Probability distribution
Appearance
A probability distribution is defined by the tupel where
- is the set of all possible results of an random experiment,
- is -algebra as special subset of power set of , to which a probility can be assigned.
- is the probability measure on the -algebra.
σ-Algebra
[edit | edit source]The concept of the sigma-algebra had to introduced in the probability theory, because there exists a measurment problem[1].
References
[edit | edit source]- ↑ measurement problem - see Germany Wikipedia Article w:de:Maßproblem „Maßproblem“. In: German Wikipedia, The Free Encyclopedia, 2017 August 26, 15:33 UTC. URL: https://de.wikipedia.org/w/index.php?title=Ma%C3%9Fproblem&oldid=168500347 (accessed: 2017/12/31, 08:22 UTC)