Encyclopedia > Probability space

  Article Content

Probability space

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.



All Wikipedia text is available under the terms of the GNU Free Documentation License

 
  Search Encyclopedia

Search over one million articles, find something about almost anything!
 
 
  
  Featured Article
Sakhalin

... (http://www.sakhalintimes.com/) See C. H. Hawes, In the Uttermost East (London, 1903). (P. A. K.; J. T. BE.) Based on an article from 1911 Encyclopedia ...

 
 
 
This page was created in 23.1 ms