Mathematical Methods in the Physical Sciences · Problem 16.2.16

FUNCTIONS OF A COMPLEX VARIABLE — Mary Boas

Mathematics — Methods · probability-sample-space-nonuniform

Problem

Given a nonuniform sample space and the probabilities associated with the points, we defined the probability of an event AA as the sum of the probabilities associated with the sample points favorable to AA. [You used this definition in Problem 15 with the sample space (2.5).] Show that this definition is consistent with the definition by equally likely cases if there is also a uniform sample space for the problem (as there was in Problem 15). Hint: Let the uniform sample space have NN points each with probability N−1N^{-1}. Let the nonuniform sample space have n<Nn < N points, the first point corresponding to N1N_1 points of the uniform space, the second to N2N_2 points, etc. What is N1+N2+⋯+NnN_1 + N_2 + \cdots + N_n? What are p1,p2,…p_1, p_2, \ldots, the probabilities associated with the first, second, etc., points of the nonuniform space? What is p1+p2+⋯+pnp_1 + p_2 + \cdots + p_n? Now consider an event for which several points, say ii, jj, kk, of the nonuniform sample space are favorable. Then using the nonuniform sample space, we have, by definition of the probability pp of the event, p=pi+pj+pkp = p_i + p_j + p_k. Write this in terms of the NN's and show that the result is the same as that obtained by equally likely cases using the uniform space. Refer to Problem 15 as a specific example if you need to.

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