ENGR 200

Lecture 2: Agenda

1. Sets
2. Probability definition
3. Probability models

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 A review of sets
• Set (say S, T) • Venn Diagrams
• Element • Complement of S, Sc
• Empty set • Union of S&T
• Countably infinite • Intersection of S&T
• Uncountable • Union&intersection
• Subset of many sets
• Equal sets • Disjoint
• Universal set, W • Partition

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Venn-diagrams

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Disjoint, Exhaustive, Partitions
• A collection of sets {A1 A2 … An} are said to be
disjoint or mutually exclusive if Ai ∩ Aj =Ø for all
i≠j.

• A collection of sets {A1 A2 … An} are said to be a

collectively exhaustive of set S, if their union is S,
i.e., U Ai = S.

• A collection of sets {A1 A2 … An} are said to be a

partition of a set S if they are disjoint and
collectively exhaustive, i.e., U Ai = S.
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 Algebra of sets
• Some important laws:
1. Identity laws
2. De Morgan’s laws
(UAi)c=∩Aic (∩ Ai)c= U Aic
3. Associative laws
4. Distributive laws

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 Probabilistic models
• An experiment is any action or process
that generates observations.
• A random experiment is an experiment
whose outcomes cannot be determined
in advance.
• The set of all possible outcomes of a
random experiment is called the sample
space of that experiment.
• An event A is a subset of a sample
space.
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 Visualizing A

W
Event space of
all possibilities
A is true P(A) = Area of
reddish oval

Its area is 1
A is False

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 The Axioms of Probability
• 0 <= P(A) <= 1
• P(W) = 1
• If A∩B=Ø, P(AUB) = P(A)+P(B)

To be extended a little more…

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 Interpreting the axioms
• 0 <= P(A) <= 1
• P(W) = 1
• If A ∩ B=Ø, P(AUB) = P(A)+P(B)

The area of A can’t get

any smaller than 0

And a zero area would

mean no world could
ever have A true

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 Interpreting the axioms
• 0 <= P(A) <= 1
• P(W) = 1
• If A ∩ B=Ø, P(AUB) = P(A)+P(B)

The area of A can’t get

any bigger than 1

And an area of 1 would

mean all worlds will have
A true

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 Interpreting the axioms
• 0 <= P(A) <= 1
• P(W) = 1
• If A ∩ B=Ø, P(AUB) = P(A)+P(B)

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 Probability definition
(in full generality)
Given an experiment with a sample space W and an event A
defined on W, then P(A) is a real number called the probability
of event A or the probability of A if the function P(.) has the
following properties:
1) 0 ≤ P(A) ≤ 1 for each event A of W.
2) P(W) = 1.
3a) For any finite number k of mutually exclusive events
defined on W :
k
P ( A1 È ... È Ak ) = å P ( Ai )
i =1
3b) If A1, A2, A3, A4, … is a denumerable sequence of mutually
exclusive events defined on S, then:
¥
P ( A1 È A2 È A3 È ...) = å P ( Ai )
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i =1
 Rules of the Game
1. Define sample space, W
– Decide on a set of outcomes such that only one will
become true
2. Specify a probability law
– A mapping from the set of event, e.g., A, assigning a
nonnegative number P(A) encoding our knowledge or
belief about the collective likelihood of the elements of A,
– that satisfies the axioms:
• probabilities are between 0 and 1; they add up to 1; if
A∩B=Ø, P(AUB) = P(A)+P(B)

W: set of all possible outcomes

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 Tossing three fair coins

• Sample space?
• Sequential description?

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 Examples:
Sample space vs Sequential description

Two rolls of a tetrahedral die

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 Sayısal Loto

• Sample space?

• Sequential description?

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 Discrete probability law

Discrete uniform probability law?

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 Tossing three fair coins

• Probability of each possible outcome?

• Event A: exactly two heads occur
• P(A)

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 Examples:
Sample space vs Sequential description

Two rolls of a
tetrahedral die

a) P(sum of the rolls is even)=

b) P(sum of the rolls is odd)=
c) P(the first roll=the second roll)=
d) P(the first roll>the second roll)=
e) P(at least one roll is 4)= 19
 Continuous models
• Probabilistic models with continuous sample
spaces differ from their discrete counterparts in
that the probabilities of the single-element events
may not be sufficient to characterize the
probability law.
• Probability of the event consisting of a single
element has to be zero! why?
• Then, it makes sense to assign probability b − a
to any subinterval [a, b].
– Check if this is a legitimate probability law?

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 Romeo and Juliet
• Romeo and Juliet
will meet between
12:00 and 13:00.
They are equally
likely to come any
time in (12:00-
13:00).

Sample space? 21
 Examples
A continuous sample space:
(x,y) with 0≤x,y≤1.

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 Properties of Probability Laws
• Try to deduce them from the axioms!

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 Class exercise
• Work in groups of 2.
• Write your names on the exercise.
• Groups of 3 or more are not allowed.

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 What did you learn/remember
in this class?
1. Why Probability?
2. Where to use Probability?
3. Sets
4. Probability definition
5. Probability models

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