Probstat/notes/basic

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This is part of probstat. These notes are meant to be used in complement to the video lectures. They only contain summary of the materials discussed in the video. Don't use them to avoid watching the clips please.

Random experiments

When we would like to talk about probability, we shall start with a random experiment. After we perform this experiment we get an outcome. The set of all possible outcomes is called a sample space, usually denoted by S.

We are generally interested in outcomes with certain properties, usually referred to as an event. Formally, an event is a subset of the sample space S.

Probability axioms

Useful properties