- #1

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1. Refernce measure

2. That 'E' sign(looks like an epsilon, and I sound very untechnical)

And could you define this for me:

[itex]Pr[X\in A]=\int_{A}f d\mu[/itex]

Never really learnt much about probability theory. Anyway, I am mainly asking how to do the calculations,ie I understand the first part of the equation but don't know how to calculate the second half.