Introduction to Probability

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LECTURE NOTESCourse 2000Introduction to ProbabilityDimitri P. Bertsekas and John N. TsitsiklisProfessors of Electrical Engineering and Computer ScienceMassachusetts Institute of TechnologyCambridge, MassachusettsThese notes are copyright-protected but may be freely distributed forinstructional nonprofit Sample Space and Probability . . . . . . . . . . . . . . . . Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Probabilistic Models . . . . . . . . . . . . . . . . . . . . . . . Conditional Probability .

2 Sample Space and Probability Chap. 1 “Probability” is a very useful concept, but can be interpreted in a number of ways. As an illustration, consider the following. A patient is admitted to the hospital and a potentially life-saving drug is

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