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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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