math-probability.html
* created: 2025-10-28T16:27
* modified: 2025-11-02T20:18
title
Probabililies and elementary events
description
Description
Calculating probabilities of elementary events
Probability distribution
Let \ohm be the sample space, then P: \ohm \to [0, 1] a probability distribution, if the following holds:
\sum_{w\in\ohm} P(w) = 1
If P(w)=0, then is w a impossible outcome.
If P(w)=1, then is w a safe outcome.
Each w is refereed to as an elementary event
For a outcome A \subseteq \ohm is \bar{A}=\ohm \setminus A the complement and the following holds:
P(\bar{A}) = 1 - P(A)
Calculations rules for probabilities
Let \ohm be the sample space and Pr: \ohm \to [0, 1] a probability distribution, then the following calculation rules apply:
- P(\ohm = 1), P(\emptyset)=0 and \forall A \subseteq \ohm : P(A) \geq 0
- P(A \cup B) = P(A) + P(B) - P(A \cap B) \le P(A) + P(B)
- A \cap B = \emptyset \implies P(A \cup B) = P(A) + P(B)
- P(A\cap B) \geq P(A) - P(\bar{B})
- P(A \setminus B) = P(A) - P(A \cap B)