ABSTRACT
We will denote by (Ω, ℱ, P) the probability space (triple) consisting of the sample space Ω, the σ-algebra ℱ of subsets of Ω, and a probability measure P on ℱ. Elements ω ∈ Ω will be called sample points, and elements of ℱ, random events. The probability measure P is assumed to be non-negative, countably additive, i.e., for a pairwise disjoint sequence A n , n − 1, 2, . . ., of random events, https://www.w3.org/1998/Math/MathML"> P ( ∪ n = 1 ∞ A n ) = ∑ n = 1 ∞ P ( A n ) , https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781003216759/e7d667ff-34e1-4696-9d72-d545d9499230/content/unequ0001-04.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/>
