Finitely Additive Probability

Abstract

It was indicated in Chapter 1 that we need a function which would assign numbers to events, thus providing us with answers to questions such as “How likely is it that a given event A takes place?” The basic idea encapsulated in condition (b) of Definition 4.1 is that to measure a set, we can decompose it into finitely many disjoint pieces, measure each piece separately, and then add up the results. In Chapter 6, this will be extended by allowing countably many pieces.