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Probability Theory - Bard College

Probability TheoryProbability Spaces and EventsConsider a random experiment with several possible outcomes. For example, wemight roll a pair of dice, flip a coin three times, or choose a random real numberbetween 0 and 1. Thesample spacefor such an experiment is the set of all possibleoutcomes. For example: The sample space for a pair of die rolls is the set{1,2,3,4,5,6} {1,2,3,4,5,6}. The sample space for three coin flips is the set{0,1}3, where 0 represents headsand 1 represents tails. The sample space for a random number between 0 and 1 is the interval [0,1].Aneventis any statement about the outcome of an experiment to which we canassign a Probability . For example, if we roll a pair of dice, possible events include: Both dice show even numbers. The first die shows a 5 or 6. The sum of the values shown by the dice is greater than or equal to 7. From a formal point of view, events are usually defined to be certain subsets of thesample space.

Probability Theory Probability Spaces and Events Consider a random experiment with several possible outcomes. For example, we might roll a pair of dice, ip a coin three times, or choose a random real number between 0 and 1. The sample space for such an experiment is the set of all possible

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