3. Classical and Axiomatic Definitions of Probability
Probability theory is essential in engineering, particularly in the context of Partial Differential Equations (PDEs). This unit delves into the Classical and Axiomatic definitions of probability, outlining their fundamental principles, applications, and limitations. Understanding these definitions enriches the study of stochastic PDEs and enhances modeling of real-world systems influenced by uncertainty.
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Sections
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What we have learnt
- The Classical Definition of probability relies on equally likely outcomes in a finite sample space.
- The Axiomatic Definition, introduced by Kolmogorov, provides a rigorous framework suitable for infinite and non-uniform probabilities.
- Both definitions play crucial roles in various applications, including reliability analysis and machine learning.
Key Concepts
- -- Classical Definition of Probability
- An interpretation of probability based on the assumption that all possible outcomes in a sample space have equal likelihood.
- -- Axiomatic Definition of Probability
- A foundational framework that formalizes probability through a set of axioms accounting for both finite and infinite sample spaces.
- -- Probability Space
- A mathematical construct comprising the sample space, events, and a probability function.
- -- Kolmogorov's Axioms
- The foundational axioms that govern probability functions, including non-negativity, normalization, and additivity.
- -- Reliability Analysis
- A method in engineering to calculate the reliability of systems or components considering varying probabilities of failure.
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