Measure and probability theory
A probability distribution is a measure used in probability theory whose integral over some subspace of a measurable space is regarded as assigning a probability for some event to take values in this subset.
A probability distribution is a measure on a measurable space such that
The collection of all probability distributions on a measurable space carries various metric structures that are studied in information geometry:
Revised on January 24, 2013 13:17:00
by Urs Schreiber