Definition:Probability Measure/Definition 1
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Definition
Let $\EE$ be an experiment.
Let $\EE$ be defined as a measure space $\struct {\Omega, \Sigma, \Pr}$.
Then $\Pr$ is a measure on $\EE$ such that $\map \Pr \Omega = 1$.
Also see
Sources
- 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $4.2$