Prove Theorem: Probability of A Subset B is Less than B

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SUMMARY

The theorem states that if event A is a subset of event B (A ⊆ B), then the probability of A is less than or equal to the probability of B (P(A) ≤ P(B)), and the probability of the difference between B and A is equal to the probability of B minus the probability of A (P(B - A) = P(B) - P(A)). The proof utilizes the axioms of probability, specifically that P(A) ≥ 0, P(S) = 1 for certain events, and the additive property of mutually exclusive events. The discussion emphasizes the need to clarify the axioms used and suggests that the second part of the theorem can be approached by expressing B as the union of (B - A) and A.

PREREQUISITES
  • Understanding of basic probability concepts, including events and probability functions.
  • Familiarity with set operations, particularly union and difference.
  • Knowledge of the axioms of probability, specifically non-negativity, certainty, and additivity.
  • Ability to manipulate mathematical expressions involving probabilities and sets.
NEXT STEPS
  • Study the axioms of probability in detail, focusing on their implications for event relationships.
  • Learn about set theory operations, particularly how to express set differences and unions.
  • Explore examples of proving inequalities in probability, particularly using subsets.
  • Investigate the concept of mutually exclusive events and their role in probability calculations.
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Guest2
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How do I prove the following theorem?

If $A \subset B$ then $P(A) \le P(B)$ and $P(B-A) = P(B)-P(A)$

$A$ and $B$ are events and $P$ is the probability function.

What I tried (but not sure if it's right or not):

$P(B) = P((B\setminus A) \cup (B \cap A)) = P(B\setminus A)+P(B \cap A) \ge 0+P(B \cap A) \ge P(A) $

Therefore $P(B) - P(A) \ge 0$. Hence $P(B) \ge P(A)$.
 
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Guest said:
How do I prove the following theorem?

If $A \subset B$ then $P(A) \le P(B)$ and $P(B-A) = P(B)-P(A)$

$A$ and $B$ are events and $P$ is the probability function.

What I tried (but not sure if it's right or not):

$P(B) = P((B\setminus A) \cup (B \cap A)) = P(B\setminus A)+P(B \cap A) \ge 0+P(B \cap A) \ge P(A) $

Therefore $P(B) - P(A) \ge 0$. Hence $P(B) \ge P(A)$.

Hi Guest! ;)

It looks right to me.
You may want to list the axioms you're using though.
There is some context missing, which is different in every textbook on the subject.
 
I like Serena said:
Hi Guest! ;)

It looks right to me.
You may want to list the axioms you're using though.
There is some context missing, which is different in every textbook on the subject.
Hi, I like Serena. :D Thanks for the reply.

I'm using the following three axioms:

Axiom 1: For every event $A$ in the class $C$,

$$P(A) \ge 0$$

Axiom 2: For the sure or certain event $S$ in the class $C$,

$$P(S) = 1$$

Axiom 3: For any number of mutually exclusive events $A_1, A_2,\cdots$, in the class C,

$$P(A_1 \cup A_2 \cup \cdots) = P(A_1)+P(A_2) +\cdots $$

How do I prove the second part of the theorem?

I know that $P(B-A) = P(B \cap A')$ but I don't know how to turn the intersection into union so that I can use axiom 3.
 
How about $B=(B-A)\cup A$?
 

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