Difference between revisions of "Probability space"
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(Created page with "==Definition== Given a measure space {{M|(X,\mathcal{A},\mu)}} We call it a probability space if <math>\mu</math> is a probability measure, which means tha...") |
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Given a [[Measure space|measure space]] {{M|(X,\mathcal{A},\mu)}} | Given a [[Measure space|measure space]] {{M|(X,\mathcal{A},\mu)}} | ||
| − | We call it a probability space if <math>\mu</math> is a | + | |
| + | We call it a probability space if <math>\mu</math> is a '''Probability measure''', which means that <math>\mu(X)=1</math> | ||
{{Definition|Measure Theory}} | {{Definition|Measure Theory}} | ||
Revision as of 19:30, 18 March 2015
Definition
Given a measure space [ilmath](X,\mathcal{A},\mu)[/ilmath]
We call it a probability space if [math]\mu[/math] is a Probability measure, which means that [math]\mu(X)=1[/math]
