Elementary event
In probability theory, an elementary event (also called an atomic event or sample point) 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.
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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.
References
- Wackerly, Denniss; William Mendenhall; Richard Scheaffer. Mathematical Statistics with Applications. Duxbury. ISBN 0-534-37741-6.
- Kallenberg, Olav (2002). Foundations of Modern Probability (2nd ed.). New York: Springer. p. 9. ISBN 0-387-94957-7.
Further reading
- Pfeiffer, Paul E. (1978). Concepts of Probability Theory. Dover. p. 18. ISBN 0-486-63677-1.
- Ramanathan, Ramu (1993). Statistical Methods in Econometrics. San Diego: Academic Press. pp. 7–9. ISBN 0-12-576830-3.