Proving identities using the axioms of probability

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SUMMARY

This discussion focuses on proving identities using the axioms of probability, specifically addressing two statements: (a) If A ⊆ B, then P(B ∩ A^C) = P(B) - P(A), and (b) P(A ∪ B) = P(A) + P(B) - P(A ∩ B). The participants utilize Venn diagrams to illustrate the concepts and apply the axioms of probability, including Axiom 1 (P(x) ≥ 0), Axiom 2 (P(S) = 1), and Axiom 3 (P(∪ A_i) = Σ P(A_i)). The discussion emphasizes the importance of understanding these axioms to derive the required proofs symbolically.

PREREQUISITES
  • Understanding of basic probability concepts
  • Familiarity with Venn diagrams
  • Knowledge of probability axioms, specifically Axiom 1, Axiom 2, and Axiom 3
  • Ability to manipulate set operations and intersections
NEXT STEPS
  • Study the formal proofs of probability identities using axioms
  • Learn about conditional probability and its applications
  • Explore the concept of disjoint events in probability theory
  • Practice symbolic manipulation of probability expressions
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Students studying probability theory, educators teaching probability concepts, and anyone seeking to deepen their understanding of probability proofs and axioms.

phosgene
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Homework Statement



If A and B are events, use the axioms of probability to show:

a) If A \subset B, then P(B \cap A^{C}) = P(B) - P(A)

b) P(A \cup B) = P(A) + P(B) - P(A \cap B)

Homework Equations



Axiom 1: P(x)\geq 0

Axiom 2: P(S) = 1, where S is the state space.

Axiom 3: If A_{1},A_{2},...,A_{n},... is any set of disjoint events, then:

P(\bigcup_{i} A_{i})=\sum_{i} P(A_{i})

The Attempt at a Solution



It's easy to see why they are true using venn diagrams. In the first case, since A is a subset of B, the probability of the intersection of B and A complement is just the probability of B minus the probability of A. With the second one, you just want to add the P(A) and P(B) and then subtract the probability of the intersection so that you're not adding the probability of those events twice.

I just have no idea how to do this symbolically. This is the first time I've ever had to try and prove something in probability..
 
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phosgene said:

Homework Statement



If A and B are events, use the axioms of probability to show:

a) If A \subset B, then P(B \cap A^{C}) = P(B) - P(A)<br /> <br /> b) P(A \cup B) = P(A) + P(B) - P(A \cap B)<br /> <br /> <h2>Homework Equations</h2><br /> <br /> Axiom 1: P(x)\geq 0<br /> <br /> Axiom 2: P(S) = 1, where S is the state space.<br /> <br /> Axiom 3: If A_{1},A_{2},...,A_{n},... is any set of disjoint events, then:<br /> <br /> P(\bigcup_{i} A_{i})=\sum_{i} P(A_{i})<br /> <br /> <h2>The Attempt at a Solution</h2><br /> <br /> It's easy to see why they are true using venn diagrams. In the first case, since A is a subset of B, the probability of the intersection of B and A complement is just the probability of B minus the probability of A. With the second one, you just want to add the P(A) and P(B) and then subtract the probability of the intersection so that you're not adding the probability of those events twice.<br /> <br /> I just have no idea how to do this symbolically. This is the first time I've ever had to try and prove something in probability..
<br /> <br /> For (a): ##B = (B \cap A^c) \cup \{\text{something else disjoint}\}##. What must be that "something else"? What do the basic probability axioms then give you?
 
I use axiom three and re-arrange the result to get the statement that I was trying to prove. Thanks :)
 

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