Probability space and axioms
A probability assigns nonnegative, normalised, countably additive weights to events.
Key knowledge
A probability space consists of an outcome set Ω, a sigma-algebra of events and a probability P. Probabilities are nonnegative, P(Ω)=1, and the probability of a countable union of pairwise disjoint events equals the sum of their probabilities.
Values and equations
P(Ω)=1; P(⋃ᵢ Aᵢ)=Σᵢ P(Aᵢ) for pairwise disjoint Aᵢ
- Ω
- Outcome space
- P
- Probability measure
- Aᵢ
- Events in a finite or countable disjoint family
Conditions and scope
- Events belong to the specified sigma-algebra, which contains Ω and is closed under complements and countable unions.
- These axioms constrain a probability model; they do not determine empirical probabilities without additional information.
Sources · 2
References
Sources retain their recorded scope. A source link alone does not establish verification of every statement.
Evidence and review
Event collection, normalisation and countable additivity.
2026-10-10 · Checked the general axioms; uniform outcomes are not assumed.
Foundational review
2026-10-10 · Fresh primary-source inspection of the complete compact record, including every statement, equation, quantity and material condition, followed by independent AI editorial review. This check does not certify all linked lessons or every passage of every cited publication.
Sources from other places
Agreement within this scope
A sigma-algebra and nonnegative, normalised, countably additive probability.
The mathematical axioms describe a model; empirical probabilities require further information.
University of Cambridge, Statistical Laboratory
- Probability · Axioms, conditioning and expectation United KingdomEnglish
§4.1, printed pp.14–15 (PDF pp.21–22)
- Probability · Axioms, conditioning and expectation
Entry details
Permanent link to this entry ↗- Record identity
- math-probability-axioms
- Revision
- core.1
- Structured reference record
- Essential core · first collection