STAT330 Lecture Notes - Lecture 1: Sigma-Algebra, Set Function, Sample Space
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Sampe space all possible outcomes for a random experiment. Types of sample space a finite e s ew. 2 countable e g roll a die until 6 appears. 3 uncountable e g lifetime of a boolb s co too. Event8 subset of s x x203 e g roll a die twice. 21 robability set function let b la az a psf a platz 0 for all ag b be a sigma algebra a function p with domain b is. If ao exclusive i e ain aj 0 for hi. Property of p s f a pla"s t pla. Pc03 0 recall 0 5 c pca el d plan by pca plan b. 6 pcaub f if a eb then pla e pcb. B a u b a and b are mutually exclusive. Pc. euiai conditional probability t b are events defined on s. I i 3 suppose we know c happened.