Exercise · ZW-PROBABILITY-MEASURE-010 · ★★★ Advanced

If \(P(A)=0\), what can be said for certain?

Choose one option.

Show answer
  • B. \(A\) may be nonempty, such as one point when choosing a number at random in \([0,1]\)

Explanation

Probability zero is not the same as the empty event: in a continuous space each point has probability \(0\) and yet can occur. Also, \(P(A^c)=1\).

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Review the concept: Probability measure

A probability measure \(P\) is a function that assigns to each event \(A\) a number between 0 and 1, equals 1 on the sample space \(\Omega\) and adds over mutually exclusive events.

\[P(\Omega)=1,\qquad P\Big(\bigcup_i A_i\Big)=\sum_i P(A_i)\]

More practice problems: probability measure

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