ch 1-Basic concepts - STAT 230 Introduction to Probability...

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STAT 230 Introduction to Probability and Random Variables Lecture 1: Basic Concepts and Properties of Probability June 23, 2009 1 / 12
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I. Basic concepts 2 / 12
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Basic terminology (1) I A Random Experiment is an experiment for which the outcome cannot be predicted with certainty. I The Sample Space , usually denoted by the letter S , is the collection of all possible outcomes. I A random variable X is a function on the sample space S : for ω S , X ( ω ) ∈ < . 3 / 12
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I An event A is a subset of the sample space S . I If the outcome of a random experiment is in A , we say event A has occured . I If we repeat a random experiment n times, we define Relative Frequency of an event A in these n repititions of the experiments the ratio of the number of times A has occured to the number of repititions n of the experiment. This gives a first intuition of the probability of the event A: P(A)= #(A)/n. 4 / 12
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ch 1-Basic concepts - STAT 230 Introduction to Probability...

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