Lecture 3
Lecture 3
Lecture 3
Probability theory deals with the study of random phenomena, which under
repeated experiments yield different outcomes that have certain underlying
patterns about them. The notion of an experiment assumes a set of repeatable
conditions that allow any number of identical repetitions. When an experiment
is performed under these conditions, certain elementary events occur in
different but completely uncertain ways. We can assign nonnegative number as
the probability of the event in various ways:
Laplace’s Classical Definition: The Probability of an event A is defined a-
priori without actual experimentation as
(1-1)
(1-4)
(1-5)
and
(1-6)
etc.
and (1-8)
A B A B A
A B
De-Morgan’s Laws:
(1-10)
A B A B A B A B
For any event A, we assign a number P(A), called the probability of the
event A. This number satisfies the following three conditions that act the
axioms of probability.
(1-12)
(Note that (iii) states that if A and B are mutually exclusive (M.E.)
events, the probability of their union is the sum of their probabilities.)
The following conclusions follow from these axioms:
a. Since we have using (ii)
(1-16)
(1-17)
(1-19)