Begin2.DVI

(Ben Green) #1

  1. If each event isequally likely to happen, then one usually assigns a probability
    valueP(ei) =^1 nto each event as then


∑n
i=1P(ei) = 1.


  1. The probability assigned to the entire sample space is unity and one writes
    P(S) = 1.


Probability of an Event


After assigning probabilities to each simple event of S, it is then possible to

determine the probability of any eventE associated with events fromS. Consider


the following cases.



  1. The eventE=∅is the empty set.

  2. The eventEis one of the simple eventseifromS(ifixed, with 1 ≤i≤n)

  3. The eventEis the union of two or more events fromS.
    For the case 1, define the probability of the empty set∅as zero and writeP(∅) = 0.


In case 2, the probability of eventE is the same as the probabilityP(ei) so that,


P(E) =P(ei). Consider now the case 3. IfEis an event associated with the sample


spaceSandEis its complement, then


P(E) = 1−P(E) (11.19)

This is known as thecomplementation rulefor probabilities.


If E 1 andE 2 aremutually exclusive eventsassociated withS, thenE 1 ∩E 2 =∅

and


P(E 1 ∪E 2 ) =P(E 1 ) +P(E 2 ), E 1 ∩E 2 =∅ (11.20)

In general, ifE=E 1 ∪E 2 ∪···∪Emis an event andE 1 , E 2 ,... , Emare mutually exclusive


events associated withS, then the intersection givesE 1 ∩E 2 ∩···∩Em=∅and the


probability ofE is


P(E) =P(E 1 ∪E 2 ∪···∪Em) =P(E 1 ) +P(E 2 ) +···+P(Em) (11.21)

This is known as theaddition rulefor mutually exclusive events.


If E 1 andE 2 are arbitrary events associated with a sample spaceS, and these

eventsare not mutually exclusive, then


P(E 1 ∪E 2 ) =P(E 1 ) +P(E 2 )−P(E 1 ∩E 2 ) (11.22)

HereP(E 1 )is the sum of all the simple events definingE 1 andP(E 2 )is the sum of all


the simple events definingE 2. If the events are not mutually exclusive, then the sum

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