probability-function
Parent: probability-theory
Probability function
Source: blitzstein-hwang
Maps an event $E$ to probability values.
The probability function $P$ must satisfy the axioms:
- $P(\emptyset)=0$, $P(\Omega)=1$
- $P\left(, \bigcup_i A_i ,\right) = \sum_i P(A_i)$ if the events $A_i$ are mutually exclusive.
Properties
- $P(A^c) = 1 - P(A)$
- If $A \subseteq B$, then $P(A) \leq P(B)$
- $P(A~\cup~B) = P(A) + P(B) - P(A~\cap~B)$