Properties

Suppose X is a random variable with sample space denoted by S. Let A and B be subsets of S. We call A and B events. Let Ac be the complement of A (the event that A doesn't happen).

Probability rules
  • 0 = P(A) = 1
  • P(S) = 1
Independence
  • If P(A) = P(A|B), then events A and B are independent.
  • If A and B are independent, then
  • If A and B are independent, then .
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