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A probability space, also known as a probability triple, is a mathematical structure used to model random experiments. It consists of three components: a sample space, an event space, and a probability measure.
The sample space, denoted by Ω, is the set of all possible outcomes of a random experiment. Each
The event space, denoted by F, is a sigma-algebra of subsets of Ω. It represents the collection of
The probability measure, denoted by P, is a function that assigns a probability to each event in
Probability spaces are fundamental in probability theory and are used to define and analyze random variables,