\begin{definition}[Definition:Probability Space]
A '''probability space''' is a measure space $\struct {\Omega, \Sigma, \Pr}$ in which $\map \Pr \Omega = 1$.
A '''probability space''' is used to define the parameters determining the outcome of an experiment $\EE$.
In this context, the elements of a '''probability space''' are generally referred to as follows:
:$\Omega$ is called the sample space of $\EE$
:$\Sigma$ is called the event space of $\EE$
:$\Pr$ is called the probability measure on $\EE$. 
Thus it is a measurable space $\struct {\Omega, \Sigma}$ with a probability measure $\Pr$.
\end{definition}