Probability Space

A probability space is a mathematical framework used to analyze random events. It consists of three parts: the sample space (all possible outcomes of an experiment), the set of events (specific outcomes or groups of outcomes we're interested in), and a probability measure (a function that assigns a likelihood to each event, ensuring the total probability across all outcomes is one). Together, this structure allows us to quantify and reason about uncertainty systematically, providing a foundation for calculating the chances of various outcomes in experiments or real-world scenarios.