2.2 Probability Space

Three elements constitute a probability space $(\Omega, \mathcal{F}, \mathbb{P})$

1. $\Omega$, the sample space, the set of all possible outcomes of an experiment.

2. $\mathcal{F}$, the event space, $E \subseteq \Omega$

3. $\mathbb{P}$ , the probability law, a measure mapping from an event E to number $\mathbb{P}[E]$ that satisfies the axioms of probability.