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Lecture 1.pdf

Notes

• experiment = any process or action whose outcome is not known (is random)
• sample space = denoted by S, the set of all possible outcomes of an experiment, its elements are called elementary events (denoted by ei, i ∈ N)
• event = collection of elementary events, i.e. it is a subset of S (events are denoted by capital letters, Ai, i ∈ N).
• two special events associated with every experiment:
  • the impossible event, denoted by ∅ (“never happens”)
  • the sure (certain) event, denoted by S (“surely happens”)
  • for each event A ⊆ S, the event ${\bar {A}}$ is the complementary event = ${\bar {A}}$ occurs if and only if A does not occur; ${\bar{\bar {A}}}$ = A;