FA18:Lecture 31 Probability intro

We'll start discussing probability, giving motivation and basic definitions.

Probability is a mathematical tool for estimating the "likelyhood" of various events. It can be used to reason about uncertainty or lack of knowlege, giving a framework for integrating different assumptions and observations.

When we speak of the probability of an event , we are in the context of a probability space; the probability of is just where is the probability measure

In this lecture, we define these terms and model some example experiments.