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Flashcards

I. The Sample Space

Sergei Fomin Probability Theory and It's Applications - W. Feller English 13 cards

Cards in this deck (13)

  1. 1Sample spaceAll the possible results of the experiment or observation in question
  2. 2EventResult of experiment or observation
  3. 3Simple event, sample pointsAn event that can not be split into multiple events in our idealized experiment model
  4. 4Compound eventAn event that can be defined as a set of simple events
  5. 5Notation: A=0Event A is impossible
  6. 6Notation: A'A' is a complementary event to A. It consists of all sample points, not contained in the event A.
  7. 7Notation: ABAB is an intersection (simultaneous realization) of events A and B. AB consists of all the sample points that belong to both events.
  8. 8Notation: A ∪ BA ∪ B is a union (realization of at least one). It consists of all the sample points that belong to at least one of the events.
  9. 9Discrete sample spaceA sample space is called discrete if it contains only finitely many points or infinitely many points which can be arranged in a simple sequence E1, E2, ...
  10. 10A notion of probability in a discrete sample spaceGiven a discrete sample space, we associate a number with each sample point. We call this value a probability of this sample point. All the probabilities should be non-negative and sum to 1.
  11. 11Probability of a compound eventThe probability P(A) of any event is the sum of the probabilities of all sample points in it.
  12. 12Probability of A ∪ BP(A∪B) = P(A) + P(B) - P(AB)
  13. 13Boole's inequality (probaility of union if n events)P(A1∪A2∪...∪An) <= P(A1) + P(A2) + ... + P(An)

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Probability Theory and It's Applications - W. Feller Flashcards on I. The Sample Space, created by Sergei Fomin on 22/08/2017.
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Sergei Fomin
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