Page 12 - Schaum's Outlines - Probability, Random Variables And Random Processes
P. 12

CHAP.  11                           PROBABILITY




         Distributive Laws:







         De Morgan's Laws:




           These relations are verified by showing that any element that is contained in the set on the left side of
           the equality sign is also contained in the set on the right side, and vice versa. One way of showing this
           is by means of a Venn diagram (Prob. 1.13). The distributive laws can be extended as follows:








           Similarly, De Morgan's laws also can be extended as follows (Prob. 1.17):













         1.4  THE  NOTION AND  AXIOMS  OF PROBABILITY
              An assignment of  real numbers to the events defined in a sample space S is known as the prob-
           ability measure. Consider a random experiment with a sample space S, and let A be a particular event
           defined in S.



         A.  Relative Frequency Definition:
              Suppose that the random experiment is repeated n times. If  event A occurs n(A) times, then the
           probability of event A, denoted P(A), is defined as




           where n(A)/n  is called the relative frequency of  event A. Note  that this limit may  not exist, and in
           addition, there are many situations in which the concepts of repeatability may not be valid. It is clear
           that for any event A, the relative frequency of A will have the following properties:
           1.  0 5 n(A)/n I 1, where n(A)/n = 0 if  A occurs in none of  the n repeated trials and n(A)/n = 1 if  A
              occurs in all of the n repeated trials.
           2.  If A and B are mutually exclusive events, then
   7   8   9   10   11   12   13   14   15   16   17