Elements of Statistical Methods Probability (Ch 3) - Statistics
Elements of Statistical Methods Probability (Ch 3) - Statistics
Elements of Statistical Methods Probability (Ch 3) - Statistics
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The <strong>Probability</strong> Measure PA probability measure on C assigns a number P(A) to each event A ∈ Cand satisfies the following properties (axioms):1. For any A ∈ C we have 0 ≤ P(A) ≤ 1.2. P(S) = 1 The probability <strong>of</strong> some outcome in S happening is 1.3. For any sequence A 1 ,A 2 ,A 3 ,... <strong>of</strong> pairwise disjoint events we have( ) ( )[ ∞ ∞n[nP A i = ∑ P(A i ) i.e. P lim An→∞ i = limn→∞∑ P(A i )i=1 i=1i=1i=1The third property is referred to as countable additivity.8
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