Section 2.5 Some Rules of Probability 35
In connection with the frequency interpretation, this result implies that if an
event occurs, say, 37 percent of the time, then it does not occur 63 percent of
the time.
TugoreM 2.4. P(0) = 0 for any sample space S.
Proof. Since S and are mutually exclusive and § UG = S in accordance with
the definition of the empty set 9, it follows that
P(S) = P(SUD)
= P(S)+P@) (by Postulate 3)
and, hence, that P() = 0. a
It is important to note that it does not necessarily follow from P(A) = 0 that
1, In practice, we often assign 0 probability to events that, in colloquial terms,
would not happen in a million years. For instance, there is the classical example that
‘we assign a probability of 0 to the event that a monkey set loose on a typewriter will
type Plato’s Republic word for word without a mistake. As we shall see in Chapters 3
and 6, the fact that P(A) = 0 does not imply that A = @ is of relevance, especially,
in the continuous case.
TuroreM 2.5. if A and B are events in a sample space S and AC B, then
P(A) S PCB).
Proof. Since Ac B, wecan write
B=AU(A'NB)
as can easily be verified by means of a Venn diagram. Then, since A and ANB
are mutually exclusive, we get
P(B) = P(A)+ P(A'NB) (by Postulate 3)
2 P(A) (by Postulate 1) a
In words, this theorem states that if A is a subset of B, then P(A) cannot be
greater than P(B). For instance, the probability of drawing a heart from an ordinary
deck of 52 playing cards cannot be greater than the probability of drawing a red
card. Indeed, the probability is }, compared with 3.
THEOREM 2.6. 0 < P(A) <1 for any event A.
Proof. Using Theorem 2.5 and the fact that @ C A C S for any event A in S,
we have
P@) S P(A) S P(S)
Then, P@) = 0 and P(S) = 1 leads to the result that
OS P(A) S1 a