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  2. Probability space - Wikipedia

    en.wikipedia.org/wiki/Probability_space

    t. e. In probability theory, a probability space or a probability triple is a mathematical construct that provides a formal model of a random process or "experiment". For example, one can define a probability space which models the throwing of a die. A probability space consists of three elements: [1][2] A sample space, Ω {\displaystyle \Omega }

  3. Standard probability space - Wikipedia

    en.wikipedia.org/wiki/Standard_probability_space

    The product of two standard probability spaces is a standard probability space. The same holds for the product of countably many spaces, see (Rokhlin 1952, Sect. 3.4), (Haezendonck 1973, Proposition 12), and (Itô 1984, Theorem 2.4.3). A measurable subset of a standard probability space is a standard probability space.

  4. Birthday problem - Wikipedia

    en.wikipedia.org/wiki/Birthday_problem

    In probability theory, the birthday problem asks for the probability that, in a set of n randomly chosen people, at least two will share a birthday. The birthday paradox refers to the counterintuitive fact that only 23 people are needed for that probability to exceed 50%. The birthday paradox is a veridical paradox: it seems wrong at first ...

  5. Sample space - Wikipedia

    en.wikipedia.org/wiki/Sample_space

    e. In probability theory, the sample space (also called sample description space, [ 1 ]possibility space, [ 2 ] or outcome space[ 3 ]) of an experiment or random trial is the set of all possible outcomes or results of that experiment. [ 4 ] A sample space is usually denoted using set notation, and the possible ordered outcomes, or sample points ...

  6. Probability theory - Wikipedia

    en.wikipedia.org/wiki/Probability_theory

    e. Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a ...

  7. Stochastic process - Wikipedia

    en.wikipedia.org/wiki/Stochastic_process

    A stochastic process is defined as a collection of random variables defined on a common probability space (,,), where is a sample space, is a -algebra, and is a probability measure; and the random variables, indexed by some set , all take values in the same mathematical space , which must be measurable with respect to some -algebra .

  8. Probability - Wikipedia

    en.wikipedia.org/wiki/Probability

    v. t. e. The probabilities of rolling several numbers using two dice. Probability is the branch of mathematics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an event is to occur. [note 1][1][2] A simple example is ...

  9. Experiment (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Experiment_(probability...

    e. In probability theory, an experiment or trial (see below) is any procedure that can be infinitely repeated and has a well-defined set of possible outcomes, known as the sample space. [1] An experiment is said to be random if it has more than one possible outcome, and deterministic if it has only one. A random experiment that has exactly two ...