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# stat400lec3 - Statistics 400 Properties of Probability...

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Statistics 400 Properties of Probability Chapter two Pages 66-73 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 1 S A A A k = Basic properties of a probability: (a) : Probability of any event A: 1 ) ( 0 A P (b) : If S is the sample space: P (S) = 1. This implies that

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