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Elementary event

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Title: Elementary event  
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Elementary event

In probability theory, an elementary event (also called an atomic event or simple event) is an event which contains only a single outcome in the sample space.[1] Using set theory terminology, an elementary event is a singleton. Elementary events and their corresponding outcomes are often written interchangeably for simplicity, as such an event corresponds to precisely one outcome.

The following are examples of elementary events:

  • All sets {k}, where k ∈ N if objects are being counted and the sample space is S = {0, 1, 2, 3, ...} (the natural numbers).
  • {HH}, {HT}, {TH} and {TT} if a coin is tossed twice. S = {HH, HT, TH, TT}. H stands for heads and T for tails.
  • All sets {x}, where x is a real number. Here X is a random variable with a normal distribution and S = (−∞, +∞). This example shows that, because the probability of each elementary event is zero, the probabilities assigned to elementary events do not determine a continuous probability distribution.

Probability of an elementary event

Elementary events may occur with probabilities that are between zero and one (inclusively). In a discrete probability distribution whose sample space is finite, each elementary event is assigned a particular probability. In contrast, in a continuous distribution, individual elementary events must all have a probability of zero because there are infinitely many of them— then non-zero probabilities can only be assigned to non-elementary events.

Some "mixed" distributions contain both stretches of continuous elementary events and some discrete elementary events; the discrete elementary events in such distributions can be called atoms or atomic events and can have non-zero probabilities.[2]

Under the measure-theoretic definition of a probability space, the probability of an elementary event need not even be defined. In particular, the set of events on which probability is defined may be some σ-algebra on S and not necessarily the full power set.

See also

References

  1. ^ Wackerly, Denniss; William Mendenhall; Richard Scheaffer. Mathematical Statistics with Applications. Duxbury.  
  2. ^ Kallenberg, Olav (2002). Foundations of Modern Probability (2nd ed.). New York: Springer. p. 9.  
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