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MONTECARLO METHODS (PROBABILITY (DEFINITIONS (AXIOMATIC PROBABILITY of an…
MONTECARLO METHODS
PROBABILITY
CONDITIONAL PROBABILITY
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DEFINITIONS
A PRIORI PROBABILITY of an EVENT
"It is defined as the # of cases in which the event can happen, over the total # of possible cases EQUALLY LIKELY"
A POSTERIORI PROBABILITY of an EVENT
"It is defined as the # of cases in which A occurs, over the total # of experiments in the SAME CONDITIONS"
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RANDOM PHENOMENON
"It is a PHENOMENON that OCCURS with a certain regularity, FOLLOWING A STATISTICAL LAW"
SAMPLE SPACE, S
"It is defined as A SET OF EVENTS containing ALL THE POSSIBLE OUTCOMES of a RANDOM PHENOMENON"
EVENT
"It represents ALL THE POSSIBLE COMBINATIONS of the ELEMENTS of the SAMPLE SPACE"
a SINGLE ELEMENT is called ELEMENTARY EVENT
EVENT SPACE, A
"It can be seen as a BOX containing ALL THE ELEMENTS (S) + ALL THEIR POSSIBLE COMBINATION + THE NULL EVENT"
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