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Merge pull request #48 from mids-w203/unit2_A1
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cleaning up probability space notation
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blulightspecial authored Jan 30, 2024
2 parents e0af86b + 73632fa commit 40bbf28
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index: 1
statement: |
Suppose outcome space $\Omega = \{1,2,3,4,5,6\}$ represents a 6-sided die, and the probability function assigns probability $1/6$ to each outcome. Let random variable $X: \Omega \rightarrow \mathbb{R}$ be defined as,
$$X(x) = \begin{cases} 1, &x \le 2\\\\ 2, &otherwise\end{cases}$$
$$X(\omega) = \begin{cases} 1, &\omega \le 2\\\\ 2, &otherwise\end{cases}$$
Compute the pmf of $X$
---
Let $Y$ be a random varable defined with positive probability over the outcome space $\\{1, 2, 3, 4, 5, 6\\}$

Define the probability of $Y$ as follows:
Let $p$ be the probability function associated with $\Omega$ (part of the probability space). The problem tell us that,

$$
P(Y = y) =
p(\\{\omega\\}) =
\begin{cases}
\frac{1}{6} & \text{for } y \in \\{1,2,3,4,5,6\\} \\\\
\frac{1}{6} & \text{for } \omega \in \\{1,2,3,4,5,6\\} \\
0, & \text{otherwise}
\end{cases}
$$

The implication of the defined transformation is
Random variable $X: \Omega \rightarrow \mathbb{R}$ is defined as,

$$
\begin{aligned}
Y = \\{1,2\\} & \Rightarrow X = 1 \\\\
Y = \\{3,4,5,6\\} & \Rightarrow X = 2
\end{aligned}
X(\omega) = \begin{cases} 1, &\omega \le 2\\\\ 2, &otherwise\end{cases}
$$

In bracket notation, let random variable $X: \Omega \rightarrow \mathbb{R}$ be defined as,
We can rewrite this more clearly to enumerate all the values $\omega$ can take on:

$$
X(x) = \begin{cases} 1, &y \le 2\\\\ 2, &y \in \\{1,2,3,4,5,6\\}\end{cases}
X(\omega) = \begin{cases} 1, &\omega \in \\{1,2\\} \\\\ 2, &\omega \in \\{3,4,5,6\\}\end{cases}
$$

Computing inducted probabilities, we have

Computing induced probabilities, we have

$$
P(X = 1) = P(Y = 1 \cup Y = 2) = \text{ (Independence) } P(Y = 1) + P(Y = 2) = \frac{1}{6} + \frac{1}{6} = \frac{1}{3}
P(X = 1) = p(X^{-1}(1)) = p( \\{1,2\\} ) = \text{ (countable additivity) } p( \\{1\\} ) + p( \\{2\\} ) = \frac{1}{6} + \frac{1}{6} = \frac{1}{3}
$$

By law of complementary probability and the definition of the output space of $X$ we have
Since $X$ has support $\\{1,2\\}$ we know that the events $X=1$ and $X=2$ are complements. Using the complement rule,

$$
P(X=2) = 1 - P(X=2) = \frac{2}{3}
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or

$$
P(X = 2) = P(Y = 3 \cup Y = 4 \cup Y = 5 \cup Y = 6) = \text{ (Independence) } P(Y = 3) + P(Y = 4) + P(Y = 5) + P(Y = 6)
P(X = 2) = p(X^{-1}(2)) = p( \\{3,4,5,6\\} ) = \text{ (countable additivity) } p( \\{3\\} ) + p(\\{4\\}) + p(\\{ 5\\}) + p(\\{ 6\\})
= 4 * \frac{1}{6} = \frac{2}{3}
$$

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