This video gives the background to set theory which is fundamental for
dealing with probability more generally. The video discusses using Venn
diagrams as a simple way of proving a number of results, such as De
Morgan's law. However, we also discuss how to prove this formally using
set theory results. An example is using various forms of De Morgan's law
to derive the sum rule, or the addition law of probability. A tutorial
exercise challenges you to derive the sum rule for three events.
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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