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Experiment (probability theory)

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46: 756: 608: 565: 511: 440:. For example, if one were to toss the same coin one hundred times and record each result, each toss would be considered a trial within the experiment composed of all hundred tosses. 412:, all of which would be said to have occurred on that trial. After conducting many trials of the same experiment and pooling the results, an experimenter can begin to assess the 618:
is defined in such a way that, if the experiment were to be repeated an infinite number of times, the relative frequencies of occurrence of each of the events would
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When an experiment is conducted, one (and only one) outcome results— although this outcome may be included in any number of
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is the result of a single execution of the model. Since individual outcomes might be of little practical use, more complicated
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This article is about the probabilistic model used in actual experiments. For a discussion about actual experiments, see
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As a simple experiment, we may flip a coin twice. The sample space (where the order of the two flips is relevant) is
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which occurs when a "heads" occurs in either of the two flips. This event contains all of the outcomes except
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Random experiments are often conducted repeatedly, so that the collective results may be subjected to
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of the various outcomes and events that can occur in the experiment and apply the methods of
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are used to characterize groups of outcomes. The collection of all such events is a
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A random experiment is described or modeled by a mathematical construct known as a
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Procedure that can be infinitely repeated, with a well-defined set of outcomes
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A mathematical description of an experiment consists of three parts:
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where "H" means "heads" and "T" means "tails". Note that each of
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if it has only one. A random experiment that has exactly two (
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Probability, Random Variables, and Stochastic Processes
591: 548: 494: 436:, in which case the individual repetitions are called 590: 547: 493: 680:"Listing All Possible Outcomes (The Sample Space)" 602: 559: 505: 705:Papoulis, Athanasios (1984). "Bernoulli Trials". 768: 682:. Bowling Green State University. Archived from 580:Once an experiment is designed and established, 391:if it has more than one possible outcome, and 331: 603:{\displaystyle \scriptstyle {\mathcal {F}}} 584:from the sample space Ω, all the events in 560:{\displaystyle \scriptstyle {\mathcal {F}}} 506:{\displaystyle \scriptstyle {\mathcal {F}}} 443: 338: 324: 423: 704: 769: 677: 524:mapping from events to probabilities. 641:of the experiment. We may define an 13: 610:that contain the selected outcome 594: 551: 520:to the events—that is, a function 497: 401:) possible outcomes is known as a 14: 788: 748: 754: 631:{(H, T), (T, H), (T, T), (H, H)} 44: 777:Experiment (probability theory) 761:Experiment (probability theory) 678:Albert, Jim (21 January 1998). 719: 698: 671: 385:. An experiment is said to be 111:Collectively exhaustive events 1: 664: 7: 652: 10: 793: 711:(2nd ed.). New York: 622:agreement with the values 447: 18: 444:Mathematical description 281:Law of total probability 276:Conditional independence 165:Exponential distribution 150:Probability distribution 414:empirical probabilities 260:Conditional probability 604: 561: 507: 424:Experiments and trials 202:Continuous or discrete 155:Bernoulli distribution 605: 562: 508: 160:Binomial distribution 763:at Wikimedia Commons 588: 545: 491: 430:statistical analysis 418:statistical analysis 286:Law of large numbers 255:Marginal probability 180:Poisson distribution 29:Part of a series on 637:, ... are possible 570:probability measure 434:composed experiment 370:repeated and has a 362:(see below) is any 245:Complementary event 187:Probability measure 175:Pareto distribution 170:Normal distribution 686:on 16 October 2000 600: 599: 557: 556: 516:The assignment of 503: 502: 399:mutually exclusive 352:probability theory 296:Boole's inequality 232:Stochastic process 121:Mutual exclusivity 38:Probability theory 759:Media related to 731:Future Accountant 715:. pp. 57–63. 659:Probability space 456:probability space 450:Probability space 348: 347: 250:Joint probability 197:Bernoulli process 96:Probability space 784: 758: 742: 741: 739: 737: 723: 717: 716: 702: 696: 695: 693: 691: 675: 609: 607: 606: 601: 598: 597: 566: 564: 563: 558: 555: 554: 512: 510: 509: 504: 501: 500: 477:of all possible 473:), which is the 340: 333: 326: 116:Elementary event 48: 26: 25: 792: 791: 787: 786: 785: 783: 782: 781: 767: 766: 751: 746: 745: 735: 733: 725: 724: 720: 703: 699: 689: 687: 676: 672: 667: 655: 593: 592: 589: 586: 585: 550: 549: 546: 543: 542: 496: 495: 492: 489: 488: 452: 446: 426: 403:Bernoulli trial 381:, known as the 344: 192:Random variable 143:Bernoulli trial 24: 17: 12: 11: 5: 790: 780: 779: 765: 764: 750: 749:External links 747: 744: 743: 718: 697: 669: 668: 666: 663: 662: 661: 654: 651: 635:(H, T), (T, H) 626:assigns them. 596: 553: 526: 525: 514: 499: 482: 448:Main article: 445: 442: 425: 422: 346: 345: 343: 342: 335: 328: 320: 317: 316: 315: 314: 309: 301: 300: 299: 298: 293: 291:Bayes' theorem 288: 283: 278: 273: 265: 264: 263: 262: 257: 252: 247: 239: 238: 237: 236: 235: 234: 229: 224: 222:Observed value 219: 214: 209: 207:Expected value 204: 199: 189: 184: 183: 182: 177: 172: 167: 162: 157: 147: 146: 145: 135: 134: 133: 128: 123: 118: 113: 103: 98: 90: 89: 88: 87: 82: 77: 76: 75: 65: 64: 63: 50: 49: 41: 40: 34: 33: 15: 9: 6: 4: 3: 2: 789: 778: 775: 774: 772: 762: 757: 753: 752: 732: 728: 722: 714: 710: 709: 701: 685: 681: 674: 670: 660: 657: 656: 650: 648: 644: 640: 636: 632: 627: 625: 621: 617: 613: 583: 578: 576: 572: 571: 541: 540: 539:sigma-algebra 535: 531: 523: 519: 518:probabilities 515: 487: 483: 480: 476: 472: 468: 464: 463: 462: 459: 457: 451: 441: 439: 435: 431: 421: 419: 415: 411: 406: 404: 400: 396: 395: 394:deterministic 390: 389: 384: 380: 376: 373: 369: 365: 361: 357: 353: 341: 336: 334: 329: 327: 322: 321: 319: 318: 313: 310: 308: 305: 304: 303: 302: 297: 294: 292: 289: 287: 284: 282: 279: 277: 274: 272: 269: 268: 267: 266: 261: 258: 256: 253: 251: 248: 246: 243: 242: 241: 240: 233: 230: 228: 225: 223: 220: 218: 215: 213: 210: 208: 205: 203: 200: 198: 195: 194: 193: 190: 188: 185: 181: 178: 176: 173: 171: 168: 166: 163: 161: 158: 156: 153: 152: 151: 148: 144: 141: 140: 139: 136: 132: 129: 127: 124: 122: 119: 117: 114: 112: 109: 108: 107: 104: 102: 99: 97: 94: 93: 92: 91: 86: 83: 81: 80:Indeterminism 78: 74: 71: 70: 69: 66: 62: 59: 58: 57: 54: 53: 52: 51: 47: 43: 42: 39: 36: 35: 32: 28: 27: 22: 734:. 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Index

experiment
statistics
Probability theory

Probability
Axioms
Determinism
System
Indeterminism
Randomness
Probability space
Sample space
Event
Collectively exhaustive events
Elementary event
Mutual exclusivity
Outcome
Singleton
Experiment
Bernoulli trial
Probability distribution
Bernoulli distribution
Binomial distribution
Exponential distribution
Normal distribution
Pareto distribution
Poisson distribution
Probability measure
Random variable
Bernoulli process

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