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Introduction to Probability

LECTURE NOTESC ourse 2000 Introduction 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 .. Independence .. Total Probability Theorem and Bayes Rule .. Counting.. Summary and Discussion ..2. Discrete Random Variables.. Basic Concepts .. Probability Mass Functions.. Functions of Random Variables .. Expectation, Mean, and Variance.

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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