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In mathematical analysis and in probability theory, a σ-algebra ("sigma algebra"; also σ-field, where the σ comes from the German "Summe" [1]) on a set X is a nonempty collection Σ of subsets of X closed under complement, countable unions, and countable intersections. The ordered pair (,) is called a measurable space.
An important example, especially in the theory of probability, is the Borel algebra on the set of real numbers.It is the algebra on which the Borel measure is defined. . Given a real random variable defined on a probability space, its probability distribution is by definition also a measure on the Borel a
Set-builder notation: denotes the set whose elements are listed between the braces, separated by commas. Set-builder notation : if P ( x ) {\displaystyle P(x)} is a predicate depending on a variable x , then both { x : P ( x ) } {\displaystyle \{x:P(x)\}} and { x ∣ P ( x ) } {\displaystyle \{x\mid P(x)\}} denote the set formed by the values ...
Two random variables, X and Y, are said to be independent if any event defined in terms of X is independent of any event defined in terms of Y. Formally, they generate independent σ-algebras, where two σ-algebras G and H, which are subsets of F are said to be independent if any element of G is independent of any element of H.
Universe set and complement notation The notation L ∁ = def X ∖ L . {\displaystyle L^{\complement }~{\stackrel {\scriptscriptstyle {\text{def}}}{=}}~X\setminus L.} may be used if L {\displaystyle L} is a subset of some set X {\displaystyle X} that is understood (say from context, or because it is clearly stated what the superset X ...
In mathematics, an F σ set (said F-sigma set) is a countable union of closed sets. The notation originated in French with F for fermé (French: closed) and σ for somme (French: sum, union). [1] The complement of an F σ set is a G δ set. [1] F σ is the same as in the Borel hierarchy.
The zero-set of a derivative of an everywhere differentiable real-valued function on is a G δ set; it can be a dense set with empty interior, as shown by Pompeiu's construction. The set of functions in C ( [ 0 , 1 ] ) {\displaystyle C([0,1])} not differentiable at any point within [0, 1] contains a dense G δ subset of the metric space C ( [ 0 ...
If this additivity property holds for any two sets, then it also holds for any finite number of sets, namely, the function value on the union of k disjoint sets (where k is a finite number) equals the sum of its values on the sets. Therefore, an additive set function is also called a finitely additive set function (the terms