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Lecture_1-2_July_2010 - EE 131A Probability Professor Kung...

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UCLA EE131A (KY) 1 EE 131A Probability Professor Kung Yao Electrical Engineering Department University of California, Los Angeles M.S. On-Line Engineering Program Lecture 1-2
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UCLA EE131A (KY) 2 Set theory (1) In probability, we deal with probability of events. Often, we have to deal with various operations on these events and then evaluate their probabilities. However, events are sets in mathematics. Thus, operations involving events require various set operations. While most you have had set theory before, we will introduce, define, and review these concepts fully in the next few vu graphs.
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UCLA EE131A (KY) 3 Set theory (2) Union of set A and set B , denoted by A B , consists of elements in A and as well as in B . Symbolically, if A is denoted by the elliptical figure and B is denoted by the rectangular figure, then A B is denoted by the darkened figure Ex. 1. A = {1,2} and B = {3,4}. Then A B = {1,2,3,4}. Ex. 2. A = {1,2,3} and B = {3,4}. Then A B = {1,2,3,4}. Note: In Ex. 2, we do not write A B = {1,2,3,3,4}.
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