ABSTRACT

Definition A finite probability space is a pair (S, P), in which S is a finite non-empty set and P : S → [0,1] is a function satisfying∑s∈S P(s) = 1.

When the space (S, P) is fixed in the discussion, we will call S the set of outcomes of the space (or of the experiment with which the space is associatedsee the discussion below), and P the probability assignment to the (set of) outcomes.