Set Difference of Events is Event
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Theorem
Let $\EE$ be an experiment with a probability space $\struct {\Omega, \Sigma, \Pr}$.
The event space $\Sigma$ of $\EE$ has the property that:
- $A, B \in \Sigma \implies A \setminus B \in \Sigma$
That is, the difference of two events is also an event in the event space.
Proof
\(\ds A, B\) | \(\in\) | \(\ds \Sigma\) | ||||||||||||
\(\ds \leadsto \ \ \) | \(\ds A, \Omega \setminus B\) | \(\in\) | \(\ds \Sigma\) | Definition of Event Space: Axiom $(\text {ES} 2)$ | ||||||||||
\(\ds \leadsto \ \ \) | \(\ds A \cap \paren {\Omega \setminus B}\) | \(\in\) | \(\ds \Sigma\) | Intersection of Events is Event | ||||||||||
\(\ds \leadsto \ \ \) | \(\ds A \setminus B\) | \(\in\) | \(\ds \Sigma\) | Set Difference as Intersection with Relative Complement |
$\blacksquare$
Also see
Sources
- 1986: Geoffrey Grimmett and Dominic Welsh: Probability: An Introduction ... (previous) ... (next): $1$: Events and probabilities: $1.2$: Outcomes and events: Exercise $2$
- 1986: Geoffrey Grimmett and Dominic Welsh: Probability: An Introduction ... (previous) ... (next): $1$: Events and probabilities: $1.4$: Probability spaces: $(12)$