Home page for accesible maths MATH103: Probability

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Chapter 1 Introduction

Much of what we do is based on the belief that the future is largely unpredictable. Very few people would play games such as roulette or the lottery, or buy and sell insurance policies if the outcomes were known in advance. Probability is the study of chance and attempts to express quantitatively and qualitatively ideas of uncertainty. The theory of probability involves mathematics, logic, and considerations of the underlying physical mechanisms that cause variability. In many applications the concepts are easy and the results are consistent with intuition, however in some cases it is more difficult and following our intuition can lead to contradictions. It is for this reason that we need a formal consistent mathematical theory of probability.

Example 1.1.

In 1654 Pascal started a correspondence with Fermat, who wrote most of his work as letters to other mathematicians. The letters between Pascal and Fermat addressed the following problem:

Gamblers in France often had their games of chance interrupted by the authorities. They wanted to know how to determine the division of stakes, between two equally skilled players, knowing the scores of the players at the time of interruption, and the number of points needed to win the game.