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2
Probability Theory
2.1 EVENTS AND PROBABILITIES
Probability theory is the basis for the analysis of uncertainty in science and engineering. The con-
cept of probability ties to a numerical measure of the likelihood of an event, which is one out-
come of an experiment or measurement. The sample space is the set of all possible outcomes, and
therefore an event is a subset of the sample space. Probability can thus be dened as a real number
between zero and one (0 and 1 included) assigned to the likelihood of an event. As a shorthand for
the probability of an event, we can write Pr[event] or P[event]. For example, for event A, Pr[A] or
P[A], is ...