Probability Distribution1
Introduction The fourth post of my probability series is about probability distributions . Basic Probability Two Random Variables Chain Rule of Probability Theory In the previous posts, I discussed probabilities involving a single and multiple random variables. Briefly, a random variable in an experiment or a trial maps a specific outcome from a sample space to a numeric value. The example of a probabilistic event which I kept using was whether I to go to Paris next year \(X=1\) or not \(X=0\). A probability of a specific event can be expressed like this: \[ P(X=1) = 0.7 \] The generalised probability is then like this: \[ P(X) \] where \(X\) can be anything in a defined sample space. A probability distribution concerns probabilities of all possible outcomes of a sample space. So, \( P(X=1)=0.7 \) is a part of a probability distribution, but the whole representation of the probability distribution is \( P(X) \). More concrete examples are: we think about "going to Paris...