# Basic Concepts in Probability

## 1.1 Introduction

The concepts of *experiments* and *events* are very important in the study of probability. In probability, an experiment is any process of trial and observation. An experiment whose outcome is uncertain before it is performed is called a *random* experiment. When we perform a random experiment, the collection of possible elementary outcomes is called the *sample space* of the experiment, which is usually denoted by Ω. We define these outcomes as elementary outcomes because exactly one of the outcomes occurs when the experiment is performed. The elementary outcomes of an experiment are called the *sample points* of the sample space and are denoted by *w*_{i}, *i*=1, 2, …. If there are *n* possible outcomes of an experiment, ...

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