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Probability Measure


Consider a probability space specified by the triple (S,S,P), where (S,S) is a measurable space, with S the domain and S is its measurable subsets, and P is a measure on S with P(S)=1. Then the measure P is said to be a probability measure. Equivalently, P is said to be normalized.


See also

Measurable Space, Measure, Probability, Probability Space, Radon Measure, State Space

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Cite this as:

Weisstein, Eric W. "Probability Measure." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/ProbabilityMeasure.html

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