Sec. 27 Basic Properties and Rules of Probability a G) 05 PASI @-14y @ Psy=t (2-18) where $ is the certain event (also called the universal set or the entire sample space) (3) event A and event & are mutually exclusive (disjoint), then PUA + B) = P(A) + PB) 2-16) where (A + 8) means A or B. also written as (A U B) where U denotes union. Axiom (3) can be extended to an infinite number of mutually exclusive events Ai, Az, .o « This property is called infinite additivity. We have: PlAy + Az + As +.) = P(AL) + P(A) + PLAS) + 17) if the events Ay, Az, As, ... are mutually exclusive 2.7 BASIC PROPERTIES AND RULES OF PROBABILITY We have already discussed disjoint events and independent events. Two events are complementary if, whenever one does not occur, the other does. The com- plement of event A is denoted by A. The Venn diagram shown in Figure 2.1 illustrates complementation, From the figure, itis plain that A+A=S Qn18) aa = 6 2-19) 2.7.1 Probability of the Null Event Pi) = PS) =0 (2-20) CREA \ Figure 2.1. Complement of an event22 Probability and Random Variables Chap. 2 ‘To prove equation (2-20), recall that S and F are disjoint since SS Therefore, MS +3) = MS) + PG) = 1 + PB) but the requirement that (1+ P(3)} be = 1 leads to the conchasion that P(S) = 0. 2.7.2 Probability of the Union of an Event and Its Complement PA + A) = PIS) = 1 @-21) Alternatively, P(A) = 1 = PCA) (2-22) 2.7.3 Conditional (or Dependent) Probability ‘The notation P(A | B) denotes the conditional probability of event A occurring, given the knowledge that event B has occurred. Let us consider 1 trials of an experiment, In n trials, event B occurs (nP(B)] times and event AB occurs [n PLAB)} times. The notation AB means “event A and event BY; that is, AB = ANB = Aand B We can easily see that nP(AB) = P(A | B) nP(B) PAB) A 2) .-23) P(A | B) = pepy @ By a similar argument, we can show that PAB) ae) (2-24) PIB| A) = Say (2-24) Note also that number of ways A and B can occur PAB) = (4B) number of ways B can occur 2.7.4 Intersection of Two Events “The intersection of two events is their simultaneous occurrence (see Figure 2.2). We have PCAB) = P(A)P(B| A) (2-26a) = P(B)P(A | B) (2-26b)Sec. 2.7 Basic Properties and Rules of Probability 23 s G B4 42 Figure 22 Inversecion of two events If the events are disjoint, then ABA 5 27 and PIAB) = P@) = 0 2-28) If P(A) # 0 and P(B) = 0, then we must have PCB | A) = Oand P(A B) = 0 If the events are independent, then P(A |B) = PA) P(B\A) = PCB) and P(AB) = P(A)P(B) (2-29) For the case of three events Ay, Az, and A3, let A = A, and B = AzAy Then PAB) = P(A)P(B | A) PCADP(AAS | Ai) PlAsAaAs) P(ALA2) PA) PAA) (2-30) PUA) P(A, PArAs) PlAdaAs) Paras) PIAy) PlA\A2) = PAD P(AR | Ay)PIAs | AAs) 2-31) Extending this reasoning to n events. we obtain PUAWAd .o. An) = PADP(A3 | AVP(A3 | AvA2) «2s Play | Ana «Ag t) 2-32)