Probability Space

A probabilistic model is defined formally by a triple $(\Omega ,\mathcal{F},\mathbb{P})$, called a probability space, comprised of the following three elements:

1. $\Omega$ is the sample space, the set of possible outcomes of the experiment.
2. $\mathcal{F}$ is a [[Sigma Field|$\sigma$-field]], a collection of subsets of $\Omega$.
3. $\mathbb{P}$ is a probability Measure, a function that assigns a nonnegative probability to every set in the $\sigma$-field $\mathcal{F}$.