202405201152
Status: #idea
Tags: Probability

Probability Spaces

Probability Spaces are triple (Ω,F,P) or in other words sample spaces equipped with a σalgebra to which we have attached a probability measure. They are a special case of measure spaces where the measure is a probability measure.

Definition

Algebra
Event
Measurable Space
Probability Theory
Sample Space
Sigma-Algebra

Probability Spaces 1
Probability Spaces 2