Classical (a priori) definition. When a random experiment's outcomes are all equally likely, the classical or a priori probability of an event A is
P(A)=n(S)n(A)=exhaustive number of cases in Snumber of cases favourable to A.
This is the everyday 'favourable over total' rule, and it silently needs two things: the outcomes must be equally likely, and there must be finitely many of them. Neither the coin-till-first-head experiment (infinite outcomes) nor a biased die (unequal chances) can be handled by this definition alone -- which is why the axiomatic approach was developed.
Axiomatic approach (Kolmogorov, 1933). Let S be a finite sample space, P(S) the class of all events, and P a real-valued function on P(S). P(A) is a probability function exactly when it obeys three axioms:
- [P1] Non-negativity: P(A)≥0 for every event A.
- [P2] Additivity: for mutually exclusive A,B: P(A∪B)=P(A)+P(B) (and more generally, for mutually exclusive A1,…,An: P(A1∪⋯∪An)=P(A1)+⋯+P(An)).
- [P3] Normalisation: P(S)=1.
From these, 0≤P(A)≤1 always. Theorem 12.1 shows the classical ratio P(A)=n(A)/n(S) automatically satisfies all three axioms -- so classical probability is one particular case of the axiomatic theory, not a rival to it. Theorem 12.2 shows the same for any finite probability space: assign each sample point ai a real number (probability) pi≥0 with ∑pi=1, define P(A) as the sum of the pi for points inside A, and the three axioms hold again -- this is the route to probabilities that are NOT equally likely (Illustration 12.6 gives examples where the pi differ, and even irrational pi are allowed as long as they are non-negative and sum to 1).
Odds. If a is the number of ways an event A can occur and b the number of ways it fails, the odds in favour of A are a:b, equivalently P(A)=a+ba; the odds against A are b:a. If P(A)=p is already known, the odds in favour are p:(1−p) and the odds against are (1−p):p.