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Probability Theory 
Probabilities denote the chance that an event occurs, it is not any kind of guarantee that this event will happen after a certain amount of trials.
|Sample Space||nonempty set of outputs of experiment|
|Sigma Algebra||set of subsets of outputs (events)|
|Random Variable||mapped subsets of|
|Observations:||single values of|
|Observation Space||possible observations of|
|Unknown parameter||parameter of propability function|
|Estimator||, finds from|
Conditional ProbabiltyThe probability for an event given that the event already occured is
with events .
is a random variable if for all events there exists an event such that .