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MTH 714 - Module 1 Lecture Note

The document outlines the axiomatic foundations of probability theory, including non-negativity, normalization, and additivity for mutually exclusive events. It provides examples and solutions for calculating various probabilities related to weather events, demonstrating the application of these axioms. Additionally, it introduces discrete probability models.

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4 views14 pages

MTH 714 - Module 1 Lecture Note

The document outlines the axiomatic foundations of probability theory, including non-negativity, normalization, and additivity for mutually exclusive events. It provides examples and solutions for calculating various probabilities related to weather events, demonstrating the application of these axioms. Additionally, it introduces discrete probability models.

Uploaded by

sirage1992
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MTH 714: Probability, Statistics and Random

Processes

Module 1 : Axiomatic Probability Theory


Axioms of Probability

• Non-negativity: The probability of any event must be a non-negative real number.


i.e. For any event, say, A, P(A) >= 0

• Normalization: The probability of the set of all possible outcomes of an


experiment is equal to 1. i.e. P(S) = 1, where S is the set of all possible outcome of
an experiment

• Additivity for mutually Exclusive Events. If Ai, i = 1, 2, …., n are disjoint


events, then
P(A1 U A2 U … U An) = P(A1) + P(A2) + …. + P(An)
Example
Solution
Solution ---
Example 2

Suppose we have the following information:


[Link] is a 60 percent chance that it will rain today.
[Link] is a 50 percent chance that it will rain tomorrow.
[Link] is a 30 percent chance that it does not rain either day.

Find the following probabilities:


[Link] probability that it will rain today or tomorrow.
[Link] probability that it will rain today and tomorrow.
[Link] probability that it will rain today but not tomorrow.
[Link] probability that it either will rain today or tomorrow, but not both.
Solution
Let A represent the event that it will rain today, and B represent the event that it will rain
tomorrow. Then P(A) = 0.6, P(B) = 0.5, and P(Ac ∩ Bc) = 0.3

(a) The probability that it will rain today or tomorrow: this is P(A∪B)
P(A∪B) =1−P((A∪B)c) =1− P(Ac ∩ Bc) by De Morgan's Law
=1− 0.3 = 0.7
(b) The probability that it will rain today and tomorrow: this is P(A∩B)
P(A∩B) =P(A) + P(B) − P(A∪B) = 0.6 + 0.5 − 0.7 = 0.4

(c) The probability that it will rain today but not tomorrow: this is P(A∩ Bc)
P(A∩ Bc) = P(A−B)
=P(A)−P(A∩B)
=0.6 − 0.4 = 0.2

(d) The probability that it either will rain today or tomorrow but not both: this is P(A−B)+P(B−A)
We have already found P(A−B) = 0.2, Similarly, we can find P(B−A)
P(B−A) = P(B)−P(B∩A)
= 0.5−0.4 =0.1
Thus, P(A−B)+P(B−A)=0.2+0.1=0.3
Discrete Probability Models
Example
Solution

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