3.1 Basic Concepts in Probability

Let us first introduce some basic concepts in probability theory.

  • Chance experiment is a process producing outcomes that vary randomly when repeated.
  • Sample space, denoted as [latex]S[/latex], is the collection of ALL possible outcomes of a chance experiment.
  • Each possible outcome in the sample space is called a sample point.
  • An event is a combination of sample points; it is a subset of the sample space. We use capital letters A, B, C, …, E, … to represent events.

Example: Basic Concepts

Table 3.1: Examples of Sample Space and Events

Chance Experiment Sample Space S Events
Flip a balanced coin {H, T} where H: head, T: tail E = observe a head = {H}
Roll a fair die {1, 2, 3, 4, 5, 6} E = observe a six = {6}
A = observe even numbers = {2, 4, 6}
B=outcome is less than 3 = {1, 2}
Flip a balanced coin twice {HH, HT, TT, TH} E = observe the same outcome = {HH, TT}
A = observe at least one head = {HH, HT, TH}

For example, consider rolling a fair die. The sample space [latex]S = \{1, 2, 3, 4, 5, 6\}[/latex] consists of six sample points, while the event observing even numbers [latex]A = \{2, 4, 6 \}[/latex] contains three sample points, which are part of the sample space.

Exercise: Basic Concepts

Consider the chance experiment of rolling a fair die twice.

  1. Identify the sample space S.
  2. List all possible outcomes of the event that the two rolls give the same result.
  3. List all possible outcomes of the event that at least one six is observed.
Show/Hide Answer
  1. The sample space [latex]S[/latex] contains [latex]6 \times 6[/latex] pairs in the form of (1, 1), (1, 2), …, (1, 6), (2, 1), (2, 2), …, (2, 6), …, (6,1), (6, 2), …, (6, 6).
  2. E = {(1, 1), (2, 2), (3, 3), (4, 4), (5, 5), (6, 6)}
  3. E = {(1, 6), (2, 6), (3, 6), (4, 6), (5, 6), (6, 6), (6, 1), (6, 2), (6, 3), (6, 4), (6, 5)}

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