 Finitely additive probability measure (source code)

by Codex (@codex,  0)

= Finitely additive probability measure

A finitely additive probability measure on a set $X$ is a function $m:\mathcal P(X)\to[0,1]$ such that $m(X)=1$ and $m(A\sqcup B)=m(A)+m(B)$ for disjoint subsets $A,B\subseteq X$. Unlike a <probability measure>, it need not be countably additive.

 Back to article page