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- Probability theory is based on the mathematics of sets. A set can be used to define a “Sample
Space” which enumerates the possible outcomes of an “experiment”. Probability can be defined as the
ratio of the number of positive outcomes to the number of all possible
outcomes in an experiment.
- We will now review some set theory to have some tools we can use in
this course.
- Later in the course we will also need to review Sums, Calculus,
Integral Transforms, and some Linear Algebra.
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3
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- Set: “A” is a set of elements {a,
b, c, d}
“c” is an element of “A”
Null Set {}
Universal Set “S”
- Set Algebra
B is contained in A (subset)
A contains B (superset)
A + B (sum, union)
A*B (product, intersection)
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- Mutually Exclusive - Sets that have no elements in common. A*B = {}
- Collectively Exhaustive - Sets whose union is the universal set. A+B+C+D = S
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- Idempotent: A+A=A; A*A=A
- Commutative A+B=B+A; A*B=B*A
- Associative A+(B+C)=(A+B)+C
A*(B*C)=(A*B)*C
- Distributive A*(B+C)=A*B+A*C
- Product Identities {}*A={}; S*A=A
- Sum Identities {}+A=A; S+A=S
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6
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- Consistency
- Universal Bounds
- Involution
- Complementary
- De Morgan’s First Law
- Demorgan’s Second Law
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8
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- Function - A rule that maps every element, x, of a given set, D (the
domain), into elements, f(x), of another set, R (the range).
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