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What is the «probability space»?

mathematics
theory
glossary
probability-theory
(Dmitry Fedyuk) #1

In probability theory, a probability space is a mathematical construct that models a real-world process (or “experiment”) consisting of states that occur randomly.

A probability space consists of 3 parts:

  • A sample space, Ω, which is the set of all possible outcomes.
  • A set of events F, where each event is a set containing zero or more outcomes.
  • The assignment of probabilities to the events; that is, a function P from events to probabilities.

en.wikipedia.org/wiki/Probability_space

What is a «joint probability distribution»?