Appendix A
Probability Review
A.1 Standard Probability Theory
A.1.1 Probability Space
A probability space (Ω, 
, 
) is the provision of:
- A set of all possible outcomes ω ∈ Ω, sometimes called states of Nature
- A σ-algebra, that is, a set of measurable events A ∈
, which (1) contains ∅, (2) is stable by complementation (
) and (3) is stable by countable unions (
) - A probability measure :
→ [0, 1], which (1) satisfies (Ω) = 1 and (2) is countably additive (
where 
denotes disjoint union)
A.1.2 ...
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