Category:Definitions/Event Spaces

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This category contains definitions related to Event Spaces.
Related results can be found in Category:Event Spaces.


Let $\EE$ be an experiment whose probability space is $\struct {\Omega, \Sigma, \Pr}$.

The event space of $\EE$ is usually denoted $\Sigma$ (Greek capital sigma), and is the set of all outcomes of $\EE$ which are interesting.


By definition, $\struct {\Omega, \Sigma}$ is a measurable space.


Hence the event space $\Sigma$ is a sigma-algebra on $\Omega$.

Pages in category "Definitions/Event Spaces"

The following 3 pages are in this category, out of 3 total.