2.7.5 · D5Statistics & Probability — Intermediate
Question bank — Probability — classical, empirical, axiomatic (Kolmogorov axioms)

True or false — justify
The classical formula works for any experiment with a finite sample space
False — with the total outcomes and the favourable ones, the formula also needs the outcomes to be equally likely; a bent coin has but the halves are not symmetric, so is meaningless there. (In Set Theory — Union, Intersection, Complement, is just a subset of the box ; counting its elements only gives a probability when every element is equally weighted.)
If then and must overlap
True — for disjoint events axiom 3 gives , so exceeding 1 forces (the double-counted overlap is what pushes the sum above 1).
guarantees that can never occur
False — can attach to nonempty events. This happens for any exact point on a continuous dartboard, but also in a countably-infinite space with a non-uniform assignment: one can give a specific outcome weight 0 while it stays a possible result. The axioms permit without .
Empirical probability from 20 trials is just as trustworthy as from 20 000
False — short runs are noisy; the Law of Large Numbers (relative frequency converging to the true value) only promises the settling as , so more trials means a tighter, more reliable estimate.
The three Kolmogorov axioms let you derive the complement rule
True — and its complement (the white region outside 's blob) are disjoint with , so axiom 3 gives , and axiom 2 makes the right side 1.
If then
True — 's blob sits entirely inside 's; write as disjoint pieces, so , and since the extra piece has probability (axiom 1), .
The addition rule is an extra assumption beyond the axioms
False — it is derived by splitting into the disjoint pieces and and applying axiom 3; nothing new is assumed (full steps in the "Why questions" below).
A probability of exactly 1 means the event is certain to happen every single time
False for infinite spaces — as with the case, an event can have yet miss occasionally (its complement is a nonempty set); it is guaranteed on every trial only in finite sample spaces.
Countable additivity (axiom 3) applies to infinitely many events, not just two
True — the axiom is stated for a whole sequence , which is why the -algebra is required to be closed under countable unions: the union must itself be an event for of it to be defined.
Spot the error
"."
The King of Hearts is counted in both the 4 kings and the 13 hearts (it lives in the overlap), so you must subtract : the answer is .
"Five tails in a row, so a head is now more likely — it's due."
This is the gambler's fallacy; independent tosses have no memory, so regardless of history. The Law of Large Numbers balances things by swamping early results with many new ones, not by compensating.
" for any three events."
Only valid if all three are pairwise disjoint. With overlaps, adding the three singles counts each pairwise overlap twice, so subtract , , ; but that subtraction removes the triple region three times after it was added three times (net zero), so add it back once: .
"Rolling two dice, the sum is one of 2..12, so ."
The 11 sums are not equally likely, so classical counting on them is invalid. Count the 36 equally-likely ordered pairs instead: .
"The empirical probability of a thumbtack landing point-up is because there are two states."
That silently applies classical symmetry; a tack has no symmetry between its two states, so you must measure the frequency (e.g. ), not assume equal halves.
"Since and , we know ."
Non-negativity does not force a positive intersection; disjoint events (blobs that do not touch) have even when both events are individually likely.
", so ."
The complement rule uses the whole event , so it is — the overlap term survives.
Why questions
Why did Kolmogorov replace "counting" and "measuring" with axioms?
Classical needs a symmetry argument and empirical needs infinite trials; the three axioms instead state the minimal rules any probability must obey, so both older methods become valid ways to assign numbers inside one rigorous framework.
Why must the outcomes in the classical formula be equally likely and not merely finite?
The derivation assigns each of the outcomes weight so they sum to 1; if they are not equally likely, no single value is correct and collapses.
Why do we model events as sets rather than as sentences?
Because "and/or/not" map exactly to intersection/union/complement — e.g. " or " is the union blob in the Venn box (see Set Theory — Union, Intersection, Complement) — turning logical reasoning into computable set algebra.
Why is the complement often the easier route (e.g. "at least one head")?
"At least one" splits into many cases, but its complement "none" is usually a single case; computing replaces a long sum with one term.
Why does the general addition rule subtract exactly once — show the disjoint split?
Split the union into non-overlapping pieces: , disjoint, so axiom 3 gives . Separately , disjoint, so . Substituting yields ; geometrically, shades the overlap twice, so one copy is removed.
Why does empirical probability need the Law of Large Numbers as its justification?
A single relative frequency is just an estimate; the LLN guarantees this estimate converges to a fixed true value as , which is what lets us call it a probability.
Why is a theorem and not an axiom?
Because it follows: disjoint gives , so — no separate assumption needed.
Why does axiom 3 insist the events be mutually exclusive before we may add?
If two blobs overlap, their outcomes are shared, and adding double-counts that shared region; only disjoint blobs partition the union cleanly so the probabilities simply sum.
Edge cases
What is the probability of the whole sample space , and which axiom fixes it?
by axiom 2 (normalisation) — the statement "some outcome in the box occurs" is certain.
Can two events each have probability and still both fit in one sample space?
Yes — they must overlap, since disjointness would force ; their intersection has probability at least .
If and are independent, are they also mutually exclusive?
Generally no — Independence of Events means (the overlap is the product), while mutually exclusive means (no overlap at all); both hold together only if one event already has probability 0.
How can an event have probability 1 yet still fail to happen? Give a concrete picture.
Spin a pointer that lands uniformly on a circle. The event "the pointer does not land exactly at the 12 o'clock mark" has probability 1 (that single mark is a point), yet on some spin it could land there — so a event can "miss occasionally" because its exception is a nonempty set.
For a fair die, what is and why is classical valid here?
The primes are , so ; classical applies because a symmetric die makes all six faces equally likely, giving , .
If an experiment has outcomes but you cannot argue symmetry, which definition survives?
Only the empirical (frequentist) one — you measure over many trials, because classical counting requires the equal-likelihood you cannot justify.
For a countably-infinite sample space like "flip until first head", why do we still need axiom 3?
The outcomes form an infinite disjoint list; countable additivity lets us sum their individual probabilities , confirming — impossible with only a two-event rule.