---
tag: 059TJN0NZ1
kind: concept
name: Probability measure
aliases: [probability-function]
msc: [60A10]
sources:
  - url: https://en.wikipedia.org/wiki/Probability_measure
    locator: lead section
same_as:
  wikidata: Q355020
  wikipedia: Probability measure
---

## Summary

A probability measure is a countably additive function on a σ-algebra of events that gives the whole space the value $1$.
It assigns to each event its probability. The node [[probability measure|0VGMEBVW1M]] gives the precise definition.