This video motivates probability by considering the simplest of problems in the presence of uncertainty. It considers the tools we need to study problems, and the notion of probability. This begins by discussing how the law-of-large numbers leads to the definition of empirical probability through counting successes in a series of Bernoulli trials. The definition of empirical probability, or relative frequency, which will then lead onto classical probability in the next lecture. [Closed captions checked and last updated 28/9/2021]
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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