Probability axioms
In Kolmogorov's probability theory, the probability P of some event E, denoted , is usually defined such that P satisfies theKolmogorov axioms, named after the famous Russian mathematicianAndrey Kolmogorov, which are described below.
These assumptions can be summarised as: Let (Ω, F, P) be ameasure space with P(Ω)=1. Then (Ω, F, P) is a probability space, with sample space Ω, event space F and probability measure P.
An alternative approach to formalising probability, favoured by someBayesians, is given by Cox's theorem.