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
-algebra and measure space.
- Given a collection of subsets of a set
know how to determine if they are a
-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:
- #2
- #4
- #7
- #12
- Page 23:
- #2
- #5
- #7
- #10
- #22