That is we give p x x for each value of x for which p

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Unformatted text preview: definition, we need one more notion: two events are disjoint if their intersection is the empty set, ;. A and B are not disjoint, but if C = {5, 6}, then A and C are disjoint. 207 208 APPENDIX A. REVIEW OF PROBABILITY A probability is a way of assigning numbers to events that satisfies: (i) For any event A, 0 P (A) 1. (ii) If ⌦ is the sample space, then P (⌦) = 1. (iii) For a finite or infinite sequence of disjoint events P ([i Ai ) = P i P (Ai ). In words, the probability of a union of disjoint events is the sum of the probabilities of the sets. We leave the index set unspecified since it might be finite, P ([k=1 Ai ) i = k X P (Ai ) i=1 P1 or it might be infinite, P ([1 Ai ) = i=1 P (Ai ). i=1 In Examples A.1 and A.2, all outcomes have the same probability, so P (A) = |A|/|⌦| where |B | is short for the number of points in B . For a very general example of a P probability, let ⌦ = {1, 2, . . . , n}; let pi 0 with i pi = 1; and define P (A) = P i2A pi . Two basic properties that follow immediatel...
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This document was uploaded on 03/06/2014 for the course MATH 4740 at Cornell University (Engineering School).

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