Digital Signal Processing Reference
In-Depth Information
number of outcome is infinite/uncountable. For those cases, the sample space is
defined as
continuous.
A.1.2 Events
An event is a subset A of the sample space S, i.e. it is a set of possible outcomes.
If the outcome of an experiment is an element of A we say that the event A has
occurred. An event consisting of a single point of S is often called a simple or
elementary event
.
As an example, let's take the random experiment of tossing a coin twice. Here,
two events are defined as A and B, where A be the event that 'at least one head
occurs' and
V
be the event that 'the second toss results in a tail.' Then A
=
{HT,
TH, HH},
V =
{HT, TT},
A.1.3 Probability-Understanding Approaches
From the study of random experiment, it is clear that, in any random experiment
there is always uncertainty as to whether a particular event will or will not occur. As
a measure of the chance or probability with which we can expect the event to occur
it is convenient to assign a number between 0 and 1. If we are sure or certain that
the event will occur we say that its probability is 100% or 1, but if we are sure that
the event will not occur we say that its probability is zero.
Definition approach 1
If an event can occur in
h
different ways out of a total number
of
n
possible ways, all of which are equally likely, then the probability of the event
is
h
/
n
[1].
Definition approach 2
If after
n
(
n
is a large number) repetitions of an experiment,
an event is observed to occur in
h
of these, then the probability of the event is
h
/
n
.
This is also called the
empirical probability
of the event.
Mathematically, probability of a favorable event h from a sample space S is
defined as
h
n
=
p
(
h
)
Lt
(A.1)
n
→∞
where,
n
is the total number of chance experiments.
A.2 Random Variable
Random variable is neither
random
nor
variable
[2]; conversely, it can be defined
as a
function
of the elements of a sample space
S
. Generally random variable is
represented by a capital letter (X) and any particular value of the random variable
by a lower case letter (x). Thus, given an experiment defined by a sample space S
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