Difference between revisions of "Probability space"
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We call it a probability space if <math>\mu</math> is a '''Probability measure'''<ref>p22 - Measures, Integrals and Martingales - Rene L. Schilling</ref>, which means that <math>\mu(X)=1</math> | We call it a probability space if <math>\mu</math> is a '''Probability measure'''<ref>p22 - Measures, Integrals and Martingales - Rene L. Schilling</ref>, which means that <math>\mu(X)=1</math> | ||
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| + | ==See also== | ||
| + | * [[Measure]] | ||
| + | * [[Measure Theory]] | ||
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| + | ==References== | ||
{{Definition|Measure Theory}} | {{Definition|Measure Theory}} | ||
Revision as of 19:32, 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[1], which means that [math]\mu(X)=1[/math]
See also
References
- ↑ p22 - Measures, Integrals and Martingales - Rene L. Schilling
