Random Variables and Probabilities
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The previous treatment deals with trials, outcomes, and events. The basic space is the set ft of all possible outcomes. An event is determined by a set of properties or attributes of the outcomes; it consists of those outcomes that have the prescribed properties or attributes. Probability is assigned to events and to logical combinations of events. In order to ensure that such combinations are also events, the class of events is assumed to have the closure properties of a sigma algebra. That is, complements, countable unions, and countable intersections of events are themselves events.
KeywordsReal Line Canonical Form Indicator Function Basic Space Inverse Image
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