Probability Axioms: Deriving Version 2 from Version 1

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SUMMARY

The discussion focuses on the derivation of axiom 4 from version 1 of probability axioms, specifically how to express P(AuB) using intersections and unions. Version 1 includes three axioms: P(S)=1, P(A)>=0, and if AnB=I, then P(AuB)=P(A)+P(B). Version 2 introduces an additional axiom, P(I)=0, and modifies the union expression to include intersections. The user successfully demonstrates that P(AnB) can be manipulated using Boolean algebra to derive the necessary expression for axiom 4, ultimately confirming the equivalence of the two versions.

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  • Understanding of basic probability concepts, including events and their probabilities.
  • Familiarity with set operations, specifically union (u) and intersection (n).
  • Knowledge of Boolean algebra and its application in probability.
  • Ability to manipulate mathematical expressions involving probabilities and set theory.
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  • Study the implications of P(I)=0 in probability theory.
  • Learn about Boolean algebra applications in probability derivations.
  • Explore advanced probability concepts, such as conditional probability and independence.
  • Review the differences between various probability axioms and their applications in statistical analysis.
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Students of probability theory, mathematicians, and educators seeking to deepen their understanding of probability axioms and their interrelations.

eddo
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In my probability class we were given two versions of probability axioms which are equivalent. Let S be the sure event, A and B any arbitrary events, I the impossible event. I will use u to denote union, and n to denote intersection:

Version 1
1. P(S)=1
2. P(A)>=0
3. If AnB=I, than P(AuB)=P(A)+P(B)

Version 2
1. P(S)=1
2. P(A)>=0
3. P(I)=0
4. P(AuB)=P(A)+P(B)-P(AnB)

It is easy to go from version 2 to version 1, and I can see how to show that P(I)=0 using version 1. The problem I'm having is how to derive axiom 4 of version 2 from version 1. I know I will have to consider two events made up of unions and intersections of A and B, to which I can apply axiom 3 of version 1, but I can't quite figure out how to do it. Thanks for any help.
 
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After some trial and error I got this: partition A u B into A n ~B, A n B, and B n ~A. If you work that out you can get the right expression; one of the terms you'll get is P(A n B), and there is a way to go from P(A n B) to -P(A n B) and the other terms will fall into place.
 
I tried this but wasn't able to work it out. How do you go from P(AnB) to -P(AnB)? Once I get to the second step I'm not sure how to write the two terms other than P(AnB) in any other way, since they involve intersections, and the axioms version 1 don't say anything about intersections. You can rewrite the other two terms (before you make them into 2 separate terms) as (An~B)u(Bn~A)=(AuB)n(~Bu~A), but once again this involves intersections, not unions which doesn't help much.
 
Nevermind I got it. You just have to turn P(AnB) into 2P(AnB)-P(AnB), then group one of each of the positive terms with your other two terms. Axiom 3 of version 1 can than be used in reverse to turn each of these into a single probability, where the events in question simplify, using boolean algebra, to A and B. Thanks for the help Bicycle Tree.
 

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