In this chapter, we introduce some basics of probability that will be needed in the later chapters. We also take the liberty in stating some theorems without presenting proofs and emphasize that the contents of this chapter, by no means, represent all topics of probability that deserve a detailed discussion.
A chance or random experiment is an experiment whose outcomes or results of its performance are uncertain. A set of outcomes is called an event. The set of all possible outcomes is referred to as the sample space, denoted by . Thus, an event is a subset of the sample space and an element of the sample space is a sample point.
Two events and are referred to as mutually exclusive if their intersection is empty. A set is called a partition of if the events are mutually exclusive, such that .
Probability of an event ...