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Kolmogorov's axioms


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Four propositions about probabilities from which all major theorems can be derived: (1) the probability of any event is equal to or greater than zero; (2) the probability of a certain event is 1; (3) if E and F are two mutually exclusive events (events that cannot both occur), then the probability of the disjunction (the probabi-lity of either E or F occurring) is equal to the sum of their individual probabilities: P(E or F) = P(E) + P(F); and (4) the probability of a conjunction of two events E and F (the probability that both E and F occur) is equal to the probability of E assuming that F occurs multiplied by the probability of F: P(E and F) = P(E  | F)P(F). [Named after the Russian mathematician Andrei Nikolaevich Kolmogorov (1903–87) who formulated them in 1933]

Subjects: Psychology.


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