The Axioms of probability Show that the total area of Exponential distribution is unity.

Axiom 1: The probability of any event is a non-negative real number. This

means that the probability of an event cannot be negative.
Axiom 2: The probability of the sample space is 1. The sample space is the
set of all possible outcomes of an experiment. The probability of the sample
space being realized is always 1, since at least one outcome must occur.
Axiom 3: If A1, A2, ... are disjoint events, then the probability of the union of
these events is equal to the sum of the probabilities of the individual events.
Disjoint events are events that cannot occur simultaneously.

Axiom 1: P(A) >= 0 for all events A

Axiom 2: P(S) = 1, where S is the sample space
Axiom 3: P(A1 U A2 U ... U An) = P(A1) + P(A2) + ... + P(An) for all disjoint events
A1, A2, ... An
(a) Random Variable
A random variable is a variable whose value is determined by the outcome
of a random experiment. For example, if we flip a coin, the outcome of the
experiment is either heads or tails. We can define a random variable X to be
the number of heads that occur in the experiment. The value of X can be
either 0 or 1, depending on the outcome of the coin flip.
(b) Discrete Random Variable
A discrete random variable is a random variable that can take on a finite or
countably infinite number of values. For example, the number of heads that
occur in a coin flip is a discrete random variable, since it can only take on the
values 0 or 1. Other examples of discrete random variables include the
number of customers that visit a store in a day, the number of children in a
family, and the number of defective products in a batch.
(c) Continuous Random Variable Gamma Distribution and Variance
A continuous random variable is a random variable that can take on any
value within a certain interval. For example, the height of a person is a
continuous random variable, since it can take on any value between 0 and
infinity. Other examples of continuous random variables include the weight
of an apple, the temperature outside, and the time it takes to complete a
marathon.
(d) Probability Mass Function (PMF)
The probability mass function (PMF) of a discrete random variable X is a
function that assigns a probability to each possible value of X. The PMF is
denoted by p(x), and it is defined as follows:
p(x) = P(X = x) where P(X = x) is the probability that the random variable X
takes on the value x.

Bayes' theorem
Bayes' theorem is a mathematical formula that describes the probability of
an event, based on prior knowledge of conditions that might be related to
the event. It can be expressed mathematically as follows:

P(A|B) = P(B|A) * P(A) / P(B)

where:
1. P(A|B) is the probability of event A occurring, given that event B has
already occurred. This is known as the posterior probability.
2. P(B|A) is the probability of event B occurring, given that event A has
already occurred. This is known as the likelihood.
3. P(A) is the prior probability of event A occurring. This is the probability of
event A occurring without any prior knowledge of event B.
4. P(B) is the prior probability of event B occurring. This is the probability of
event B occurring without any prior knowledge of event A.