I am a beginner.
Given probability measure $P$ and sample space $\Omega$, is it true that:
$\displaystyle \ \ \int_\Omega dP = 1$
I am a beginner.
Given probability measure $P$ and sample space $\Omega$, is it true that:
$\displaystyle \ \ \int_\Omega dP = 1$
Yes as $ \int_\Omega \mathrm dP=P(\Omega)=1. $
More generally $ \int_A\mathrm dP=\int_\Omega 1_A\,\mathrm dP=P(A),\quad A\in\mathcal{F}. $