ABSTRACT

The behaviour of many classical systems cannot be predicted with certainty, despite the best efforts of the experimenter, e.g., the tossing of a coin. This chapter describes a summary of probability theory for discrete variables. The nature of an experiment may be such that we cannot predict exactly which outcome will occur, i.e., under identical conditions a repetition of the experiment may yield a different outcome. Fortunately many of these experiments exhibit certain regularity so that the results of many independent repetitions of the experiment under identical conditions are describable in terms of a probability theory. A formulation of probability theory based on this frequency interpretation is considered by many to be unsatisfactory. A mathematical formulation should be axiomatic and independent of any particular interpretation. The probabilistic nature of a statistical experiment with a discrete sample space can be described by assigning a probability to each outcome.