Sample Spaces and Events

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Sample Spaces and Events

Basic Concepts in Probability:

Experiment: any action or process whose outcome is subject to uncertainty e.g. tossing a coin 3 times, testing the pH value of some reagent, counting the number of customers visiting a store in one day, etc.

Sample Space: the set of all possible outcomes of an experiment, usually denoted by S e.g. for the above 3 examples, the sample spaces are { TTT, TTH,

THH, THT, HHH, HHT, HTH, HTT } , [0,14] and { 0, 1, 2, . . . , N,

. . .

} , respectively.

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 1 / 10

Sample Spaces and Events

Basic Concepts in Probability:

Event: any colletcion (subset) of outcomes contained in the sample space S .

An event is simle if it consists of exactly one outcome and compound if it consists of more than one outcome.

e.g. for the coin tossing example: { all the outcomes such that the first result is Head } , i.e.

{ HHT, HTH, HTT, HHH } , is an event and this is a compoud event;

{ all the outcomes which have 3 consecutive Head } , i.e.

{ HHH } , is also an event, while this is a single event.

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 2 / 10

Sample Spaces and Events

Examples:

For the pH value testing example:

{ pH value is less than 7.0

} , i.e. [0, 7.0), is an event, and it is compound;

{ pH value is between 2.0 and 3.0

} , i.e. [2.0, 3.0], is another event, and it is also compound.

For the customers’ visiting investigation example:

{ the number of cumstomers visited in one day is less than 100 } , i.e.

{ 1, 2,

3, . . . , 98, 99 } , is an event, and it is compound;

{ the number of cumstomers visited in one day is more than 200 } , i.e.

{ 201, 202, . . .

} is also an event and it is compound.

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 3 / 10

Sample Spaces and Events

Another Coin Tossing Example:

This time our experiment is tossing a coin many times until we get our first Head.

Then the sample space would be { 1, 2, 3, 4, 5, . . .

} and the corresponding outcomes are { H, TH, TTH, TTTH, TTTTH, · · · } .

Here are some events:

{ we tossed at most 3 times } , i.e.

{ 1, 2, 3 } or { H, TH, TTH } .

{ we totally tossed an even number of times } , i.e.

{ 2, 4, 6, . . .

} or { TH,

TTTH, TTTTTH, · · · } .

Both events are compound.

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 4 / 10

Sample Spaces and Events

Basic Set Theory

Complement: the complement of an event A denoted by A’ is the set of all outcomes in S that are not contained in A.

e.g. for our first coin tossing example, if

A = { the first outcome is Head } = { HHH, HHT, HTH, HTT } , then

A’ = { the first outcome is not Head, i.e. Tail } = { TTT, TTH, THT,

THH } for the pH value testing example, if

A = { the pH value of the reagent is below 7.0

} , then

A’ = { the the pH value of the reagent is above 7.0

}

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 5 / 10

Sample Spaces and Events

Basic Set Theory

Union: the union of two events A and B, is the event consisting of all outcomes that are eigther in A or in B or in both events — that is, all outcomes in at least one of the events, denoted by A ∪ B e.g. for the coin tossing example, if

A = { the first outcome is Head } = { HHH, HHT, HTH, HTT } , and

B = { the last outcome is Head } = { HHH, TTH, HTH, THH } , then

A ∪ B = { the first or the last outcomem is Head }

= { HHH , HHT , HTH , HTT , TTH , THH }

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 6 / 10

Sample Spaces and Events

Basic Set Theory

Intersection: the intersection of two events A and B, is the event consisting of all outcomes that are both in A and in B , denoted by

A ∩ B e.g. for the coin tossing example, if

A = { the first outcome is Head } = { HHH, HHT, HTH, HTT } , and

B = { the last outcome is Head } = { HHH, TTH, HTH, THH } , then

A ∩ B = { the first and the last outcomem is Head }

= { HHH , HTH }

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 7 / 10

Sample Spaces and Events

Basic Set Theory

Null Event: the event consistion of no outcomes, denoted by ∅ e.g. the event { the first outcome is neither Head nor Tail } for the coin tossing experiment is a null event .

Mutually Exclusive: if two events A and B satisfy A ∩ B = ∅ , then A and B are said to be mutually exclusive or mutually disjoint .

e.g. for the coin tossing example, if

A = { the first outcome is Head } = { HHH, HHT, HTH, HTT } , and

B = { the first outcome is Tail } = { THH, TTH, TTT, THT } , then

A ∩ B = { the first outcomem is Head and Tail }

= ∅

So A and B are mutually disjoint .

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 8 / 10

Sample Spaces and Events

Remark:

1. The union and intersection operation can be extended to more than two events.

e.g. for any three events A, B and C, the event A ∪ B ∪ C is the set of all outcomes contained in at least one of the three events;

Similarly, A ∩ B ∩ C is the set of all outcomes contained in all three events.

2. Given n events A

1

, A

2

, . . . , A n

. They are said to be mutually disjoint or pairwise disjoint , if any two events are mutually disjoint .

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 9 / 10

Sample Spaces and Events

Venn Diagrams: e.g.

A ∪ B A ∩ B

A complement mutually disjoint

Liang Zhang (UofU)

Applied Statistics I

June 10, 2008 10 / 10

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