- Probability axioms
probability theory, the probability"P" of some event "E", denoted , is defined in such a way that "P" satisfies the Kolmogorov axioms, named after Andrey Kolmogorov.
These assumptions can be summarised as: Let (Ω, "F", "P") be a
measure spacewith "P"(Ω)=1. Then (Ω, "F", "P") is a probability space, with sample space Ω, event space "F" and probability measure "P".
The probability of an event is a non-negative real number::
where is the event space.
This is the assumption of unit measure: that the probability that some elementary event in the entire sample space will occur is 1. More specifically, there are no elementary events outside the sample space.:
This is often overlooked in some mistaken probability calculations; if you cannot precisely define the whole sample space, then the probability of any subset cannot be defined either.
This is the assumption of
countablesequence of pairwise disjoint events satisfies Some authors consider merely finitely additiveprobability spaces, in which case one just needs an algebra of sets, rather than a σ-algebra.
From the Kolmogorov axioms one can deduce other useful rules for calculating probabilities:
This is called the addition law of probability, or the sum rule. That is, the probability that "A" "or" "B" will happen is the sum of theprobabilities that "A" will happen and that "B" will happen, minus theprobability that both "A" "and" "B" will happen. This can be extended to the
That is, the probability that any event will "not" happen is 1 minus the probability that it will.
* Von Plato, Jan, 2005, "Grundbegriffe der Wahrscheinlichtkeitsrechnung" in Grattan-Guinness, I., ed., "Landmark Writings in Western Mathematics". Elsevier: 960-69. (in English)
* [http://www.kolmogorov.com/ The Legacy of Andrei Nikolaevich Kolmogorov] Curriculum Vitae and Biography. Kolmogorov School. Ph.D. students and descendants of A.N. Kolmogorov. A.N. Kolmogorov works, books, papers, articles. Photographs and Portraits of A.N. Kolmogorov.
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