Sei Ω MathType@MTEF@5@5@+= feaagKart1ev2aqaMPbvLHfij5gC1rhimfMBNvxyNvgaC9uBLDwyam XvP5wqSXMqHnxAJn0BKvguHDwzZbqefqvATv2CG4uz3bIuV1wyUbqe dmvETj2BSbqefm0B1jxALjhiov2DaebbnrfifHhDYfgasaacH8srps 0lbbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr 0RYxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaci GacaGaaeqabaWaaeaaeaaakeaaqaaaaaaaaaWdbiabfM6axbaa@40EF@ Grundraum und A⊆Ω MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qacaWGbbGaeyOHI0SaeuyQdCfaaa@3A6C@ ein Ereignis. Dann ist die Indikatorfunktion 1 A ( ω )={ 1 falls ω∈A 0 falls ω∉A MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qacaaIXaWdamaaBaaaleaapeGaamyqaaWdaeqaaOWaaeWaaeaapeGa eqyYdChapaGaayjkaiaawMcaaiabg2da9maaceaabaqbaeqabiqaaa qaaiaaigdacaqGGaGaaeOzaiaabggacaqGSbGaaeiBaiaabohacaqG GaWdbiabeM8a3jabgIGiolaadgeaa8aabaGaaGimaiaabccacaqGMb GaaeyyaiaabYgacaqGSbGaae4CaiaabccapeGaeqyYdCNaeyycI8Sa amyqaaaaa8aacaGL7baaaaa@534E@ eine Zufallsvariable die angibt, ob das Ereignis eintritt oder nicht.
Seien A,B⊆Ω MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qacaWGbbGaaiilaiaadkeacqGHgksZcqqHPoWvaaa@3BE3@ zwei Ereignisse, so gilt