| Kolmogorov's Axioms of Probability
- (1) \mathsf{P(\Omega)=1}
- (2) \mathsf{P(A)\geq 0}, if \mathsf{A \in \Omega}
- (3) \mathsf{A_{1}, A_{2}, \cdots \Rightarrow P(\cup_{k=1}^{\infty} A_{k})= \sum_{k=1}^{\infty}P(A_{k})}
Example) Show that \mathsf{P(\varnothing)=0}
Let A be an event, then A=A\cup \varnothing \cup \varnothing \cdots, as A and \varnothing are disjointed!
\rightarrow P(A)=P(A \cup \varnothing \cup \varnothing \cdots) = P(A)+ P(\varnothing)+ \cdots (by Axiom 3) \therefore P(\varnothing)=0
| DeMorgan's Laws
- (\mathsf{\bigcup_{i} A_{i})^c =\bigcap_{i} A_{i}^c}, \mathsf {(\bigcap_{i} A_{i})^c=\bigcup_{i} A_{i}^c}
Proof
LHS \rightarrow RHS
\mathsf{(\bigcup_{i} A_{i})^c} occurs \rightarrow \mathsf {(\bigcup_{i} A_{i})} does NOT occur \rightarrow None of the \mathsf {A_{i}} occurs \rightarrow All \mathsf {A_{i}^c} occur
\mathsf {\therefore \bigcap_{i} A_{i}^c} occurs!
RHS \rightarrow LHS
\mathsf{\bigcap_{i} A_{i}} occurs \rightarrow All \mathsf{A_{1}^c, A_{2}^c...} occur \rightarrow None of the A's occurs \rightarrow \mathsf{\bigcup A_{i}} does NOT occur
\mathsf {\therefore (\bigcup A_{i})^c} occurs
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