• domain space or sample space or possibility space
  • is a set of all possible outcomes
  • denoted as 𝛺
• empty event
  • denoted as ∅
• event
  • is a set of outcomes
  • is a subset of sample space
• event space - is a set of events
• 𝐏 - is the probability measure
• 𝐏(𝛢) - is the probability of the event 𝛢 happening
• probability space (𝛺,𝐹,𝑃)

Other

• Bayes’ Rule／Theorem／Law (Prior - Posterior - Distribution - Likelihood - Probability of Evidence)
• Central Limit Theorem (CLT)
• Degrees of Freedom (DoF - df)
• Exchangeability／Exchangeable (Finite Exchangeability - Infinite Exchangeability)
• Gambler’s Fallacy - Monte Carlo Fallacy - Fallacy of the Maturity of Chances
• Independent and Identically Distributed (IID)
• Law of Total Probability
• Odds Ratio
• Principle of Indifference - Principle of Insufficient Reasoning
• Probability (Dependence／Dependent - Independence／Independent)
• Probability (Product Rule - Chain Rule)
• Probability Spaces (Sample Space - Event Space - Probability Measure)
• Random Variables (RV)
• Reference Class Problem
• Regression to the Mean
• The Law of Large Numbers