Chapter 2.4
Probability Theory

Knowledge Base > Math

• Discrete Probability Distribution
  
• Random Variable
  
• Probability Distribution
  
• Probabilistic Inference
  
• Continuous Probability Distribution
  
• Independence
  
• Bayes’ Rule
  

Overview

An experiment is an action or process that generates observations, and the sample space of an experiment, denoted by , contains the set of all possible outcomes of that experiment. An event is any collection of outcomes contained in the sample space .

Axiom

Given an experiment and a sample space , the objective of probability is to assign to each event A a number P(A), called the probability of the event A.