Definition:Probability Measure

Context
Probability Theory.

Definition
Let $$\mathcal E$$ be an experiment.

Let $$\Omega$$ be the sample space on $$\mathcal E$$, and let $$\Sigma$$ be the event space of $$\mathcal E$$.

A probability measure on $$\mathcal E$$ is a mapping $$\Pr: \Sigma \to \R$$ which fulfils the Kolmogorov axioms. These are as follows: