with the assumption of all the external
characters proper to the female. But in these males it is not merely
the external characters that have been altered; their capacity for
subsequently developing hermaphrodite glands shows that their
whole organisation has been converted towards the female state.
That this alteration consists in a reorganisation of the metabolic
activities of the body is clearly suggested, and in the succeeding
paragraph we furnish some further evidence in support of this view.
Fig. 73.—Inachus mauritanicus, × 1. A, Low male; B, middle
male; C, high male; the great chela of the right side is the only
appendage represented.
Partial and Temporary Hermaphroditism. High and Low Dimorphism.
The reproductive phases of animals are frequently rhythmic,

periods of growth alternating with periods of reproduction. This is
well exemplified in the case of the ordinary males of Inachus
mauritanicus, of some other Oxyrhynchous crabs, and of the
Crayfish Cambarus.[77] During the breeding season the males of I.
mauritanicus fall into three chief categories: Small males with
swollen chelae (Fig. 73, A), middle-sized males with flattened chelae
(B), and large males with enormously swollen chelae (C). On
dissecting specimens of the first and third categories it is found that
the testes occupy a large part of the thoracic cavity and are full of
spermatozoa, while in the middle-sized males with female-like chelae
the testes appear shrivelled and contain few spermatozoa. These
non-breeding crabs are, in fact, undergoing a period of active growth
and sexual suppression before attaining the final state of
development exhibited by the large breeding males. This
phenomenon is obviously parallel to the “high and low
dimorphism”[78] so common in Lamellicorn beetles, where the males
of many species are divided into two chief categories, viz. “low
males” of small size in which the secondary sexual characters are
poorly developed, and “high males” of large size in which these
characters are proportionately much more highly developed than in
the low males. The only difference between the two cases is that
whereas in the beetles growth ceases on the attainment of maturity
in the low degree, in the Crustacea the low male passes through a
period of growth and sexual suppression to reach the high degree of
development.
The condition of the middle-sized males may be looked upon as
one of partial hermaphroditism, indications of the female state being
found in the flattened chelae and in the reduced state of the testes.
This interpretation is greatly strengthened by the state of affairs
observed in the life-history of the male Sand-hoppers, Amphipods of
the genus Orchestia.[79] In the young males of several species of this
genus, at the time of year when they are not actively breeding, small
ova are developed in the upper part of the testes of more than half of
the male individuals, these ova being broken down and reabsorbed
as the breeding season reaches its height. Nor is this phenomenon
confined to this genus; in the males of a number of widely different
Crustacea these small ova are found in the testes at certain periods of
the life-history (e.g. Astacus[80]), when the animal is not breeding.
The foregoing facts indicate unmistakably that the males of a
number of Crustacea under certain metabolic conditions, i.e. when a
stage of active growth as opposed to a stage of reproductive activity is
initiated, alter their sexual constitution in such a way that the latent
female characteristics are developed, and the organism appears as a
partial hermaphrodite. In the preceding paragraph we saw that the
males of a number of animals, especially Crustacea, react to the
metabolic disturbance set up by the presence of a parasite in exactly
the same way, i.e. by developing into partial or total hermaphrodites.
From these two converging bodies of facts we may conclude, firstly,
that sex and metabolism are two closely connected phenomena; and,
secondly, that the male sex is especially liable to assume
hermaphrodite characters whenever its metabolic requirements are
conservative, assimilatory, or in a preponderating degree anabolic, as
when a phase of active growth is initiated, or the drain on the system,
due to the presence of a parasite, is to be made good.
Normal Hermaphroditism in Cirripedia and Isopoda Epicarida.
The above-mentioned groups contain the only normally

hermaphrodite Crustacea, and since they are in most respects highly
specialised, we may be certain that they have been secondarily
derived from dioecious ancestors. They both lead a sessile or
parasitic life, and it is noteworthy that this habit is often associated
with hermaphroditism, e.g. in Tunicates. A sessile or parasitic mode
of life is one in which the metabolic functions are vegetative and
assimilatory rather than actively kinetic or metabolic. It is in this
state that we have seen the males of a number of Crustacea taking on
a temporary or partial hermaphroditism. We may, therefore, inquire,
whether in these cases of normal hermaphroditism there is any
evidence to show that here too the hermaphroditism has been
acquired by the male sex as a response to the change in the metabolic
conditions. In the parasitic Isopoda Epicarida (see pp. 129–136) the
hermaphroditism is of a very simple kind; all the individuals are at
first males, whose function it is to fix on and fertilise the adult
parasites. These subsequently develop into females which are in their
turn cross-fertilised by the young larvae derived from a previous
generation. All the individuals being alike, it seems probable that
they have been derived from one sex, and the general nature of
hermaphroditism deduced above may lead us to suppose that that
sex was originally male, the female having been suppressed. In
certain Cirripedia, e.g. most species of Scalpellum, there exist,
besides the hermaphrodite individuals, complemental males, so that
here a superficial conclusion might be drawn that the
hermaphrodites represent the female sex. But if we can suggest that
the complemental males are in reality similar in derivation to the
hermaphrodite individuals, we shall be in a position to claim that the
hermaphrodite Cirripedes are similar to the Isopoda Epicarida, and
have probably also been derived from the male sex. There is decided
evidence pointing to this conclusion. In the first place, the
complemental males of at least one species of Scalpellum, S. peronii,
do show an incipient hermaphroditism[81] in the presence of small
ova in their generative glands, which, however, never come to
maturity.
The condition of the degenerate males in the Rhizocephala may
also be interpreted in the same manner. These never pass beyond the
Cypris stage of development, in which they resemble in detail the
Cypris larvae of the ordinary hermaphrodite individuals, and they
are quite useless in the propagation of their species.
It is more reasonable to suppose that these Cypris larvae, which fix
on the mantle-openings of adult parasites, are in reality identical
with the ordinary Cypris which infest crabs and develop into the
hermaphrodites, than that they represent a whole male sex doomed
beforehand to uselessness and degeneration. If we suppose that the
Cirripedes have passed through a state of protandric
hermaphroditism similar to that of the Isopoda Epicarida, it is plain
that all the larvae must have originally possessed the instinct of first
fixing on the adult parasites, and we may suppose that this instinct
has been retained in the Rhizocephala, but is now only actually
fulfilled by a certain proportion of the larvae, which, under existing
circumstances, are useless and fail to develop further; while the rest
of the larvae, not finding an adult parasite to fix upon, go straight on
to infect their hosts and develop into the adult hermaphrodites.
The same explanation would apply to the complemental males in
Scalpellum, etc., these individuals being also potential
hermaphrodites, which are arrested in development, though not so
completely as in the Rhizocephala, owing to the position they have
taken up.
This theory throws light on another dark feature of Cirripede life-
history, namely, the gregarious instinct. The associations of
Cirripedes are not formed by a number of Cypris larvae fixing
together on the same spot, but rather by the Cypris larvae seeking
out adolescent individuals of their own species and fixing on or near
them. Now, if we suppose that the Cirripedes have passed through a
condition of protandric hermaphroditism similar to that of the
Isopoda Epicarida, it is clear that a slight modification of the sexual
instinct of the larvae would lead to the gregarious habit, while its
retention in some individuals in its original form accounts for their
finding their way to the mantles of adult individuals and developing
into the so-called complemental males.
Certain Cirripedes, viz. certain species of Scalpellum and Ibla and
all the Acrothoracica, are dioecious. It is impossible to decide at
present whether these species retain the primitive dioecious
condition of the ancestral Cirripedes, or whether they too have been
derived from an hermaphrodite state, but in the present state of
knowledge they hardly affect the validity of the theory that has been
proposed to account for the nature of the complemental males and
the hermaphrodite individuals.
Order IV. Ostracoda.
The Ostracoda are small Crustacea, the body consisting of very few
—about eight—segments, and being completely enclosed in a
carapace, which has the form of a bivalve shell. Development is
direct, without a Nauplius stage.
The Ostracoda[82] are marine and fresh-water animals that can be
divided into several families, differing slightly in habits and in
structures correlated with those habits.
The Cypridae and
Cytheridae include all the fresh-
water and a vast majority of
marine genera, adapted for a
sluggish life among water-plants,
though some can swim with
considerable activity. The
common Cypris and Candona of
our ponds and streams are
familiar instances. The Fig. 74.—Candona reptans. A, Natural
movements of these animals are size; B, X 15. a, 1st antennae; b, 2nd
effected by means of the two pairs antennae; c, walking legs. (After Baird.)
of uniramous pediform antennae
which move together and in a vertical straight line. In the Cypridae
(Fig. 74) there are, besides the mandibles, two pairs of maxillae, a
pair of walking legs, and, lastly, a pair of appendages, which are
doubled up into the carapace, and are used for cleaning purposes. In
the marine Cytheridae there is only one maxilla, the last three
appendages being pediform and used in walking. The telson in the
Cytheridae is rudimentary, but is well developed in the Cypridae. The
heart is altogether absent.
In many of the fresh-water forms, e.g. common species of
Candona and Cypris, males are never found, and parthenogenetic
reproduction by the females appears to proceed uninterruptedly.
Weismann[83] kept females of Cypris reptans breeding
parthenogenetically for eight years. He also remarks on the fact that
these, and indeed all parthenogenetic female Ostracoda, retain the
receptaculum seminis, used normally for storing the spermatozoa
derived from the male, unimpaired.
Some of the Cytheridae occur in deep water. Thus Cythere dictyon
was frequently taken by the Challenger in depths of over 1000
fathoms, but the majority prefer shallow water.
Fig. 75.—Asterope oblonga, ♀ , removed from its carapace, × 25.

A, Alimentary canal; A1, A2, 1st and 2nd antennae; E, eye; G, gills;
G.O, generative opening; H, heart; M, mandible; T, 6th
appendage; T′, last appendage (cleaning foot). (After Claus.)
The Halocypridae and Cypridinidae comprise marine genera

of a pelagic habit. The first antennae are chiefly sensory, but the
second antennae are biramous, and they do not merely move up and
down, as in the preceding families, but sideways like oars, the valves
of the shells being excavated to admit of free movements. There are
two pairs of maxillae; the succeeding limbs differ in the two families.
In the Cypridinidae, e.g. Asterope (Fig. 75), the first leg (T) is
lamelliform and is used as an accessory maxilla, while the second leg
(T’) is turned upwards into the shell as a cleaning organ. In the
Halocypridae the first leg is pediform, and differs in the two sexes,
while the second leg is rudimentary and points backwards. In
Asterope peculiar branchial organs (G) are present on the back. Both
families possess a heart; the Halocypridae are blind, while the
Cypridinidae possess eyes.
The Polycopidae and Cytherellidae are curious marine families
of a pelagic habit, with biramous second antennae well adapted for
swimming, and very broad. The first maxilla in the Polycopidae is
also employed in swimming, while the second is modified into a
branchial organ; the maxillae of the Cytherellidae are more normal
in structure, but both carry branchial lamellae. The posterior limbs
are altogether absent in Polycopidae, and in the Cytherellidae are
only represented by the copulatory organs of the male.
CHAPTER V
CRUSTACEA (CONTINUED):
MALACOSTRACA: LEPTOSTRACA—
PHYLLOCARIDA: EUMALACOSTRACA:
SYNCARIDA—ANASPIDACEA: PERACARIDA
—MYSIDACEA—CUMACEA—ISOPODA—
AMPHIPODA: HOPLOCARIDA—
STOMATOPODA
SUB-CLASS II.—MALACOSTRACA.
The Malacostraca are generally large Crustacea, and they are

characterised by the presence of a definite and constant number of
segments composing the body. In addition to the paired eyes we can
distinguish two pairs of antennae, a mandibular segment, and two
maxillary segments composing the head region proper; there then
follow eight thoracic segments, the limbs belonging to the anterior
thoracic segments being often turned forwards towards the mouth,
and modified in structure to act as maxillipedes, while at any rate the
last four are used in locomotion and are termed “pereiopods.”[84] The
abdomen is composed of six segments, which typically carry as many
pairs of biramous “pleopods,” and the body terminates in a telson.
Not counting the paired eyes or the telson, there are present nineteen
segments. The excretory organs in the adult open at the bases of the
second antennae, and are known as “green glands,” but in the larva
maxillary glands may be present homologous to those which persist
in the adult Entomostraca. This is the typical arrangement, but
sometimes the maxillary glands persist in adult Malacostraca, e.g.
Nebalia, Anaspides, and some Isopods.
The hepato-pancreatic diverticula are directed posteriorly, and not
anteriorly as in most Entomostraca, and the stomach is often
furnished with chitinous teeth and ridges forming an elaborate
gastric mill, especially in the larger Decapods.
SERIES 1. LEPTOSTRACA.
Division. Phyllocarida.
The small shrimp-like Crustacean Nebalia, which is found

burrowing in the superficial layers of sand in the littoral and
sometimes the deeper regions of most seas, has been regarded, ever
since its anatomy was made out by Claus,[85] as a connecting link
between Entomostraca and Malacostraca, and has been placed in a
separate group Leptostraca.
The segmentation of the body is Malacostracan, save that two
extra segments are present in the abdomen, and the paired
compound eyes are borne upon stalks. The eight thoracic limbs are
all very similar; they are built on the typical biramous plan, and each
carries a bract; they have been compared, owing to their flattened,
expanded shape, to the foliaceous limbs of the Phyllopods. The
abdominal appendages are also biramous. The heart is greatly
elongated, stretching through thorax and abdomen; there are present
both the antennary excretory glands characteristic of adult
Malacostraca and the maxillary glands characteristic of adult
Entomostraca, and both the posterior and anterior livers
characteristic of the two Orders respectively are present. This
combination of characters justifies the belief that Nebalia represents
a primitive form, standing to some extent in an intermediate position
between Entomostraca and Malacostraca, but it may be doubted if
the special relationship to the Phyllopoda, claimed on the strength of
the foliaceous appearance of the thoracic limbs, can be legitimately
pressed.
Nebalia shows the clearest signs of relationship to the other
primitive Malacostraca, and especially to the Mysidae, which it
resembles not only in general form and in the essentially biramous
character of its appendages, but also in many embryological points
and in the similarity in development of the brood-pouch.[86]
A large number of very ancient palaeozoic fossils are known which
are placed provisionally with Nebalia in the Division Phyllocarida,
and some of these are no doubt closely related to the existing isolated
genus. Hymenocaris from the Cambrian.
Fig. 76.—Nebalia geoffroyi, ♀ , × 20.
A.1, A.2, 1st and 2nd antennae; Ab.1,
Ab.6, 1st and 6th abdominal
appendages; A.G. antennary gland; C,
half of caudal fork; E, eye; G, ventral
ganglionic chain; H, heart; I, intestine;
L, upper liver-diverticulum; M,
adductor muscle of halves of carapace;
MX, palp of 1st maxilla; O, ovary; R,
rostrum. (After Claus.)
SERIES 2. EUMALACOSTRACA.
Before entering on a description of the members of this Series it is
necessary to introduce and justify a new scheme of classification
which has been proposed by Dr. W. T. Calman. This scheme
necessitates the abandonment of the old Order Schizopoda, and also
ignores the distinction which used to be considered fundamental
between the sessile-eyed Crustacea (Edriophthalmata) and the stalk-
eyed forms (Podophthalmata).
The old group of Schizopoda, to which Nebalia and the isolated
form Anaspides, to be considered later, are undoubtedly related,
represent very clearly the stem-forms from which the various
branches of the Malacostracan stock diverge. No doubt they are
themselves specialised in many directions, since they are a dominant
group in present day seas, but their organisation is fundamentally of
a primitive type. We see this especially in the comparative absence of
fusion or reduction of the segments of the body externally and of the
nervous system internally, and in the simple undifferentiated
character of the trunk-limbs, all of which conform to the primitive
biramous type. The most anterior thoracic limbs of the Schizopods
are of particular interest. In the higher Malacostraca three of these
limbs are usually turned forwards towards the mouth to act as
maxillipedes, and the most anterior of all, the first maxillipede, is
apt, especially in the Decapoda, to take on a flattened foliaceous form
owing to the expansion of the basal segments to act as gnathobases
(see Fig. 1, A, p. 10). Now this appendage in the Schizopods preserves
its typical biramous character, and resembles the succeeding thoracic
limbs, but in many of the species the basal joints show a tendency to
be produced into biting blades (Fig. 1, E, p. 10), thus indicating the
first step in the evolution of the foliaceous first maxillipede of the
Decapoda. The primitive character of the Schizopods is also
indicated by the fact that most of the Decapoda with uniramous
limbs on the five hinder thoracic segments pass through what is
known as the “Mysis stage” in development, when these limbs are
biramous, the exopodites being subsequently lost in most cases.
The “Schizopoda” include a very large number of pelagic Crustacea
of moderate size, which superficially appear to resemble one another
very closely. The slender, elongated body, the presence of biramous
limbs on all the thoracic and abdominal segments, and the
possession of a single row of gills at the bases of the thoracic limbs,
are, generally speaking, typical of the families Mysidae,
Lophogastridae, Eucopiidae, and Euphausiidae, which go to make up
the old Order Schizopoda.
It has, however, been pointed out first by Boas,[87] and
subsequently by Hansen and Calman,[88] that the Euphausiidae are in
many respects distinct from the other three families, and agree with
the Decapoda, while the Eucopiidae, Lophogastridae, and Mysidae
agree with the Cumacea, Isopoda, and Amphipoda.
It has, therefore, been suggested by these authors that the
classification of the Malacostraca should be revised, and Calman (loc.
cit.) has brought forward the following scheme:—
The division Peracarida, including the Eucopiidae,
Lophogastridae, and Mysidae (= Mysidacea), the Cumacea, Isopoda,
and Amphipoda, is characterised by the fact that when a carapace is
present it leaves at least four of the thoracic segments free and
uncoalesced: by the presence of a brood-pouch formed from the
oostegites on the thoracic limbs of the female: by the elongated
heart: by the few and simple hepatic caeca: by the filiform
spermatozoa: and by the direct method of development without a
complicated larval metamorphosis. The biting face of the mandible
has a movable joint, the “lacinia mobilis.”[89]
The division Eucarida, on the other hand, including the
Euphausiidae and the Decapoda, shows the converse of these
characters. The carapace coalesces with all the thoracic segments,
there is never a brood-pouch formed from oostegites, the hepatic
caeca are much ramified, the heart is short, the spermatozoa are
spherical with radiating pseudopodia, the development is indirect
with a complicated metamorphosis, and the mandible is without a
lacinia mobilis.
Corresponding divisions are made by Calman to receive the other
Malacostraca, namely, the Phyllocarida for Nebalia, the Syncarida
for Anaspides, and the Hoplocarida for the Stomatopoda or
Squillidae.
The important array of characters which separates the
Euphausiidae from the other Schizopods and unites them with the
Decapoda can no longer be neglected, and the consideration of
Anaspides and its allies will further emphasise the extreme difficulty
of retaining the Schizopoda as a natural group. In the sequel
Calman’s proposed scheme will be adopted.
DIVISION 1. SYNCARIDA.
There is no carapace, and all the eight thoracic segments may be

free and distinct. Eyes may be pedunculate or sessile. The mandible
is without a lacinia mobilis. There is no brood-pouch, the eggs being
deposited and hidden after fertilisation. The spermatozoa are
filiform, the hepatic caeca very numerous, and the heart tubular and
elongated, with ostia only in one place in the anterior thoracic
region. The auditory organ is at the base of the first antennae.
Order. Anaspidacea.
Fam. 1. Anaspididae.—The mountain-shrimp of Tasmania,

Anaspides tasmaniae, was first described by Thomson[90] in 1893
from specimens taken in a little pool near the summit of Mount
Wellington; it was redescribed by Calman,[91] who drew attention to
its remarkable resemblance to certain Carboniferous fossils of
Europe and N. America (Gampsonyx, Palaeocaris, etc.).
The creature appears to be confined to the deep pools of the rivers
and tarns on the mountains of the southern and western portions of
Tasmania.[92] The waters in which it occurs are always cold and
absolutely clear, and there is no record of its living at altitudes much
below 2000 feet, while it frequently occurs at 4000 feet. The body
may attain upwards of two inches in length; it is deeply pigmented
with black chromatophores, and it is held perfectly horizontal
without any flexure. The animal rarely swims unless disturbed,
usually walking about on stones and water-plants at the bottom of
deep pools. In walking the endopodites of the thoracic limbs are
chiefly instrumental, but they are assisted by the exopodites of the
abdominal limbs.
When frightened the shrimp can dart rapidly forwards or sideways
by the strokes of its powerful tail-fan, but it never jumps backwards
as do the other Malacostraca. It appears to browse upon the algal
slime covering the rocks and on the submerged liver-worts and
mosses, but it does not refuse animal food, even feeding on the dead
bodies of members of its own species. The thoracic limbs, which are
all biramous except the last pair, carry a double series of remarkable
plate-like gills on their coxopodites. The slender and setose
exopodites of the thoracic limbs are respiratory in function, being
kept in continual motion even when the animal is at rest, and serving
to keep up a current of fresh water round the gills.
Anaspides shows a remarkable combination of structural
characters, some of which are peculiar, while others are possessed in
common with the Peracarida or Eucarida. The chief peculiar
characters are the entire absence of a carapace, and the freedom of
the eight thoracic segments, with eight free thoracic ganglia in the
nerve-cord; the peculiar double series of plate-like gills; the structure
of the alimentary canal; and the fact that the eggs, instead of being
carried in a brood-pouch, or affixed to the abdominal limbs, are
deposited under stones and among water-plants.[93]
Fig. 77.—Anaspides tasmaniae in natural position for walking, ×
1. The last two pereiopods point backwards and are overlapped by
the first two pleopods.
The Peracaridan features, uniting it especially with the Mysidacea,

are the structure of the elongated heart, the filiform spermatozoa,
and the fact that no complicated metamorphosis is passed through,
the young hatching out in a condition similar to, though possibly not
identical with, the adult form.
The Eucaridan, especially Decapodan, features are the presence of
an auditory sac on the basal joint of the antennules, and the
modification of the endopodites of the first two abdominal
appendages in the male to form a copulatory organ.
A type of a new genus of this family was found by me in the littoral
zone of the Great Lake of Tasmania at an elevation of 3700 feet, and
named Paranaspides lacustris.
This little shrimp (Fig. 78), which does not appear to grow to more
than an inch in length, is totally different in appearance from
Anaspides, being pale green and transparent, with a very marked
dorsal hump as in Mysis, to which it bears a very striking superficial
resemblance. It leads a more active swimming life than Anaspides,
and with this habit is correlated the flexure of the body and the
greater size of the tail-fan and the scale of the second antenna. The
mandible is peculiar in being furnished with a four-jointed biramous
palp, while that of Anaspides is three-jointed and uniramous, and
the first thoracic appendage is provided with a setose biting lobe on
the antepenultimate joint, thus more resembling a maxillipede. In
other respects it agrees essentially in structure with Anaspides.
Fig. 78.—Paranaspides lacustris, × 4. a1, a2, First and second

antennae; Ab.1, first abdominal segment; ep, epipodites or gills on
the thoracic legs; md, mandible; Pl.1, first pleopod; T, telson;
Th.8, eighth free thoracic segment; U, uropod, or sixth pleopod.
Fam. 2. Koonungidae.—The sole representative of this family,

Koonunga cursor, has been recently described by Mr. O. A. Sayce,[94]
of Melbourne University, from a small stream some miles to the west
of Melbourne. Although plainly belonging to the Anaspidacea, this
interesting little animal, which only measures a few millimetres in
length, and follows a similar habit to Anaspides, running about with
its body unflexed, differs from all the other members of the Division
in possessing sessile instead of stalked eyes, in the first thoracic
segment being fixed to the head, and in a number of minor
anatomical points.
It is impossible at present to assign the Carboniferous forms
(Gampsonyx, Palaeocaris, etc.) to their exact position in the
Division, but it seems that they agreed more closely with Anaspides
than with the other two genera. From the position in which the
fossils are preserved, it would appear that they followed a similar
walking habit to Anaspides, and that the body was unflexed.
DIVISION 2. PERACARIDA.
The carapace, when present, leaves at least four of the thoracic

somites distinct; the first thoracic segment is always fused with the
head. The eyes are pedunculate or sessile.
The mandible possesses a lacinia mobilis. A brood-pouch is
formed in the female from oostegites attached to the thoracic limbs.
The hepatic caeca are few and simple; the heart is elongated and
tubular; the spermatozoa are filiform, and development takes place
without a complicated metamorphosis.
Order I. Mysidacea.
The Mysidacea, although pelagic, are not very often met with in
the true plankton on the surface; they generally swim some way
below the surface, going down in many cases into the abysses. For
this reason they thrive excellently in aquaria, and the common Mysis
vulgaris is often present in such numbers in the tanks at the
Zoological station at Naples as to damage the other inmates by the
mere press of numbers. The Mysidacea, like the majority of the
Peracarida, undergo a direct development, and hatch out with the
structure of the adult fully formed.
Many of the Mysidacea bear auditory sacs upon the sixth pair of
pleopods, a characteristic not found in the Euphausiacea.
Fam. 1. Eucopiidae.—The curious form Eucopia australis (Fig.
79) described by Sars,[95] may be chosen as an example of the
Mysidacea.
The peculiarity of this form consists chiefly in the immense
elongation of the endopodites of the fifth, sixth, and seventh thoracic
appendages. Characteristic of the Mysidacea is the freedom of the
hinder thoracic segments from fusion with the carapace, otherwise
this animal is seen closely to resemble the Euphausia figured (Fig.
102). Eucopia australis, like so many of the Mysidacea, is a deep-sea
animal, being brought up with the dredge from over 1000 fathoms; it
is very widely distributed over the Atlantic Ocean.
Fig. 79.—Eucopia australis, young female, × 3. A, 1st antenna;

Ab.1, 1st abdominal segment; Ab.6, 6th abdominal appendage; E,
eye; T, telson; Th, 5th thoracic appendage. (After Sars.)
Fam. 2. Lophogastridae.—The members of this family

(Lophogaster, Gnathophausia) agree with the Eucopiidae in the
possession of branched gills on some of the thoracic limbs, in the
absence of auditory sacs on the sixth pair of pleopods, in the
presence of normally developed pleopods in both the male and
female, and in the brood-lamellae being developed on all seven of the
thoracic limbs. The endopodites of the posterior thoracic limbs are,
however, of a normal size.
Fam. 3. Mysidae.—These differ from both the foregoing families
in the absence of gills, in the presence of an auditory sac on the sixth
pleopods, in the reduction of the other pleopods in the female, and in
the brood-lamellae being developed only on the more posterior pairs
of thoracic limbs. A number of closely related genera compose this
family, of which Mysis,
Boreomysis, and Siriella may be
mentioned. Mysis oculata, var.
relicta, is a fresh-water form from
the lakes of northern and central
Europe.

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Introduction to Mathematical Statistics,

8th Global Edition Robert V. Hogg

Pearson Education Limited

ISBN 10: 1-292-26476-4

British Library Cataloguing-in-Publication Data

1 Probability and Distributions 15

2.6.1 ∗ Multivariate Variance-Covariance Matrix . . . . . . . . . . . 154

3 Some Special Distributions 169

4 Some Elementary Statistical Inferences 239

5 Consistency and Limiting Distributions 335

6 Maximum Likelihood Methods 369

8 Optimal Tests of Hypotheses 483

9 Inferences About Normal Linear Models 529

10 Nonparametric and Robust Statistics 583

11 Bayesian Statistics 669

A Mathematical Comments 701

C Lists of Common Distributions 717

D Tables of Distributions 721

F Answers to Selected Exercises 735

We have made substantial changes in this edition of Introduction to Mathematical

discussion on standard errors for estimates obtained by bootstrapping the sample.

Content and Course Planning

Acknowledgments for the Global Edition

Probability and Distributions

We generally use small Roman letters for the elements of C such as a, b, or

it does. However, since the mathematical properties of probability given in Section

1.2.1 Review of Set Theory

Panel (a) Panel (b)

Panel (c) Panel (d)

Figure 1.2.1: A series of Venn diagrams. The sample space C is represented by

We ﬁrst deﬁne the complement of an event A.

Deﬁnition 1.2.1. The complement of an event A is the set of all elements in C

The complement of A is represented by the white space in the Venn diagram in

Panel (b) of Figure 1.2.1 depicts A ⊂ B.

Panel (c) of Figure 1.2.1 shows A ∪ B.

Deﬁnition 1.2.4. Let A and B be events. Then the intersection of A and B is

Panel (d) of Figure 1.2.1 illustrates A ∩ B.

Example 1.2.1. Suppose we have a spinner with the numbers 1 through 10 on

Ac = {3, 4, . . . , 10}; A ∪ B = {1, 2, 3, 4}; A ∩ B = {2}

The reader should verify these results.

B = (2, 4), and C = [3, 4.5).

A ∪ B = (1, 4); A ∩ B = (2, 3); B ∩ C = [3, 4)

For instance, in Example 1.2.1,

(A∪B)c = {1, 2, 3, 4}c = {5, 6, . . . , 10} = {3, 4, . . . , 10}∩{{1, 5, 6, . . . , 10} = Ac ∩B c ;

while, from Example 1.2.2,

A1 ∪ A2 ∪ · · · ∪ An = {x : x ∈ Ai , for some i = 1, 2, . . . , n} (1.2.8)

We often abbreviative these by ∪ni=1 Ai and ∩ni=1 Ai , respectively. Expressions for

A1 ∪ A2 ∪ · · · = {x : x ∈ An , for some n = 1, 2, . . .} = ∪∞n=1 An (1.2.10)

The next two examples illustrate these ideas.

The sequence of sets An = {1, 3, . . . , 2n − 1} of Example 1.2.3 is such a sequence.

1.2.2 Set Functions

means the ordinary (Riemann) integral of f (x) over a prescribed one-dimensional

means the Riemann integral of g(x, y) over a prescribed two-dimensional set A.

means the sum extended over all x ∈ A and the symbol

Our ﬁnal example, involves an n dimensional integral.

Example 1.2.9. Let C = Rn . For A in C deﬁne the set function

provided the integral exists. For example, if A = {(x1 , x2 , . . . , xn ) : 0 ≤ x1 ≤

If B = {(x1 , x2 , . . . , xn ) : 0 ≤ x1 ≤ x2 ≤ · · · ≤ xn ≤ 1}, then

(a) C1 = {2, 3, 5, 7}, C2 = {1, 3, 5}.

(b) C1 = {x : 0 ≤ x ≤ 3}, C2 = {x : 2 < x < 4}.

(b) C = (x, y, z) : x2 + 2y 2 + 3z 2 ≤ 4 , C = (x, y, z) : x2 + 2y 2 + 3z 2 < 4 .

(c) C = (x, y) : x2 + y 2 ≤ 1 , C = {(x, y) : |x| + |y| < 1}.

1.2.4. Concerning DeMorgan’s Laws (1.2.6) and (1.2.7):

1.2.9. For every one-dimensional

1.2.10. For every two-dimensional

1.3.6. If thesample space is C = {c : −∞ < c < ∞} and if C ⊂ C is a set for which