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![image.png](../assets/image_1686901196592_0.png)
- Property (iii) is called finite additivity.
- Axiomatic Definition of Probability ![section 1.4.pdf](../assets/section_1.4_1686901294123_0.pdf)
- A collection F of subsets of Ω is a σ-algebra if
(i) Ω ∈ F ;
(ii) F ∈ F =⇒ F ∈ F ;
(iii) if Fn is a countable collection of sets, n = 1, 2, · · · such that
Fn ∈ F for all n, then
- ![image.png](../assets/image_1686901503094_0.png)
- Properties of Probability
- LATER 学积分
:LOGBOOK: