Probability Theory

→ experiment
↳ a
procedure that
yields one of set of
given
a

possible outcomes

→
Sample space
↳ set of possible outcomes of an
experiment
S =
{ s , , 52 ,
_ . -

s Sn }
→
Probability Distribution
↳ a filenation p in a sample spaces assigning a number
to eaeh possible outcome si in SC probability of
p ( si )
si ) such that the following 2 conditions hold :

1) 0 ≤ p ( si ) ≤ I ,
for every i = 1 ,
2, . . .

.
n

2) ?§ p (
,
si ) = I

→ An event is a subset of the sample space

→ the probability of an event E is the sum of probabilities of the
outcomes in E-

→ The probability of an event E- ( the complement of Fins ) is

p (E) = 1 -

p (E)
→
probability of union of events ( Ei and Es)

p( E U
, Es) =

p ( E.) +
p ( ED -

p ( E n Ez)
,

→ Conditional Probability ( for E- and F)

/ F)
(
Plpᵗ%
E
p
=

→
when two events are independent ,
the occurrence of one of the
events
gives no information about the probability of the other
event
p ( E / F) =p (E) =
pl F / E) =p / F)
Using this we obtain that E and Fare independent whenever

p ( En F) =

p (E) p (F)
.

Bayes
'
Theorem

→ useful when p ( El F) is easy to compute and we need to

find p ( Fl E) and E and F are from the same sample space

( F / E) p (E) F) p (F)
p
=

PCE/ F) p (F) + p ( EI F) p (F)