Measure Theory – A

Measure Theory gives us the structure in which to talk about probability in a formal manner.  While not a major focus for this course, a familiarity with the subject will be helpful for future courses.  We will begin by discussing the Sample Space.


Learning Outcomes:

  • Know the basic laws of set theory.
  • Know the definition of \sigma-algebra and measure space.
  • Given a collection of subsets of a set \Omega know how to determine if they are a \sigma-algebra.
  • Understand the difference between a outcome and an event.
  • Know the axioms of probability, and associated basic theorems.
  • Understand what it means when something has probability 0 or 1.

Practice Problems:

  • Page 9:
    1. #2
    2. #4
    3. #7
    4. #12
  • Page 23:
    1. #2
    2. #5
    3. #7
    4. #10
    5. #22