The concept of probability and basic results
This chapter consists of five sections. The first section is devoted to the definition of the concept of probability. We start with the simplest case, where complete symmetry occurs, proceed with the definition by means of relative frequency, and conclude with the axiomatic definition of probability. The defining properties of probability are illustrated by way of examples. Also, a number of basic properties, resulting from the definition, are stated and justified. Some of them are illustrated by means of examples. This section is concluded with two theorems, which are stated but not proved.
In the second section, the probability distribution function of a r.v. is introduced. Also, the ...
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