Téori probabilitas: Béda antarrépisi

In a discrete space we can therefore omit ''F'' and just write (Ω, ''P'') to define it. If on the other hand Ω is non-denumerable and we use ''F'' = powerset(Ω) we get into trouble defining our probability measure ''P'' because ''F'' is too 'huge'. So we have to use a smaller sigma-algebra ''F'' (eg. the [[Borel algebra]] of Ω). We call this sort of probability space a continuous probability space and are led to questions in [[measure theory]] when we try to define ''P''.

 

 

If ''X'' is any random variable, the notation ''P''(''X'' ≥ 60) is shorthand for ''P''({ ω in Ω : ''X''(ω) ≥ 60 }), so that "''X'' ≥ 60" is an "event".