Definition 4.3.2. Probability.
The probability P(A) of a given outcome A is a set function that satisfies:
- (Nonnegativity) P(A) \(\ge 0\)
- (Totality) P(S) = 1
- (Subadditivity) If A \(\cap\) B = \(\emptyset\text{,}\) then P(A \(\cup\) B) = P(A) + P(B). In general, if {\(A_k\)} are pairwise disjoint then \(P( \cup_k A_k) = \sum_k P(A_k)\text{.}\)