Machine Learning/Math & Stats

[stats] probability : omega, F, P

Alex_Rose 2018. 9. 17. 15:36

출처 : https://en.wikipedia.org/wiki/Probability_space


In probability theory, a probability space or a probability triple (omega, F, P) is a mathematical construct that models a real-world process (or "experiment") consisting of states that occur randomly. 



  

   ㄴ which is the set of all possible outcomes




   ㄴ where each event is a set containing zero or more outcomes




   ㄴ That is a function P from events to probabilities.