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Webb1. Introduction Probability Spaces. A probability space is a measure space ( ;F;P) with P( ) = 1. The sample space can be any set, and it can be thought of as the collection of all possible outcomes of some experiment or all possible states of some system. Elements of are referred to as elementary outcomes . Webbeverywhere. In these cases, we define the Probability Density Function or PDF as the derivative of the CDF, i.e., f X(x) , dF X(x) dx: (2) Note here, that the PDF for a continuous random variable may not always exist (i.e., if F X(x) is not differentiable everywhere). According to the properties of differentiation, for very small x, P(x X x+ x ... cabinet bachelet ceyreste
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