Probability · A visual notebook
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STUDY COMPANION

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AN EVOLVING STUDY COMPANION

Probability, measure
and integration.

Start with outcomes. Decide which sets are events.
Then give those events a measure.

Chapter 1Sections 1.1–1.3168 source-checked entries
THE PATH THROUGH THESE SECTIONS

Allowed sets → Consistent mass → Observations & laws → Integration & limits

1.1 · PROBABILITY SPACES, MEASURES AND σ-ALGEBRAS

1.1.1   The probability space

The sample space $\Omega$ contains outcomes $\omega$. Its power set $2^\Omega$ contains all subsets. The event space $\mathcal F\subseteq2^\Omega$ specifies which subsets may receive probabilities. We begin with the structure required of $\mathcal F$.

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