Given sample space S and event space F. A real-valued function P on F is called a probability function if: 1. P(E)ā„0 2. P(S)=1 3. If Eiā are disjoint for iāN then P(i=1āāāEiā)=i=1āāāP(Eiā)
Proposition (Probability Rules)
Let A1ā,...,Anā be events. 1. P(ā
)=0 2. Finite Additivity: If A1ā,...,Anā are disjoint, then: P(i=1ānāAiā)=i=1ānāP(Aiā) 3. P(A1cā)=1āP(A1ā) 4. If A1āāA2ā, then P(A1ā)ā¤P(A2ā)