Probability Special Part 1, Chapter 2

David Sundgren

David Sundgren Decision Support Methods, presentation 5

Making Numbers of the Random

Anything that can happen we call an outcome.

David Sundgren Decision Support Methods, presentation 5

Making Numbers of the Random

Anything that can happen we call an outcome.

Probability 0 - it won’t happen.

David Sundgren Decision Support Methods, presentation 5

Making Numbers of the Random

Anything that can happen we call an outcome.

Probability 0 - it won’t happen.

Probability 1 - it will happen.

David Sundgren Decision Support Methods, presentation 5

Making Numbers of the Random

Anything that can happen we call an outcome.

Probability 0 - it won’t happen.

Probability 1 - it will happen.

Probability 0.5 - as likely as not to happen.

David Sundgren Decision Support Methods, presentation 5

Making Numbers of the Random

Anything that can happen we call an outcome.

Probability 0 - it won’t happen.

Probability 1 - it will happen.

Probability 0.5 - as likely as not to happen.

The probability of A is written p(A)

David Sundgren Decision Support Methods, presentation 5

Making Numbers of the Random

Anything that can happen we call an outcome.

Probability 0 - it won’t happen.

Probability 1 - it will happen.

Probability 0.5 - as likely as not to happen.

The probability of A is written p(A) or P(A)

David Sundgren Decision Support Methods, presentation 5

Making Numbers of the Random

Anything that can happen we call an outcome.

Probability 0 - it won’t happen.

Probability 1 - it will happen.

Probability 0.5 - as likely as not to happen.

The probability of A is written p(A) or P(A) or Pr(A).

David Sundgren Decision Support Methods, presentation 5

Sets

David Sundgren Decision Support Methods, presentation 5

Sets

Set - a collection of elements. X = {a, b, c} and Y = {1, 2, 3, 4}

and Z = {a}

David Sundgren Decision Support Methods, presentation 5

Sets

Set - a collection of elements. X = {a, b, c} and Y = {1, 2, 3, 4}

and Z = {a}

b∈X

David Sundgren Decision Support Methods, presentation 5

Sets

Set - a collection of elements. X = {a, b, c} and Y = {1, 2, 3, 4}

and Z = {a}

b∈X

If all of what’s in A is in B then A ⊆ B.

David Sundgren Decision Support Methods, presentation 5

Sets

Set - a collection of elements. X = {a, b, c} and Y = {1, 2, 3, 4}

and Z = {a}

b∈X

If all of what’s in A is in B then A ⊆ B.

X ∪ Y = {a, c, 3, 2, b, 1, 4}

David Sundgren Decision Support Methods, presentation 5

Sets

Set - a collection of elements. X = {a, b, c} and Y = {1, 2, 3, 4}

and Z = {a}

b∈X

If all of what’s in A is in B then A ⊆ B.

X ∪ Y = {a, c, 3, 2, b, 1, 4} and X ∪ Z = {a, b, c}.

David Sundgren Decision Support Methods, presentation 5

Sets

Set - a collection of elements. X = {a, b, c} and Y = {1, 2, 3, 4}

and Z = {a}

b∈X

If all of what’s in A is in B then A ⊆ B.

X ∪ Y = {a, c, 3, 2, b, 1, 4} and X ∪ Z = {a, b, c}.

X ∩ Z = {a}

David Sundgren Decision Support Methods, presentation 5

Sets

Set - a collection of elements. X = {a, b, c} and Y = {1, 2, 3, 4}

and Z = {a}

b∈X

If all of what’s in A is in B then A ⊆ B.

X ∪ Y = {a, c, 3, 2, b, 1, 4} and X ∪ Z = {a, b, c}.

X ∩ Z = {a} X ∩ Y = ∅

David Sundgren Decision Support Methods, presentation 5

Sets

Set - a collection of elements. X = {a, b, c} and Y = {1, 2, 3, 4}

and Z = {a}

b∈X

If all of what’s in A is in B then A ⊆ B.

X ∪ Y = {a, c, 3, 2, b, 1, 4} and X ∪ Z = {a, b, c}.

X ∩ Z = {a} X ∩ Y = ∅

If A ∩ B = ∅ A and B are disjoint.

David Sundgren Decision Support Methods, presentation 5
Venn diagrams

A B

A∪B

David Sundgren Decision Support Methods, presentation 5

Venn diagrams

A B A B

A∪B A∩B

David Sundgren Decision Support Methods, presentation 5

Venn diagrams

A B A B

A∪B A∩B

A B

A\B

David Sundgren Decision Support Methods, presentation 5

Venn diagrams

A B A B

A∪B A∩B

A
A B

A\B A

David Sundgren Decision Support Methods, presentation 5

Outcome Space

The set of everything that can happen in a setting is called the

outcome space Ω

David Sundgren Decision Support Methods, presentation 5

Outcome Space

The set of everything that can happen in a setting is called the

outcome space Ω

So p(Ω) = 1 something will happen.

David Sundgren Decision Support Methods, presentation 5

Outcome Space

The set of everything that can happen in a setting is called the

outcome space Ω

So p(Ω) = 1 something will happen.

And p(∅) = 0 that nothing happens is impossible.

David Sundgren Decision Support Methods, presentation 5

Outcome Space

The set of everything that can happen in a setting is called the

outcome space Ω

So p(Ω) = 1 something will happen.

And p(∅) = 0 that nothing happens is impossible.

Outcome space with two outcomes, Ω = {A, A}

David Sundgren Decision Support Methods, presentation 5

Outcome Space

The set of everything that can happen in a setting is called the

outcome space Ω

So p(Ω) = 1 something will happen.

And p(∅) = 0 that nothing happens is impossible.

Outcome space with two outcomes, Ω = {A, A}

Ω = {1, 2, 3, 4, 5, 6}, the outcome space when throwing a six sided

die.

David Sundgren Decision Support Methods, presentation 5

Probability of the Complementary Event

p(x) = 1 − p(x),

David Sundgren Decision Support Methods, presentation 5

Probability of the Complementary Event

p(x) = 1 − p(x),

c.f. ∅ = Ω and p(Ω) = 1 and p(∅) = 1 − 1 = 0

David Sundgren Decision Support Methods, presentation 5

Probability of the Complementary Event

p(x) = 1 − p(x),

c.f. ∅ = Ω and p(Ω) = 1 and p(∅) = 1 − 1 = 0

Ω = {x, x}, p(Ω) = 1

David Sundgren Decision Support Methods, presentation 5

Probability of the Complementary Event

p(x) = 1 − p(x),

c.f. ∅ = Ω and p(Ω) = 1 and p(∅) = 1 − 1 = 0

Ω = {x, x}, p(Ω) = 1

So if p(x ∪ y ) = p(x) + p(y ), we’re done; 1 = p(x) + p(x)

David Sundgren Decision Support Methods, presentation 5

Probability of the Complementary Event

p(x) = 1 − p(x),

c.f. ∅ = Ω and p(Ω) = 1 and p(∅) = 1 − 1 = 0

Ω = {x, x}, p(Ω) = 1

So if p(x ∪ y ) = p(x) + p(y ), we’re done; 1 = p(x) + p(x)

Is p(x ∪ y ) = p(x) + p(y )?

David Sundgren Decision Support Methods, presentation 5

p(x ∪ y ) when x ∩ y = ∅

If x ∩ y = ∅ then Pr(x ∪ y ) = Pr(x) + Pr(y )

x y
Ω

David Sundgren Decision Support Methods, presentation 5

p(x ∪ y ) when x ∩ y = ∅

If x ∩ y = ∅ then Pr(x ∪ y ) = Pr(x) + Pr(y )

x y
Ω

And x ∩ x = ∅, so p(x) + p(x) = 1 and p(x) = 1 − p(x)

David Sundgren Decision Support Methods, presentation 5

p(x ∪ y ) in General

x ∩ y 6= ∅?

p(x ∪ y ) = p(x)

x y
Ω

David Sundgren Decision Support Methods, presentation 5

p(x ∪ y ) in General

x ∩ y 6= ∅?

p(x ∪ y ) = p(x) + p(y )

x y
Ω

David Sundgren Decision Support Methods, presentation 5

p(x ∪ y ) in General

x ∩ y 6= ∅?

p(x ∪ y ) = p(x) + p(y ) − p(x ∩ y )

x y
Ω

David Sundgren Decision Support Methods, presentation 5