2.8 BASIC PROBABILITY RESULTS

The following propositions follow from the three axioms of probability. They also illustrate how to rearrange a problem statement in terms of disjoint sets for which one can use Axiom 3 to derive the result.

Proposition 2.2. .

Proof. Since and :

(2.45) Numbered Display Equation

which gives and .

Proposition 2.3. For event , P(Ec) = 1−P(E).

Proof. Since and :

(2.46) Numbered Display Equation

which can be rewritten as P(Ec) = 1−P(E).

Proposition 2.4. If , then .

Proof. Since F contains E, it can be partitioned in ...

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