Consider a probability space specified by the triple 
,
where 
is a measurable space, with 
the domain and 
is its measurable subsets, and 
is a measure on 
with 
. Then the measure 
is said to be a probability measure. Equivalently, 
is said to be normalized.
Probability Measure
See also
Measurable Space, Measure, Probability, Probability Space, Radon Measure, State SpaceExplore with Wolfram|Alpha
Cite this as:
Weisstein, Eric W. "Probability Measure." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/ProbabilityMeasure.html