Chapter 1

Elements of
Probability Theory and Calculus

Dr Khalil Amine

kh.amine.sbai@gmail.com

2024 / 2025

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 Introduction to Probability

1. Introduction to Probability

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 Introduction to Probability

Introduction to Probability

Probability theory focuses on the study of

phenomena characterised by chance and
uncertainty.

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 Introduction to Probability

Introduction to Probability

Probability theory focuses on the study of

phenomena characterised by chance and
uncertainty.

Quantifying uncertainty: Probability describe the

likelihood of an event occurrence, that is how
likely something is to happen.

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 Introduction to Probability

Introduction to Probability

Probability theory focuses on the study of

phenomena characterised by chance and
uncertainty.

Quantifying uncertainty: Probability describe the

likelihood of an event occurrence, that is how
likely something is to happen.

Probability calculation enables a numerical

modelling of the frequency of occurrence of a
random event.

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 Introduction to Probability

Introduction to Probability
Random vs Deterministic
Heating water to 100 degree Celsius at standard
pressure results in it boiling.

Flipping a coin results in either heads or tails.

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 Introduction to Probability

Introduction to Probability
Random vs Deterministic
In deterministic scenarios / processes, the
outcome is fully predictable; it happens for sure.

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 Introduction to Probability

Introduction to Probability
Random vs Deterministic
In deterministic scenarios / processes, the
outcome is fully predictable; it happens for sure.

In random scenarios / processes, the outcome is

uncertain but has a calculable likelihood.

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 Introduction to Probability

Introduction to Probability
Use of Probabilities for Decision-Making in
Uncertain Contexts

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 Introduction to Probability

Introduction to Probability
Use of Probabilities for Decision-Making in
Uncertain Contexts

Probabilities are key tools for making decisions when

the outcomes are not certain.

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 Introduction to Probability

Introduction to Probability
Use of Probabilities for Decision-Making in
Uncertain Contexts

Probabilities are key tools for making decisions when

the outcomes are not certain.

For example, if a particular treatment has a 90%

success rate, while another has a 70% success rate but
fewer side effects, the doctor would weigh these
probabilities when deciding on the best course of
action.

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 Introduction to Probability

Introduction to Probability
Three approaches to calculate probability
A priori probability: Also known as classical
probability, this is the probability calculated
when the process is fully understood, and all
possible outcomes are known. It is based on what
theoretically should happen.

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 Introduction to Probability

Introduction to Probability
Three approaches to calculate probability
A priori probability: Also known as classical
probability, this is the probability calculated
when the process is fully understood, and all
possible outcomes are known. It is based on what
theoretically should happen.

Observed probability: Also known as

estimated probability or empirical
probability, this is the probability calculated
when the process is not fully known, and it is
based on observed outcomes.
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 Introduction to Probability

Introduction to Probability
Three approaches to calculate probability
Subjective probability: This is an educated
guess about the likelihood of an outcome when
there is a lack of data or detailed knowledge of
the process.

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 Introduction to Probability

Introduction to Probability
Exercise:
Discuss the appropriate approach to calculate the
following probabilities.
1. What is the probability that a surgery performed
by a doctor in their clinic will be successful?

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 Introduction to Probability

Introduction to Probability
Exercise:
Discuss the appropriate approach to calculate the
following probabilities.
1. What is the probability that a surgery performed
by a doctor in their clinic will be successful?

2. What is the probability of successfully serving for

a tennis player who failed 340 serves out of 500
during their playing career?

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 Introduction to Probability

Introduction to Probability
Exercise:
Discuss the appropriate approach to calculate the
following probabilities.
1. What is the probability that a surgery performed
by a doctor in their clinic will be successful?

2. What is the probability of successfully serving for

a tennis player who failed 340 serves out of 500
during their playing career?

3. What is the probability to get the number 5 after

rolling a dice?
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 Element of Combinatorial Analysis

2. Element of Combinatorial
Analysis

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 Element of Combinatorial Analysis

Element of Combinatorial Analysis

Combinatorial analysis or counting is the

process of determining the number of elements of
a finite set of objects of large cardinality.

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 Element of Combinatorial Analysis

Element of Combinatorial Analysis

Combinatorial analysis or counting is the

process of determining the number of elements of
a finite set of objects of large cardinality.

Combinatorial analysis provides useful methods

for calculating the probability of equiprobable
outcomes.

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 Element of Combinatorial Analysis

Element of Combinatorial Analysis

Combinatorial analysis or counting is the

process of determining the number of elements of
a finite set of objects of large cardinality.

Combinatorial analysis provides useful methods

for calculating the probability of equiprobable
outcomes.

Three cases of counting: arrangements,

permutations, and combinations.

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 Element of Combinatorial Analysis Arrangements

Element of Combinatorial Analysis

Definition
An arrangement of p distinct elements from n
elements is the selection of p elements, arranged in a
certain order from the n elements.

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 Element of Combinatorial Analysis Arrangements

Element of Combinatorial Analysis

In an arrangement without repetition, the p objects in
the list are all distinct. This corresponds to a draw
without replacement, where the order matters.

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 Element of Combinatorial Analysis Arrangements

Element of Combinatorial Analysis

In an arrangement without repetition, the p objects in
the list are all distinct. This corresponds to a draw
without replacement, where the order matters.
Proposition: Arrangement without repetition
The number of possible arrangements without
repetition of p distinct elements from n elements,
denoted by Apn , is given by:
n!
Apn = n(n − 1)(n − 2) . . . (n − p + 1) =
(n − p)!

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 Element of Combinatorial Analysis Arrangements

Element of Combinatorial Analysis

In an arrangement without repetition, the p objects in
the list are all distinct. This corresponds to a draw
without replacement, where the order matters.
Proposition: Arrangement without repetition
The number of possible arrangements without
repetition of p distinct elements from n elements,
denoted by Apn , is given by:
n!
Apn = n(n − 1)(n − 2) . . . (n − p + 1) =
(n − p)!
The number of different four-digit codes that can be
constructed with {1, 2, 3, 4, 5, 6, 7} is A47 = 840.
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 Element of Combinatorial Analysis Arrangements

Element of Combinatorial Analysis

In the case of an arrangement with repetition, the p
objects in the list are not necessarily all distinct. This
corresponds to a draw with replacement, where the
order matters.

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 Element of Combinatorial Analysis Arrangements

Element of Combinatorial Analysis

In the case of an arrangement with repetition, the p
objects in the list are not necessarily all distinct. This
corresponds to a draw with replacement, where the
order matters.
Proposition: Arrangement with repetition
The number of possible arrangements with repetition
of p distinct elements from n elements is equal to n p .

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 Element of Combinatorial Analysis Arrangements

Element of Combinatorial Analysis

In the case of an arrangement with repetition, the p
objects in the list are not necessarily all distinct. This
corresponds to a draw with replacement, where the
order matters.
Proposition: Arrangement with repetition
The number of possible arrangements with repetition
of p distinct elements from n elements is equal to n p .

Example:
The number of different four-digit codes that can be
constructed with {1, 2, 3, 4, 5, 6, 7} without restrictions
on repetition is equal to 74 = 2401.
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 Element of Combinatorial Analysis Permutations

Element of Combinatorial Analysis

Definition
A permutation of n distinct elements, arranged in a
certain order, corresponds to a change in the order of
succession of these n elements.

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 Element of Combinatorial Analysis Permutations

Element of Combinatorial Analysis

Proposition
The number of permutations without repetition of n
elements is equal to n!.

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 Element of Combinatorial Analysis Permutations

Element of Combinatorial Analysis

Proposition
The number of permutations without repetition of n
elements is equal to n!.

Example:
The number of possible five-letter words is equal to
5! = 120.

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 Element of Combinatorial Analysis Permutations

Element of Combinatorial Analysis

Permutations with repetition of objects are the
various ordered groupings of all these objects, some of
which are repeated. For example, 112, 121, and 211
for two digits 1 and one digit 2.

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 Element of Combinatorial Analysis Permutations

Element of Combinatorial Analysis

Permutations with repetition of objects are the
various ordered groupings of all these objects, some of
which are repeated. For example, 112, 121, and 211
for two digits 1 and one digit 2.

Definition: Permutation with repetition

A permutation with repetition of n objects, not all
distinct, is an ordered sequence of n objects in p
(p < n) distinct classes, where class k contains nk
identical objects, 1 ≤ k ≤ p, with
n1 + n2 + ... + np = n.

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 Element of Combinatorial Analysis Permutations

Element of Combinatorial Analysis

Proposition
The number of possible permutations with repetition
of n objects divided into p classes of elements is equal
n!
to:
n1 !n2 !...np !

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 Element of Combinatorial Analysis Permutations

Element of Combinatorial Analysis

Example:
An urn containing ten balls numbered from 1 to 10,
with three different colours (three red balls, four green
balls, and three yellow balls), is drawn without
replacement, resulting in 10! possible ordered draws.

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 Element of Combinatorial Analysis Permutations

Element of Combinatorial Analysis

Example:
An urn containing ten balls numbered from 1 to 10,
with three different colours (three red balls, four green
balls, and three yellow balls), is drawn without
replacement, resulting in 10! possible ordered draws.

Now, if we erase the numbers on the green balls, the

4! permutations of these four balls lead to the same
permutation, hence the number of distinct
10!
permutations becomes .
4!

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Definition
A combination is an unordered subset of p objects,
which may or may not be repeated, chosen from a set
containing n objects.

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Proposition
The number of possible combinations without
repetition of p objects chosen from a set of cardinality
n, denoted Cnp , is equal to:
Apn n!
Cnp = =
p! p!(n − p)!

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Proposition
The number of possible combinations without
repetition of p objects chosen from a set of cardinality
n, denoted Cnp , is equal to:
Apn n!
Cnp = =
p! p!(n − p)!

Example:
In a class of 16 students, the number of possible pairs
2
is C16 .
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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Proposition
The number of possible combinations with repetition
of p objects chosen from a set of cardinality n is equal
p
to Cp+n−1 .

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Proposition
The number of possible combinations with repetition
of p objects chosen from a set of cardinality n is equal
p
to Cp+n−1 .

Example:
In how many different ways can three sweets be
distributed among two children?

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Proposition
The number of possible combinations with repetition
of p objects chosen from a set of cardinality n is equal
p
to Cp+n−1 .

Example:
In how many different ways can three sweets be
distributed among two children?
Without considering the order of the sweets for each
child, the number of possible combinations is C42 = 6.

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Exercise:
We want to distribute 5 rags into 3 drawers. In how
many different ways can this distribution occur?

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Exercise:
We roll four identical fair dice.
1. Calculate the number of possibilities of getting
the same number four times.
2. Calculate the number of possibilities of getting
four numbers.

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Proposition: Properties of Combinations

Given four positive integers p, r, n and m satisfying
r < n and p < n, the properties follow:
1. Identity: Cn0 = Cnn = 1 and Cn1 = n.
2. Symmetry of Combinations: Cnp = Cnn−p .
3. Recursive Relationship in Combinations:
p−1 p
Cnp = Cn−1 + Cn−1 .
∑ n
4. Sum Property: Cnp = 2n .
p=0

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Proposition: Binomial Theorem

For any non-negative integer n and any real numbers
x and y:
∑n
n
(x + y) = Cnp x n−p y p
p=0

Proof by mathematical induction.

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Exercise:
Find the integer n if Cn42 + Cnn−42 = 2Cn43 .

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 Element of Combinatorial Analysis Combinations

Element of Combinatorial Analysis

Exercise:
A lock has a 3-digit code, each digit being a number
from 1 to 9. How many possible codes:
1. are there?
2. end with an even digit?
3. contain at least one digit that is 4?
4. contain exactly one digit that is 4?
Now the code must consist of three distinct digits.
How many possible codes:
1. are there?
2. end with an odd digit?
3. contain the digit 6?
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 Probability Calculus

3. Probability Calculus

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 Probability Calculus

Probability Calculus
Probability theory focuses on the study of phenomena
characterised by chance and uncertainty.

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 Probability Calculus

Probability Calculus
Probability theory focuses on the study of phenomena
characterised by chance and uncertainty.

Probability calculus enables a numerical modelling of

the frequency of occurrence of a random event.

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 Probability Calculus

Probability Calculus
Probability theory focuses on the study of phenomena
characterised by chance and uncertainty.

Probability calculus enables a numerical modelling of

the frequency of occurrence of a random event.

Probabilistic objects and results provide a necessary

foundation for statistics.

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 Probability Calculus

Probability Calculus
Definition: Random Experiment
A random experiment, also known as a random
trial, is any practice, repeated under identical
conditions, that can lead to multiple possible
outcomes, and whose result cannot be predicted a
priori.

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 Probability Calculus

Probability Calculus
Definition: Random Experiment
A random experiment, also known as a random
trial, is any practice, repeated under identical
conditions, that can lead to multiple possible
outcomes, and whose result cannot be predicted a
priori.

Example:
"Rolling a fair dice (unbiased)" is a random
experiment with possible results of 1, 2, 3, 4, 5, and 6.
However, "rolling a dice with all faces showing the
number 2" is not a random experiment.
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 Probability Calculus

Probability Calculus

Definition: Universe and Event

The sample space, set of outcomes or universe is
the set of all possible results of a random experiment.
Any subset of the sample space is called an event.

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 Probability Calculus

Probability Calculus

Definition: Universe and Event

The sample space, set of outcomes or universe is
the set of all possible results of a random experiment.
Any subset of the sample space is called an event.

Example:
The sample space for the experiment of "rolling a
dice" is Ω = {1, 2, 3, 4, 5, 6}.

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 Probability Calculus

Probability Calculus

Remark
The sample space of a random experiment can contain
an infinite number of elements, as in the case of the
experiment "flipping a coin and noting the first
instance it lands on heads" where the sample space is:
Ω = N∗ .

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 Probability Calculus

Probability Calculus

Definition
A σ-algebra on a set is any collection of non-empty
subsets that is closed under complement and
countable unions.

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 Probability Calculus

Probability Calculus

Definition
A σ-algebra on a set is any collection of non-empty
subsets that is closed under complement and
countable unions.

In other words, T ⊂ P(E) is a σ-algebra on a set E if:

1. T ̸= ∅;
2. For every element A ∈ T , we have A ∈ T ;
3. For every countable
∪ family (An )n∈N of elements
from T , we have An ∈ T .
n∈N
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 Probability Calculus

Probability Calculus
Example:
For a given set E, {∅, E} and the power set P(E) are
two σ-algebras on E, referred to as trivial σ-algebra
and discrete σ-algebra, respectively.

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 Probability Calculus

Probability Calculus

Definition: Probability Measure

A probability measure, probability law, or
simply probability is any real-valued function
defined on a σ-algebra A on a set Ω, with values in
[0, 1] satisfying:
1. For any countable family (An )n∈N of pairwise
disjoint
( elements
) from A, we have
∪ ∑
P An = P (An );
n∈N n∈N
2. P (Ω) = 1.

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 Probability Calculus

Probability Calculus

Remark: Boole’s Inequality

For at most countable families of events (An )n∈N , we
have: ( )
∪ ∑
P An ≤ P (An ) .
n n

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 Probability Calculus

Probability Calculus

Definition: Probability Space

A probability space or probability triple
(Ω, A, P) consists of a set Ω, a σ-algebra A on Ω, and
a probability measure P on A.

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 Probability Calculus

Probability Calculus

Definition
Given a probability space (Ω, A, P), the elements of
the σ-algebra A are called events, and the σ-algebra
A is referred to as the event space.

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 Probability Calculus

Probability Calculus

Definition
Given a probability space (Ω, A, P), the following
definitions hold:
Ω is said to be the certain event: P (Ω) = 1.
∅ is said to be the impossible event; it never
occurs: P (∅) = 0.
An event is said to be elementaryor simple if it
occurs in only one way.

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 Probability Calculus

Probability Calculus

Definition
The complementary event of A, denoted A, is
the event consisting of the set of outcomes or
elementary events in Ω that do not belong to A.
Two events A and B are said to be incompatible
if they cannot occur simultaneously: A ∩ B = ∅.

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 Probability Calculus

Probability Calculus
Examples:
Considering the random experiment "rolling a fair
dice":
1. "Getting 1, 2, 3, 4, 5, or 6" is a certain event.
2. "Getting 0" is an impossible event.
3. "Getting 1" is an elementary event.
4. The complementary event of the event "getting 2,
4, or 6" is the event "getting 1, 3, or 5".
5. "Getting 1" and "getting 2" are two incompatible
events.

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 Probability Calculus

Probability Calculus

Definition: Set Operators

Consider Ω as a fundamental space associated with a
random experiment, and A, B ⊂ Ω as two events.
A ∪ B is read as "event A or B" and means that
at least one of the events A or B occurs.
A ∩ B is read as "event A and B" and means that
A and B occur simultaneously.
A − B is read as "event A minus B" and means
that A occurs alone.

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 Probability Calculus

Probability Calculus

Definition: Set Operators

A∆B is read as "symmetric difference of A and
B" and is equal to the event
(A − B) ∪ (B − A) = (A ∪ B) − (A ∩ B). It means
that only one of the two events A or B occurs.
A ⊂ B is read as "A included in B" and means
that if A occurs, then B also occurs.

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 Probability Calculus

Probability Calculus
Example:
The event A = {1, 2} is included in the event
B = {1, 2, 3}.
If A occurs, for instance with the outcome 1, then B
also occurs.
However, if we get the outcome 3, then only B occurs.

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 Probability Calculus

Probability Calculus
Exercise:
We roll a dice and consider the following two events:
A = {1, 2, 3, 5} and B = {2, 3, 4}.
Determine A ∪ B, A ∩ B, A − B, and A∆B.

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 Probability Calculus

Probability Calculus

Proposition: De Morgan’s Law

Let A and B be two events in an event space A, then
we have:
A∩B =A∪B
In general, for events A1 , A2 , . . . , An in an event space
A, we have:
∩n ∪n
Ai = Ai
i=1 i=1

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 Probability Calculus

Probability Calculus
Exercise:
Let Ω be the set of possible outcomes of a random
experiment, and let A, B, and C be three events.
Translate the following events in set-theoretical terms:

1. All three events A, B, and C occur.

2. None of the three events occurs.
3. At least one of the events occurs.
4. At most two of the events occur.

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 Probability Calculus

Probability Calculus

Proposition
Let P : A → [0, 1] be a probability, and A, B ∈ A. The
following properties hold:
1. P(∅) = 0
2. P(A) = 1 − P(A)
3. A ⊂ B ⇒ P(A) ≤ P(B) (P is increasing)
4. P(A ∪ B) = P(A) + P(B) − P(A ∩ B) (Poincaré’s
formula)

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 Probability Calculus

Probability Calculus

Definition: Probability of Composite Event

Consider a finite sample space Ω = {ω1 , ω2 , ..., ωn }.
The probability of any (composite) event A ⊂ Ω is
equal to the sum of the probabilities of all elementary
events contained within it:
∑
P(A) = P(ω)
ω∈A

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 Probability Calculus

Probability Calculus
Example:
Considering the random experiment "rolling a fair
dice" whose sample space is Ω = {1, 2, 3, 4, 5, 6}, the
probability of getting a 1, 2, or 4 is:

P({1, 2, 4}) = P({1}) + P({2}) + P({4})

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 Probability Calculus

Probability Calculus

Remark: Equiprobability
In cases where all elementary events have the same
probability, the probability of any (composite) event
A ⊂ Ω is equal to the ratio of the cardinality of A to
the cardinality of Ω:
Card(A)
P(A) =
Card(Ω)

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 Probability Calculus

Probability Calculus

Definition: Conditional Probability

Let P : A → [0, 1] be a probability, and A, B ∈ A. The
probability of the event "A given B", that is the event
"A given that B has already occurred", is given by:
P(A ∩ B)
P(A|B) =
P(B)

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 Probability Calculus

Probability Calculus

Definition: Independent Events

Let P : A → [0, 1] be a probability and A, B ∈ A. A
and B are said to be independent if:

P(A ∩ B) = P(A) × P(B)

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 Probability Calculus

Probability Calculus
Stating that A and B are independent means that
knowledge of the occurrence of A does not provide
any information about the occurrence of B.

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 Probability Calculus

Probability Calculus
Stating that A and B are independent means that
knowledge of the occurrence of A does not provide
any information about the occurrence of B.

Moreover, the occurrence of one event does not

influence the occurrence of the other; thus:
P(A ∩ B) P(A)P(B)
P(A|B) = = = P(A)
P(B) P(B)

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 Probability Calculus

Probability Calculus
Example:
We roll a 6-sided dice and denote A as the event "get
an even number", and B as the event "get a multiple
of 3". We have:
1 1
P(A) = ; P(B) =
3 2
1 1
P(A ∩ B) = ; P(A|B) =
6 3

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 Probability Calculus

Probability Calculus

Definition: Generalised Independence

Let P : A → [0, 1] be a probability and (Ai )i=1,...,n ⊂ A
be a sequence of events. (Ai )i=1,...,n are said to be
mutually independent if:
∩ ∏
∀I ⊂ {1, 2, . . . , n} : P( Ai ) = P(Ai )
i∈I i∈I

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 Probability Calculus

Probability Calculus

Proposition
For all independent events A and B:
1. A and B are independent.
2. A and B are independent.
3. A and B are independent.

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 Probability Calculus

Probability Calculus

Definition
A sequence of events (A)1≤i≤n forms a complete
system (or partition) of Ω if:
∪
n
∀i ̸= j : Ai ∩ Aj = ∅ and Ai = Ω
i=1

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 Probability Calculus

Probability Calculus
Proposition: Total Probability Formula
For (A)1≤i≤n a complete system of a sample space Ω
and B ⊂ Ω, we have
∑
n
P(B) = P(Ai ∩ B)
i=1

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 Probability Calculus

Probability Calculus
Proposition: Total Probability Formula
For (A)1≤i≤n a complete system of a sample space Ω
and B ⊂ Ω, we have
∑
n
P(B) = P(Ai ∩ B)
i=1

Thus, we can conclude that for two events A and B:

P(B) = P(A ∩ B) + P(A ∩ B)
= P(A)P(B|A) + P(A)P(B|A)
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 Probability Calculus

Probability Calculus
Exercise:
In a field, there are only three species of plants that
we denote as A, B, and C.

12% of the plants of species A, 7% of those of species

B, and 15% of those of species C are resistant to the
common herbicide. Furthermore, it is known that 30%
of the plants in the field are of species A and 20% are
of species B.

What is the probability that randomly selected plant

is resistant to the common herbicide?
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 Probability Calculus

Probability Calculus
Exercise:
During a seasonal epidemic of a disease affecting a
certain proportion x of a small population, a screening
test is implemented. It is assumed that the entire
population is subjected to the test, and a random
individual from this population is encountered.
It is known that the probability that this individual
has a positive test result given that they are sick is
95%, and the probability that this individual has a
negative test result given that they are healthy is 85%.

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 Probability Calculus

Probability Calculus
Additionally, it is known that the probability that this
individual has a positive test result is 31%.

What is the probability x that the individual is sick?

You can start by writing an equation involving x.

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 Probability Calculus

Probability Calculus

Theorem: Bayes’ Formula

Let (A)1≤i≤n be a complete system of events in a
sample space Ω, all with non-zero probability. For any
event B ⊂ Ω such that P(B) ̸= 0, we have:

P(B|Ai ) × P(Ai )
P(Ai |B) = ∑
n
P(B|Aj ) × P(Aj )
j=1

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 Probability Calculus

Probability Calculus
Exercise:
We randomly select between two urns U1 and U2 with
respective probabilities 31 and 32 , then we draw a ball
from the chosen urn.
U1 contains 5 red balls and 6 black balls.
U2 contains 7 red balls and 3 black balls.
Calculate the probability of choosing U1 given that a
black ball was drawn?

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 Probability Calculus

Probability Calculus
Exercise: Paradox of Screening Tests
A disease is present in the population at a rate of one
sick person per 10,000. A representative of a large
pharmaceutical laboratory boasts about their new
screening test to the Ministry of Health: if a person is
sick, the test is positive 99% of the time. If a person is
not sick, the test is positive 0.1% of the time.
These figures seem excellent. However, before allowing
the marketing of this test, the Ministry has consulted
a statistician to calculate the probability that a
person is sick given that the test is positive.
Perform the calculation using Bayes’ formula.
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 Probability Calculus

Probability Calculus
Exercise:
Let A, B, and C be three events in a probability
space (Ω, A, P).
1. Show that: A ∪ B ∪ C = A ∩ B ∩ C and
A ∩ B ∩ C = A ∪ B ∪ C.
2. Show that:
P(A ∩ B ∩ C ) ≥ 1 − P(A) − P(B) − P(C ).

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