Page 17 - DMTH404_STATISTICS
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Unit 1: Sample Space of A Random Experiment



            The union and intersection of two sets can be utilised to define union and intersection of three or  Notes
            more sets.
            So, if A , A , . . . , A  are n events, then we define
                  1  2     n
             n
             A j  = {  |   A for every j = l, ..., n }.
            j 1             j
             
            and
             n
             A j = {  |   A for at least one j = 1, ..., n }.
             
            j 1            j
                                   n
            Note that the occurrence of  A j  corresponds to the simultaneous occurrence of all the n events
                                   
                                  j 1
                              n
            and the occurrence of  A j  corresponds to that of at least one of the n events A , . . . , A . We can
                              j 1                                          1     n
                              
            similarly define the union and intersection of an infinite number of events, A , A , . . . ., A , . . . .
                                                                         1  2      n
            Another set operation with which you are familiar is a combination of complementation and
                                                        C
            intersection. Let A and B be two sets. Then the set AB  is usually called the difference of A and
            B and is denotedby A – B. It consists of all points which belong to A but not to B.
            Thus, in Example 4,

                                    B  – B  = { (6, 1), (6, 2), (6, 3), (6, 4) }
                                     1   2
            and
            B  – B  = { (5,6) }
             2  1
                          C
            In this notation, A  is the set  – A. You can see the Venn diagram for A – B in Fig. 4.
            Now, suppose A , A  and A  are three arbitmy events. What does the occurrence of A   A   A  c
                                                                                  c
                         1  2    3                                            1   2    3
            signify?
            This event occurs iff only A  out of A , A  and A  occurs, that is, iff Al occurs but neither A  nor
                                  1       1  2    3                                 2
            A  occur.
             3
            If you have followed this, you should be able to do this exercise quite easily.




               Task    If A , A  and A  are three arbitrary events, what does the occurrence of the
                          1   2     3
              following events signify?
              (a) E  = A A A
                   1   1   2   3
                           c
              (b) E =  A   A   A c
                       c
                   2   1   2    3
                                                           c
              (c) E  = (A  A  A )   (A   A   A )  (A   A   A )
                                             c
                                c
                   3   1    2   3    1   3   2     2   3   1
              (d) E   E
                   1  3




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