4. Probability Flashcards
1
Q
what is a probability measure on Ω?
A
A function P that assigns to each event A⊂Ω a real number P(A), called the probability of A that satisfies the three axiom
2
Q
what are the three probability axioms?
A
1- P(A) >= 0 for all events A⊂Ω
2- P(Ω) = 1
3- if A(1),A(2),… is a finite or infinite sequence of disjoint events, then
P(A(1)∪A(2)∪…) = P(A(1)) + P(A(2)) + …
3
Q
what is the probability space
A
the sample space together with the probability measure
