By F. Hirsch, G. Mokobodzki, M. Brelot, G. Choquet, J. Deny
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Extra resources for Seminaire de Theorie du Potentiel Paris
Example text
Find an appropriate probability law. Let the sample space in this experiment be S = 10, q 2. 18) where a 7 0. Note that the exponential is a number between 0 and 1 for t 7 0, so Axiom I is satisfied. Axiom II is satisfied since P3S4 = P310, q 24 = 1. The probability that the lifetime is in the interval (r, s] is found by noting in Fig. 6 that 1r, s4 ´ 1s, q 2 = 1r, q 2, so by Axiom III, P31r, q 24 = P31r, s44 + P31s, q 24. 6 1r, q 2 = 1r, s4 ´ 1s, q 2. ͔͑ s 40 Chapter 2 Basic Concepts of Probability Theory By rearranging the above equation we obtain P31r, s44 = P31r, q 24 - P31s, q 24 = e -ar - e -as.
1 For example, S11 = R * R, where R is the set of real numbers, and S3 = S * S * S, where S = 5H, T6. It is sometimes convenient to let the sample space include outcomes that are impossible. For example, in Experiment E9 it is convenient to define the sample space as the positive real line, even though a device cannot have an infinite lifetime. , whether the outcome satisfies certain conditions). This requires that we consider subsets of S. We say that A is a subset of B if every element of A also belongs to B.
You should then verify that A ´ B = 5v : v 6 -5 or v 7 106, A ¨ B = 5v : v 6 -106, C c = 5v : v … 06, 1A ´ B2 ¨ C = 5v : v 7 106, A ¨ B ¨ C = л, and 1A ´ B2c = 5v : -5 … v … 106. The union and intersection operations can be repeated for an arbitrary number of sets. 5) k=1 is the set that consists of all elements that are in A k for at least one value of k. The same definition applies to the union of a countably infinite sequence of sets: q d Ak . 7) k=1 The intersection of n sets n k=1 is the set that consists of elements that are in all of the sets A 1 , Á , A n .