Exploration - Probability Spaces

A probability space \((\Omega,\mathcal{F}, \mathbb{P})\) consists of:

1. A sample space \(\Omega\) - a set of outcomes of a random experiment;
2. A \(\sigma\)-algebra \(\mathcal{F}\) - a collection of subsets of \(\Omega\) with specific properties; and
3. A probability measure \(\mathbb{P}\).

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