MHB Questions on Basic Axioms for Calculating Probabilities

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The discussion revolves around the confusion regarding the calculation of probabilities for a sequence of sets where each set is a subset of the next. Participants question the hint suggesting to express the union of these sets as disjoint, despite them being defined as non-disjoint. It is clarified that to apply the axiom of σ-additivity, one must redefine the sets as disjoint by using the formula for mutually exclusive sets. The redefined sets allow for the correct application of probability principles, leading to the conclusion that the total probability can be expressed as the limit of the sums of the probabilities of the disjoint sets. Understanding this approach is essential for correctly calculating the probability of the union of the original sets.
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Please refer to the attached image.

for problem 1a)
i can see how this makes intuitive sense, however the hint confuses me.

When we are told that $A_n \subset A_{n+1}$ why would the hint say to attempt to express $A$ as as a union of countably many disjoint sets, when it is defined not to be disjoint in the question?

$P(A) = P(A_1) + ... + P(A_n)$ as $n$ approaches $\infty$
 

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nacho said:
Please refer to the attached image.

for problem 1a)
i can see how this makes intuitive sense, however the hint confuses me.

When we are told that $A_n \subset A_{n+1}$ why would the hint say to attempt to express $A$ as as a union of countably many disjoint sets, when it is defined not to be disjoint in the question?

$P(A) = P(A_1) + ... + P(A_n)$ as $n$ approaches $\infty$
If $A_n \subset A_{n+1}$ then $\cup_{n=1}^{N} A_{n} = A_{N}$ and that means that the sets $A_{n}$ aren't disjoint...

Kind regards

$\chi$ $\sigma$
 
yes, but the question says to "Express $A$ as a union of countably many disjoint sets".

i don't understand why though.
 
nacho said:
yes, but the question says to "Express $A$ as a union of countably many disjoint sets".

i don't understand why though.

I also don't understand (Emo) ...

Kind regards

$\chi$ $\sigma$
 
nacho said:
When we are told that $A_n \subset A_{n+1}$ why would the hint say to attempt to express $A$ as as a union of countably many disjoint sets, when it is defined not to be disjoint in the question?
The hint says so because for disjoint sets you can apply the axiom of σ-additivity. Yes,$A_n$ are not disjoint, so you have to define sets that are. Consider $B_n=A_n\setminus\bigcup_{k=1}^{n-1}A_k$. Then $B_n$ are mutually disjoint, $A_n=\bigcup_{k=1}^{n}B_k$ and $\bigcup_{n=1}^\infty A_n=\bigcup_{n=1}^\infty B_n$. Using these properties and σ-additivity, complete the following equality.

\[
P(A)=P(\bigcup_{n=1}^\infty A_n)= \dots=\lim_{n\to\infty}\sum_{k=1}^n P(B_k) =\dots=\lim_{n\to\infty}P(A_n)
\]
 

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