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Carlos Fernandez-Granda
cims.nyu.eduBasic Probability Theory In this chapter we introduce the mathematical framework of probability theory, which makes it possible to reason about uncertainty in a principled way using set theory. AppendixAcontains a review of basic set-theory concepts. 1.1 Probability spaces
Probability, Statistics, and Stochastic Processes
ramanujan.math.trinity.edu1 Basic Probability Theory 1 1.1 Introduction 1 1.2 Sample Spaces and Events 3 1.3 The Axioms of Probability 7 1.4 Finite Sample Spaces and Combinatorics 16 1.4.1 Combinatorics 18 1.5 Conditional Probability and Independence 29 1.5.1 Independent Events 35 1.6 The Law of Total Probability and Bayes’ Formula 43 1.6.1 Bayes’ Formula 49