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The basis of probability theory is a set of events - sample space - and a systematic set of numbers - probabilities -assigned to each event. The key aspect of the theory is the system of assigning probabilities. Formally, a sample space is the set of all possible outcomes of an experiment. An event is a collection of sample points determined by some set-algebraic rules governed by the laws of Boolean algebra.Letting and denote events, these laws are The null set is the complement of . Events are said to be mutually exclusive if there is no element common to both events: .
Associated with each event is a probability measure , sometimes denoted by , that obeys the axioms of probability .
Suppose . Suppose we know that the event has occurred; what is the probability that event has also occurred? This calculation is known as the conditional probability of given and is denoted by . To evaluate conditional probabilities, consider to be the sample space rather than . To obtain a probability assignment under these circumstances consistentwith the axioms of probability, we must have
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