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$\begingroup$ +1 @Mitjackson for the new concept (to me). Indeed I didn't know B is called power set. The book (Statistical Inference) called it Sigma Algebra (or Borel field). Thanks for pointing that out. $\endgroup$
– Nemo
Commented Nov 18, 2019 at 23:18
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$\begingroup$ @Nemo, $\mathcal B$ is the power set since $S$ is finite. Note that a sigma algebra is not always equivalent to the power set. For instance, if $S = \mathbb R$, then the Borel field is not equivalent to the power set. $\endgroup$
– knrumsey
Commented Nov 19, 2019 at 1:18

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