probability space
概率空间
Meaning in context
A triple in which is a sigma-algebra on and is a countably additive nonnegative measure with .
由样本空间、事件的σ代数及总质量为1的概率测度组成的三元组。
Example
For a fair four-sided die, .
Usage and distinctions
A sample space alone does not specify which events are measurable or their probabilities.
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Definition sources
- Gregory F. Lawler — Notes on ProbabilitySection 1, Probability spaces, opening definition · Checked 2026-10-14
Translation sources
- 李东风 — 应用随机过程(北京大学)§1.1.4 概率,定义1.5 · Checked 2026-10-14