Appendix A: Basic Statistics
The content of this appendix was taken from [108] and [109].
An event A is a subset of the sample space and is what happens if the result of the experiment is contained in A. We suppose that for each event A of the sample space S, a number P (A), called the probability of A, is defined as follows:
Axiom 1: 0 ≤ P(A) ≤ 1
Axiom 2: P(s) = 1
Axiom 3: For any sequence of mutually exclusive events A
1, A
2, ..., we have this:
Random Variables and Random Vectors
This section discusses random variables and random vectors.
Random Variables
A random variable X is a function that assigns a real value to each outcome of the experiment. ...