alexandria/documents/by-course/pstat-120a/course-notes/main.typ
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#import "./dvd.typ": *
#import "@preview/ctheorems:1.1.3": *
#show: dvdtyp.with(
title: "PSTAT120A Course Notes",
author: "Youwen Wu",
date: "Winter 2024",
subtitle: "Taught by Brian Wainwright",
)
#outline()
= Lecture 1
== Preliminaries
#definition[
Statistics is the science dealing with the collection, summarization,
analysis, and interpretation of data.
]
== Set theory for dummies
A terse introduction to elementary naive set theory and the basic operations
upon them.
#remark[
Keep in mind that without $cal(Z F C)$ or another model of set theory that
resolves fundamental issues, our set theory is subject to paradoxes like
Russell's.
]
#definition[
A Set is a collection of elements.
]
#example[Examples of sets][
+ Trivial set: ${1}$
+ Empty set: $emptyset$
+ $A = {a,b,c}$
]
We can construct sets using set-builder notation (also sometimes called set
comprehension).
$ {"expression with" x | "conditions on" x} $
#example("Set builder notation")[
+ The set of all even integers: ${2n | n in ZZ}$
+ The set of all perfect squares in $RR$: ${x^2 | x in NN}$
]
We also have notation for working with sets:
With arbitrary sets $A$, $B$:
+ $a in A$ ($a$ is a member of the set $A$)
+ $a in.not A$ ($a$ 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 $A$)
+ $A union B$ (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 $B$)
+ $A times B$ (Cartesian product. Ordered pairs of $(a,b)$ $forall a in A$, $forall b in B$)
We can also write a few of these operations precisely as set comprehensions.
+ $A subset B => A = {a | a in B, forall a in A}$
+ $A union B = {x | x in A or x in B}$ (here $or$ is the logical OR)
+ $A sect B = {x | x in A and x in B}$ (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_.
#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.
#example[The real plane][
The real plane $RR^2$ can be defined as a Cartesian product of $RR$ with
itself.
$ RR^2 = RR times RR $
]
Check your intuition that this makes sense. Why do you think $RR^n$ was chosen
as the notation for $n$ dimensional spaces in $RR$?
#remark[Disjoint sets][
If $A sect B$ = $emptyset$, then we say that $A$ and $B$ are *disjoint*.
]
#fact[Properties of set operations][
For any sets $A$ and $B$, we have DeMorgan's Laws:
+ $(A union B)' = A' sect B'$
+ $(A sect B)' = A' union B'$
]
#remark[Generalized DeMorgan's][
+ $(union_i A_i)' = sect_i A_i'$
+ $(sect_i A_i)' = union_i A_i'$
]
== Sizes of infinity
#definition[
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.
Infinite sets can be either _countably infinite_ or _uncountably infinite_.
When a set is countably infinite, its cardinality is $aleph_0$ (here $aleph$ is
the Hebrew letter aleph and read "aleph null").
When a set is uncountably infinite, its cardinality is greater than $aleph_0$.
#example("Countable sets")[
+ The natural numbers $NN$.
+ The rationals $QQ$.
+ The natural numbers $ZZ$.
]
#example("Uncountable sets")[
+ The real numbers $RR$.
+ The real numbers in the interval $[0,1]$.
]
#fact[
If a set is countably infinite, then it has a bijection with $ZZ$. This means
every set with cardinality $aleph_0$ has a bijection to $ZZ$.
]