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.
Often a probability density.
A probability distribution is a measure on a measurable space such that
it is positive: ;
it is normalized: .
In measure theory, a probability measure or probability distribution on a -frame or more generally a -complete distributive lattice is a probability valuation such that the elements are mutually disjoint and the probability valuation is denumerably/countably additive
The collection of all probability distributions on a measurable space carries various metric structures that are studied in information geometry:
Last revised on February 7, 2024 at 17:04:32. See the history of this page for a list of all contributions to it.