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Lecture Notes: Introduction To Probability Theory

Probability theory is the mathematical study of uncertainty and randomness, providing a framework for quantifying the likelihood of events. Key concepts include sample space, events, and probability functions, with types such as theoretical and experimental probability. Understanding these principles is crucial for informed decision-making and advanced topics in statistics and engineering.

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7 views1 page

Lecture Notes: Introduction To Probability Theory

Probability theory is the mathematical study of uncertainty and randomness, providing a framework for quantifying the likelihood of events. Key concepts include sample space, events, and probability functions, with types such as theoretical and experimental probability. Understanding these principles is crucial for informed decision-making and advanced topics in statistics and engineering.

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dilhanmacys
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Lecture Notes: Introduction to Probability Theory

Probability theory is the mathematical study of uncertainty and randomness. It provides a framework
for quantifying the likelihood of events occurring and is foundational to statistics, finance,
engineering, and many other fields.

The probability of an event is a number between 0 and 1, where 0 indicates impossibility and 1
indicates certainty. The basic concepts include:

1. Sample Space (S): The set of all possible outcomes of an experiment. For example, when
flipping a coin, the sample space is {Heads, Tails}.

2. Event: A subset of the sample space. For example, getting Heads is an event.

3. Probability Function (P): Assigns a probability to each event, satisfying two axioms:

o Non-negativity: P(E) ≥ 0 for any event E.

o Normalization: P(S) = 1, where S is the sample space.

o Additivity: For mutually exclusive events E1 and E2, P(E1 ∪ E2) = P(E1) + P(E2).

There are two key types of probability:

 Theoretical Probability: Based on mathematical reasoning (e.g., the probability of rolling a 3


on a fair six-sided die is 1/6).

 Experimental Probability: Based on observed outcomes from experiments.

Other important concepts include conditional probability, which measures the probability of an
event given another event has occurred, and independence, where the occurrence of one event
does not affect the probability of another.

Understanding probability theory is essential for making informed decisions under uncertainty and
forms the foundation for more advanced topics like statistics and stochastic processes.

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