Proving P(B)>=P(A) using Kolmogrov's axioms

  • Thread starter amai
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In summary: This satisfies the requirement of axiom 1.In summary, using the three axioms for probability, we can establish that P(B) is greater than or equal to P(A) when A is a subset of B. This is shown by the equation P(B) = P(A) + P(B \setminus A) and satisfies the requirement of axiom 1.
  • #1
amai
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Homework Statement


Suppose A is a subset of B. Using the three axioms to establish P(B)≥P(A)


Homework Equations


Axioms...
1. For any event A, P(A)[itex]\geq[/itex]0
2.P(S)=1
3.If events A1,A2... are mutually exclusive, then P([itex]\cup[/itex]Ai)=[itex]\sum[/itex]P(Ai)


The Attempt at a Solution



From the venn diagram I drew, i have...

B=A+[itex]\overline{A}[/itex]B
P(B)=P(A[itex]\cup[/itex][itex]\overline{A}[/itex]B)
P(B)=P(A)+P([itex]\overline{A}[/itex]B)

According to axiom 1, P([itex]\overline{A}[/itex]B)≥0 ... but dosen't that mean i just proved P(B)≤P(A)?
 
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  • #2
Does your notation [itex]\overline{A}[/itex]B mean the relative complement of ##A## in ##B##, in other words ##B \setminus A = B \cap A^c##?
If so, then I agree with your proof.
 
  • #3
Yes, that is what i meant. Maybe the solution is wrong then... i guess i'll have to ask my professor.
 
  • #4
amai said:
Yes, that is what i meant. Maybe the solution is wrong then... i guess i'll have to ask my professor.
Sorry, I misread your question:
but dosen't that mean i just proved P(B)≤P(A)?
No, you proved ##P(B) \geq P(A)##, just like the question asked. Your obtained this result:
$$P(B) = P(A) + P(B \setminus A)$$
which means that ##P(B) \geq P(A)##, since you have to add the nonnegative number ##P(B \setminus A)## to ##P(A)## in order to obtain ##P(B)##.
 

What is Kolmogorov's axioms?

Kolmogorov's axioms are a set of three basic rules that define the mathematical foundations of probability theory. These axioms provide a framework for understanding the behavior of random events and their associated probabilities.

How is P(B)>=P(A) proven using Kolmogorov's axioms?

The inequality P(B)>=P(A) can be proven using the third axiom, which states that the probability of the union of two or more mutually exclusive events is equal to the sum of their individual probabilities. By setting A and B as two mutually exclusive events and using this axiom, we can show that P(B)>=P(A).

What are the three axioms of Kolmogorov's axioms?

The first axiom states that the probability of any event is a non-negative number. The second axiom states that the probability of the entire sample space is equal to 1. And the third axiom states that the probability of the union of two or more mutually exclusive events is equal to the sum of their individual probabilities.

Can Kolmogorov's axioms be used to prove other probability statements?

Yes, Kolmogorov's axioms provide a general framework for proving various probability statements and properties. These axioms are the basis for many other important theorems and principles in probability theory.

Why is it important to use Kolmogorov's axioms when proving probability statements?

Kolmogorov's axioms provide a rigorous and consistent mathematical foundation for probability theory. By using these axioms, we can ensure that our probability statements and calculations are logically sound and based on well-defined principles.

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