{"id":25479,"date":"2021-03-24T00:00:32","date_gmt":"2021-03-24T00:00:32","guid":{"rendered":"http:\/\/toposuranos.com\/material\/?p=25479"},"modified":"2024-06-05T04:22:17","modified_gmt":"2024-06-05T04:22:17","slug":"the-measure-of-probability-and-its-key-properties","status":"publish","type":"post","link":"http:\/\/toposuranos.com\/material\/en\/the-measure-of-probability-and-its-key-properties\/","title":{"rendered":"The Measure of Probability and Its Key Properties"},"content":{"rendered":"<div style=\"background-color:#F3F3F3; padding:20px;\">\n<center><\/p>\n<h1>Key Properties of Probability Measure<\/h1>\n<p><\/p>\n<p style=\"text-align:center;\"><strong>Summary<\/strong><br \/><em>In this class, we present the basic definitions of probability theory, including probability measure and sigma-algebra. Additionally, we explore the notion of probability as a limit of relative frequencies, using the example of rolling a six-sided die. Through the relative frequency function, it is demonstrated how to obtain a probability measure through the limit, known as \u00abprobability as a limit of relative frequencies\u00bb. Key properties of the probability measure are presented, and it is shown how the probability of events can be calculated through favorable cases over total cases. This knowledge is fundamental for understanding probability theory and applying it in decision-making in different contexts.<\/em><\/p>\n<p><\/center><br \/>\n<\/p>\n<p style=\"text-align:center;\"><strong>LEARNING OBJECTIVES:<\/strong><br \/>\nUpon completing this class, the student will be able to:\n<\/p>\n<ol>\n<li><strong>Know<\/strong> the definition of probability measure and its fundamental properties.<\/li>\n<li><strong>Understand<\/strong> the notion of probability as a limit of relative frequencies.<\/li>\n<li><strong>Calculate<\/strong> the probability of events through \u00abprobability as favorable cases over total cases\u00bb.<\/li>\n<\/ol>\n<p style=\"text-align:center;\"><strong>TABLE OF CONTENTS<\/strong><br \/>\n<a href=\"#1\">BASIC DEFINITIONS<\/a><br \/>\n<a href=\"#2\">PROBABILITY AS A LIMIT OF RELATIVE FREQUENCIES<\/a><\/p>\n<p><center><iframe class=\"lazyload\" width=\"560\" height=\"315\" data-src=\"https:\/\/www.youtube.com\/embed\/hJJpgf1jRvM\" title=\"YouTube video player\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/center>\n<\/div>\n<p><a name=\"1\"><\/a><\/p>\n<h2>Basic Definitions<\/h2>\n<p style=\"text-align: justify; color: #000000;\"><a href=\"https:\/\/www.youtube.com\/watch?v=hJJpgf1jRvM&amp;t=117s\" target=\"_blank\" rel=\"noopener\"><strong><span style=\"color: #ff0000;\">The part that condenses the essence of a probability space<\/span><\/strong><\/a> is precisely the idea of probability measure. This is the function that ultimately quantifies the likelihood of a certain event occurring.<\/p>\n<p style=\"text-align: justify; color: #000000;\"><a href=\"https:\/\/www.youtube.com\/watch?v=hJJpgf1jRvM&amp;t=157s\" target=\"_blank\" rel=\"noopener\"><strong><span style=\"color: #ff0000;\">A probability measure<\/span><\/strong><\/a> <span class=\"katex-eq\" data-katex-display=\"false\">P<\/span> is a function such that, given a <strong><a href=\"http:\/\/toposuranos.com\/material\/es\/que-es-una-sigma-algebra-definicion-y-ejemplos\/\" rel=\"noopener\" target=\"_blank\">sigma-algebra<\/a><\/strong> <span class=\"katex-eq\" data-katex-display=\"false\">\\Sigma=(\\Omega,\\mathcal{A})<\/span>, it assigns a probability to each event <span class=\"katex-eq\" data-katex-display=\"false\">E\\in\\mathcal{A}<\/span>. This probability measure satisfies the following properties:<\/p>\n<ol style=\"text-align: justify; color: #000000;\">\n<li><span class=\"katex-eq\" data-katex-display=\"false\">(E\\in \\mathcal{A}) \\rightarrow (0 \\leq P(E) \\leq 1)<\/span><\/li>\n<li><span class=\"katex-eq\" data-katex-display=\"false\">P(\\Omega) = 1<\/span><\/li>\n<li><span class=\"katex-eq\" data-katex-display=\"false\">\\left[E_1,_2 \\in \\mathcal{A}\\right] \\rightarrow \\left[ (E_1 \\cap E_2 = \\emptyset) \\rightarrow \\left(P\\left(E_1 \\cup E_2 \\right) = P(E_1) + P(E_2) \\right) \\right]<\/span><\/li>\n<li><span class=\"katex-eq\" data-katex-display=\"false\">\\displaystyle \\left[E_1 \\subseteq E_2 \\subseteq \\cdots \\subseteq E_n \\in \\mathcal{A}\\right] \\rightarrow \\left[P \\left(\\bigcup_{n=1}^\\infty E_n \\right) = \\lim_{n\\to\\infty}P(E_n)\\right]<\/span> <span style=\"color: #800000;\">(continuity)<\/span><\/li>\n<\/ol>\n<p><center><img decoding=\"async\" src=\"data:image\/gif;base64,R0lGODlhAQABAIAAAAAAAP\/\/\/yH5BAEAAAAALAAAAAABAAEAAAIBRAA7\" data-src=\"http:\/\/toposuranos.com\/material\/wp-content\/uploads\/2023\/12\/apuestas.jpg\" alt=\"probability measure, limit of relative frequencies\" width=\"1280\" height=\"720\" class=\"aligncenter size-full wp-image-25465 lazyload\" \/><noscript><img decoding=\"async\" src=\"http:\/\/toposuranos.com\/material\/wp-content\/uploads\/2023\/12\/apuestas.jpg\" alt=\"probability measure, limit of relative frequencies\" width=\"1280\" height=\"720\" class=\"aligncenter size-full wp-image-25465 lazyload\" srcset=\"http:\/\/toposuranos.com\/material\/wp-content\/uploads\/2023\/12\/apuestas.jpg 1280w, http:\/\/toposuranos.com\/material\/wp-content\/uploads\/2023\/12\/apuestas-300x169.jpg 300w, http:\/\/toposuranos.com\/material\/wp-content\/uploads\/2023\/12\/apuestas-1024x576.jpg 1024w, http:\/\/toposuranos.com\/material\/wp-content\/uploads\/2023\/12\/apuestas-768x432.jpg 768w\" sizes=\"(max-width: 1280px) 100vw, 1280px\" \/><\/noscript><\/center><br \/>\n<a name=\"2\"><\/a><\/p>\n<h2>Probability as a Limit of Relative Frequencies<\/h2>\n<p style=\"text-align: justify; color: #000000;\"><a href=\"https:\/\/www.youtube.com\/watch?v=hJJpgf1jRvM&amp;t=510s\" target=\"_blank\" rel=\"noopener\"><strong><span style=\"color: #ff0000;\">This notion of probability can be understood<\/span><\/strong><\/a> through the intuitive idea of probability as \u00ablimit of relative frequencies\u00bb. For example, consider the experiment of rolling <span class=\"katex-eq\" data-katex-display=\"false\">N<\/span> times a six-sided die. The <strong><a href=\"http:\/\/toposuranos.com\/material\/es\/conoce-el-espacio-muestral-de-la-teoria-de-las-probabilidades\/\" rel=\"noopener\" target=\"_blank\">sample space<\/a><\/strong> of each roll is <span class=\"katex-eq\" data-katex-display=\"false\">\\Omega_{1d6} = \\{1,2,3,4,5,6\\}<\/span>. If <span class=\"katex-eq\" data-katex-display=\"false\">A<\/span> is any event from <span class=\"katex-eq\" data-katex-display=\"false\">\\Omega_{1d6}<\/span>, then we can measure the frequency <span class=\"katex-eq\" data-katex-display=\"false\">f_N(A)<\/span> with which the event <span class=\"katex-eq\" data-katex-display=\"false\">A<\/span> occurs in <span class=\"katex-eq\" data-katex-display=\"false\">N<\/span> rolls. By doing this we verify that:<\/p>\n<p style=\"text-align: center; color: #000000;\"><span class=\"katex-eq\" data-katex-display=\"false\">0 \\leq f_N(A) \\leq f_N(\\Omega_{1d6}) = N<\/span>,<\/p>\n<p style=\"text-align: justify; color: #000000;\">and if we consider a second event <span class=\"katex-eq\" data-katex-display=\"false\">B<\/span> from <span class=\"katex-eq\" data-katex-display=\"false\">\\Omega_{1d6}<\/span>, then it will happen that:<\/p>\n<p style=\"text-align: center; color: #000000;\"><span class=\"katex-eq\" data-katex-display=\"false\">(A\\cap B = \\emptyset ) \\rightarrow (f_N(A\\cup B) = f_N(A)+f_N(B) )<\/span>\n<p style=\"text-align: justify; color: #000000;\">From this, we can define a new \u00abfunction\u00bb <span class=\"katex-eq\" data-katex-display=\"false\">g_N<\/span>, which we call relative frequency, through the expression<\/p>\n<p style=\"text-align: center; color: #000000;\"><span class=\"katex-eq\" data-katex-display=\"false\">g_N(A) = \\displaystyle \\frac{f_N(A)}{N}<\/span>\n<p style=\"text-align: justify; color: #000000;\">We will notice that the function <span class=\"katex-eq\" data-katex-display=\"false\">g_N<\/span> complies with the first three properties, only the fourth (continuity) cannot be obtained in this way, but is introduced for rather \u00abtechnical\u00bb reasons since some results cannot be obtained without this property.<\/p>\n<p style=\"text-align: justify; color: #000000;\">Even with this, <span class=\"katex-eq\" data-katex-display=\"false\">g_N<\/span> is still not a probability measure, because it is not yet a function. This is because, regardless of the value of <span class=\"katex-eq\" data-katex-display=\"false\">N<\/span>, <span class=\"katex-eq\" data-katex-display=\"false\">g_N<\/span> does not necessarily deliver a single value, as a function would. To solve this, we add a step to the limit to finally have a probability measure, obtaining:<\/p>\n<p style=\"text-align: center; color: #000000;\"><span class=\"katex-eq\" data-katex-display=\"false\">\\displaystyle P(A) = \\lim_{N\\to\\infty} g_N(A)<\/span>\n<p style=\"text-align: justify; color: #000000;\">This is known as Probability as a Limit of Relative Frequencies.<\/p>\n<h3>Example: Rolling a Six-Sided Die<\/h3>\n<p style=\"text-align: justify; color: #000000;\"><a href=\"https:\/\/www.youtube.com\/watch?v=hJJpgf1jRvM&amp;t=932s\" target=\"_blank\" rel=\"noopener\"><strong><span style=\"color: #ff0000;\">Continuing the analysis of rolling a six-sided die,<\/span> <\/strong><\/a>it follows that:<\/p>\n<p style=\"text-align: justify; color: #000000;\"><span class=\"katex-eq\" data-katex-display=\"false\">\\displaystyle\\left(\\forall x\\in\\{1,2,3,4,5,6\\}\\right) \\left( g_N(\\{x\\}) = \\frac{f_N(\\{x\\})}{N}\\right)<\/span>\n<p style=\"text-align: justify; color: #000000;\">and if the experiment is repeated a large number of times, it can be verified that<\/p>\n<p style=\"text-align: justify; color: #000000;\"><span class=\"katex-eq\" data-katex-display=\"false\">\\displaystyle \\left(\\forall x\\in\\{1,2,3,4,5,6\\} \\right) \\left( \\lim_{N \\to \\infty} g_N(\\{x\\}) = \\displaystyle \\frac{1}{6} \\right)<\/span>\n<p style=\"text-align: justify; color: #000000;\"><span class=\"katex-eq\" data-katex-display=\"false\">\\displaystyle \\lim_{N \\to \\infty} g_N(\\Omega_{1d6}) = 1<\/span>\n<p style=\"text-align: justify; color: #000000;\">Therefore, if we define <span class=\"katex-eq\" data-katex-display=\"false\">P(\\{x\\}) = \\lim_{N\\to\\infty} g_N(\\{x\\})<\/span>, then it will occur that:<\/p>\n<p style=\"text-align: justify; color: #000000;\"><span class=\"katex-eq\" data-katex-display=\"false\">\\displaystyle P(x=\\{1,3,5\\}) = P(\\{1\\}\\cup\\{3\\}\\cup\\{5\\}) = P(\\{1\\})+P(\\{3\\})+P(\\{5\\}) = \\frac{1}{6}+\\frac{1}{6}+\\frac{1}{6}= \\frac{1}{2} <\/span>\n<p style=\"text-align: justify; color: #000000;\">From this example, it is also simple to infer that, given an event <span class=\"katex-eq\" data-katex-display=\"false\">E<\/span> of a sample space <span class=\"katex-eq\" data-katex-display=\"false\">\\Omega<\/span>\n<p style=\"text-align: center; color: #000000;\"><span class=\"katex-eq\" data-katex-display=\"false\">\\displaystyle P(E) = \\frac{\\# E}{\\# \\Omega}<\/span>\n<p style=\"text-align: justify; color: #000000;\">This is known as the \u00abprobability as favorable cases over total cases\u00bb and is fundamental for understanding a large number of reasonings about the space of probabilities and the measure of probability.<\/p>\n<p><center><iframe class=\"lazyload\" width=\"560\" height=\"315\" data-src=\"https:\/\/www.youtube.com\/embed\/OAzCnbW3pSw?si=pNyBUqlZEuhRJO4i\" title=\"YouTube video player\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" allowfullscreen><\/iframe><\/center><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Key Properties of Probability Measure SummaryIn this class, we present the basic definitions of probability theory, including probability measure and sigma-algebra. Additionally, we explore the notion of probability as a limit of relative frequencies, using the example of rolling a six-sided die. Through the relative frequency function, it is demonstrated how to obtain a probability [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":25477,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"iawp_total_views":11,"footnotes":""},"categories":[567,670],"tags":[],"class_list":["post-25479","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-mathematics","category-probabilities-and-statistics"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.4 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>The Measure of Probability and Its Key Properties - toposuranos.com\/material<\/title>\n<meta name=\"description\" content=\"Learn about the measure of probability and the analysis of probability as a limit of relative frequencies with practical examples\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"http:\/\/toposuranos.com\/material\/en\/the-measure-of-probability-and-its-key-properties\/\" \/>\n<meta property=\"og:locale\" content=\"es_ES\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"The Measure of Probability and Its Key Properties\" \/>\n<meta property=\"og:description\" content=\"Learn about the measure of probability and the analysis of probability as a limit of relative frequencies with practical examples\" \/>\n<meta property=\"og:url\" content=\"http:\/\/toposuranos.com\/material\/en\/the-measure-of-probability-and-its-key-properties\/\" \/>\n<meta property=\"og:site_name\" content=\"toposuranos.com\/material\" \/>\n<meta property=\"article:publisher\" content=\"https:\/\/www.facebook.com\/groups\/toposuranos\" \/>\n<meta property=\"article:published_time\" content=\"2021-03-24T00:00:32+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2024-06-05T04:22:17+00:00\" \/>\n<meta property=\"og:image\" content=\"http:\/\/toposuranos.com\/material\/wp-content\/uploads\/2023\/03\/MEDIDADEPROBABILIDAD-1-1024x576.jpg\" \/>\n<meta name=\"author\" content=\"giorgio.reveco\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:title\" content=\"The Measure of Probability and Its Key Properties\" \/>\n<meta name=\"twitter:description\" content=\"Learn about the measure of probability and the analysis of probability as a limit of relative frequencies with practical examples\" \/>\n<meta name=\"twitter:image\" content=\"http:\/\/toposuranos.com\/material\/wp-content\/uploads\/2023\/03\/MEDIDADEPROBABILIDAD-1.jpg\" \/>\n<meta name=\"twitter:creator\" content=\"@topuranos\" \/>\n<meta name=\"twitter:site\" content=\"@topuranos\" \/>\n<meta name=\"twitter:label1\" content=\"Escrito por\" \/>\n\t<meta name=\"twitter:data1\" content=\"giorgio.reveco\" \/>\n\t<meta name=\"twitter:label2\" content=\"Tiempo de lectura\" \/>\n\t<meta name=\"twitter:data2\" content=\"4 minutos\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"http:\\\/\\\/toposuranos.com\\\/material\\\/en\\\/the-measure-of-probability-and-its-key-properties\\\/#article\",\"isPartOf\":{\"@id\":\"http:\\\/\\\/toposuranos.com\\\/material\\\/en\\\/the-measure-of-probability-and-its-key-properties\\\/\"},\"author\":{\"name\":\"giorgio.reveco\",\"@id\":\"http:\\\/\\\/toposuranos.com\\\/material\\\/#\\\/schema\\\/person\\\/e15164361c3f9a2a02cf6c234cf7fdc1\"},\"headline\":\"The Measure of Probability and Its Key Properties\",\"datePublished\":\"2021-03-24T00:00:32+00:00\",\"dateModified\":\"2024-06-05T04:22:17+00:00\",\"mainEntityOfPage\":{\"@id\":\"http:\\\/\\\/toposuranos.com\\\/material\\\/en\\\/the-measure-of-probability-and-its-key-properties\\\/\"},\"wordCount\":807,\"commentCount\":0,\"publisher\":{\"@id\":\"http:\\\/\\\/toposuranos.com\\\/material\\\/#organization\"},\"image\":{\"@id\":\"http:\\\/\\\/toposuranos.com\\\/material\\\/en\\\/the-measure-of-probability-and-its-key-properties\\\/#primaryimage\"},\"thumbnailUrl\":\"http:\\\/\\\/toposuranos.com\\\/material\\\/wp-content\\\/uploads\\\/2023\\\/03\\\/MEDIDADEPROBABILIDAD-1.jpg\",\"articleSection\":[\"Mathematics\",\"Probabilities and Statistics\"],\"inLanguage\":\"es\",\"potentialAction\":[{\"@type\":\"CommentAction\",\"name\":\"Comment\",\"target\":[\"http:\\\/\\\/toposuranos.com\\\/material\\\/en\\\/the-measure-of-probability-and-its-key-properties\\\/#respond\"]}]},{\"@type\":\"WebPage\",\"@id\":\"http:\\\/\\\/toposuranos.com\\\/material\\\/en\\\/the-measure-of-probability-and-its-key-properties\\\/\",\"url\":\"http:\\\/\\\/toposuranos.com\\\/material\\\/en\\\/the-measure-of-probability-and-its-key-properties\\\/\",\"name\":\"The Measure of Probability and Its Key Properties - 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