ABSTRACT
The fundamental notion underlying the theory of probability and statistics is that of a “probability space.” The triple (Ω, F, P) is called a “probability space” if the following conditions hold: The “sample space” is any nonempty set Ω whose elements ω are called “outcomes.” The “σ-field” is a collection F of subsets of Ω (a σ-field will be defined below) called “events” or “measurable sets”; the “simple events” or “elementary events” are the singleton sets {ω} that are in F. The “probability measure” is a set function P defined on F that has the following properties:
