Probability and Statistics -- Introduction to Probability (part I)

1.3 Experiments and Events

Probability will be the way that we quantify how likely something is to occur

概率可以量化一些可能发生的事情。

An experiment is any process, real or hypothetical, in which the possible outcomes can be identified ahead of time.

实验是任何过程，真实的或假设的，在这个过程中可能的结果可以提前被识别出来.

An event is a well-defined set of possible outcomes of the experiment. however, Not every set of possible outcomes will be called an event.

事件是试验中所有可能发生的结果的集合。但是不是所有可能的结果集都称之为事件

Almost all work in the mathematical theory of probability, from the most elementary textbooks to the most advanced research, has been related to the following two problems: (i) methods for determining the probabilities of certain events from the specified probabilities of each possible outcome of an experiment and (ii) methods for revising the probabilities of events when additional relevant information is obtained.

所有的概率论相关工作都会涉及以下两个问题：

1.确定某一些事件的概率的方法，是来自于每个可能的实验结果的特定概率，

2.当获得额外的相关信息时，怎样修改事件概率的方法。

1.4 Set Theory

Sample Space. The collection of all possible outcomes of an experiment is called the sample space of the experiment. Similarly, events can be thought of as subsets of the sample space.

样本空间。一个实验的所有可能结果的集合被称为实验的样本空间。相似地，事件可以被称为样本空间的子集集合。

Relations of Set Theory

when the sample space is too large (as in Example 1.4.5) the theory of probability simply will not extend to the collection of all subsets of the sample space.

例如，摇骰子，样本空间 S = {1, 2, 3, 4, 5, 6}. One event A is that an even number is obtained, 事件 A = {2, 4, 6}. 被认为是S的一个子集。

就如如上所说，结果为样本空间中的元素，事件为样本空间的子集，所以集合论可以天然的应用到概率论中。

Then each possible outcome s of the experiment is said to be a member of the space S,

The statement that s is a member of S is denoted symbolically by the relation s ∈ S. 结果与样本空间的关系 s ∈ S

When an experiment has been performed and we say that some event E has occurred, we mean two equivalent things. 

One is that the outcome of the experiment satisfied the conditions that specified that event E. 

The other is that the outcome, considered as a point in the sample space, is an element of E. s∈E

it will be clear which sets of outcomes should correspond to events. 有时，结果中的某些子集对应事件是确定的。

In other applications, there are too many sets available to have them all be events有时，结果中的对应事件的子集太多了。

当样本空间太大，概率理论并不会简单的扩展到样本空间的所有子集上。因为如下两个原因：

First, a careful handling requires mathematical details that interfere with an initial understanding of the important concepts, 

and second, the practical implications for the results in this text are minimal.

In order to be able to do all of the probability calculations

there are three simple conditions that must be met by the collection of sets that we call events

For a sample space S with only finitely many outcomes, the collection of all subsets of S satisfies the conditions

当我们讨论事件时，则样本空间的子集集合必须满足如下三个条件。对应有限的样本空间S，其子集集合满足如下条件。

Condition 1: The sample space S must be an event.

条件1：样本空间必须是一个事件。其他两个条件之后给出（其他两个条件涉及其他概念）

定理： Let A, B, and C be events. Then A ⊂ S. If A ⊂ B and B ⊂ A, then A = B. If A ⊂ B
and B ⊂ C, then A ⊂ C.

The Empty Set： Some events are impossible.For example, when a die is rolled, it is impossible to obtain a negative number. Hence, the event that a negative number will be obtained is defined by the subset of S that contains no outcomes.

Empty Set. The subset of S that contains no elements is called the empty set, or null set, it is denoted by the symbol ∅.

Finite and Infinite Sets Some sets contain only finitely many elements, while others have infinitely many elements. There are two sizes of infinite sets that we need to distinguish.

有限集合与无限集合，无限集合的大小有两种我们需要区分，可数的和不可数的。

如果无限集合的元素与自然数字有一对一的对应关系，我们称之为无限集合可数。

如果我们称一个集合大多数元素是可数的，那么这个集合要么是有限集合要么是可数无限集合。

其中，偶数，齐数，素数都是可数的无限集合， 以及能够和整数有一对一对应的表达式，如下所示：

整数的任意子集都可以认为大多数的元素是可数的。

不可数集合的例子主要涉及实数，例如正实数， 在区间[0,1]之间的实数。

Operations of Set Theory

Complement. 补集，

定理：

定理：

A ∪ B ∪ C = (A ∪ B) ∪ C = A ∪ (B ∪ C).

1.5 The Definition of Probability

The first axiom states that the probability of every event must be nonnegative.

Axiom 1 For every event A, Pr(A) ≥ 0.

The second axiom states that if an event is certain to occur, then the probability
of that event is 1.

Axiom 2   Pr(S) = 1.

Axiom 3 

Pr(∅) = 0.

Proof Since A and Ac are disjoint events and A ∪ Ac = S, it follows from Theorem

1.5.2 that Pr(S) = Pr(A) + Pr(Ac). Since Pr(S) = 1 by Axiom 2, then Pr(Ac) =1− Pr(A).

Theorem1.5.4  If A ⊂ B, then Pr(A) ≤ Pr(B).

Theorem 1.5.5 For every event A, 0 ≤ Pr(A) ≤ 1.

Theorem 1.5.6 Pr(A ∩ Bc) = Pr(A) − Pr(A ∩ B).

Theorem 1.5.7 For every two events A and B,
Pr(A ∪ B) = Pr(A) + Pr(B) − Pr(A ∩ B).

Simple Sample Spaces
A sample space S containing n outcomes s1, . . . , sn is called a simple sample space if the probability assigned to each of the outcomes s1, . . . , sn is 1/n. If an event A in this simple sample space contains exactly m outcomes, then
Pr(A) = m/n.