Probability Space

defined by triplet

• sample space $\Omega$ set of all possible outcomes

• $\sigma$- Field F (set of subset with sample space for the probability case) $F \subset 2^{\Omega}$

• Probability P : F → [0, 1]

event E is subset of Omega

Probability spaces and random variables

A brief introduction to probability spaces and random variables. Princeton COS 302, Lecture 15, Part 2

https://www.youtube.com/watch?v=DqGUwoz4d4M