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Lecture 5
Randomness

❓ Random experiment:
is a process leading to two or more possible outcomes. We don’t know in
advance which one will occur.

Randomness is either performed or assumed

Tossing a coin is a performance, the outcome is either head or tail - and we

don’t know in advance

Measuring what the nature is doing is assumed randomness

Example, will person x buy a shirt or not when walking into a store

📢 The possible outcomes from a random experiment are “basic outcomes”

📢 the set of all basic outcomes is the “sample space” = “S”

Coin toss

S= {Head, Tail}

👥 Event = Any subset of basic outcomes

An event occurs if any of its constituent parts occur

We denote events by A,B....E(1), E(2)

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 Examples of events in grabbing cards out of a shuffled deck of cards

E(1) = at least one Ace is observed

E(2) = at least one club is observed

E(3) = (1s, 4c) is observed

📌 Complement: the set of basic outcomes that are not in A. - we call “the
complement of A”

Denoted by:

Going off the example o the deck of cards:

🛣 Intersection: A and B are events, The intersection of A and B, AnB is the

set of all basic outcomes that belong to both A and B.

Going off the example o the deck of cards:

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 E(1) n E(2) = at least one ace and at least one club are observed

When the events don’t match

✂ Mutually exclusive or disjoint

Two events that has no basic outcomes in common are “mutually exclusive” or
“disjoint”

If you have multiple events and you define the amount of events with K - you
have to compare all “K” events with each other to determine if they are disjoint

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 Mutually exclusive

💍 Union A and B are events. Their “union”, A u B, is the set of basic

outcomes that belong to A, B or both.

The union of K events is the set of basic outcomes that belong to any of them

Going off the example o the deck of cards:

E(1) u E(2) = at least one ace, or one club is observed

🗣 Collectively exhaustive = if their union is the sample space

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 📢 Partition = A set of event E(1), E(2) ... E(x) that are both disjoint and
collectively exhaustive is a “partition” of “S”

The set of basic outcomes is another partition of S

They don’t overlap, but together they are all of the sample space

Probability

📢 Consider a random experiment with sample space “S”, basic outcome O(i)
and let A be an event.
A probability is a way to assign a value to each event in S in a sensible
way and in such a way that the following is satisfied:

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 Anything that satisfies these is a probability

The university will not ask you to test nr 2.

Example

Throw a dice

S = { 1,2,3,4,5,6}

A = we observe an even number = {2, 4, 6}

Probability of A = probability(P) of 2 + P(4) + P(6)

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