Probability

Set theory

Definition: the set, \(S\) , of all possible outcomes of a particular experiment is called the sample space for the experiment

i.e.

  • flipping a coin

\(S = \{H,T\}\)

  • reaction time to a stimulus

\(S = (0, \infty )\)

Definition: an event is any collection of possible outcomes of an experiments, that is, any subset of \(S\) (include \(S\) itself)

  • Union is the set of elements that belong to either A or B or both \(A \cup B = \{x:x \in A or x \in B \}\)

  • Intersection is the set of elements that belong to both A and B \(A \cap B = \{x:x \in A or x \in B \}\)

  • Complementation is the set of all elements that are not in A \(A^c = \{ x:x \notin A\}\)

Theorem: for any three events, A, B, and C, defined on a sample space S

a. Commutativity b. Associativity c. Distributive Laws d. DeMorgan's Laws

Definition: Two events A and B are disjoint (or mutually exclusive) if \(A \cap B = \emptyset\). The events $A1, A2, …$ are pairwise disjoint (or mutually exclusive) if \(A_i \cap A_j = \emptyset\) for all \(i \neq j\)

Definition: If \(A_1, A_2\) … are pairwise disjoint and \(\cup_{i=1}^\infty A_i = S\), then the collection \(A_1, A_2\) … forms a partition of \(S\)