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Probability Space Notes

A Probability Space is a mathematical framework for modeling random experiments, consisting of a Sample Space (all possible outcomes), Events (subsets of the sample space), and a Probability Function (assigning probabilities to events). Sample spaces can be finite, countably infinite, or uncountably infinite. Resources for further study include online courses and a recommended textbook.

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21 views2 pages

Probability Space Notes

A Probability Space is a mathematical framework for modeling random experiments, consisting of a Sample Space (all possible outcomes), Events (subsets of the sample space), and a Probability Function (assigning probabilities to events). Sample spaces can be finite, countably infinite, or uncountably infinite. Resources for further study include online courses and a recommended textbook.

Uploaded by

Rahul
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Handwritten-style Notes: Probability Space

PROBABILITY SPACE

A Probability Space is a mathematical structure used to model random

experiments. It consists of three key elements:

1. SAMPLE SPACE (S)

- The set of all possible outcomes of a random experiment.

- Example: Tossing a coin -> S = {H, T}

Rolling a die -> S = {1, 2, 3, 4, 5, 6}

2. EVENTS (E)

- A subset of the sample space.

- Example: Event A = Getting an even number when rolling a die -> E =

{2, 4, 6}

3. PROBABILITY FUNCTION (P)

- Assigns a number between 0 and 1 to each event.

- Conditions:

a. 0 <= P(E) <= 1

b. P(S) = 1

c. If A and B are disjoint, P(A U B) = P(A) + P(B)

- For equally likely outcomes:

P(E) = (Number of outcomes in E) / (Total outcomes in S)

- Example: P(rolling even number) = 3/6 = 0.5

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Handwritten-style Notes: Probability Space

TYPES OF SAMPLE SPACES

-----------------------

1. Finite: Rolling a die -> S = {1,2,3,4,5,6}

2. Countably Infinite: Tossing a coin until a head appears -> S = {H, TH,

TTH, ...}

3. Uncountably Infinite: Measuring temperature -> S = [0, 100] (Real

numbers)

VENN DIAGRAM VIEW

------------------

Sample Space (S) is the universal set.

Events (E) are subsets within the sample space.

RESOURCES FOR STUDY:

- NPTEL: https://nptel.ac.in/courses/111/104/111104079/

- Khan Academy: https://www.khanacademy.org/math/statistics-probability

- Book: A First Course in Probability by Sheldon Ross

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