Chapter 1: Probability and Distributions

Introduction
Set Theory
The Probability Set Function
Conditional Probability and Independence
Random Variables—Discrete and Continuous
Expection of a Random Variable
 I NTRODUCTION TO P ROBABILITY T HEORY

Introduction

Random Experiment: outcome can’t be predicted with certain but a

collection of every possible outcome can be described before its
performance.

Ex.1: toss a coin

Ex.2: Cast one red die and one white die

Sample Space: collection of all possible outcome.

Notation: —sample space; —one element; —collection of the





elements (Event).

Ex.3: In Ex.2, let be the collection of the pair for which the sum is .



What is and what is the probability of event .


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I NTRODUCTION TO P ROBABILITY T HEORY

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Set and Subset


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Element of the set or Point in the set:

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Set: a collection of the objects.


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Null Set .
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Subset:



     

  

    

 I NTRODUCTION TO P ROBABILITY T HEORY

Union of the Sets

Union: ; the set of all elements that belong to at least one of




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the sets 
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I NTRODUCTION TO P ROBABILITY T HEORY

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 I NTRODUCTION TO P ROBABILITY T HEORY

Intersection of the Sets

Intersection: ; the set of all elements that belong to each of




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the sets and .


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 I NTRODUCTION TO P ROBABILITY T HEORY

Venn Diagram



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 I NTRODUCTION TO P ROBABILITY T HEORY

Complement of a set

Complement: ; the set that consists of all elements that are not
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elements of .


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 I NTRODUCTION TO P ROBABILITY T HEORY

Set Functions

Point Functions: ; ;

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Set Functions: function that is evaluated, not at a point, but for an
entire set of points.

Ex. Let be a set in 1-d space and let be equal to the number



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of positive integers in . Then is a set function. If



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, ; If , .

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Ex. Let be a set in 2-d space and let be the area of , if



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 I NTRODUCTION TO P ROBABILITY T HEORY

Some Notations:
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– : sum extended over all




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I NTRODUCTION TO P ROBABILITY T HEORY

 
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I NTRODUCTION TO P ROBABILITY T HEORY

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be n-d set and let
    
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Thus, if
Ex. Let




Let

If