Probability distribution

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

The concept of the sigma-algebra had to introduced in the probability theory, because there exists a measurment problem[1].

References edit

  1. measurement problem - see Germany Wikipedia Article w:de:Maßproblem „Maßproblem“. In: German Wikipedia, The Free Encyclopedia, 2017 August 26, 15:33 UTC. URL: (accessed: 2017/12/31, 08:22 UTC)