Lecture 1

Set Theory, Introduction to Probability, Sample

Spaces, The Addition Law
Sveinn lafsson
olafsson@pstat.ucsb.edu

Sample Space
Random Experiment: an action which produces well-defined but
unpredictable outcomes
Sample Space : the set of all possible outcomes for a random
experiment
represents an element (outcome) in that sample space
Sample spaces can be finite or infinite
Example:
When flipping a coin once, the set of all possible outcomes:
= {H, T}
When flipping a coin twice, the set of all possible outcomes:
= {{H, H}, {H, T}, {T, H}, {T, T}}

Sets and Elements

Set (S) is a collection of distinct objects
Element is a single value from a set and can be qualitative or
quantitative
Examples:
S = {H, T); two elements
S = {1, 2, 3, 4, 5, 6}; six elements
Set of sets:
S = {{H, T}, {H, H}, {T, T}}

A few important Sets

= collection of real numbers (all numbers)
= collection of rational numbers (1/2, 5/6, 64245/965)
= collection of integers
= collection of positive integers
Notation:
(a,b) is called an open interval
[a,b] is called a closed interval
[a,b) and (a,b] are called half-open or half-closed intervals
An interval is unbounded if it contains infinity ()
An interval is bounded if it does not contain infinity ()
If one of the end points is infinity, it comes with a ( or )
Ex: (-, 5] or (-, 5) depending on whether you want to include 5.

Subsets
Subset is a portion of a set, also called an event
- It is a sub-collection of the elements of some larger set
Examples:
{H} is a subset of S = {H, T)
A = {a, b, c, d, e, f, g, h, i, j, k, l, m, n, o, p, q, r, s, t, u, v, w, x, y, z}
A is a set with all letters of the English alphabet
The letter a is an element of A; denoted a A
The set V= {a, e, i, o, u} is a subset of A; denoted: V A
S = {1, 2, 3, 4, 5, 6}
{1, 2, 3} is a subset of S
{2,7} is not a subset of S

Subsets
S = {Stanford, Berkeley, USC, UCLA, Washington}
S is a set containing five schools in the Pacific-12 conference
The school Stanford is an element in the set S,
denoted by: Stanford S
The school Oregon is not an element in the set S,
denoted by: Oregon S
The set B = {Stanford, UCLA} is a subset of S,
denoted by: B S
The set which contains nothing is called the empty set
It is denoted by

Events
Event (A): a subset of the sample space
Example: Roll a dice once
A = {a result less than 4} = {1, 2, 3} is an event
Example: Flip a fair coin twice
A = {at least one tail} = {{H,T}, {T,H}, {T,T}}
Complement of an event (Ac): a set that includes ALL elements of the
sample space that are not in A
Example: Roll a dice once, A = {1, 2, 3}, then Ac = {4, 5, 6}
Example: Flip a fair coin twice, A ={{H,T}, {T,T}}, then Ac =
{{H,H}, {T,H}}

Set Operations
Given two sets A and B we can form their union, denoted by:

AB = {x: x A or x B}
This is the collection of elements in A or B
The union of A and B contains all elements of the sample space
that are in A or B
In particular, AB contains elements that are in both A and B

Venn Diagrams

AB

ABC

Set Operations
Given two sets A and B we can form their intersection, denoted by:

AB = {x: x A and x B}
The intersection of A and B contains all elements of the sample
space that are in A and B.
The element has to be in BOTH sets A and B

ABC
A

AB

Set Operations
Given a set A we can find its complement, denoted by:

Ac = {x: x A}
The complement of A is the collection of elements which are not in A

Set Operations
Given a set A we can find its power set, denoted by:

I(A) = {B: B A)
This is the collection of all possible subsets of A.
It is a set whose elements are again sets, i.e. a set of sets.
For a set containing n elements the corresponding power set will
contain 2n elements.

Example
= {1,2,3,4}

A = {1,2,3}

Find the following:

AB
BC
AC
BC
Bc
I()

B = {1,3}

C = {2,4}

Probability Axioms
A probability is a real number between 0 and 1 which represent the
likelihood an event will occur when a random experiment is conducted
- closer to 1 the more likely the event will happen
- closer to 0 the more unlikely an event is to occur
A probability measure P, e.g. P(Heads), is a function which takes an
event as an argument and returns the probability of that event
1. 0 P(A) 1, P () = 1 and P() = 0
2. For events A and B such that AB = we have P(AB) = P(A)+P(B)
3. For events A and B such that A B we have P(A) P(B)

Law of Addition
The second property is known as the law of addition and can be
generalized in the following way:
For events A1, A2, , An such that Ai Aj = for distinct i and j (ij),
we have P(A1 A2 An) = P(A1) + P(A2) + + P(An)
in words: if we have a set of events such that none of them have any
elements in common, the probability of the union is just the sum of the
individuals probabilities.
The addition law does NOT HOLD if the events have any elements in
common, but there exists an extension for that case

When all outcomes are equally likely

It is a common situation to have a random experiment with finitely many
outcomes that are all equally likely to occur
Ex: Dice and card games
The probability of any event is then equal to the number of outcomes
corresponding to the event, divided by the number of outcomes in the sample
space.

N(A)
In other words, for any event A we have: P(A) =
N()
where N(A) equals the number of outcomes in the event A and N() equals
the number of outcomes in the sample space.
Example: The probability of drawing an ace from a deck of cards is 4/52

Mutually Exclusive
Two events A and B are said to be
mutually exclusive, or disjoint, if
their intersection is empty: A B =
Two events A and B are said to be
collectively exhaustive if they are
mutually exclusive but their union is the
entire sample space, i.e. the events
partition the space so that every outcome
belongs to one and only one of the events.

B
A

In other words: A, B are such that A B = but A B =

In other words: Exactly one of the events will occur.

DeMorgans Law
(AUB)c = Ac Bc

(AB)c = Ac U Bc

More Laws
Let A, B, C be subsets of
Distributive Laws:
A (B C ) = (A B) (A C)
A (B C) = (A B) (A C)
Associative Laws:
AB=BA
AB=BA
Commutative Laws:
A (B C) = (A B) C
A (B C) = (A B) C

Disjoint Sets and Pairwise Disjoint

Two sets A and B are said to be disjoint if: A B =
This states that their intersection is the empty set, or that they have no
elements in common.

Sets A1, A2, , An are said to be pairwise disjoint if:

Ai Aj = whenever i j
This in particular implies that every pair is disjoint.

Law of Addition
a.k.a. the Inclusion Exclusion Principle
P(AB) = P(A) + P(B) P(AB)
When the two events overlap, the intersection is counted
twice so we need to subtract the interaction P(AB)

Law of Addition
a.k.a. the Inclusion Exclusion Principle
The Law of Addition:
P(AB) = P(A) + P(B) P(AB)
What if B = Ac ?
P(AAc) = P(A) + P(Ac) P(A Ac)
1 = P(A) + P(Ac) 0

P(Ac) = 1 P(A)

Law of Addition (for three sets)

P(A B C) = P(A) + P(B) + P(C)
P(AB) P(AC) P(BC)
+ P(ABC)
Add all the odd-way intersections
Subtract all the even-way intersections

There exist an extension for more than three sets:

P(A1 A2 An) = too messy

Example 1
Suppose we have a standard 52 card deck and draw a card:
a) What is the probability of drawing a face card?
b) What is the probability of drawing an ace?
c) What is the probability of a face card or an ace?
d) What is the probability of not drawing a face card or an ace?
d) What is the probability of drawing a heart?
e) What is the probability of drawing the ace of hearts?
f) What is the probability of drawing an ace and then subsequently
another ace?

Example 2
Suppose we are in Las Vegas for an academic conference and are
feeling lucky. We go to Caesars Palace and try our hand at the
casino game of craps. In this game we roll two fair six-sided dice
and take the sum of the up faces to be the outcome of the game:
a)
b)
c)
d)
e)
f)

What is the probability of rolling a two?

What is the probability of rolling a seven?
What is the probability of rolling an even number?
What is the probability of rolling an even number or a two?
What is the probability of rolling anything greater than or equal
to 10?
What is the probability or rolling anything less than 10?

Example 2 (cont.)
Possible ways to toss two fair dice:

Example 3
A total of 28 percent of American males smoke cigarettes, 7 percent
smoke cigars, and 5 percent smoke both cigarettes and cigars.
a) What percentage of males smoke neither cigars nor cigarettes?
b) What percentage smoke cigars but not cigarettes?
c) What percentage smoke cigarettes but not cigars?

Example 4
Suppose you are throwing a beach party and know that 100 guests will attend.
- 65 will enjoy eating food.
- 50 will enjoy hula dancing.
- 60 will enjoy playing volleyball.
- 10 will enjoy eating food and hula dancing but not playing volleyball.
- 20 will enjoy eating food and playing volleyball but not hula dancing.
- 20 will enjoy hula dancing and playing volleyball but not eating food.
- 15 will enjoy eating food and hula dancing and playing volleyball.
Draw a Venn diagram depicting the situation.
How many people will enjoy at least one of the three activities?
How many people will enjoy exactly two of the three activities?

Example 5
Suppose little Johnny goes to the local video arcade where his three
favorite video games are PacMan, Tetris, and Snake.
Based on his past experience Johnny knows he can win PacMan
60% of the time, Tetris 50% of the time, and Snake 65% of the time.
He further knows he will win both PacMan and Snake with
probability 0.4, win both PacMan and Tetris with probability 0.2,
and win both Tetris and Snake with probability 0.3, and will win all
three games with probability 0.1.
He decides to play each games once.

Example 5 (cont.)
a) Probability he wins at least one game?
b) Probability he wins exactly one game?
c) Probability he wins no games?
d) Probability he wins exactly two games?
e) Probability he wins PacMan or Tetris?
f)

Probability he wins Tetris or Snake?

g) Probability he wins at least two games?

Example 6
An elementary school is offering 3 language classes: one in Spanish,
one in French, and one in German. These classes are open to any of
the 100 students in the school.
There are 28 students in the Spanish class, 26 in the French class,
and 16 in the German class.
There are 12 students that are in both Spanish and French, 4 that
are in both Spanish and German, and 6 that are in both French and
German.
In addition, there are 2 students in all 3 classes.
a) If a student is chosen randomly, what is the
probability that he or she is not in any of these
classes?
b) If a student is chosen randomly, what is the
probability that he or she is taking exactly one
language class?

Example 7
Which NCAA college basketball conference has the highest
probability of having a team play in college basketballs national
championship game?
Over the last 20 years, the Atlantic Coast Conference (ACC) ranks
first by having a team in the championship game 10 times. The
Southeastern Conference (SEC) ranks second by having a team in
the championship game 8 times. However, these two conferences
have both had teams in the championship game only one time,
when Arkansas (SEC) beat Duke (ACC) 76-70 in 1994 (NCAA
website, April 2009).
Use these data to estimate the following probabilities.

Example 7 (cont.)
a) What is the probability at least one team from these two
conferences will be in the championship game? That is, what is the
probability a team from the ACC or SEC will play in the
championship game?
b) What is the probability that the championship game will not have
a team from one of these two conferences?
c) What is the probability the championship game includes a team
from the ACC but not the SEC?
d) What is the probability the championship game includes a team
from the SEC but not the ACC?

Example 8
Two symmetric dice have both had two of their sides painted red,
two painted black, one painted yellow, and the other painted white.
When this pair of dice is rolled, what is the probability both land on
the same color?

Example 9
Box contains 3 marbles, 1 red, 1 green, and 1 blue. Consider an
experiment that consists of taking 1 marble from the box, returning
it to the box and drawing a second marble from the box.
A) Describe the sample space.
B) Repeat when the second marble is drawn without first replacing
the first marble.

Example 10
A 3-person basketball team consists of a guard, a forward,
and a center.
a) If a person is chosen at random from three different basketball
teams, what is the probability of selecting a complete team?
b) What is the probability that all 3 players selected play the same
position?