A random experiment has a set \(S\) of all possible outcomes, called the sample space. An individual outcome is a sample point, and an event is a subset of \(S\).
Probability measures how likely an event is, from \(0\) (impossible) to \(1\) (certain).
Classical probability
When the outcomes in a finite sample space are equally likely,
\[P(X)=\frac{n(X)}{n(S)}\]
Empirical probability
If an experiment is repeated many times, the probability of \(X\) is estimated by the limiting relative frequency \(\dfrac{\text{number of occurrences of}\hspace{0.5em}X}{\text{number of trials}}\).
Geometrical probability
\[P(X)=\frac{\text{measure of the favourable region}}{\text{measure of the whole region}}\]
General rules
\[0\le P(X)\le1,\qquad P(\varnothing)=0,\qquad P(S)=1\]
\[P(X')=1-P(X),\qquad \varnothing'=S,\qquad S'=\varnothing\]
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