Chapter 6

Elementary Notions in Probability Theory

In this chapter we introduce the first notions of the theory of probability, we begin the discussion about conditioning, and we make a detailed study of the concept of stochastic independence.

## 17 Events and Random Variables

In this section we introduce the primary notions of event, probability and random variable.

The -algebra of events 17.1

The starting point for probability theory is a set *X* whose elements represent the possible outcomes of an experiment. A basic notion in probability theory is that of *event.* The events are subsets of . Thus the family of events is included in . We are not interested ...