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Introduction
Set Theory
The Probability Set Function
Conditional Probability and Independence
Random Variables—Discrete and Continuous
Expection of a Random Variable
I NTRODUCTION TO P ROBABILITY T HEORY
Introduction
elements (Event).
Ex.3: In Ex.2, let be the collection of the pair for which the sum is .
What is and what is the probability of event .
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I NTRODUCTION TO P ROBABILITY T HEORY
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Set and Subset
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Set: a collection of the objects.
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I NTRODUCTION TO P ROBABILITY T HEORY
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the sets
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I NTRODUCTION TO P ROBABILITY T HEORY
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I NTRODUCTION TO P ROBABILITY T HEORY
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the sets and .
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I NTRODUCTION TO P ROBABILITY T HEORY
Venn Diagram
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I NTRODUCTION TO P ROBABILITY T HEORY
Complement of a set
Complement: ; the set that consists of all elements that are not
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elements of .
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I NTRODUCTION TO P ROBABILITY T HEORY
Set Functions
Point Functions: ; ;
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Set Functions: function that is evaluated, not at a point, but for an
entire set of points.
Ex. Let be a set in 1-d space and let be equal to the number
F
of positive integers in . Then is a set function. If
F
, ; If , .
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<
F
Ex. Let be a set in 2-d space and let be the area of , if
F
has a finite area; otherwise let be undefined. If
F
, then ; If
G
F
, then ;
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I NTRODUCTION TO P ROBABILITY T HEORY
Some Notations:
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=
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If , then
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I NTRODUCTION TO P ROBABILITY T HEORY
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B =
B P
@
'
P
, where
B
F
' P
, then
B BQ
P
K L
=
0
H
F
, then
=
F
Ex. Let
If
If
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I NTRODUCTION TO P ROBABILITY T HEORY
, ,
E
1
B I
B I I
, V I
@ ? , B
@ ? ,
H I
H
T ,
,
, ,
,
,
S , U
be a 1-d set and let
B
F
be n-d set and let
F
E
F ,
,
,
F
Thus, if
Ex. Let
Let
If