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Statistics 400
Properties of Probability
Chapter two
Pages 6673
Review :
•
An experiment with indeterminstic outcome is called random experiment.
•
The collection of all possible outcomes of a random experiment is called the Sample
Space. Given sample space S, let A be a part of the collection of outcome in S. Then A is
called an event.
•
The outcomes can be represented as a random variable that is typically denoted by X Y
Z.
•
Each random variable has a distribution.
•
Probability is the relative frequency when the random experiment was repeated many
times.
Notation for set operation:
•
Φ
denote the empty set
•
B
A
⊂
means A is a subset of B
•
B
A
∪
is the union of A and B
•
B
A
∩
is the intersection of A and B
•
'
A
is the complement of A
•
A
1
, A
2
, …, A
k
are mutually exclusive events if
j
i
A
A
j
i
≠
Φ
=
∩
,
•
A
1
, A
2
, …, A
k
are exhaustive events if
.
...
2
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This note was uploaded on 07/24/2008 for the course STAT 400 taught by Professor Tba during the Fall '05 term at University of Illinois at Urbana–Champaign.
 Fall '05
 TBA
 Statistics, Probability

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