Abstract
Probability theory is a mathematical discipline that investigates possible outcomes of repeated experiments and a long-run relative frequency of these outcomes. The word “probability” generally refers to the chance of a specific event occurring, taking values between zero (impossible) and one (certain). Probability theory enables the analysis of reliability, i.e. the probability that a system performance meets its marginal value (or requirement) under uncertainty at the very beginning of operation (time-independent reliability) or during its lifetime (time-dependent reliability). In this chapter, we briefly summarize fundamental probability theory with the aim of providing a sufficient background in probability to enable understanding and use of techniques and methods found in later chapters.
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Hu, C., Youn, B.D., Wang, P. (2019). Fundamentals of Probability Theory. In: Engineering Design under Uncertainty and Health Prognostics. Springer Series in Reliability Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-92574-5_2
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DOI: https://doi.org/10.1007/978-3-319-92574-5_2
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