USF, Math & Stat

Introduction to Probability
STA 4442.001: Fall 2015

Instructor Information
USF, Math & Stat

Instructor: Dan Shen

Office: CMC 324
Phone: (813)974-5062
Email: danshen@usf.edu

Office Hour
USF, Math & Stat

Office hours: MW 9:45-10:45 a.m

Location: CMC 324

Textbook
USF, Math & Stat

Probability for Engineering, Mathematics and Science

By Chris P. Tsokos,
Brooks/Cole (ISBN-13:978-1-111-43027-6).
Bring the textbook and a calculator to every class meeting.
Do not bring laptop computers to class.
Please turn off your cell phone during class time.

Canvas
USF, Math & Stat

Use your USER ID and PASSWORD to login canvas

Homework assignments and important announcements

will be posted there.

Homework
USF, Math & Stat

Assigned in each class. Monday home due day is next Monday and so on.
Necessary adjustments will be made right before each exam.
No late homeworks will be accepted.
Homeworks will not be accepted via email, disk, or any other electronic form.
Missed homeworks will receive a grade of zero.

Homework
USF, Math & Stat

Show all work neatly, write in blue or black pen or pencil (never in red);
Clearly label each problem, circle your numerical answers;
Staple the entire assignment together in the correct order (that is, the
order in which problems were assigned.) with your name printed (in blue
or black ink) on every page.
Any homework violating any of these rules will receive a grade of zero for the
entire assignment.

Check your homework grades in Canvas after your homework is returned.

Grading
USF, Math & Stat

Homeworks, total 20% of your course grade;

The lowest one will be dropped

6 Quizzes, total 15% of your course grade;

The lowest one will be dropped

3 in-class Midterm exams, total 45% of your course grade;

The lowest one will be dropped

Final Exam, 20% of your course grade;

No make-up exams. Missed exams will receive a grade of zero;

Closed-book and closed-note with no formula sheets permitted;

Computers are not permitted during exams, but calculators may be used.
8

Drop the class

USF, Math & Stat

Drop/Add ends, fee liability/tuition payment deadline:

Last day to drop with a "W"; no refund & no academic penalty:

Friday, August 28

Saturday, October 31

Course Concern
USF, Math & Stat

Feel free to approach the instructor with any concerns you may have
regarding the course
Each student is responsible for verifying his or her recorded scores
(homeworks & midterm exams), which will be posted on canvas,
during the semester.
The Honor Code will be observed at all times in this course.

This class will participate in the Course Evaluation.

10

Probability
USF, Math & Stat

Example 1.1.1 Tossing a fair die

Probability of obtaining an odd number?

11

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

sample space: S={x, x=1, 2, 3, 4, 5, 6}

12

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

sample space: S={x, x=1, 2, 3, 4, 5, 6}

sample point: for example, x=1

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sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

sample space: S={x, x=1, 2, 3, 4, 5, 6}

sample point: for example, x=1
sample event: obtaining an odd number S1={x, x=1, 3, 5}

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Sample space, point, event

USF, Math & Stat

Example:

flip a coin twice

H: head
T: tail

First flip

H
T

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Sample space, point, event

USF, Math & Stat

Example:

flip a coin twice

First flip

H: head
T: tail

Second flip

H
H

T
H

T
T
16

Sample space, point, event

USF, Math & Stat

First flip

H
T

Second flip

outcomes

H
T
H

HH
HT
TH

TT

sample space:

17

Sample space, point, event

USF, Math & Stat

First flip

H
T

Second flip

outcomes

H
T
H

HH
HT
TH

TT

sample space: S={HH, HT, TH, TT}

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Sample space, point, event

USF, Math & Stat

First flip

H
T

Second flip

outcomes

H
T
H

HH
HT
TH

TT

sample space: S={HH, HT, TH, TT}

sample point: for example, HH

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Sample space, point, event

USF, Math & Stat

First flip

H
T

Second flip

outcomes

H
T
H

HH
HT
TH

TT

sample space: S={HH, HT, TH, TT}

sample point: for example, HH
sample event 1: the fist and second flip are both heards
S1={HH}

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Sample space, point, event

USF, Math & Stat

First flip

H
T

Second flip

outcomes

H
T
H

HH
HT
TH

TT

sample space: S={HH, HT, TH, TT}

sample point: for example, HH
sample event 1: the fist and second flip are both heards
S1={HH} a simple event

21

Sample space, point, event

USF, Math & Stat

First flip

H
T

Second flip

outcomes

H
T
H

HH
HT
TH

TT

sample space: S={HH, HT, TH, TT}

sample point: for example, HH
sample event 2: the fist flip is head

22

Sample space, point, event

USF, Math & Stat

First flip

H
T

Second flip

outcomes

H
T
H

HH
HT
TH

TT

sample space: S={HH, HT, TH, TT}

sample point: for example, HH
sample event 2: the fist flip is head
S2={HH, HT} a compound event

23

Definitions
USF, Math & Stat

Discrete space S:
1. S contains a finite number of points

24

Definitions
USF, Math & Stat

Discrete space S:
1. S contains a finite number of points

Example, S={x, x=1, 1.5, 2, 2.5}

25

Definitions
USF, Math & Stat

Discrete space S:
1. S contains a finite number of points
2. S contains an infinite number of points that can be
put into a one to one correspondence with the
positive integer

26

Definitions
USF, Math & Stat

Discrete space S:
1. S contains a finite number of points
2. S contains an infinite number of points that can be
put into a one to one correspondence with the
positive integer
Example, S={x, x=1, 1.5, 2, 2.5, }

27

Definitions
USF, Math & Stat

Discrete space S:
1. S contains a finite number of points
2. S contains an infinite number of points that can be
put into a one to one correspondence with the
positive integer
Continuous space S: S contains a continuum of points

28

Definitions
USF, Math & Stat

Discrete space S:
1. S contains a finite number of points
2. S contains an infinite number of points that can be
put into a one to one correspondence with the
positive integer
Continuous space S: S contains a continuum of points
Examples, S={t, 0 t< +}

29

Definitions
USF, Math & Stat

Discrete space S:
1. S contains a finite number of points
2. S contains an infinite number of points that can be
put into a one to one correspondence with the
positive integer
Continuous space S: S contains a continuum of points
S={t, 0< t< 1} is continuous space?????

30

Definitions
USF, Math & Stat

Two events S1= S2: if they contain same points.

Impossible (empty) event S1 denoted by :
S1 contains no sample point

31

Definitions
USF, Math & Stat

Two events S1= S2: if they contain same points.

Impossible (empty) event S1 denoted by :
S1 contains no sample point
For example S1 ={x, x=7, 8}

32

Definitions
USF, Math & Stat

_
Complement event of S1 denoted by S-S1 or S1 :
Event contains sample points in S but not in S1

33

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S2={t; 60< t140 }

34

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S2={t; 60< t140 }

S1=???

35

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S2={t; 60< t140 }

S1={t; 0 t 25 or 100<t <+}

36

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S2={t; 60< t140 }

S2=???

37

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

38

Definitions
USF, Math & Stat

_
Complement event of S1 denoted by S-S1 or S1 :
Event contains sample points in S but not in S1
Union of S1 and S2 denoted by S1 S2 :
Event contains all sample points in S1 and S2

39

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2=???

40

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 25< t140 }

41

Definitions
USF, Math & Stat

_
Complement event of S1 denoted by S-S1 or S1 :
Event contains sample points in S but not in S1
Union of S1 and S2 denoted by S1 S2 :
Event contains all sample points in S1 and S2
Intersection of S1 and S2 denoted by S1 S2 :
Event contains sample points in both S1 and S2

42

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2={t; 25< t140 }

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2=???

43

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

44

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

____

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

S1 S2 =???

45

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

____

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

S1 S2 ={t; 0 t 60 or 100<t <+}

46

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

____

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

S1 S2 ={t; 0 t 60 or 100<t <+}

____

S1 S2 =???

47

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

____

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

S1 S2 ={t; 0 t 60 or 100<t <+}

____

S1 S2 ={t; 0 t 25 or 140< t<+ }

48

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

____

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

S1 S2 ={t; 0 t 60 or 100<t <+}

____

S1 S2 ={t; 0 t 25 or 140< t<+ }

S1 S2 =???

49

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

____

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

S1 S2 ={t; 0 t 60 or 100<t <+}

____

S1 S2 ={t; 0 t 25 or 140< t<+ }

S1 S2 ={t; 0 t 60 or 100<t <+}

50

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

____

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

S1 S2 ={t; 0 t 60 or 100<t <+}

____

S1 S2 ={t; 0 t 25 or 140< t<+ }

S1 S2 ={t; 0 t 60 or 100<t <+}

S1 S2 =???

51

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

____

S2={t; 60< t140 }

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

S1 S2 ={t; 0 t 60 or 100<t <+}

____

S1 S2 ={t; 0 t 25 or 140< t<+ }

S1 S2 ={t; 0 t 60 or 100<t <+}

S1 S2 ={t; 0 t 25 or 140< t<+ }

52

Example
USF, Math & Stat

S={t; 0 t <+}

S1={t; 25< t100 }

S1={t; 0 t 25 or 100<t <+}

S1 S2 ={t; 25< t140 }

____

S1 S2 ={t; 0 t 60 or 100<t <+}

S2={t; 0 t 60 or 140<t <+}

S1 S2={t; 60< t100 }

____

____

____

S1 S2 ={t; 0 t 25 or 140< t<+ }

S2={t; 60< t140 }

_ _

S1 S2 = S 1 S2

S1 S2 ={t; 0 t 60 or 100<t <+}

S1 S2 = S1 S2

S1 S2 ={t; 0 t 25 or 140< t<+ }

De Morgans laws

53

Definitions
USF, Math & Stat

_
Complement event of S1 denoted by S-S1 or S1 :
Event contains sample points in S but not in S1
Union of S1 and S2 denoted by S1 S2 :
Event contains all sample points in S1 and S2
Intersection of S1 and S2 denoted by S1 S2 :
Event contains sample points in both S1 and S2
S1 and S2 are mutually exclusive events or disjoint events
S1 S2=

54

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

sample event 1: obtaining an odd number S1={x, x=1, 3, 5}

sample event 2: obtaining an even number S2={x, x=2, 4, 6}

55

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

sample event 1: obtaining an odd number S1={x, x=1, 3, 5}

sample event 2: obtaining an even number S2={x, x=2, 4, 6}
S1 S2=

56

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

sample event 1: obtaining an odd number S1={x, x=1, 3, 5}

sample event 2: obtaining an even number S2={x, x=2, 4, 6}
Pr( S1)=???

57

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

sample event 1: obtaining an odd number S1={x, x=1, 3, 5}

sample event 2: obtaining an even number S2={x, x=2, 4, 6}
Pr( S1)=3/6=1/2

58

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

sample event 1: obtaining an odd number S1={x, x=1, 3, 5}

sample event 2: obtaining an even number S2={x, x=2, 4, 6}
0 Pr( S1) 1

59

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

sample event 1: obtaining an odd number S1={x, x=1, 3, 5}

sample event 2: obtaining an even number S2={x, x=2, 4, 6}
0 Pr( S1) 1
0 Pr( S2) 1

60

Axioms
USF, Math & Stat

Axiom 1.2.1

0 Pr( Si) 1

61

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

S={x, x=1, 2, 3,4, 5,6}

Pr( S)= ???

62

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

S={x, x=1, 2, 3,4, 5,6}

Pr( S)= 1

63

Axioms
USF, Math & Stat

Axiom 1.2.1

0 Pr( Si) 1

Axiom 1.2.2

Pr( S) = 1

64

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

Si ={ i}, i=1, , 6
Pr(Si )= ???

65

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

Si ={ i}, i=1, , 6
Pr(Si )= 1/6

66

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

Si ={ i}, i=1, , 6
Pr(Si )= 1/6
Si Sj= ???

for ij

67

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

Si ={ i}, i=1, , 6
Pr(Si )= 1/6
Si Sj =

for ij

68

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

Si ={ i}, i=1, , 6
Pr(Si )= 1/6
Si Sj =

for ij

S1 S2 S3= ???

69

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

Si ={ i}, i=1, , 6
Pr(Si )= 1/6
Si Sj =

for ij

S1 S2 S3= {1, 2, 3}

70

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

Si ={ i}, i=1, , 6
Pr(Si )= 1/6
Si Sj =

for ij

S1 S2 S3= {1, 2, 3}
Pr(S1 S2 S3 ) =???

71

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

Si ={ i}, i=1, , 6
Pr(Si )= 1/6
Si Sj =

for ij

S1 S2 S3= {1, 2, 3}
Pr(S1 S2 S3 ) =3/6

72

sample space, sample point, and sample event

USF, Math & Stat

Example 1.1.1 Tossing a fair die

Si ={ i}, i=1, , 6
Pr(Si )= 1/6
Si Sj =

for ij

S1 S2 S3= {1, 2, 3}
Pr(S1 S2 S3 ) =3/6= Pr(S1 )+ Pr(S2 )+ Pr( S3 )

73

Axioms
USF, Math & Stat

Axiom 1.2.1

0 Pr( Si) 1

Axiom 1.2.2

Pr( S) = 1

Axiom 1.2.3

Si Sj =

for ij =1, 2, 3, , n, .

Pr(S1 S2 Sn ) = Pr(S1 )+Pr( S2)++Pr(Sn)+.

or

Pr( S i )
i 1

Pr( S
i 1

74

Theorems
USF, Math & Stat

Theorem 1.2.1

two events S1 S 2

then Pr( S1) Pr( S2)

75

Theorems
USF, Math & Stat

Theorem 1.2.1

then Pr( S1) Pr( S2)

two events S1 S 2

S
S2
S1

76

Theorems
USF, Math & Stat

Theorem 1.2.1

then Pr( S1) Pr( S2)

two events S1 S 2

S
S2
S1

Proof

S2= blue region + red region

77

Theorems
USF, Math & Stat

Theorem 1.2.1

then Pr( S1) Pr( S2)

two events S1 S 2

S
S2
S1

Proof

S2= blue region + red region= S1 ??

78

Theorems
USF, Math & Stat

Theorem 1.2.1

then Pr( S1) Pr( S2)

two events S1 S 2

S
S2
S1

Proof

S2= blue region + red region= S1 (S2 S1 )

79

Theorems
USF, Math & Stat

Theorem 1.2.1

then Pr( S1) Pr( S2)

two events S1 S 2

S
S2
S1

Proof

S2= blue region + red region= S1 (S2 S1 )

From Axiom 1.2.3, Pr(S2)= Pr(S1)+ Pr(S2 S1 )

80

Theorems
USF, Math & Stat

Theorem 1.2.1

then Pr( S1) Pr( S2)

two events S1 S 2

S
S2
S1

Proof

S2= blue region + red region= S1 (S2 S1 )

From Axiom 1.2.3, Pr(S2)= Pr(S1)+ Pr(S2 S1 )

From Axiom 1.2.1,

Pr(S2 S1 ) 0

81

Theorems
USF, Math & Stat

Theorem 1.2.1

then Pr( S1) Pr( S2)

two events S1 S 2

S
S2
S1

Proof

S2= blue region + red region= S1 (S2 S1 )

From Axiom 1.2.3, Pr(S2)= Pr(S1)+ Pr(S2 S1 )

From Axiom 1.2.1,

Pr(S2 S1 ) 0

Thus

Pr(S1) Pr(S2)
82

Theorems
_

USF, Math & Stat

Theorem 1.2.3

For any event Sk , we have Pr( Sk) =1- Pr( Sk)

S
Sk

83

Theorems
_

USF, Math & Stat

Theorem 1.2.3

For any event Sk , we have Pr( Sk) =1- Pr( Sk)

S
Sk

Proof

S= red region + white region

84

Theorems
_

USF, Math & Stat

Theorem 1.2.3

For any event Sk , we have Pr( Sk) =1- Pr( Sk)

S
Sk

Proof

S= red region + white region = Sk ( Sk )

85

Theorems
_

USF, Math & Stat

Theorem 1.2.3

For any event Sk , we have Pr( Sk) =1- Pr( Sk)

S
Sk

Proof

S= red region + white region = Sk ( Sk )

From Axiom 1.2.3, Pr(S)= Pr(Sk)+ Pr(Sk )

86

Theorems
_

USF, Math & Stat

Theorem 1.2.3

For any event Sk , we have Pr( Sk) =1- Pr( Sk)

S
Sk

Proof

S= red region + white region = Sk ( Sk )

From Axiom 1.2.3, Pr(S)= Pr(Sk)+ Pr(Sk )

From Axiom 1.2.2, Pr(S)= 1

87

Theorems
_

USF, Math & Stat

Theorem 1.2.3

For any event Sk , we have Pr( Sk) =1- Pr( Sk)

S
Sk

Proof

S= red region + white region = Sk ( Sk )

From Axiom 1.2.3, Pr(S)= Pr(Sk)+ Pr(Sk )

From Axiom 1.2.2, Pr(S)= 1

Then

Pr(Sk)= 1- Pr(Sk )
88

Theorems
USF, Math & Stat

Theorem 1.2.4

For impossible event , we have Pr() =0

Proof From Theorem 1.2.3, Pr(S)= 1- Pr(S)

89

Theorems
USF, Math & Stat

Theorem 1.2.4

For impossible event , we have Pr() =0

Proof From Theorem 1.2.3, Pr(S)= 1- Pr(S)

Note that Pr(S)= 1 and = S

90

Theorems
USF, Math & Stat

Theorem 1.2.4

For impossible event , we have Pr() =0

Proof From Theorem 1.2.3, Pr(S)= 1- Pr(S)

Note that Pr(S)= 1 and = S

Then

Pr()= 0

91

Theorems
USF, Math & Stat

Theorem 1.2.5

For two events S1 and S2,

Pr(S1 S2)= Pr(S1) + Pr(S2) - Pr(S1 S2 )

S1

S2 S1

S2

92

Theorems
USF, Math & Stat

Theorem 1.2.5

For two events S1 and S2,

Pr(S1 S2)= Pr(S1) + Pr(S2) - Pr(S1 S2 )

Proof :

S1

S2 S1

S2

S1= yellow + blue

93

Theorems
USF, Math & Stat

Theorem 1.2.5

For two events S1 and S2,

Pr(S1 S2)= Pr(S1) + Pr(S2) - Pr(S1 S2 )

Proof :

S1

S2 S1

S2

S1= yellow + blue

S2= red + blue

94

Theorems
USF, Math & Stat

Theorem 1.2.5

For two events S1 and S2,

Pr(S1 S2)= Pr(S1) + Pr(S2) - Pr(S1 S2 )

Proof :

S1

S2 S1

S2

S1= yellow + blue

S2= red + blue

S1 S2= yellow+blue+red

95

Theorems
USF, Math & Stat

Theorem 1.2.5

For two events S1 and S2,

Pr(S1 S2)= Pr(S1) + Pr(S2) - Pr(S1 S2 )

Proof :

S1

S2 S1

S2

S1= yellow + blue

S2= red + blue

S1 S2= yellow+blue+red

S1 S2 =blue

96

Theorems
USF, Math & Stat

Theorem 1.2.5

For two events S1 and S2,

Pr(S1 S2)= Pr(S1) + Pr(S2) - Pr(S1 S2 )

S1

Proof :

S2 S1

S2

S1= yellow + blue

S2= red + blue

S1 S2= yellow+blue+red

S1 S2 =blue
then

Pr(S1)+Pr(S2) = Pr(S1 S2) + Pr(S1 S2 )

97

Theorems
USF, Math & Stat

Theorem 1.2.5

For two events S1 and S2,

Pr(S1 S2)= Pr(S1) + Pr(S2) - Pr(S1 S2 )

S1

Proof :

S2 S1

S2

S1= yellow + blue

S2= red + blue

S1 S2= yellow+blue+red

S1 S2 =blue
then

Pr(S1)+Pr(S2) = Pr(S1 S2) + Pr(S1 S2 )

It follows that

Pr(S1 S2)= Pr(S1) + Pr(S2) - Pr(S1 S2 )

98

Theorems
USF, Math & Stat

Theorem 1.2.6
n

Pr( Si )
i 1

For a sequence of events S1, ., Sn

n

Pr( S
i 1

Pr( S

i , j 1
i j

Sj)

Pr( S

Sj)

i , j ,k
i j k

... (1) n 1 Pr( S1 S 2 ... S n )

99

Theorems
USF, Math & Stat

Theorem 1.2.6
n

Pr( Si )
i 1

For a sequence of events S1, ., Sn

n

Pr( S
i 1

Pr( S

i , j 1
i j

Sj)

Pr( S

Sj)

i , j ,k
i j k

... (1) n 1 Pr( S1 S 2 ... S n )

If the events are disjoint, then

Pr( S i )
i 1

Pr( S
i 1

100