Formally prove that the probability of any event is less or equal to one (P(A) ≤ 1), with the Probability axioms (a.k.a the Kolmogorov axioms)
Added by Zachary G.
Step 1
- Axiom 2: The probability of the sample space S is 1. - Axiom 3: If events A1, A2, ..., An are mutually exclusive (i.e., Ai ∩ Aj = ∅ for all i ≠ j), then the probability of the union of these events is the sum of their individual probabilities: P(A1 ∪ A2 ∪ ... ∪ Show more…
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