Definition:Probability Measure/Definition 4

Definition
Let $\EE$ be an experiment. Let $\Omega$ be the sample space on $\EE$.

Let $\Sigma$ be the event space of $\mathcal E$.

A probability measure on $\EE$ is an additive function $\Pr: \Sigma \to \R$ which fulfils the following axioms:

Also see

 * Equivalence of Definitions of Probability Measure