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Unit 14: Probability




                                                                                                Notes
                 Example: A glass jar contains 6 red, 5 green, 8 blue and 3 yellow marbles. If a single
          marble is selected at random from the jar, what is the probability of selecting a red marble? a
          green marble? a blue marble? a yellow marble?
          The possible conclusions of this experiment are red, green, blue and yellow.
          Probabilities:

                 # of ways to choose red  6  3
          P(red) =                      
                    total # of marbles  22  11
                   # of ways to choose green  5
          P(green) =                    
                       total # of marbles  22

                  # of ways to choose blue  8  4
          P(blue) =                      
                     total # of marbles  22  11
                    # of ways to choose yellow  3
          P(yellow) =                     
                        total # of marbles  22
          The conclusions in this experiment are not equally expected to happen. You are more probable
          to select a blue marble than any other color. You are least likely to select a yellow marble.
          14.4.1 Axiomatic Approach to Probability


          The issue of what probability actually is does not have a completely acceptable answer. In some
          conditions it may be supportive to consider probability  as displaying  long-run amount or
          degree of belief. However these are not exact mathematical definitions. The current approach is
          to consider probability as a mathematical construction pleasing definite axioms.
          Definition (Kolmogorov’s Axioms for Probability): Probability is a function P which allocates to
          every event A a real number P(A) such that:
          1.   For every event A we have P(A)  0
          2.   P(S) = 1
          3.   If A1, A2, . . . , An are events and Ai  Aj =  for all i =6 j then
                                   n
                                       
               P  1A   A 2    An     P A i
                                   i 1
               If A1, A2, . . . are events and Ai  Aj = “ for all i =6 j then
                               
                                  
               P  1A   A 2      P A i
                              i 1
               The events fulfilling 3 are pair wise disjoint or mutually exclusive.





             Notes  Notice that Axiom 3 has an edition for finitely numerous events and an edition for
             a countable infinite number of events. If S is finite then we want only worry regarding the
             first one of these. If S is infinite (mainly if it is not countable) then a number of intricacies
             creep in which we will mostly ignore in this course.






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