Definition:Probability Measure

Definition
Let $\EE$ be an experiment.

Also known as
In the context of probability theory, a probability measure is sometimes referred to as a probability function.

Also see

 * Equivalence of Definitions of Probability Measure


 * Definition:Probability Space


 * Elementary Properties of Probability Measure


 * Definition:Event Space: $\O \in \Sigma$ and $\Omega \in \Sigma$