chapter  6
44 Pages

Conditional Probability

The theory of probability consists largely in making precise the probabilistic language that already forms part of our language. In effect the purpose of this course is to learn to “speak probability” properly. The lowest level of our probabilistic language is the event. This corresponds to simple phrases that are either true or false. For example, in the Bernoulli process Hi is the event

“The ith toss is heads.” Random variables represent the next level: simple quantitative questions. For example, one might ask: “How long must one toss a coin until the first head appears?”