本文介绍"Probability Spaces", 这是概率论中的基本概念. 注意到, 概率论的公理化基础是测度论, 因此对于概率度量函数\(\mathbb P\)的讨论涉及一些测度论知识.

Ref:

  1. NOTES ON PROBABILITY by Greg Lawler
  2. Probability_Theory by Kyle Siegrist
  3. The Book of Statistical Proofs
Read more »

Ref:

  1. NOTES ON PROBABILITY by Greg Lawler
  2. Probability_Theory by Kyle Siegrist
  3. The Book of Statistical Proofs
Read more »
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