Redirected from Probability measure
A
probability space is a
set S, together with a
σ-algebra X on
S and a
measure P on that σ-algebra such that
P(
S) = 1.
The set
S is called the
sample space and the elements of
X are called the
events.
The measure
P is called the
probability measure, and
P(
E) is the
probability of the event
E.
The above is a compact form of stating the probability axioms.
Note that sets containing one element of S are not necessarily events.
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