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Introduction to Probability

In this chapter, the concept of probability is introduced. The rolling of a die is an example of a random process: the face that comes up is subject to chance. In probability, the goal is to quantify such a random process. That is, we want to assign a number to it. This chapter introduces some basic terms used in the study of probability; by the end of the chapter, the reader will be able to define the following terms: sample space, outcome, discrete outcome, event, probability, probability distribution, trial, empirical distribution, and Law of Large Numbers. Using an example, the chapter focuses on a single characteristic and introduces basic vocabulary associated with probability.