Probability Theory (Part 3)
Probabilistic Experiment
A Probabilistic Experiment is a situation in
Which More than one thing can happen
The outcome is potentially uncertain
The Sample Space
The Sample Space of a probabilistic
experiment E is the set of all possible experiment E is the set of all possible
outcomes of E.
Examples:
E1 = Toss a coin, observe whether it is a
Head
(H) or a Tail (T)
?1 = {H, T}Examples:
E2 = Toss a fair die, observe the outcome.
?2 = {1, 2, 3, 4, 5, 6}
E3 = Toss a fair coin 5 times, observe the
number of heads.
?3 = ? (C.P.)
Examples:
E4 = Toss a fair coin 5 times, observe the sequence
of heads and tails. of heads and tails.
?4 ={HHHHH, HHHHT, HHHTH, HHHTT,
HHTHH, HHTHT, HHTTH, HHTTT, ….
Even with very simple situations, the Sample Space
can be quite large. Note that more than one
Probabilistic Experiment may be defined on the
same physical process.Elementary Events vs. Compound Events
The Elementary Events in a Sample Space are the finest
possible partition of the sample space.
Compound Events are the union of elementary events.
Example:
Toss a fair die. (E2)
The elementary events are 1,2,3,4,5 and 6. The elementary events are 1,2,3,4,5 and 6.
The events “Even” = {2,4,6}, “Odd” =
{1,3,5} are examples of compound events.The Axioms of Relative Frequency
EventRelative
Freq
6 1/6
5 1/6
41/6
3 1/6 3 1/6
21/6
11/6
(>3) 3/6
Even 3/6
odd3/6
Even U4/6
Even U Odd1Fundamental Theorems of Probability
Theorem 1.
Proof. For all events A, .
Pr (?) = 0
A? ? = ?
So the 3rd axiom applies, and we have
Pr(A??) = Pr(A) + Pr(?) = Pr(A)
But, for any set A, , so by
subtraction, we have the result.
Theorem 2.
?
Theorem 2.
Proof. For all events A, .
But, for any set A, A ? A = ? , so
Pr(A) = 1? Pr(A)
A? A =?, so Pr(A? A) = Pr(A) + Pr(A)
Pr(?) = 1 = Pr(A) + Pr(A)
The result then follows by
subtraction.
Theorem 3.
Proof. Someone from the class will prove this well known result.Thank you!
المادة المعروضة اعلاه هي مدخل الى المحاضرة المرفوعة بواسطة استاذ(ة) المادة . وقد تبدو لك غير متكاملة . حيث يضع استاذ المادة في بعض الاحيان فقط الجزء الاول من المحاضرة من اجل الاطلاع على ما ستقوم بتحميله لاحقا . في نظام التعليم الالكتروني نوفر هذه الخدمة لكي نبقيك على اطلاع حول محتوى الملف الذي ستقوم بتحميله .