Skip to main content

Probability

Definition​

Definition

Let (Ω,A)(\Omega, \mathcal{A}) be a measurable space. We call probability on (Ω,A)(\Omega, \mathcal{A}) every application P:A→[0,1]\mathbb{P} : \mathcal{A} \rightarrow [0, 1] such that :

  1. P(Ω)=1\mathbb{P}(\Omega) = 1
  2. For all family (An)n∈N(A_n)_{n \in \mathbb{N}} of disjoint sets in pairs, we have
    P(⋃n∈NAn)=∑n∈NP(An)\mathbb{P}\left(\bigcup_{n \in \mathbb{N}}A_n\right) = \sum_{n \in \mathbb{N}}\mathbb{P}(A_n)

Results​

info

This section is waiting for contributions.