Probability fundamentals are the cornerstone of understanding and analyzing uncertainty. In this section, we'll explore the basic concepts and principles that form the basis of probability theory.

Key Concepts

  • Probability Space: A probability space is a mathematical construct that allows us to model random experiments. It consists of three elements: a sample space, events, and a probability measure.

  • Sample Space: The sample space is the set of all possible outcomes of a random experiment.

  • Event: An event is a subset of the sample space. It represents a particular outcome or a combination of outcomes.

  • Probability Measure: The probability measure assigns a probability between 0 and 1 to each event, representing the likelihood of its occurrence.

Types of Probability

  • Objective Probability: Objective probability is based on physical or empirical evidence. It is often used when the probability of an event can be measured or estimated.

  • Subjective Probability: Subjective probability is based on an individual's belief or judgment. It is often used when there is no empirical evidence available.

Basic Probability Rules

  • Addition Rule: The probability of the union of two events is equal to the sum of their individual probabilities minus the probability of their intersection.

  • Multiplication Rule: The probability of the intersection of two independent events is equal to the product of their individual probabilities.

  • Complement Rule: The probability of an event is equal to 1 minus the probability of its complement.

Resources

For more in-depth understanding of probability fundamentals, you can explore the following resources:

Probability Theory