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Probability

  • Peter Whittle
Part of the Springer Texts in Statistics book series (STS)

Abstract

An event A is something which either occurs or does not occur in a particular case. It often has some kind of verbal description: e.g. ‘I win the game’ or ‘the patient survives’. As we saw in Section 2.3, the formal characterization of the event is as a set of realizations ω, i.e. a subset of Ω, also denoted by A. This is just the set of realizations for which the event occurs. The probability of the event is defined as P(A) = E[I(A)], (1) where I(A, ω) is the indicator function of the set A; the random variable which takes value 1 or 0 according as the event occurs or not. Thus P(A) can be seen as the expected proportion of times that A occurs.

Keywords

Probability Measure Boolean Algebra Indicator Function Subjective Probability Venn Diagram 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 1992

Authors and Affiliations

  • Peter Whittle
    • 1
  1. 1.Department of Pure Mathematics and Mathematical StatisticsUniversity of CambridgeCambridgeEngland

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