ClassNotes-Chapter-04-v4-part-4 - CHAPTER 4 PROBABILITY(v4...

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1 © Sven Thommesen 2011 CHAPTER 4: PROBABILITY (v4 part 4) [Edited 09/23/08] [ Work In Progress ] 15. DISCRETE VS. CONTINUOUS PROBABILITY If we perform a statistical experiment (such as rolling a die) a number of times and write down the outcome each time, we get a data set consisting of a number of observations, each containing data pertaining to one variable : the experimental outcomes. Let us name this variable “X”. For the types of artificial experiments we have discussed so far, the sample space consists of a small number of possible outcomes. We often find it useful to number these outcomes, using numbers from 1 to n. We then assign probability to each of the elementary outcomes e 1 .. e n . We refer to such probability as discrete probability : we have a small set of discrete (individual) outcomes which we can number, and we can assign probability to each possible outcome. For the following chapters, the “statistical experiments” we are interested in are not so much artificial experiments with randomizing devices, but rather
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ClassNotes-Chapter-04-v4-part-4 - CHAPTER 4 PROBABILITY(v4...

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