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Probability Theory (Part 3)

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أستاذ المادة ستار بدر سدخان المالكي       4/10/2011 5:43:29 PM

 Probability  Theory (Part 3)

 

 

Probabilistic Experiment

 

A Probabilistic Experiment is a situation in

 

Which More than one thing can happen

 

 The outcome is potentially uncertain

 

The Sample Space

 

The Sample Space of a probabilistic

 

experiment E is the set of all possible experiment E is the set of all possible

 

outcomes of E.

 

Examples:

 

E1 = Toss a coin, observe whether it is a

 

Head

 

(H) or a Tail (T)

 

?1 = {H, T}Examples:

 

E2 = Toss a fair die, observe the outcome.

 

?2 = {1, 2, 3, 4, 5, 6}

 

E3 = Toss a fair coin 5 times, observe the

 

number of heads.

 

?3 = ? (C.P.)

 

Examples:

 

E4 = Toss a fair coin 5 times, observe the sequence

 

of heads and tails. of heads and tails.

 

?4 ={HHHHH, HHHHT, HHHTH, HHHTT,

 

HHTHH, HHTHT, HHTTH, HHTTT, ….

 

Even with very simple situations, the Sample Space

 

can be quite large. Note that more than one

 

Probabilistic Experiment may be defined on the

 

same physical process.Elementary Events vs. Compound Events

 

The Elementary Events in a Sample Space are the finest

 

possible partition of the sample space.

 

Compound Events are the union of elementary events.

 

Example:

 

Toss a fair die. (E2)

 

The elementary events are 1,2,3,4,5 and 6. The elementary events are 1,2,3,4,5 and 6.

 

The events “Even” = {2,4,6}, “Odd” =

 

{1,3,5} are examples of compound events.The Axioms of Relative Frequency

 

EventRelative

 

Freq

 

6 1/6

 

5 1/6

 

41/6

 

3 1/6 3 1/6

 

21/6

 

11/6

 

(>3) 3/6

 

Even 3/6

 

odd3/6

 

Even U4/6

 

Even U Odd1Fundamental Theorems of Probability

 

Theorem 1.

 

Proof. For all events A, .

 

Pr (?) = 0

 

A? ? = ?

 

So the 3rd axiom applies, and we have

 

Pr(A??) = Pr(A) + Pr(?) = Pr(A)

 

But, for any set A, , so by

 

subtraction, we have the result.

 

Theorem 2.

 

?

 

Theorem 2.

 

Proof. For all events A, .

 

But, for any set A, A ? A = ? , so

 

Pr(A) = 1? Pr(A)

 

A? A =?, so Pr(A? A) = Pr(A) + Pr(A)

 

Pr(?) = 1 = Pr(A) + Pr(A)

 

The result then follows by

 

subtraction.

 

Theorem 3.

 

Proof. Someone from the class will prove this well known result.Thank you!


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