adding flashcards!
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State De Morgan's Law for $n$ sets
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---
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For any sets $A_1, A_2, \dots, A_n$:
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$$\left(\bigcup_{i=1}^n A_i\right)^c = \bigcap_{i=1}^n A_i^c$$
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$$\left(\bigcap_{i=1}^n A_i\right)^c = \bigcup_{i=1}^n A_i^c$$
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The complement of a union is the intersection of complements, and vice versa.
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===
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State the Distributive Law for sets $A$, $B$, and $C$
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---
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$$A \cap (B \cup C) = (A \cap B) \cup (A \cap C)$$
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$$A \cup (B \cap C) = (A \cup B) \cap (A \cup C)$$
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===
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State the inclusion-exclusion principle for a finite collection of sets $A_1, A_2, A_3, \dots A_n$ where $n=2$
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---
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$n = 2$ case:
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$|A \cup B| = |A| + |B| - |A \cap B|$
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---
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$n = 3$ case:
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$|A \cup B \cup C| = |A| + |B| + |C| - |A \cap B| - |A \cap C| - |B \cap C| + |A \cap B \cap C|$
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---
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For a finite collection of sets $A_1, A_2, A_3, \dots A_n$, we have
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$\left| \bigcup_{i=1}^n A_i \right| = \sum_{i=1}^n |A_i| - \sum_{i < j} |A_i \cap A_j| + \sum_{i < j < k} |A_i \cap A_j \cap A_k| - \dots + (-1)^{n-1} |A_1 \cap A_2 \cap \dots \cap A_n|$
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===
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For the function
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$$f: A \to B$$
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State the following of $f$:
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1. Domain
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2. Co-domain
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3. Range
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---
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1. $A$
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2. $B$
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3. Set of all possible outputs of $f$ (not necessarily $B$)
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===
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State definition for each the following:
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1. Random experiment
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2. Outcome
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3. Sample space
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4. Event
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---
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1. A **random experiment** is a process by which we observe something uncertain
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2. An **outcome** is a result of a random experiment
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3. The **sample space** $S$ is the set of all possible outcomes
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4. An **event** is a subset of the sample space
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===
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State the Axioms of Probability
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---
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**Axioms of Probability**
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1. For any event $A$, $P(A) \geq 0$
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2. $P(S) = 1$
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3. If $A_1, A_2, A_3, \dots$ are disjoint events, then $P(A_1 \cup A_2 \cup A_3 \cup \dots) = P(A_1) + P(A_2) + P(A_3) + \dots$
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===
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In a finite sample space $S$, where all outcomes are equally likely, what is the probability of any event $A$?
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---
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$P(A) = \frac{|A|}{|S|}$
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===
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What is $P(A^c)$ in terms of $P(A)$?
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---
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$$P(A^c) = 1 - P(A)$$
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Follows from the axioms: $A$ and $A^c$ are disjoint, and $A \cup A^c = S$, so $P(A) + P(A^c) = P(S) = 1$.
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===
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Define conditional probability $P(A|B)$
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---
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The probability of $A$ given $B$ (when $P(B) > 0$):
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$$P(A|B) = \frac{P(A \cap B)}{P(B)}$$
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In the equally-likely case:
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$$P(A|B) = \frac{|A \cap B|}{|B|}$$
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===
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State the chain rule of probability for $n$ events
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---
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$$P(A_1 \cap A_2 \cap \cdots \cap A_n) = P(A_1)\,P(A_2|A_1)\,P(A_3|A_1,A_2)\cdots P(A_n|A_1,A_2,\dots,A_{n-1})$$
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Each factor conditions on all previously listed events.
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===
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What conditions must hold for three events $A$, $B$, $C$ to be independent?
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---
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All four conditions must hold:
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1. $P(A \cap B) = P(A)P(B)$
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2. $P(A \cap C) = P(A)P(C)$
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3. $P(B \cap C) = P(B)P(C)$
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4. $P(A \cap B \cap C) = P(A)P(B)P(C)$
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Pairwise independence alone is **not** sufficient.
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===
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What does it mean for $n$ events $A_1, A_2, \dots, A_n$ to be independent?
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---
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Every subset of the events must satisfy the product rule. That is, for all $i < j < k < \dots$:
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$$P(A_i \cap A_j) = P(A_i)P(A_j)$$
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$$P(A_i \cap A_j \cap A_k) = P(A_i)P(A_j)P(A_k)$$
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$$\vdots$$
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$$P(A_1 \cap A_2 \cap \cdots \cap A_n) = \prod_{i=1}^n P(A_i)$$
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===
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If $A_1, A_2, \dots, A_n$ are independent, what is $P(A_1 \cup A_2 \cup \cdots \cup A_n)$?
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---
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$$P(A_1 \cup A_2 \cup \cdots \cup A_n) = 1 - \prod_{i=1}^n (1 - P(A_i))$$
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Derived by taking the complement (none of the events occur) and using independence.
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===
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What is the difference between disjoint and independent?
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---
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- Disjoint: $A$ and $B$ cannot occur at the same time. $A \cap B = \empty$
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- Independent: $A$ does not give any information about $B$
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===
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State the Law of Total Probability using event $B$ and its complement
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---
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$$P(A) = P(A|B)\,P(B) + P(A|B^c)\,P(B^c)$$
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===
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State the general Law of Total Probability for a partition of the sample space
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---
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If $B_1, B_2, B_3, \dots$ is a partition of $S$, then for any event $A$:
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$$P(A) = \sum_i P(A \cap B_i) = \sum_i P(A|B_i)\,P(B_i)$$
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===
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State Bayes' Rule for two events $A$ and $B$
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---
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For $P(A) \neq 0$:
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$$P(B|A) = \frac{P(A|B)\,P(B)}{P(A)}$$
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===
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State Bayes' Rule when $B_1, B_2, \dots$ form a partition of $S$
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---
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For any event $A$ with $P(A) \neq 0$:
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$$P(B_j|A) = \frac{P(A|B_j)\,P(B_j)}{\displaystyle\sum_i P(A|B_i)\,P(B_i)}$$
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The denominator expands $P(A)$ via the Law of Total Probability.
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===
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State the meaning of conditionally independent between events $A$ and $B$ given event $C$. Note $P(C) \gt 0$.
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---
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$$P(A \cap B \mid C) = P(A \mid C)P(B \mid C)$$
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===
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State the multiplication rule for $P(A \cap B)$
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---
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$$P(A \cap B) = P(A|B)\,P(B) = P(B|A)\,P(A)$$
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Rearrangement of the definition of conditional probability.
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+17
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For any event $A$, prove $P(A^c) = 1 - P(A)$
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---
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$$
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1 = P(S)
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= P(A \cup A^c)
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= P(A) + P(A^c)
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$$
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===
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Prove $P(A \setminus B) = P(A) - P(A \cap B)$
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---
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TODO
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