Countable additivity
Countable additivity is one of the properties that characterize probability.
If
is
a probability measure and
![[eq1]](http://images1.statlect.com/countable_additivity__2.png)
is a sequence of mutually exclusive events (i.e.
![[eq2]](http://images1.statlect.com/countable_additivity__3.png)
if
),
then the following property, called countable additivity or
sigma-additivity,
holds:![[eq3]](http://images1.statlect.com/countable_additivity__5.png)
More details about countable additivity - as well as about the other properties of probability - can be found in the lecture entitled Probability.
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