Probabilities and Random Variables
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چکیده
The purpose of probability theory is to model random experiments so that we can draw inferences about them. The fundamental mathematical object is a triple (Ω,F , P ) called the probability space. A probability space is needed for each experiment or collection of experiments that we wish to describe mathematically. The ingredients of a probability space are a sample space Ω, a collection F of events, and a probability measure P . Let us examine each of these in turn.
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