ThmDex – An index of mathematical definitions, results, and conjectures.
Set of symbols
Alphabet
Deduction system
Theory
Zermelo-Fraenkel set theory
Set
Subset
Power set
Hyperpower set sequence
Hyperpower set
Hypersubset
Subset algebra
Subset structure
Measurable space
Measure space
Pushforward measure
Distribution measure
Definition D204
Probability distribution measure
Formulation 2
Let $P = (\Omega, \mathcal{F}_{\Omega}, \mathbb{P})$ be a D1159: Probability space such that
(i) $M = (\Xi, \mathcal{F}_{\Xi})$ is a D1108: Measurable space
(ii) $X : \Omega \to \Xi$ is a D202: Random variable from $P$ to $M$
An D4361: Unsigned basic function $\mu : \mathcal{F}_{\Xi} \to [0, \infty]$ is a probability distribution measure for $X$ with respect to $P$ and $M$ if and only if \begin{equation} \forall \, E \in \mathcal{F}_{\Xi} : \mu(E) = \mathbb{P}( X^{-1}(E) ) \end{equation}
Formulation 3
Let $P = (\Omega, \mathcal{F}_{\Omega}, \mathbb{P})$ be a D1159: Probability space such that
(i) $M = (\Xi, \mathcal{F}_{\Xi})$ is a D1108: Measurable space
(ii) $X : \Omega \to \Xi$ is a D202: Random variable from $P$ to $M$
An D4361: Unsigned basic function $\mu : \mathcal{F}_{\Xi} \to [0, \infty]$ is a probability distribution measure for $X$ with respect to $P$ and $M$ if and only if \begin{equation} \forall \, E \in \mathcal{F}_{\Xi} : \mu(E) = \mathbb{P}( X \in E ) \end{equation}