EE 391 -
Probability Theory
4
The Probability Function
uDefinition
To each outcome in S we associate a non-negative number Pn = P(xn) such that :
0<Pn<1 and Sum[ P(xn)]
= 1
–xn is in S
–Sum is
over all elements of S
–{xn}
is collectively exhaustive and mutually exclusive