diff --git a/documents/by-course/pstat-120a/course-notes/main.typ b/documents/by-course/pstat-120a/course-notes/main.typ index 155529c..2ce63b2 100644 --- a/documents/by-course/pstat-120a/course-notes/main.typ +++ b/documents/by-course/pstat-120a/course-notes/main.typ @@ -58,7 +58,7 @@ With arbitrary sets $A$, $B$: + $a in.not A$ ($a$ is not a member of the set $A$) + $A subset.eq B$ (Set theory: $A$ is a subset of $B$) (Stats: $A$ is a sample space in $B$) + $A subset B$ (Proper subset: $A != B$) -+ $A^c$ or $A'$ (read "complement of $A$", and gives all the elements in the universal set not in $A$) ++ $A^c$ or $A'$ (read "complement of $A$," and introduced later) + $A union B$ (Union of $A$ and $B$. Gives a set with both the elements of $A$ and $B$) + $A sect B$ (Intersection of $A$ and $B$. Gives a set consisting of the elements in *both* $A$ and $B$) + $A \\ B$ (Set difference. The set of all elements of $A$ that are not also in $B$) @@ -71,15 +71,24 @@ We can also write a few of these operations precisely as set comprehensions. + $A sect B = {x | x in A and x in B}$ (here $and$ is the logical AND) + $A \\ B = {a | a in A and a in.not B}$ + $A times B = {(a,b) | forall a in A, forall b in B}$ -+ $A' = A sect Omega$, where $Omega$ is the _universal set_. + +Take a moment and convince yourself that these definitions are equivalent to +the previous ones. #definition[ The universal set $Omega$ is the set of all objects in a given set theoretical universe. ] -Take a moment and convince yourself that these definitions are equivalent to -the previous ones. +With the above definition, we can now introduce the set complement. + +#definition[ + The set complement $A'$ is given by + $ + A' = Omega \\ A + $ + where $Omega$ is the _universal set_. +] #example[The real plane][ The real plane $RR^2$ can be defined as a Cartesian product of $RR$ with @@ -112,7 +121,8 @@ as the notation for $n$ dimensional spaces in $RR$? Let $N(A)$ be the number of elements in $A$. $N(A)$ is called the _cardinality_ of $A$. ] -Sets are either finite or infinite. Finite sets have a fixed finite cardinality. +We say a set is finite if it has finite cardinality, or infinite if it has an +infinite cardinality. Infinite sets can be either _countably infinite_ or _uncountably infinite_. @@ -198,7 +208,7 @@ This gives us the following equivalent statement: $ A = {(4,6,), (5,5),(6,4)} $ ] -Set theory terms $<-> $ probability terms: +Probabilistic concepts in the parlance of set theory: - Superset ($Omega$) $<->$ sample space - Element $<->$ outcome / sample point ($omega$) @@ -237,14 +247,19 @@ $ == Subjective approach -Personal definition of probability. +Personal definition of probability. Not "real" probability, merely co-opting +its parlance to lend credibility to subjective judgements of confidence. == Axiomatic approach -Our focus. +Our focus in PSTAT 120A. It seems rather silly to call this approach axiomatic +given we are essentially just defining a function with a few given properties +and deriving theorems from it while working atop our pre-existing (shaky, +non-rigorous) "axioms" of set theory, but this is the terminology that the +course uses. #definition[ - $P(dot)$ is a set function satisfying the 3 axioms + Let $P : X -> RR$ be a function satisfying the following axioms (properties). + $P(A) >= 0, forall A$ + $P(Omega) = 1$ @@ -252,6 +267,8 @@ Our focus. $ P(union.big_(i=1)^infinity A_i) = sum_(i=1)^infinity P(A_i) $ ] +Now let us show various results with $P$. + #proposition[ $ P(emptyset) = 0 $ ] @@ -271,8 +288,17 @@ Our focus. $ P(union.big^n_(i=1) A_i) = sum^n_(i= 1) P(A_i) $ ] +This is mostly a formal manipulation to derive the obviously true proposition from our axioms. + #proof[ - Consider $(A_1, A_2, ..., A_n, emptyset, emptyset, ...)$. + Write any finite set $(A_1, A_2, ..., A_n)$ as an infinite set $(A_1, A_2, ..., A_n, emptyset, emptyset, ...)$. Then + $ + P(union.big_(i=1)^infinity A_i) = sum^n_(i=1) P(A_i) + sum^infinity_(i=n+1) P(emptyset) = sum^n_(i=1) P(A_i) + $ + And because all of the elements after $A_n$ are $emptyset$, their union adds no additional elements to the resultant union set of all $A_i$, so + $ + P(union.big_(i=1)^infinity A_i) = P(union.big_(i=1)^n A_i) = sum_(i=1)^n P(A_i) + $ ] #proposition[Complement][ @@ -284,7 +310,8 @@ Our focus. A' union A &= Omega \ A' sect A &= emptyset \ P(A' union A) &= P(A') + P(A) &"(by axiom 3)"\ - = P(Omega) &= 1 &"(by axiom 2)" + = P(Omega) &= 1 &"(by axiom 2)" \ + therefore P(A') &= 1 - P(A) $ ] @@ -318,6 +345,10 @@ Our focus. $ ] +#remark[ + This is a stronger result of axiom 3, which generalizes for all sets $A$ and $B$ regardless of whether they're disjoint. +] + #example[ Select one card from a deck of 52 cards. @@ -381,9 +412,7 @@ $ $ ] -#example[ - Birthdays. - +#example[Birthdays][ What is the probability two people share the same birthday? $