Measure A probability space is a triple( S2, B. P)where S is the sample space corresponding to outcomes of some(perhaps hypo thetical) experiment e B is the o-algebra of subsets of 32. These subsets are called events P is a probability measure; that is, P is a function with domain B and range Definition 1.2.1: Let Q be a nonempty set and be an algebra on Q Then, a set function u on F is called a measure (a)pu(A)∈0,∞] for all a∈J; (b)p()=0: (c) for any disjoint collection of sets A1,A2,…,∈ F with U21An∈, (∪A)=∑AnMeasure