algebra of random variables

Given an event E in a sample space S which is either finite with N elements or countably infinite with N = ∞ elements, then we can write S congruent ( union _(i = 1)^N E_i), and a quantity P(E_i), called the probability of event E_i, is defined such that 1.0<=P(E_i)<=1. 2.P(S) = 1. 3. Additivity: P(E_1 union E_2) = P(E_1) + P(E_2), where E_1 and E_2 are mutually exclusive.

experiment | independence axiom | Kolmogorov's axioms | outcome | probability | sample space | trial | union