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Probability Axioms

Probability axioms are assumptions that tell us the "rules of the game" for the mathematics associated with probability.

You may also think of these axioms as "truths" upon which we base all the mathematical derivations related to probability.

Axiom 1: P(E) ³ 0 for any event E. This just says that we start by defining probability to be nonnegative. Note that P(E)=0 indicates that the event will definitely not happen.

Axiom 2: P(S) = 1. Since S is the set of all possible outcomes for an experiment, the event S must by definition occur, i.e., at least one of the outcomes in S will definitely occur and we assign a probability of 1 to this event.

Axiom 3: For any finite (or countably infinite) collection of mutually exclusive events {E1,E2,...}, P(E1È E2È E3È ...) = P(E1)+P(E2)+P(E3) +... This axiom thus says that the probability that at least one of the mutually exclusive events E1,E2,... happens is the sum of the individual probabilities of each event.



Jayant Rajgopal