Chapter 4. Probability
Unit 4.3. Set versus probabilistic terminology
Random experiment. A random experiment is a process leading to two or more possible outcomes, with uncertainty as to which outcome will occur.
The example of rolling a die is sufficient to illustrate this intuitive definition.
If you stay at the intuitive level, you will never really understand the true meaning of most mathematical constructions.
Table 4.2 helps you establish ways to think about outcomes. When more than one term exists to express the same thing, try to use the more geometric term.
Table 4.2. Set terminology and probabilistic terminology.
| Set terminology | Probabilistic terminology |
|---|---|
| Set | Outcome or event, such as getting 1 on a die. Getting an even number is another example. |
| Empty set | Impossible event |
| Disjoint sets | Mutually exclusive events |
| $latex S$ (universal set which contains all other sets of interest) | The widest possible event, called a sample space $latex S$. In case of the die, $latex S = {1,2,3,4,5,6}$ |
| Sets $latex {A_1},...,{A_n} \subset S$ form a covering if $latex S = {A_1} \cup ... \cup {A_n}$ | Events $latex {A_1},...,{A_n} \subset S$ such that $latex S = {A_1} \cup ... \cup {A_n}$ are called collectively exhaustive. |
| Elements of $latex S$ | Basic outcomes, or elementary events, are the simplest possible events. |
Comments.
- In case of the die the basic outcomes are the sets $latex {1},\,{2},\,{3},\,{4},\,{5},\,{6}$. All other events can be obtained from these 6. For example, the event $latex E$ that an even number turns up equals $latex E = {2,4,6}$. Of course, these numbers cannot turn up at the same time (this is expressed as $latex {2} \cap {4} \cap {6} = \varnothing$). We say that $latex E$ occurs when one of the numbers 2, 4, 6 turns up.
- We distinguish a number 2 from a set $latex {2}$. Arithmetic operations apply to numbers, while for sets we use set operations.
Disjoint coverings. In some problems we need disjoint coverings. For motivation, think about a jigsaw puzzle. Its pieces possess two properties: any two pieces are disjoint and together the pieces cover (comprise) the whole image. Departing from this geometric example, we say that events $latex {A_1},...,{A_n} \subset S$ are mutually exclusive if any pair $latex {A_i},{A_j}$ is disjoint when $latex i \ne j$ and collectively exhaustive if $latex S = {A_1} \cup ... \cup {A_n}$.
Disjoint coverings, by definition, are sets of events that are mutually exclusive and collectively exhaustive.
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