Definition: Probability space
Index: The Book of Statistical Proofs ▷ General Theorems ▷ Probability theory ▷ Random experiments ▷ Probability space
Sources:
Metadata: ID: D167 | shortcut: prob-spc | author: JoramSoch | date: 2021-11-26, 14:30.
Definition: Given a random experiment, a probability space $(\Omega, \mathcal{E}, P)$ is a triple consisting of
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the sample space $\Omega$, i.e. the set of all possible outcomes from this experiment;
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an event space $\mathcal{E} \subseteq 2^\Omega$, i.e. a set of subsets from the sample space, called events;
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a probability measure $P: \; \mathcal{E} \rightarrow [0,1]$, i.e. a function mapping from the event space to the real numbers, observing the axioms of probability.
- Wikipedia (2021): "Probability space"; in: Wikipedia, the free encyclopedia, retrieved on 2021-11-26; URL: https://en.wikipedia.org/wiki/Probability_space#Definition.
Metadata: ID: D167 | shortcut: prob-spc | author: JoramSoch | date: 2021-11-26, 14:30.