Mathematics for Computer Science MIT 6.042J/18.062J Probability Spaces Albert R Meyer, May 1, 2012 samplespace.1 Probability Spaces 1) Sample space: a countable set whose elements are called outcomes 2) Probability function, Pr: [0, 1], such that Albert R Meyer, May 1, 2012 samplespace.2 Probability Spaces The purpose of the “tree model” is to figure out which probability space to use: • outcomes = leaves of tree • outcome probabilities calculated from branch probabilities. Albert R Meyer, May 1, 2012 samplespace.3 Probability Spaces An event is a subset, E S. Cor: The Sum Rule Albert R Meyer, May 1, 2012 samplespace.4 Sum Rule For pairwise disjoint A0,A1,… Pr[A 0 È A1 È A2 È ] = Pr[A 0 ] + Pr[A1 ] + Pr[A2 ] + Albert R Meyer, May 1, 2012 samplespace.5 Sum Rule For pairwise disjoint A0,A1,… Albert R Meyer, May 1, 2012 samplespace.6 Discrete Probability Discrete = countable sample space Allows sums instead of integrals Albert R Meyer, May 1, 2012 samplespace.7
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