Past exam of the year 1 of the computer science course of the University of Oxford / 2018 / Discrete mathematics, continuous mathematics, and probability / 7 / a / ii

The probability axioms first give $\mathbb{P}(\varnothing )=0$: apply countable additivity to $\Omega ,\varnothing ,\varnothing ,\dots$ and use normalization and nonnegativity. If $A\subseteq B$, then $B=A\dot{\cup }(B\setminus A)$ is a disjoint union of events. Finite additivity, as a special case of countable additivity, givesThus a probability measure is monotone with respect to set inclusion. The difference event is measurable because the events belong to a sigma-algebra.