Definitions Axioms Theorems

카테고리 없음 2013. 7. 3. 09:14

Definitions Axioms Theorems



Definitions establish the logic of probability theory


axioms are facts that we accept without proof


Theorems are consequences that follow logically from definitions and axioms


Example.


Definition (정의)

A probability measure P[*] is a function that maps events in the sample space to real numbers 


Axiom (공리)

Axiom 1.  For any event A, P[A] >= 0
Axiom 2.  P[S] = 1
Axiom 3.  For any countable collection A1, A2, ... of mutually exclusive events


Theorem (정리)

De Morgan's law relates all three basic operations :




Reference
- Probability and stochastic processes by Yates and Goodman



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