:= sample space, 나올 수 있는 모든 산출의 집합. := Event, sample space의 부분집합. 관심있는 경우.

4. Axioms of probability

A1. A2.
A3.

이 세 Axiom을 다 만족하면 는 확률 함수다.

Propostion 1.

proof.

Since By A3, . By A2,

Proposition 2.

proof.

Suppose that . Then by A3, Now, suppose that . Let and

6. Conditional probability

F가 일어났을때, E가 일어났을 확률. F안에 E가 차지하는 비중.

7. Bayes’ formula

Let E, F be events. Then from .

ver 1

ver 2

In general case, Suppose that are mutually exclusive and . Then,

8. Independent Events

“E is independent of F” ""

Proposition.

proof.

Proposition.

proof.

By definition of independent, holds. By assumption, So . However, there are many cases that .