For two events A and B show that P (A∩B) ≥ P (A)+P (B)−1.

(Hint: Apply de Morgan’s law and then the Bonferroni inequality).

Derive below Results 1 to 4 from Axioms 1 to 3 given in Section 2.1.2 in the textbook.

Result 1: P (Ac) = 1 − P(A)

Result 2 : For any two events A and B, P (A∪B) = P (A)+P (B)−P (A∩B)

Result 3: For any two events A and B, P(A) = P(A ∩ B) + P (A ∩ Bc)

Result 4: If B ⊂ A, thenA∩B = B. Therefore P (A)−P (B) = P (A ∩ Bc) and P (A) ???? P(B).

Respuesta :

Answer:

For two events A and B show that P (A∩B) ≥ P (A)+P (B)−1.

By De morgan's law

[tex](A\cap B)^{c}=A^{c}\cup B^{c}\\\\P((A\cap B)^{c})=P(A^{c}\cup B^{c})\leq P(A^{c})+P(B^{c}) \\\\1-P(A\cap B)\leq  P(A^{c})+P(B^{c}) \\\\1-P(A\cap B)\leq  1-P(A)+1-P(B)\\\\-P(A\cap B)\leq  1-P(A)-P(B)\\\\P(A\cap B)\geq P(A)+P(B)-1[/tex]

which is Bonferroni’s inequality

Result 1: P (Ac) = 1 − P(A)

Proof

If S is universal set then

[tex]A\cup A^{c}=S\\\\P(A\cup A^{c})=P(S)\\\\P(A)+P(A^{c})=1\\\\P(A^{c})=1-P(A)[/tex]

Result 2 : For any two events A and B, P (A∪B) = P (A)+P (B)−P (A∩B) and P(A) ≥ P(B)

Proof:

If S is a universal set then:

[tex]A\cup(B\cap A^{c})=(A\cup B) \cap (A\cup A^{c})\\=(A\cup B) \cap S\\A\cup(B\cap A^{c})=(A\cup B)[/tex]

Which show A∪B can be expressed as union of two disjoint sets.

If A and (B∩Ac) are two disjoint sets then

[tex]P(A\cup B) =P(A) + P(B\cap A^{c})---(1)\\[/tex]

B can be  expressed as:

[tex]B=B\cap(A\cup A^{c})\\[/tex]

If B is intersection of two disjoint sets then

[tex]P(B)=P(B\cap(A)+P(B\cup A^{c})\\P(B\cup A^{c}=P(B)-P(B\cap A)[/tex]

Then (1) becomes

[tex]P(A\cup B) =P(A) +P(B)-P(A\cap B)\\[/tex]

Result 3: For any two events A and B, P(A) = P(A ∩ B) + P (A ∩ Bc)

Proof:

If A and B are two disjoint sets then

[tex]A=A\cap(B\cup B^{c})\\A=(A\cap B) \cup (A\cap B^{c})\\P(A)=P(A\cap B) + P(A\cap B^{c})\\[/tex]

Result 4: If B ⊂ A, then A∩B = B. Therefore P (A)−P (B) = P (A ∩ Bc)

Proof:

If B is subset of A then all elements of B lie in A so A ∩ B =B

[tex]A =(A \cap B)\cup (A\cap B^{c}) = B \cup ( A\cap B^{c})[/tex]

where A and A ∩ Bc  are disjoint.

[tex]P(A)=P(B\cup ( A\cap B^{c}))\\\\P(A)=P(B)+P( A\cap B^{c})[/tex]

From axiom P(E)≥0

[tex]P( A\cap B^{c})\geq 0\\\\P(A)-P(B)=P( A\cap B^{c})\\P(A)=P(B)+P(A\cap B^{c})\geq P(B)[/tex]

Therefore,

P(A)≥P(B)