give example in sigma algebra
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Example: If we roll a die, Ω = {1; 2; 3; 4; 5; 6}. In the probability space, the σ-algebra we use is σ(Ω), the σ-algebra generated by Ω. Thus, take the elements of Ω and generate the "extended set" consisting of all unions, compliments, compliments of unions, unions of compliments, etc.
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