STAT 8010 Lecture Notes - Lecture 3: Central Limit Theorem, Random Variable, Sample Space
Document Summary
By examining the probability (likelihood) of obtaining the observed sample, we can make judgements concerning the parameters of interest. An experiment is a process by which an observation is obtained. A sample space (s) is the set of all possible outcomes or results of an experiment. A simple event (ei) is an element of the sample space. It cannot be decomposed into any smaller events. A compound event is a collection of two or more simple events. The probability of an event is a measure of belief that the event will occur on the next repetition of an experiment. Two events (a and b) are independent if and only if p(a and b) = p(a)*p(b). This definition indicates that the occurrence of one event does not affect the occurrence of the other event. 1 = )ep( i for all events simple the in sample.
