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RANDOM EXPERIMENTS RANDOMEXPERIMENTS
Examples
SampleSpace
Discrete Continuous
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
BasicConceptsofProbabilityTheory
settheoryisusedtospecifythesamplespaceandthe eventsofarandomexperiment theaxiomsofprobabilityspecifyrulesforcomputingthe probabilitiesofevents thenotionofconditionalprobabilityallowsustodetermine howpartialinformationabouttheoutcomeofan experimentaffectstheprobabilitiesofevents Conditionalprobabilityalsoallowsustoformulatethe notionofindependenceofeventsandofexperiments. We consider sequentialrandomexperimentsthatconsist Weconsider sequential random experiments that consist ofperformingasequenceofsimplerandom subexperiments.
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
Sets
There are two basic ways to specify a set: Therearetwobasicwaystospecifyaset: 1. Listalltheelements,separatedbycommas, insideapairofbraces: inside a pair of braces: A={1,2,3} 2.Giveapropertythatspecifiestheelementsof theset: A={x:xisanintegersuchthat0x36}
ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
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ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
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We call S a discrete sample space if S is countable; that is, its outcomes can be put into onetoone correspondence with the positive integers. W WecallSacontinuoussamplespaceifSisnot ll S i l if S i countable.Experimentsandhavefinitediscrete p p samplespaces.
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Events
EventsaresubsetsofSampleSpace Wemaynotbeinterestedinasingleoutcome,instead inoccurrenceofanevent An event of special interest is the certain event S Aneventofspecialinterestisthecertainevent,S, whichconsistsofalloutcomesandhencealways occurs. th i theimpossibleornullevent,whichcontainsno ibl ll t hi h t i outcomesandhenceneveroccurs Aneventfromadiscretesamplespacethatconsistsof p p f asingleoutcomeiscalledanelementaryevent. WhicheventinpreviousslideisElementary?
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ProbabilityandRandomVariables,Lecture2,byDr.SobiaBaig
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SetTheory&VennDiagrams
Co cepts o Set eo y ConceptsfromSetTheory. Asetisacollectionof objectsandwillbe denotedbycapitalletters WedefineUasthe universalsetthat i l t th t consistsofallpossible objectsofinterestina j f givensettingor application.
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Example
Consider Experiment where we picked two ConsiderExperimentwherewepickedtwo numbersxandyatrandombetweenzeroand one. Thesamplespaceisthentheunitsquare. If we suppose that all pairs of numbers in the unit Ifwesupposethatallpairsofnumbersintheunit squareareequallylikelytobeselected,thenitis reasonabletouseaprobabilityassignmentin reasonable to use a probability assignment in whichtheprobabilityofanyregionRinsidethe unitsquareisequaltotheareaofR. q q
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Summary
AprobabilitymodelisspecifiedbyidentifyingthesamplespaceS, theeventclassofinterest,andaninitialprobabilityassignment,a th t l fi t t d i iti l b bilit i t probabilitylaw,fromwhichtheprobabilityofalleventscanbe computed. ThesamplespaceSspecifiesthesetofallpossibleoutcomes.Ifithas afiniteorcountablenumberofelements,Sisdiscrete;Sis continuousotherwise. EventsaresubsetsofSthatresultfromspecifyingconditionsthatare ofinterestintheparticularexperiment.When Sisdiscrete,events consistoftheunionofelementaryevents.When S i i f h i f l Wh Siscontinuous, i eventsconsistoftheunionorintersectionofintervalsinthereal line.
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Summary Summary
Theaxiomsofprobabilityspecifyasetofpropertiesthatmustbe satisfiedbytheprobabilitiesofevents. ti fi d b th b biliti f t Thecorollariesthatfollowfromtheaxiomsproviderulesfor computingtheprobabilitiesofeventsintermsoftheprobabilities computing the probabilities of events in terms of the probabilities ofotherrelatedevents. Aninitialprobabilityassignmentthatspecifiestheprobabilityof An initial probability assignment that specifies the probability of certaineventsmustbedeterminedaspartofthemodeling. If S is discrete it suffices to specify the probabilities of the IfSisdiscrete,itsufficestospecifytheprobabilitiesofthe elementaryevents.IfSiscontinuous,itsufficestospecifythe probabilitiesofintervalsorofsemiinfiniteintervals.
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