Introduction to Probability
In weather forecasts, one often hears a sentence such as, “the probability of rain tomorrow is 50 percent.” What does this mean? Something like, “if we look at all possible tomorrows, in half of them there will be rain” or “if we make the experiment of observing tomorrow, there is a quantifiable chance of having rain tomorrow, and somehow or other this chance was quantified as being 1/2.” To make sense of this, we formalize the notions of experimental outcome, event, and probability.
KeywordsProbability Space Central Limit Theorem Weather Forecast Linear Subspace Conditional Expectation
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