STA2017 Basic Probability Notes 1
STA2017 Basic Probability Notes 1
PROBABILITY DISTRIBUTION
THEORY
NOTES
.
Basic Probability
Three Axioms of Probability
1.
2.
3. For events , ,,…, , if for all i≠j
Example: Theorem where is the complement of
Proof:
By axiom 1,
then =
Theorem For events and B,
Proof
Since and and are mutually exclusive
Then by axiom 3,
Proof
It can be understood that the set is made up of the union of
two mutually exclusive sets namely and . Therefore by axiom
3,
Theorem If then
Proof
If then , where and are mutually exclusive events.
By axiom 3,
But from axiom 1,
which implies that
Identifying sample Points
With Without
Ordering With
criteria
Without
Sample points :Equal and Unequal probabilities
If the events have sample points with unequal probabilities
the individual probabilities of these sample points sum to 1.
Example
A sample space S contains sample points A, B, C and D such
that P(A) = 3P(C),
P(B) = P(D) = 0.2. Find the values of each sample point.
And
And
Total Probability
Bayes’ Rule
If then