summaryof stat581582 notes（位stat581582笔记）.docVIP

Summary of Stat 581/582 Text: A Probability Path by Sidney Resnick Taught by Dr. Peter Olofsson Chapter 1: Sets and Events : Basic Set Theory SET THEORY The sample space, ?, is the set of all possible outcomes of an experiment. e.g. if you roll a die, the possible outcomes are ?={1,2,3,4,5,6}. A set is finite/infinitely countable if it has finitely many points. A set is countable/denumerable if there exists a bijection (i.e. 1-1 mapping) to the natural numbers, N={1,2,3,…} e.g. odd numbers, integers, rational numbers (Q = {m/n} where m and are integers) The opposite of countable is uncountable. e.g. = real numbers, any interval (a,b) If you take any two points in a set and there are infinitely many points between them, then the set is considered to be dense. e.g. Q, Note: A set can be dense and be countable OR uncountable. The power set of ? is the class of all subsets of ?, denoted 2? (or P[?]). (i.e. if ? has “n” elements, P[?] has 2n elements.) Note: if ? is infinite and countable, then P[?] is uncountable. SET OPERATIONS Complement: Union: Intersection: SET LAWS Associativity: Distributivity: De Morgan’s: * The opposite is true for all of the above. : Limits of Sets ={for all but finitely many n} {An occurs eventually} ={for infinitely many n} {An occurs infinitely often} (and vice versa) If liminf = limsup = An, then the limit exists and is An. : Set Operations and Closure A is called a field or algebra if: A A A A A A field is closed under complements, finite unions, and intersections. ? is called a ?-field or ?-algebra if: A ?-field is closed under complements, countable unions, and intersections. Note: is the smallest possible ?-field and is the largest possible ?-field. The sets in a ?-field are called measurable and the space is called a measurable space. : The ?-field Generated by a Given Class C Corollary: The intersection of ?-fields is a ?-field. Let C be a coll