H OMEWORK 1.

I) Show that the definition of probability implies:

1: Probability of the impossible event P {} = 0.
Note: A common technique is to partition the space, i.e. cover it completely with disjoint sets:
A family of sets A1 , A2 , A3 , A4 , etc. . . is called a partition of space S if
(1) they are mutually exclusive, Aj Ak = for any k 6= j, and
(2) their union completely covers the space, S = A1 A2 A3 . . .
Note: The notation + introduced in class can be used in this case instead of . In other words,
the statement the family of sets A1 , A2 , A3 , A4 , etc. . . is a partition of space S is equivalent to
writing simply:
S = A1 + A1 + A3 + . . .

Proof. Events S and are mutually exclusive, S = ; they also cover the entire space,
S = S. In other words, S = S + is atrivial partition of S. Thus, using the additivity
property of probability, P (S) = P (S + ) = P (S) + P () = 1. This is equivalent to
1 + P () = 1, i.e. P () = 0. 

2: If A = complement of A, i.e. A A = S and AA = ,

P (A) = 1 P (A) 1.

Proof. The sets A and A form a partition of S. Using again the additivity property P (A) +
P (A) = P (A A) = P (S) = 1 which means that P (A) = 1 P (A). 

3: For any A and B,

P (A B) = P (A) + P (B) P (A B).

Proof. It can be easily checked that the setsA and B A are a partition of A. Then A B =




A B A (orA B = A + B A ) implies P (A B) = P (A) + P B A . Similarly


set B can be partition into sets A B and B A: B = (A B) + B A meaning that


P (B) = P (A B) + P B A . Therefore


P (A B) = P (A) + P B A = P (A) + P (B) P (A B) .

4: If A B, then
P (B) = P (A) + P (B A) P (A)
1


Proof. If A B, sets A and B A are a partition of B: B = A + B A so P (B) =


P (A) + P B A . Since probabilities are positive numbers the inequality follows. 

II) Prove that definition of the event class F implies that

1: IfA F and B F then A B F .

Proof. By the definition of the event class F unions and complements of its elements be-
long to F. Since A B = A B, the event A B = A B is a combination of union and
complements, therefore t A B F. 

2: Both S and belong to F.

Proof. Let A F be an event (the class F is not empty). S = A A and = A A.They

are expressed as unions and intersections of events so they are events. 

3: Finite unions and intersections of events are events.

Note: This proof is easiest done by induction. The technique is the following. Prove that the statement
is true for 2 events. Then prove that if its true for n events, it must be true for n + 1 events. Since
it was true for n = 2 then it has to be true for n = 2 + 1 = 3, then for n = 4, and so on, for any
value of n.

Proof. Let {Ak }kN be a sequence of events. By definition A1 A2 F. Assume that

B = nk=1 Ak F. Then, n+1
S S Sn
k=1 Ak = ( k=1 Ak ) An+1 = B An+1 is a union of two events,
which was shown to be an event. So N
S +1
k=1 Ak F. Similar procedure for intersections of
events, and combinations of unions and intersections. 

III) Show that if A B = , P (A) P (B).

Note: If A B = , it follows that A B. You can check it using Venn diagrams. Or, heres a proof
of this based on logic:
because A B = , if x is an element of A, x A, it cannot be an element of B, x
/B

AB = xA&x
/B

Note that not belonging to B leaves to x only one choice, to belong to B, since S = B + B; in
other words, every element of A also belongs B, i.e.

A B.

Proof. The proof is short. Thus, A B = is equivalent to A B. From the property 4 of

probability, P (A) P (B). 

IV) Show that 2

 


1: P (A) = P (B) = P (A B) P A B A B = 0.



Proof. Since A = A B +(A B), P (A) = P A B +P (A B). But P (A) = P (A B)



P A B = 0. Similarly, P B A = 0, hence the result. 

2: P (A) = P (B) = 1 P (A B) = 1.

Proof. Since P (A) = P (B) = 1 the probabilities A and B have to be zero (S = A + A) so

P (A) = P (B) = 0. But
 


P (A B) = P A B = 1 P A B = 1 P (A) P (B) + P A B ,

that is


P (A B) = 1 + P A B .



Since A B A, P A B P A = 0, so P (A B) = 1. 

V) Prove that:

P (A B C) = P (A) + P (B) + P (C) P (A B) P (A C) P (B C) + P (A B C).

What is the corresponding decomposition for

P (A B C D) =?

Proof. Using several times the rule for the probability of the union of events yields

P (A B C) = P [(A B) C] = P (A B) + P (C) P [(A B) C] =

= P (A) + P (B) P (A B) + P (C) P [(A B) C] .

But (A B) C = (A C) (B C) so

P [(A B) C] = P [(A C) (B C)] = P (A C) + P (B C) P [(A C) (B C)]

and since (A C) (B C) = A B C

P (A B C) = P (A) + P (B) + P (C) P (A B) P (A C) P (B C) + P (A B C).

The expression should be a sum of the probabilities of all the sets, their 2-, 3- and 4-
intersections, with alternating signs.