Re: The search of no-normality




Jack Tomsky wrote:
Let be Ai an event from a (finite) set of n
events.
Then

___p (A1 U A2 U...U An )
_______________<= p(A1) + p(A2) +... + p(An)

(equality only if all the events are independent)

It is curious that this inequality can be found
in
the first pages of he elementary text (unknown to
you
) of
W. Feller - Introduction to Probability Theory
and
its Applications, vol. I.


Let's see how that formula works in practice.
Suppose that you have a fair coin with the
probability
of a head being 1/2 and you make three independent
tosses.

Let A1 be the event that the first toss is a head.
Let A2 be the event that the second toss is a head.
Let A3 be the event that the third toss is a head.

Then A1, A2, and A3 are independent events.
A1 U A2 U A3 is the event of obtaining at least one
head
among the three tosses. (The probability is 7/8.)

According to the formula, there is equality since
the
events are independent. Thus, the exact
probability of
A1 U A2 U A3 from the formula is 1/2 + 1/2 + 1/2 =
1 1/2.
I'm surprised that Feller's editor didn't catch
this error.

It's not Feller's error (but I'm sure you knew that).


Kevin, you guessed right that I was being facetious.

Jack



The formula referred to is 7.6 on p. 23.
The stated condition for equality and the subsequent
formula 7.7
is that A1, A2, ... are mutually exclusive. Of
course independence
is not the same as being mutually exlusive.

The inequality clearly holds since 7/8 < 1 1/2.

--
Kevin E. Thorpe
Assistant Professor, Department of Public Health
Sciences
Faculty of Medicine, University of Toronto

.



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