This chapter concerns a branch of mathematics known as “probability theory.” It originated in connection with the description of random events, in particular, games of chance. Kolmogorov constructed a mathematical model for this study. Today, the mathematical model can be studied independently of any possible connection with random events in the real world. Probability theory has become a branch of mathematics in its own right.
KeywordsConditional Distribution Conditional Expectation Sample Space Random Element Cauchy Distribution
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