Introduction to Probability – 2011/12

Types of Mathematical Object

Do you think the following look like correct mathematical statements?

P(3 heads) = {hht, hth, thh}

P(A) ∩ P(B) = P(1/2) × P(1/3)
f : Z2 → Z. Defined by . . . Consider f (1). . . .

Each of these statements is quite close to something which is (or may well
be) correct. However as written they are nonsense. This is because in each
one the writer was not paying attention to distinguishing between different
types of mathematical object. In the first statement, for instance, we have
an equality in which a number (the lefthand side) is claimed to be equal to
a set (the righthand side). We use = to show that two numbers are equal or
two sets are equal but since numbers and sets are different things we should
never use it to assert that a number is equal to a set. What similar things
are wrong with the other statements? How would you correct all of these
statements?
Here are a few more examples of this kind of thing:

• Set operations (∩, ∪, 4 etc.) apply to sets only. You can write {1, 2, 3}∩
{2, 3, 4} or P(A ∩ B), but not 1 ∩ 2 or P(A) ∩ P(B).

• Arithmetic operations (+, −, × etc.) apply to numbers1 but not to sets.

You can write 1 + 2 but not {1, 2, 3} + {2, 3, 4}.

• Probability is defined for events. If I toss a coin 10 times you can talk
about the probability that I see 3 heads (since “I see 3 heads” is an
event). You cannot talk about the probability of the number of heads
(since “the number of heads” is not an event – in fact it is a random
variable as we shall see later in the module).
1
You might reasonably complain that we use these in other situations such as addition
of two matrices. This is true and I will say a bit more about this kind of thing later.

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 • Independence is defined for events. You can talk about two events
being independent but not about two probabilities being independent.

• If I tell you that f : A → B then we can only write f (x) if x ∈ A.

• . . . can you think of some more examples of this kind?

Being aware of what sort of mathematical objects you are dealing with is
a big help for using notation accurately. Here are a few general tips to help
you with this:

• There are some bits of notation which tell you what sort of mathemati-
cal object something is. Get used to recognising these and interpreting
them correctly. Here are some examples: x ∈ R means that x is a real
number, X ⊆ R means that X is a subset of real numbers2 , f : A → B
means that f is a function from A to B (that is with domain A and
codomain B).

• Whenever you meet a new definition make sure that you consciously
note what sort of mathematical object it applies to. For instance when
I gave the definition of independence I wrote that “The events A and
B are independent if . . . ” (rather than just “A and B are independent
if . . . ”. This makes it completely clear that independence is a property
that applies to events (and not to numbers or matrices or anything
else). When you learn a definition make sure that you are clear about
what it applies to.

• Read what you have written aloud. If the person who had written the
first of our bad statements above had stopped and thought to them-
selves: This says “The probability of 2 heads is equal to the set con-
taining hht, hth, thh” then they would quite possibly have realised that
something was wrong.

• It is not too hard to get to grips with some of the basic types of math-
ematical object: numbers, sets, matrices, functions etc. However, of-
ten we want to deal with quite complicated types of object built from
2
You might have noticed that here, and in much of the notes, I have used capital letters
for sets and lower case letters for numbers. This kind of convention is not strictly necessary
(there is nothing formally wrong with using a lower case letter for a set) but it can be a
useful reminder of what is a number and what is a set.

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 simpler ones. For instance how would you interpret the following state-
ment:

d : {f : f is a function from R to R} → {f : f is a function from R to R}

This is telling you what sort of mathematical object d is, more precisely
it is telling you that d is a function. But what sort of function? The
domain is the set of all functions with domain and codomain R (let’s
call these real functions for brevity). Make sure you stop and digest
what this means before reading any further. The codomain is also the
set of all real functions. So d is a function which takes as input any real
function and produces from it another real function. This might sound
a bit far-fetched but there are plenty of situations when this kind of
thing is of interest (differentiation for instance is a function which is
almost of this form3 ).
The tip for situations like this is to try to understand the statement bit
by bit4 . In our example we first took an overview (“d is a function”),
then we focused on the domain and codomain separately and made
sure we understood what those were as sets, finally we put these parts
together.

There are two related points here which in the long run make things easier
but can be confusing at first.

• We sometimes use the same notation for different things. Initially this
sounds very confusing but in most cases the reason we choose the same
notation is that the two things are very similar. For instance you are
quite used to writing + for the sum of two real numbers, the sum of
two complex numbers, or the sum of two matrices, despite the fact that
these are different concepts. One example from this module is using P
for both probability and conditional probability. This can cause some
confusion: when P is being used for probability it should always apply
to an event, but when we write P(A|B) it is certainly not true that A|B
is an event. The reason is that the letter P is being used for two different
3
The difference is that the domain is slightly reduced since not all real functions are
differentiable.
4
This means that you should certainly not be reading your notes or any textbooks at
the same speed as you would read a novel or newspaper.

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 but related concepts. This should cause no confusion, once you have
got used to it, since whenever you see P(A) you know it is a probability
and when you see P(A|B) you know it is a conditional probability.
However it is important to realise that this is not a counterexample
to the rule that probability is only defined for events but a different
concept (defined this time for two events the second of which has non-
zero probability) which we happen to denote by the same letter .

• Sometimes it is convenient to abuse notation. This means to write

something which we know to be not quite correct but which is shorter
and will cause no confusion. One example from our module was writing
P(a) instead of P({a}) for the probability of an elementary event. This
is a slightly delicate area and perhaps the best summary is: Once you
can use notation accurately you are allowed to bend the rules sometimes
so long as you know what you are doing. If you are asked you should
always be able to say how the notation is being abused.