Measure space

In mathematics, a measure space is a triple $\scriptstyle (\Omega ,{\mathcal {F}},\mu )$ where $\scriptstyle \Omega$ is a set, $\scriptstyle {\mathcal {F}}$ is a sigma algebra of subsets of $\scriptstyle \Omega$ and $\mu$ is a measure on $\scriptstyle {\mathcal {F}}$. If $\mu$ satisfies $\scriptstyle \mu (\Omega )=1$ then the measure space is called a probability space.

See also

Measure theory

Measurable space

Probability theory