SigmaField
Mathematical Foundations for Quant Finance
0 of 256 lessons
    1. PG1.1 Statements and truth valuesProof · 25 min
    2. PG1.2 Implication, converse and contrapositiveProof · 30 min
    3. PG1.3 Quantifiers: for every and there existsProof · 30 min
    4. PG1.4 Negating a statementProof · 30 min
    5. PG1.5 Stage review: for every ε there exists δProof · 35 min
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Proof Gym PG1 Logic and language Lesson 2 of 5

ProofLesson PG1.2 in the Proof Gym, stage PG1: Logic and language. About 30 minutes.

Implication, converse and contrapositive

Simulate

Check the claim with numbers

"If PP, then QQ" is an implication, written P⇒QP \Rightarrow Q. Mathematics makes it false in one case only: PP true and QQ false. The section after the conjecture explains why; here, test what that rule does.

Take the whole numbers from 1 to 20 and the claim "if nn is a multiple of 4, then nn is even". Swap its parts and you get the converse, "if nn is even, then nn is a multiple of 4". Negate both parts and swap them, and you get the contrapositive, "if nn is not even, then nn is not a multiple of 4".

⌘/Ctrl + Enter runs the cell

The claim and its contrapositive hold for all 20 numbers. The converse fails at 2, 6, 10, 14 and 18: each is even but not a multiple of 4. The next cell compares the three forms in all four cases of PP and QQ.

⌘/Ctrl + Enter runs the cell

The columns for P⇒QP \Rightarrow Q and the contrapositive match in all four rows. The converse differs from them in rows 2 and 3.

Conjecture

For any two statements PP and QQ, an implication is equivalent to its contrapositive:

(P⇒Q)≡(¬Q⇒¬P)(P \Rightarrow Q) \equiv (\neg Q \Rightarrow \neg P)

Four rows are every case, so the table is already a proof by exhaustion. The proof below explains why the two match: each implication fails in exactly one case, and it is the same case.

What "if … then" means

Think of an implication as a promise: "if the fund beats the index, the manager gets a bonus". It is broken only when the fund beats the index and no bonus is paid.

When the fund does not beat the index, the promise is kept, whatever happens to the bonus. So an implication with a false hypothesis counts as true. This is the rule the cell's implies used.

Rule: Implication

P⇒Q is false only whenP is true and Q is false\begin{gathered} P \Rightarrow Q \text{ is false only when} \\ P \text{ is true and } Q \text{ is false} \end{gathered}

PP is the hypothesis and QQ the conclusion. To prove P⇒QP \Rightarrow Q, assume PP and show QQ follows. To disprove it, find one case with PP true and QQ false.

Here ¬\neg means "not", as in lesson PG1.1. Three forms are built from one implication by swapping or negating its parts:

NameFormFrom "multiple of 4 ⇒\Rightarrow even"
converseQ⇒PQ \Rightarrow Peven ⇒\Rightarrow multiple of 4
contrapositive¬Q⇒¬P\neg Q \Rightarrow \neg Pnot even ⇒\Rightarrow not a multiple of 4
inverse¬P⇒¬Q\neg P \Rightarrow \neg Qnot a multiple of 4 ⇒\Rightarrow not even

Mathematics has many ways to say P⇒QP \Rightarrow Q: "PP implies QQ", "QQ whenever PP", "PP only if QQ". It also says "PP is sufficient for QQ" and "QQ is necessary for PP". When both P⇒QP \Rightarrow Q and its converse hold, write P⇔QP \Leftrightarrow Q, read "PP if and only if QQ".

Format 1

Reorder the steps

Here is a proof that an implication and its contrapositive are equivalent, with its lines shuffled. Put them in order.

  1. The two implications are false in the same single case and true in all others, so they are equivalent.
  2. Take any statements PP and QQ. An implication is false in only one case: its hypothesis true and its conclusion false.
  3. So P⇒QP \Rightarrow Q is false exactly when PP is true and QQ is false.
  4. That happens exactly when QQ is false and PP is true, the same case as for P⇒QP \Rightarrow Q.
  5. Its contrapositive, ¬Q⇒¬P\neg Q \Rightarrow \neg P, is false exactly when ¬Q\neg Q is true and ¬P\neg P is false.

Format 3

Find the error

This argument tries to prove that every even number from 1 to 20 is a multiple of 4. The simulation says that is false. Select the line that goes wrong, then say why.

Simulate

A claim of your own to prove

The table has a fourth column to add: the inverse, ¬P⇒¬Q\neg P \Rightarrow \neg Q. Each row below prints PP, QQ, then P⇒QP \Rightarrow Q, the converse and the inverse.

⌘/Ctrl + Enter runs the cell

The converse and the inverse match in all four rows. Both differ from P⇒QP \Rightarrow Q in the rows with PP and QQ of opposite truth values.

Conjecture

For any statements PP and QQ, the converse Q⇒PQ \Rightarrow P is not equivalent to P⇒QP \Rightarrow Q. The converse is equivalent to the inverse, ¬P⇒¬Q\neg P \Rightarrow \neg Q.

Again the table covers every case. Now write the reasons in sentences, and use the theorem you have just proved instead of a table where you can.

Format 4

Write it

Prove both parts. First, show that P⇒QP \Rightarrow Q and Q⇒PQ \Rightarrow P are not equivalent: find a case where their truth values differ, and real statements that show it. Second, show that Q⇒PQ \Rightarrow P is equivalent to ¬P⇒¬Q\neg P \Rightarrow \neg Q.

Saved in this browser as you type.

Write your own first: a proof you have tried to write teaches far more than one you only read.

Stage PG2 uses the contrapositive as a proof technique: to prove P⇒QP \Rightarrow Q, it is enough to prove ¬Q⇒¬P\neg Q \Rightarrow \neg P.

Summary card

  • P⇒QP \Rightarrow Q is false only when PP is true and QQ is false. With a false hypothesis it is true.
  • To prove P⇒QP \Rightarrow Q, assume PP and reach QQ. To disprove it, find a case with PP true and QQ false.
  • The contrapositive ¬Q⇒¬P\neg Q \Rightarrow \neg P is equivalent to P⇒QP \Rightarrow Q.
  • The converse Q⇒PQ \Rightarrow P is not. Knowing P⇒QP \Rightarrow Q and QQ tells you nothing about PP.
  • The converse and the inverse ¬P⇒¬Q\neg P \Rightarrow \neg Q are equivalent to each other.

Free further reading

Optional. This lesson covers what you need; these add more examples and practice. All are free to read.