% \documentclass[serif]{beamer} % Serif for Computer Modern math font. \documentclass[serif, handout]{beamer} % Handout to ignore pause statements \hypersetup{colorlinks,linkcolor=,urlcolor=red} \usefonttheme{serif} % Looks like Computer Modern for non-math text -- nice! \setbeamertemplate{navigation symbols}{} % Suppress navigation symbols % \usetheme{Berlin} % Displays sections on top \usetheme{Frankfurt} % Displays section titles on top: Fairly thin but still swallows some material at bottom of crowded slides %\usetheme{Berkeley} \usepackage[english]{babel} \usepackage{amsmath} % for binom \usepackage{comment} % To comment out sections with \begin{comment and \end{comment} % \usepackage{graphicx} % To include pdf files! % \definecolor{links}{HTML}{2A1B81} % \definecolor{links}{red} \setbeamertemplate{footline}[frame number] \mode \title{Foundations of Probability\footnote{ This slide show is an open-source document. See last slide for copyright information.} \\ (Sections 1.2 and 1.3 in the text)} \subtitle{STA 256: Fall 2019} \date{} % To suppress date \begin{document} \begin{frame} \titlepage \end{frame} \begin{frame} \frametitle{The idea} %\framesubtitle{} {\Large Informally, a probability is a number between zero and one indicating how likely an event is to occur. } \pause \vspace{5mm} \begin{itemize} \item Sample space $S$ is the set of all things that can happen. \pause \item Elements $s \in S$ are called \emph{outcomes}. \pause \item Subsets $A \subseteq S$ are called \emph{events}. \end{itemize} \end{frame} \begin{frame} \frametitle{Basic Properties of Probability} \framesubtitle{p.~5 in text} \pause A probability measure is a function $P$ from subsets of $S$ to the real numbers, satisfying \pause \begin{enumerate} \item $0 \leq P(A) \leq 1$ \pause \item $P(\emptyset) = 0$ \pause \item $P(S)=1$ \pause \item If $A_1, A_2 \ldots$ are disjoint subsets of $S$, \pause $P\left( \cup_{k=1}^\infty A_k \right) = \sum_{k=1}^\infty P(A_k)$. \end{enumerate} \end{frame} \begin{frame} \frametitle{A Boring Example} \pause %\framesubtitle{} Sell 500 lottery tickets, pick the winning number. \pause \begin{itemize} \item $S = \{1, 2, \ldots, 500 \}$ \pause \item $P(\{2\}) = 1/500$ \pause \item $P(\mbox{Even Number}) = 1/2$ \end{itemize} \end{frame} \begin{frame} \frametitle{``Basic Properties" are really axioms (Kolmogorov, 1933)} \framesubtitle{The properties are a little redundant} \pause \begin{columns} \column{0.5\textwidth} \begin{center} Basic Properties \end{center} \begin{enumerate} \item $0 \leq P(A) \leq 1$ \item $P(\emptyset) = 0$ \item $P(S)=1$ \pause \item If $A_1, A_2 \ldots$ are disjoint subsets of $S$, $P\left( \cup_{k=1}^\infty A_k \right) = \sum_{k=1}^\infty P(A_k)$. \end{enumerate} \pause \column{0.5\textwidth} \begin{center} Axioms \end{center} \begin{enumerate} \item $P(A) \geq 0$ for any $A \subseteq S$ \item $P(S)=1$ \item If $A_1, A_2 \ldots$ are disjoint subsets of $S$, $P\left( \cup_{k=1}^\infty A_k \right) = \sum_{k=1}^\infty P(A_k)$ \end{enumerate} \end{columns} \end{frame} \begin{frame} \frametitle{Starting from the axioms, one can show} \pause %\framesubtitle{} \begin{itemize} \item $P(\emptyset) = 0$. \pause \item If $A_1, \ldots, A_n$ are disjoint, $P\left( \cup_{k=1}^n A_k \right) = \sum_{k=1}^n P(A_k)$ \pause (finite additivity). \pause \item Then it's smooth sailing. \pause \item In this course, we will start with the 4 properties, and assume that Property~4 (additivity) applies to either finite or infinite collections of sets. \end{itemize} \end{frame} \begin{frame} \frametitle{Some Elementary Theorems} \pause % Need to display properties on another screen for proofs % \framesubtitle{} \begin{itemize} \item $P(A^c) = 1-P(A)$ \pause \item If $A \subseteq B$ then $P(A) \leq P(B)$ \pause \item $P(A \cup B) = P(A)+P(B)-P(A\cap B)$ \pause (Inclusion-exclusion principle) \end{itemize} \end{frame} \begin{frame} \frametitle{Some Not-So-Elementary Theorems} \pause % \framesubtitle{} \begin{itemize} \item Law of total Probability\pause: Let $A_1, A_2, \ldots$ form a partition of the sample space $S$, and let $B$ be any event. Then $P(B) = \sum_{k=1}^\infty (A_k \cap B)$. \pause \item Sub-additivity\pause: Let $A_1, A_2, \ldots$ be a collection of events, not necessarily disjoint. Then \\ $P\left( \cup_{k=1}^\infty A_k\right) \leq \sum_{k=1}^\infty P(A_k) $ \pause \item Continuity 1\pause: Let $A_1 \subseteq A_2 \subseteq A_3 \subseteq \ldots$ and let $A = \cup_{k=1}^\infty A_k$. \pause Then $\lim_{k \rightarrow \infty} P(A_k) = P(A)$. \pause \item Continuity 2\pause: Let $A_1 \supseteq A_2 \supseteq A_3 \supseteq \ldots$ and let $A = \cap_{k=1}^\infty A_k$. \pause Then $\lim_{k \rightarrow \infty} P(A_k) = P(A)$. \end{itemize} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Copyright Information} This slide show was prepared by \href{http://www.utstat.toronto.edu/~brunner}{Jerry Brunner}, Department of Statistical Sciences, University of Toronto. It is licensed under a \href{http://creativecommons.org/licenses/by-sa/3.0/deed.en_US} {Creative Commons Attribution - ShareAlike 3.0 Unported License}. Use any part of it as you like and share the result freely. The \LaTeX~source code is available from the course website: \vspace{5mm} \href{http://www.utstat.toronto.edu/~brunner/oldclass/256f19} {\small\texttt{http://www.utstat.toronto.edu/$^\sim$brunner/oldclass/256f19}} \end{frame} \end{document} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% $ = \{\omega \in \Omega: \}$ \begin{frame} \frametitle{} \pause %\framesubtitle{} \begin{itemize} \item \pause \item \pause \item \end{itemize} \end{frame} \begin{comment} \begin{frame} \frametitle{Axioms of Probability} \framesubtitle{Kolmogorov (1933)} \pause A probability measure is a function $P$ from subsets of $S$ to the real numbers, satisfying \pause \begin{enumerate} \item $P(S)=1$ \pause \item $P(A) \geq 0$ for any $A \subset S$ \pause \item If $A_i \cap A_j = \emptyset$ for $A_1, A_2 \ldots$, where $i \neq j$, \pause $P\left( \cup_{k=1}^\infty A_k \right) = \sum_{k=1}^\infty P(A_k)$ \end{enumerate} \end{frame} \end{comment} Axioms in LaTeXit (36 point) for acetate \noindent Fundamental Properties of Probability \vspace{5mm} \noindent A probability measure is a function $P$ from subsets of $S$ \\ to the real numbers, satisfying \begin{enumerate} \item $0 \leq P(A) \leq 1$ \pause \item $P(\emptyset) = 0$ \pause \item $P(S)=1$ \pause \item If $A_1, A_2 \ldots$ are disjoint subsets of $S$, \pause $P\left( \cup_{k=1}^\infty A_k \right) = \sum_{k=1}^\infty P(A_k)$. \end{enumerate}