probability space

A probability space is a model for probability in an experiment. It is a special case of a measure space.

Formally,
a probability space $(\mathrm{\Omega },\mathcal{F},P)$ consists of

• a sample space $\mathrm{\Omega }$, the set of all possible outcomes of the experiment
• an event space $\mathcal{F}$, a set of events which are subsets of the sample space
• a probability measure $P:\mathcal{F}\to [0,1]$, which assigns each event a probability

that together follow the probability axioms.