Sigma additivity is one of the properties of probability. It is also called countable additivity. You can go the glossary entry entitled countable additivity for a brief definition or to the lecture entitled Probability for more details about sigma additivity and the other properties of probability.
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Please cite as:
Taboga, Marco (2021). "Sigma additivity", Lectures on probability theory and mathematical statistics. Kindle Direct Publishing. Online appendix. https://www.statlect.com/glossary/sigma-additivity.
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