Resumo DeGroot 1. Object of Statistics. a.

. Almost all work in the mathematical theory of probability, from the most elementary textbooks to the most advanced research, has been related to the following two problems: (i) methods for determining the probabilities of certain events from the specified probabilities of each possible outcome of an experiment and (ii) methods for revising the probabilities of events when additional relevant information is obtained. 2. Three Conditions that should be met by a collection of sets in order to be called events: a. The sample space S must be an event. b. If A is an event, then AC c. If A1, A2, is a countable collection of events, then an event. 3. Intersection a. Associative Property: b. Disjoint: two set are disjoints, if ( ) . ( ) is also

c. ( d. (

) ) (

and ) ( )

4. Mathematical Definition of Probability a. Axioms i. ii. ( ) ( )

iii. For every infinite sequence of disjoint events A1, A2

( ) ( )

b. Definition: A probability measure, or simply a probability, on a sample space S is a specification of numbers Pr(A) for all events A that satisfy Axioms 1, 2, and 3. c. Further Properties of Probability ) ( ( ) i. ( ii. ( ) ( ) ( ) d. Bonferroni Inequality ( ) ( ) ) ( )

5. It does not matter how the probabilities were determined. As long as they

satisfy the three axioms, they must also satisfy the above relations as well as all of the results that we prove later in the text. a.