Probabilità/Ripasso di matematica: differenze tra le versioni

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Nuova pagina: <!-- The review of set theory contained herein adopts a naive point of view. We assume that the meaning of a set as a collection of objects is intuitively clear. A rigorous analysis...
 
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We note that <math>\Omega^c = \emptyset</math>.
 
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==Elementary Set Operations==
 
<!-- Probability theory makes extensive use of elementary set operations.
Below, we review the ideas of set theory, and establish the basic terminology and notation.
Consider two sets, S and T.
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The index set I can be finite or even infinite.
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==Rules of Set Theory==
 
<!-- Given a collection of sets, it is possible to form new ones by applying elementary set operations to them.
As in algebra, one uses parentheses to indicate precedence.
For instance, <math>R \cup (S \cap T)</math> denotes the union of two sets R and <math>S \cap T</math>, while <math>(R \cup S) \cap T</math> represents the intersection of two sets <math>R \cup S</math> and <math>T</math>.
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The second law can be obtained in a similar fashion.
 
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==Cartesian Products==
 
<!-- There is yet another way to create new sets form existing ones.
It involves the notion of an ''ordered pair'' of objects.
Given sets S and T, the ''cartesian product'' S x T is the set of all ordered pairs (x, y) for which x is an element of S and y is an element of T,
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== Summary of Probability & Set Theory ==
*A = P(A) ∑[0, 1]
*NOT A = P(A') = 1 – P(A)
*A OR B = P(AUB) = P(A) + P(B) – P(A∩B) = P(A) + P(B) [*if and only if A and B are mutually exclusive]
*A AND B = P(A∩B) = P(A/B)*P(B) = P(A)*P(B) [* if and only if A and B are independent]
*A GIVEN B = P(A|B) = P(A∩b)/P(B) [*conditional]
 
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'''Basic Set Theory'''
 
'''UNION:''' combined area of set A and B, known as AUB. The set of all items which are members of either A or B
*Union of A and B are added together
*Some basic properties of unions:
*AUB = BUA
*AU(BUC) = (AUB)UC
*A c (AUB)
*AUA = A
*AU0 = A, where 0 = null, empty set
*A c B, if and only if AUB = B
 
'''INTERSECTION''': area where both A and B overlap, known as A∩B. It represents which members the two sets A and B have in common
*If A∩B = 0, then A and B are said to be '''DISJOINT'''.
*Some basic properties of intersections:
*A∩B = B∩A
*A∩(B∩C) = (A∩B)∩C
*A∩B cA
*A∩A = A
*A∩0 = 0
*A cB, if and only if A∩B = A
*UNIVERSAL SET: space of all things possible, which contains ALL of the elements or elementary events.
*U/A is called the absolute complement of A
 
'''Complement (set)''': 2 sets can be subtracted. The relative complement (set theoretic difference of B and A). Denoted by B/A (or B – A) is the set of all elements which are members of B, but not members of A
 
Some basic properties of complements (~A, or A'):
*AUA' = U
*A∩A' = 0
*(A')' = A
*A/A = 0
*U' = 0, and 0 = U
*A/B = 'A∩B'
 
'''Summary'''
*Intersection (A∩B) --> AND – both events occur together at the same time
*Union (AUB) --> OR – everything about both events, A and B
*Complement (~A) --> NOT A – everything else except A (or the event in question)
*AU~A = S (sample space)
*A∩~A = 0 (impossible event)
 
Union and Intersection are:
 
'''Commutative:'''
*AUB = BUA
*A∩B = B∩A
 
'''Associative:'''
*AU(BUC) = (AUB)UC
*A∩(B∩C) = (A∩B)∩C
 
'''Distributive:'''
*AU(B∩C) = (AUB)∩(AUC)
*A∩(BUC) = (A∩B)U(A∩C)
 
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