Lecture 2 : Basics of Probability Theory
Lecture 2 : Basics of Probability Theory When an experiment is performed, the realization of the experiment is an outcome in the sample space. If the experiment is performed a number of times, different outcomes may occur each time or some outcomes may repeat. This “frequency of occurrence” of an outcome can be thought of as a probability.
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MATHEMATICAL MODELING AND ORDINARY …
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www.math.ntu.edu.twcontinuous. Moreover, the above decomposition is unique. Let λ denote the Lebesgue measure on B, the σ-field of Borel sets in R. It follows from the Lebesgue decomposition theorem that we can write F c(x) = βF s(x)+(1−β)F ac(x) where 0 ≤ β ≤ 1, F s is singular with respect to λ, and F ac is absolutely continuous with respect to λ.
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