Proving identities using the axioms of probability

In summary, the use of venn diagrams and the axioms of probability can help prove the following statements: if A is a subset of B, then the probability of the intersection of B and A complement is equal to the probability of B minus the probability of A, and the probability of the union of A and B is equal to the sum of their individual probabilities minus the probability of their intersection. By using the third axiom, we can rearrange the equation to prove these statements symbolically.
  • #1
phosgene
146
1

Homework Statement



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

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

b) [itex]P(A \cup B) = P(A) + P(B) - P(A \cap B)[/itex]

Homework Equations



Axiom 1: [itex]P(x)\geq 0[/itex]

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

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

[itex]P(\bigcup_{i} A_{i})=\sum_{i} P(A_{i}) [/itex]

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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  • #2
phosgene said:

Homework Statement



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

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

b) [itex]P(A \cup B) = P(A) + P(B) - P(A \cap B)[/itex]

Homework Equations



Axiom 1: [itex]P(x)\geq 0[/itex]

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

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

[itex]P(\bigcup_{i} A_{i})=\sum_{i} P(A_{i}) [/itex]

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..

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?
 
  • #3
I use axiom three and re-arrange the result to get the statement that I was trying to prove. Thanks :)
 

Related to Proving identities using the axioms of probability

1. How do you prove an identity using the axioms of probability?

To prove an identity using the axioms of probability, you must use mathematical logic and reasoning. This involves breaking the identity down into smaller, simpler parts and using the axioms of probability to manipulate and rearrange the equations until they match the desired identity.

2. What are the axioms of probability?

The axioms of probability are three basic principles that form the foundation of probability theory: the probability of an event is a non-negative real number, the sum of the probabilities of all possible outcomes in a sample space is equal to 1, and the probability of two mutually exclusive events occurring is equal to the sum of their individual probabilities.

3. Can you give an example of proving an identity using the axioms of probability?

Sure, let's say we want to prove the identity P(A ∪ B) = P(A) + P(B) - P(A ∩ B), where A and B are two events in a sample space. We can use the first axiom to break down P(A ∪ B) into P(A) + P(B) - P(A ∩ B), and then use the third axiom to show that P(A ∪ B) = P(A) + P(B) - P(A ∩ B).

4. What are some common mistakes to avoid when proving identities using the axioms of probability?

One common mistake is to assume that the axioms of probability only apply to independent events. In reality, the axioms can be applied to any events in a sample space, whether they are independent or not. Another mistake is to forget to consider all possible outcomes in a sample space, which can result in missing terms in the final identity.

5. Are there any alternative methods for proving identities in probability?

Yes, there are alternative methods such as using combinatorics, set theory, or conditional probability. These methods can be useful in certain situations, but the axioms of probability provide a solid foundation for proving identities and are widely used in probability theory.

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