Struggles with Probability Sets


Sets A, B, C

Outlining the Question

Let A, B, and C be sets with dependent probabilities.


Suppose:

\\P(A) = 0.17 \\P(B) = 0.07 \\P(C) = 0.13 \\P(A \cup B) = 0.18 \\P(A \cup C) = 0.19 \\P(B \cup C) = 0.18 \\P(A \cap B \cap C) = 0.01

1a. Find

P(X=0)

Response

P(X = 0) = P(A^c \cap B^c \cap C^c) = 1 - P(A \cup B \cup C)

I need to calculate it

\\P(A \cup B \cup C) = P(A) + P(B) + P(C) \\- (P(A \cap B) + P(A \cap C) + P(B \cap C)) \\+ P(A \cap B \cap C) \\= 0.17 + 0.07 + 0.13 - (P(A \cap B) + P(A \cap C) + P(B \cap C)) + 0.01

I am still struggling to find the intersections of all of these. But I figured I could calculate the unions.

But how to isolate for any of these?

Eureka!

While tinkering I realized that the two probabilities can be extracted:

If you add up the individual probabilities and subtract the union, you end up with the intersection! Visually it looks like this:

\\P(A \cap C^c) = P(A \cup C) - P(C) \\P(A^c \cap C) = P(A \cup C) - P(A) \\P(A \cap C) = P(A \cup C) - P(A^c \cap C) - P(A \cap C^c) \\= P(A \cup C) - P(A \cup C) + P(C) - P(A \cup C) + P(A) \\= P(A) + P(C) - P(A \cup C) \\= 0.17 + 0.13 - 0.19 = 0.11

Updating the visual to match the simplified equation:

And now that I see it, of course it makes sense!

We can do the same for the others:

\\P(A \cap B) = P(A) + P(B) - P(A \cup B) \\= 0.17 + 0.07 - 0.18 = 0.06

And:

\\P(B \cap C) = P(B) + P(C) - P(B \cup C) \\= 0.07 + 0.13 - 0.18 = 0.02

So then:

\\P(A \cup B \cup C) = 0.17 + 0.07 + 0.13 - 0.11 - 0.06 - 0.02 + 0.01 \\P(A \cup B \cup C) = 0.19

And finally:

P(X = 0) = 1 - P(A \cup B \cup C) = 1.00 - 0.19 = 0.81

1b. Find

P(X=1)

Response

Now that we have isolated the intersections.

\\P(X = 1) = P((A \cap B^c \cap C^c) \cup (A^c \cap B \cap C^c) \cup (A^c \cap B^c \cap C)) \\= P(A \cup B \cup \C) - P(A \cap B) - P(A \cap C) - P(B \cap C) + 2  P(A \cap B \cap C) \\= 0.19 - 0.11 - 0.06 - 0.02 + 2  0.01 \\= 0.02

1c. Find

P(X = 2)

Response

\\P(X = 2) = P((A \cap B \cap C^c) \cup (A \cap B^c \cap C) \cup (A^c \cap B \cap C))\\= P(A \cap B) + P(A \cap C) + P(B \cap C) - 2  P(A \cap B \cap C) \\= 0.11 + 0.06 + 0.02 - 2  0.01 \\= 0.17

1d. Find

E(X)

Response

\\E(X) = \sum {i=0}^{3} x{i} \cdot P(X = x_{i}) \\E(X) = 0  0.81 + 1  0.02 + 2  0.17 + 3  0.01 \\= 0.39

1e. Find

V(X)

Response

V(X) = E(X^2) - (E(X))^2

LoTUS states that:

\\E(X^2) = 0^2  0.81 + 1^2  0.02 + 2^2 + 0.17 + 3^3 * 0.01\\= 4.46

1f. Find

\sigma = \sqrt{V(X)} = \sqrt{4.46} = 2.11187

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