Prerequisites & Notation

Before You Begin

This chapter applies the probability axioms from Chapter 1 and the conditional probability machinery from Chapter 2 to engineering systems. The chapter is entirely self-contained once you are comfortable with the items below.

  • Kolmogorov axioms, inclusion-exclusion principle (FSP Ch. 1)(Review fsp-ch01)

    Self-check: Can you state the inclusion-exclusion formula for three events and identify which terms have which sign?

  • Conditional probability and independence (FSP Ch. 2)(Review fsp-ch02)

    Self-check: Can you argue from first principles why P(A∩B)=P(A) P(B)P(A \cap B) = P(A)\,P(B) when AA and BB are independent?

  • Geometric series and harmonic numbers

    Self-check: Do you know that Hn=βˆ‘k=1n1/kβ‰ˆln⁑nH_n = \sum_{k=1}^n 1/k \approx \ln n for large nn?

  • Basic combinatorics: permutations, combinations (FSP Ch. 1.4)(Review fsp-ch01)

    Self-check: Can you quickly compute (nk)\binom{n}{k} and explain the difference between sampling with and without replacement?

Notation for This Chapter

Symbols introduced or prominently used in this chapter. See also the NGlobal Notation Table master table.

SymbolMeaningIntroduced
RsR_sReliability of a system (probability of correct operation)s01
RiR_iReliability of component ii (each component fails independently)s01
AiA_iEvent that component ii is workings01
FiF_iEvent that component ii has failed (Fi=AicF_i = A_i^c)s01
HnH_nHarmonic number Hn=βˆ‘k=1n1/kH_n = \sum_{k=1}^n 1/ks03
TnT_nCoupon collector stopping time: first time all nn coupons seens03
CCChannel capacity (bits per channel use)s02
RRTransmission rate (bits per channel use)s02