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02 Probability Measures
02 Probability Measures
Finite F PCR
I curcountable
Fisa 5 field
P F IR
Psatisfies the following axioms
1 P d 0
6
3 If A is an event then PCA 1 PCA
Proof
1 110 p so
1 1 110 PD 0
4 Proof by induction on n
AAB
5 P AUB
Sigma additivity
3 Let A Az Ag be a countable collection
P Ai PCAL
2 Examples
I Wa Wz on
1 pi 30 for it n
2 Pat Pat Pn 1
For any event ACR we let
Plw
PLA
If
Examples
this implies
P1 P 21 P13 P 4 P 5 P6
Then A
a
Assume all outcomes likely
equally
P HH
A At least one head in two tosses
Ao P Ao
An
PLAN
An
Az
Az
PlAz
In general
An Plan
Then
B
PB
111
Jacknot probability
4 Urn probabilities
3 red balls
Urn contains
2 blue balls
Two balls are drawn randomly Whatis the probability
that at least one is blue
with replacement
Consider two cases
without replacement
Solution
a With replacement
Sample sunce
b Without replacement
Sample space
5 Reliability
A B
Samplespace