Distributions
To do probabilistic analysis and to understand randomized algorithms, we need to know a little probability -- so let's review.
- A sample space `S` will for us be some collection on elementary
events. For instance, results of coin flips.
- An event `E` is any subset of `S`.
- For example, if `S={HH, TH, HT, T\T}`, an event might be `{TH, HT}`
- A probability distribution `Pr_S{}` on `S` is a mapping from events on `S` to the real numbers satisfying for any events `A` and `B`:
- `Pr_S{A} ge 0`
- `Pr_S{S} = 1`
- `Pr_S{A cup B} = Pr_S{A} + Pr_S{B}` if `A cap B= emptyset`
- Notice `1 = Pr_S{S cup emptyset} = Pr_S{S} + Pr_S{emptyset} = 1 + Pr_S{emptyset}`. So `Pr_S{emptyset} = 0`.
- Let `bar(A)` denote the complement of `A` in `S` -- all the elements of `S` that are not in `A`.
- Notice `1 = Pr_S{S}= Pr_S{bar(A) cup A} = Pr_S{bar(A)} + Pr_S{A}`. So `Pr_S{bar(A)} = 1 - Pr_S{A}`.