概率空间probability space 伯努利实验 n次伯努利实验

概率空间

什么是概率空间？先贴一段wiki上的解释：
In probability theory, a probability space or a probability triple {\displaystyle (\Omega ,{\mathcal {F}},P)} is a mathematical construct that provides a formal model of a random process or “experiment”. For example, one can define a probability space which models the throwing of a die.A probability space consists of three elements:
A sample space,$\Omega$, which is the set of all possible outcomes.

An event space, $\mathcal{F}$, which is a set of events, an event being a set of outcomes in the sample space.

A probability function, which assigns each event in the event space a probability, which is a number between 0 and 1.

In order to provide a sensible model of probability, these elements must satisfy a number of axioms, detailed in the article.In the example of the throw of a standard die, we would take the sample space to be {1,2,3,4,5,6}. For the event space, we could simply use the set of all subsets of the sample space, which would then contain simple events such as {5} (“the die lands on 5”), as well as complex events such as {2,4,6} (“the die lands on an even number”). Finally, for the probability function, we would map each event to the number of outcomes in that event divided by 6 — so for example, { 5 } \displaystyle \{5\} {5} would be mapped to $1/6$, and { 2 , 4 , 6 } \displaystyle \{2,4,6\} {2,4,6} would be mapped to $3/6=1/2$.When an experiment is conducted, we imagine that “nature” “selects” a single outcome, $\omega$, from the sample space $\Omega$. All the events in the event space $\mathcal{F}$ that contain the selected outcome $\omega$ are said to “have occurred”. This “selection” happens in such a way that were the experiment repeated many times, the number of occurrences of each event, as a fraction of the total number of experiments, would tend towards the probability assigned to that event by the probability function $P$.The Russian mathematician Andrey Kolmogorov introduced the notion of probability space, together with other axioms of probability, in the 1930s. In modern probability theory there are a number of alternative approaches for axiomatization — for example, algebra of random variables.

要点：
1、概率空间是random process or "experiment"的模型，它刻画了这个random process or “experiment”。刻画的工具包括样本空间、事件、概率。

2、样本空间由样本点组成，每个样本点对应一个实验结果。

3、事件是样本点的集合。

4、概率的定义值得注意， the number of occurrences of each event, as a fraction of the total number of experiments, would tend towards the probability assigned to that event by the probability function。拿伯努利实验来说，假设发生的概率为p，那么就意味着如果我们重复进行N次，发生的次数为M次, 那么M/N就会趋近于p。

伯努利实验

伯努利实验的定义就不再赘述，上面对于发生的概率p也做了说明。我们进行进一步的探讨，如果把重复n次伯努利实验这个过程本身看成一个实验，那概率空间的三板斧如何定义呢？

先说样本空间，每个样本点是实验的结果，即$(x_1,...,x_n)$,$n$为重复进行的次数，$x_i$为发生或者不发生。"发生k次"就可以作为一个事件，而发生k次这个事件的概率就是经典的二项分布了。