Definition:Probability Measure/Definition 1

Definition

Let $\EE$ be an experiment.

Let $\EE$ be defined as a measure space $\struct {\Omega, \Sigma, \Pr}$.

Then $\Pr$ is a measure on $\EE$ such that $\map \Pr \Omega = 1$.

Also see

• Equivalence of Definitions of Probability Measure

Sources

• 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $4.2$