Definition and basic properties of probability
Axiomatic and classical definitions of probability.
Probability of event. Basic properties of probability.
 
  
   
    The axiomatic definition of 
probability.
   
  
 
 
  Let a 
space of elementary events
 
 
  
  
 
 
  
   E
  
 
 
 
 
  be
 
 
  given 
and such single number
 
 
  
   Ð
  
  
  
 
 
  (
 
 
  
  
  
   À
  
 
 
 
 
  ) 
corresponds to each event
 
 
  
   À
  
 
 
   Å
  
 
 
  , that:
 
 
  
   Å
  
 
 
  , that:
 
  
Then we say, that the probability is defined on events of E , and the number Ð ( À ) is called the probability of an event A .
The classical definition of probability . Let a space of elementary events E be given and this space consists of N equally likely elementary events, among which there are n events, favorable for an event A . Then the number
Ð ( À ) = n / N
is called the probability of an event A .
Basic properties of probability . Let a space of elementary events E be given and probabilities P are defined on events of E . Then:
 