Professional Documents
Culture Documents
STAT2372 Topic1 2020
STAT2372 Topic1 2020
STAT2372 Topic1 2020
2020
Topic 1
Elementary Notions
i.e. !
∞
[ ∞
X
P Ei = P (Ei ) .
i=1 i=1
is called a probability function.
If A and B are any two events within the sample space, i.e. subsets
of Ω, then
• the symbol ∩ denotes intersection and A ∩ B is the event that
both A and B occur.
c
• A orA is the complement of A (read as “not A”), and so
P (A) + P A = P (Ω) = 1;
P (A ∪ B) = P (A) + P (B) ;
and
F = {(H, T ) , (H, H)} .
Conditional Probability
• If A and B are any two events, then the conditional probability
of A given B is defined by
P (AB)
P (A|B) =
P (B)
provided P (B) > 0. It is undefined if P (B) = 0.
• This makes sense if you draw a Venn diagram, and think about
P (C|AB) = 0
and so
P (ABC) = 0.
i.e. if A and B occur, then C cannot.
• Because the Ei are mutually exclusive events, the AEi are also
mutually exclusive.
P (E3 |F )
P (F |E3 ) P (E3 )
=P
P (F |Ei ) P (Ei )
i
(0.20) (0.45)
=
(.1) (.2) + (.08) (.3) + (.2) (.45) + (.02) (.05)
0.09
=
0.135
2
=
3
≃ 0.6667