CAS MA 581 Lecture 11: 581 review
15 Feb 2017
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Document Summary
The outcome of the random experiment is called a sample point. The sample space, often denoted by , is the set of all possible outcomes. An example of such an experiment is tossing a coin 4 times. Htht is an example of a sample point and the sample space has 16 elements: How do we determine the chance of each particular outcome, such as. In order to do this, we need to define the probability for each sample point, as we will do below. A probability space is a sample space , together with a probability. Pr[ ] for each sample point , such that: 0 pr[ ] 1forall , pr[ ] = 1, i. e. , the sum of the probabilities of all outcomes is 1. The easiest, and intuitively paradigmatic, case is that of uniform probability. For example, if we toss a fair coin 4 times, each of the 16 sample points (as pictured above) is assigned probability 1 .
