Scribd Logo
Hochladen

Willkommen bei Scribd!

  • 2

    Hochgeladen von

    Pepito Cortizona
    1 Ansichten21 Seiten

    Copyright

    © © All Rights Reserved

    Verfügbare Formate

    PDF, TXT oder online auf Scribd lesen

    Stufen Sie dieses Dokument als nützlich ein?

    Sind diese Inhalte unangemessen?

    Dieses Dokument melden

    Copyright:

    © All Rights Reserved
    Als PDF, TXT herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    1 Ansichten21 Seiten

    2

    Hochgeladen von

    Pepito Cortizona

    Copyright:

    © All Rights Reserved
    Als PDF, TXT herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    von 21
    1.2. DISCRETE PROBABILITY DISTRIBUTIONS 23 Suppose next that Aand Bare disjoint subsets of . Then every element w of AUB lies either in Aand not in Bor in Band not in A. Tt follows that PUB) =Soeasnm(e) = Dacam(e) + Dea) = P(A) + P(B), and Property 4 is proved Finally, to prove Property 5, consider the disjoint union a=AUA Since P(O) = 1, the property of disjoint additivity (Property 4) implies that 1=PU) +P), whence P(A) = 1 P(A). o It is important to realize that Property 4 in Theorem 11 can be extended to iiore than two sets. The general finite additivity property is given by the following ‘theorem, ‘Theorem 1.2 If At, «+. An are pairwise disjoint subsets of @ (.e., wo two of the A's have an element in common), then PUUsU Ay) SOP) x Proof, Let w be any element in the union ALU Udy ‘Then mG) occurs exactly once on each side of the equality in the statement of the theorem. a ‘Wo shall often use the following consequence of the above theorem. ‘Theorem 1.3 Let Ary .-; 4p be pairwise disjoint events with @ and let B be any event. ‘Then He) So rwOAD- Proof. The sets EA Ay, ..., 2A Ap are pairwise disjoint, and their union is the set B The result: now follows from Theorem 1.2 a mu CHAPTER 1, DISCRETE PROBABILITY DISTRIBUTIONS Corollary 1.1 For any two events A and B, A) = PAN B) + PCAN). 0 Property 4 can be generalized in another way. Suppose that Aand Bare subsets of which axe not necessarily disjoint. Then ‘Theorem 1.4 If A and B are subsets of O, then PAU H) = PA) + PW) PLAN). (a) Proof. The left side of Equation 1.1 is the sum ofm(a) for win either Aor B. We inst show that the right side of Equation 1.1 also adds m(w) forw in Aor #. Ife is in exactly one of the two sets, then it is counted in only one of the three terms con the right side of Equation 1.1. Tf it isin both A and B, it is added tice from the calculations of P(A) and PCB) and subtracted once for P(A MB). Thus itis, counted exactly once by’the right side. Of course, if AP.B=8, then Equation LL reduces to Property 4, (Equation 1.1 can also be generalized; see Theorem 3.8.) ‘Tree Diagrams Example 1.10 Let ws illustrate the properties of probabilities of events in terms of three toss of « coin. When we have an experiment. which takes place in stages such as this, we often find it convenient to represent the outcomes by a tre diagram as showen in Figure 1.8 A path through the tree corresponds to a possible outcome of the experiment For the case of three tosses of a coin, we have eight paths i, as ..., us and, assuming each outcome to be equally likely, we assign equal weight, 1/8, to each path. Let # be the event “at least one head turns up.” Then # is the event no heads turn up.” This event oceurs for oly one outcome, namely, ats = TTT. Thus, = {I'L} and we have PE) = egret) = By Property 5 of Theorem 1.1 Note that we shall often find itis easier to compute the probability that an event does not happen rather than the probability that it does, We then use Property 5 to obtain the desired probability 1.2. DISCRETE PROBABILITY DISTRIBUTIONS 25 Frsttoss Seoondtoss -—-‘Thirdoss. Outcome (star) Figure 1.8: ‘Tree diagram for three tosses of a coin Let A he the event “the first outcome is a head,” and B the event “the second outcome is tail.” By looking at the paths in Figure 1.8, we see that Pay =Pw)=4 Moreover, AMB= {u's wth and so P(ANB) = 1/4, Using Theorem 1.4, we obtain PAUB) = PEA) + PH) PAN) 1,1 1 3 1 BYS Since AU Bis the é-clement set, AUB = {UHHHBT,ATHATETTHTTT} we see that we obtain the same resulé by direct enumeration ° In our coin tossing examples and in the die rolling example, we have assigned ‘an equal probability to each possible outcome of the experiment. Corresponding, to this method of assigning probabilities, we have the following definitions. Uniform Distribution Definition 1.3 The aniform distribution on a sample space Q containing n ele- ments is the function m defined by (es) for every w EQ. a 26 CHAPTER 1, DISCRETE PROBABILITY DISTRIBUTIONS 1c is important to realize that when an experiment is analyzed to describe its porsile outeomes, there no single correct choice of sample space For the ex periment of tasing a coin twice in Example 12, we seeted the element set (0 ={HH,HT,TH,TT} 4s a sample space and assigned the uniform distribution fune- thon. Theoe choles ae certainly invatively natural. On the other hed, for some purposes it may be more useful to consider the 3-element sample space = {0,1,2} in whieh 0 isthe outcons "no heads turn up. {is the outcome “exactly one head turns ups” and 2 isthe outcome “to heads tur up.” The distribution function m on? defined by the equations m= 4, m= Ss mie i the one conesponding to the wif probability density on the orginal sample space Q. Notice that it is perfectly possible to choose a different distribution func tion, For example, we may consider the uniform distribution function on @, which is the function q defined by 1 10)

    Das könnte Ihnen auch gefallen