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Probability space
(Redirected from Probability measure)
In mathematics, 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 not all subsets of a probability space are events.
03-10-2013 05:06:04
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The contents of this article is licensed from www.wikipedia.org under the GNU Free Documentation License. Click here to see the transparent copy and copyright details