3 Basic Definitions of Probability Theory（3概率论的基本定义）.pdf

3 Basic Definitions of Probability Theory 3defprob.tex: Feb 10, 2003 Classical probability Frequency probability axiomatic probability Historical developement: Classical Frequency Axiomatic The Axiomatic definition encompasses the Classical and Frequency definitions of probability Note that in a number of places in these notes I use axiom as a synomom for assumption. Classical probability Definition Classical probability (MBG): If a random experiment (process with an uncertain outcome) can result in n mutually exclusive and equally likely outcomes, and if nA of these outcomes has an attribute A, then the probability of A is the fraction nA /n. This notion of probabilty had its conception in the study of games of chance; in particular, fair games of chance. E.g. if one tosses a coin there are two mutually exclusive outcomes: head or tail. Of these two outcomes, one is associated with the attribute heads; one is associated with the attribute tails. If the coin is fair each outcome is equally likely. In which case, Prhead  nA 1 n  , 2 where n  2 and nA is the number of possible outcomes associated with a head (1). Consider some other examples: 1. The roll of a die: There are 6 equally likely outcomes. The probability of each is 1/6. 2. Draw a card from a deck: There are 52 equally likely outcomes. 3. The roll of two die: There are 36 equally likely outcomes (6x6): 6 possibilities for the first die, and 6 for the second. The probability of each outcome is 1/36. 4. Drawing (with replacement) four balls from an urn with an equal number of red, white, and blue balls: There are 81 possible outcomes (3x3x3x3  34 ). For example, {red, white, wh